TUnuranContDist class describing one dimensional continuous distribution.

It is used by TUnuran to generate random numbers according to this distribution via TUnuran::Sample()

The class can be constructed from a function (TF1) representing the probability density function of the distribution. Optionally the derivative of the pdf can also be passed.

It provides a method to set the domain of the distribution ( SetDomain ) which will correspond to the range of the generated random numbers. By default the domain is (-inf, + inf), indipendently of the range set in the TF1 class used to construct the distribution.

In addition, some UNURAN methods requires extra information (cdf function, distribution mode, area of pdf, etc...). This information can as well be set. Some methods require instead of the pdf the log of the pdf. This can also be controlled by setting a flag when constructing this class.

Definition at line 52 of file TUnuranContDist.h.

Public Member Functions
	TUnuranContDist (TF1 pdf=0, TF1 deriv=0, bool isLogPdf=false)
	Constructor from a TF1 objects specifying the pdf and optionally from another function representing the derivative of the pdf. More...

	TUnuranContDist (const ROOT::Math::IGenFunction &pdf, const ROOT::Math::IGenFunction *dpdf=0, bool isLogPdf=false, bool copyFunc=false)
	Constructor as before but from a generic function object interface for one-dim functions. More...

virtual	~TUnuranContDist ()
	Destructor. More...

	TUnuranContDist (const TUnuranContDist &)
	Copy constructor. More...

TUnuranContDist &	operator= (const TUnuranContDist &rhs)
	Assignment operator. More...

virtual TUnuranContDist *	Clone () const
	Clone (required by base class) More...

void	SetCdf (TF1 *cdf)
	set cdf distribution. More...

void	SetCdf (const ROOT::Math::IGenFunction &cdf)
	set cdf distribution using a generic function interface More...

void	SetDomain (double xmin, double xmax)
	Set the distribution domain. More...

void	SetMode (double mode)
	set the distribution mode (x position of its maximum) More...

void	SetPdfArea (double area)
	set the area below the pdf More...

bool	GetDomain (double &xmin, double &xmax) const
	check if distribution has a defined domain and return in case its domain More...

bool	HasCdf () const
	check if a cdf function is provided for the distribution More...

bool	HasMode () const
	check if distribution has a pre-computed mode More...

bool	HasPdfArea () const
	check if distribution has a pre-computed area below the Pdf More...

double	Mode () const
	return the mode (x location of maximum of the pdf) More...

double	PdfArea () const
	return area below the pdf More...

bool	IsLogPdf () const
	flag to control if given function represent the log of a pdf More...

double	Pdf (double x) const
	evaluate the Probability Density function. More...

double	DPdf (double x) const
	evaluate the derivative of the pdf. More...

double	Cdf (double x) const
	evaluate the integral (cdf) on the domain. More...

Public Member Functions inherited from TUnuranBaseDist
virtual	~TUnuranBaseDist ()
	Destructor (no operations) More...

Private Attributes
const ROOT::Math::IGenFunction *	fPdf

const ROOT::Math::IGenFunction *	fDPdf

const ROOT::Math::IGenFunction *	fCdf

double	fXmin

double	fXmax

double	fMode

double	fArea

bool	fIsLogPdf

bool	fHasDomain

bool	fHasMode

bool	fHasArea

bool	fOwnFunc

#include <TUnuranContDist.h>

Inheritance diagram for TUnuranContDist:

[legend]

Constructor & Destructor Documentation

TUnuranContDist::TUnuranContDist	(	TF1 *	pdf = `0`,
		TF1 *	deriv = `0`,
		bool	isLogPdf = `false`
	)

explicit

Constructor from a TF1 objects specifying the pdf and optionally from another function representing the derivative of the pdf.

The flag isLogPdf can be used to pass instead of the pdf (and its derivative) the log (and the derivative of the log) of the pdf. By default the distribution has not domain set (it is defined between [-inf,+inf], no mode, no pdf area and no cdf explicity defined. UnuRan, if needed, can compute some of this quantities, but the user if they know them can set them in order to speed up the algorithm. For example in case of the Cdf, if the user has not set it, a numerical integration algorithm is used to estimate the Cdf from the Pdf. In case an algorithm requires only the Cdf (no Pdf), an empty distribution can be constructed and then the user must set afterwards the Cdf.

Definition at line 48 of file TUnuranContDist.cxx.

Referenced by Clone().

TUnuranContDist::TUnuranContDist	(	const ROOT::Math::IGenFunction &	pdf,
		const ROOT::Math::IGenFunction *	dpdf = `0`,
		bool	isLogPdf = `false`,
		bool	copyFunc = `false`
	)

explicit

Constructor as before but from a generic function object interface for one-dim functions.

TUnuranContDist::~TUnuranContDist ( )

virtual

Destructor.

Definition at line 107 of file TUnuranContDist.cxx.

TUnuranContDist::TUnuranContDist ( const TUnuranContDist & rhs )

Copy constructor.

Definition at line 67 of file TUnuranContDist.cxx.

Member Function Documentation

double TUnuranContDist::Cdf ( double x ) const

evaluate the integral (cdf) on the domain.

Used by Unuran algorithm

Definition at line 159 of file TUnuranContDist.cxx.

Referenced by ContDist::Cdf().

virtual TUnuranContDist* TUnuranContDist::Clone ( ) const

inlinevirtual

Clone (required by base class)

Implements TUnuranBaseDist.

Definition at line 95 of file TUnuranContDist.h.

Referenced by ClassImp(), and TUnuran::Init().

double TUnuranContDist::DPdf ( double x ) const

evaluate the derivative of the pdf.

Used by UnuRan

Definition at line 144 of file TUnuranContDist.cxx.

Referenced by ContDist::Dpdf().

bool TUnuranContDist::GetDomain	(	double &	xmin,
		double &	xmax
	)		const

inline

check if distribution has a defined domain and return in case its domain

Definition at line 135 of file TUnuranContDist.h.

Referenced by TUnuran::SetContDistribution().

bool TUnuranContDist::HasCdf ( ) const

inline

check if a cdf function is provided for the distribution

Definition at line 144 of file TUnuranContDist.h.

Referenced by TUnuran::SetContDistribution().

bool TUnuranContDist::HasMode ( ) const

inline

check if distribution has a pre-computed mode

Definition at line 149 of file TUnuranContDist.h.

Referenced by TUnuran::SetContDistribution().

bool TUnuranContDist::HasPdfArea ( ) const

inline

check if distribution has a pre-computed area below the Pdf

Definition at line 155 of file TUnuranContDist.h.

Referenced by TUnuran::SetContDistribution().

bool TUnuranContDist::IsLogPdf ( ) const

inline

flag to control if given function represent the log of a pdf

Definition at line 171 of file TUnuranContDist.h.

Referenced by TUnuran::SetContDistribution().

double TUnuranContDist::Mode ( ) const

inline

return the mode (x location of maximum of the pdf)

Definition at line 160 of file TUnuranContDist.h.

Referenced by TUnuran::SetContDistribution().

TUnuranContDist & TUnuranContDist::operator= ( const TUnuranContDist & rhs )

Assignment operator.

Definition at line 77 of file TUnuranContDist.cxx.

Referenced by TUnuranContDist().

double TUnuranContDist::Pdf ( double x ) const

evaluate the Probability Density function.

Used by the UnuRan algorithms

Definition at line 137 of file TUnuranContDist.cxx.

Referenced by ContDist::Pdf().

double TUnuranContDist::PdfArea ( ) const

inline

return area below the pdf

Definition at line 165 of file TUnuranContDist.h.

Referenced by TUnuran::SetContDistribution().

void TUnuranContDist::SetCdf ( TF1 * cdf )

set cdf distribution.

If a method requires it and is not set it is then estimated using numerical integration from the pdf

Definition at line 122 of file TUnuranContDist.cxx.

Referenced by unuranDistr().

void TUnuranContDist::SetCdf ( const ROOT::Math::IGenFunction & cdf )

set cdf distribution using a generic function interface

Definition at line 116 of file TUnuranContDist.cxx.

void TUnuranContDist::SetDomain	(	double	xmin,
		double	xmax
	)

inline

Set the distribution domain.

If min < max a domain is defined otherwise is undefined

Definition at line 113 of file TUnuranContDist.h.

Referenced by TUnuranSampler::DoInit1D(), and unuranDistr().

void TUnuranContDist::SetMode ( double mode )

inline

set the distribution mode (x position of its maximum)

Definition at line 125 of file TUnuranContDist.h.

Referenced by TUnuranSampler::DoInit1D(), and unuranDistr().

void TUnuranContDist::SetPdfArea ( double area )

inline

set the area below the pdf

Definition at line 130 of file TUnuranContDist.h.

Referenced by TUnuranSampler::DoInit1D(), and unuranDistr().

Member Data Documentation

double TUnuranContDist::fArea

private

Definition at line 202 of file TUnuranContDist.h.

Referenced by operator=(), PdfArea(), and SetPdfArea().

const ROOT::Math::IGenFunction* TUnuranContDist::fCdf

private

Definition at line 197 of file TUnuranContDist.h.

Referenced by Cdf(), HasCdf(), operator=(), SetCdf(), and ~TUnuranContDist().

const ROOT::Math::IGenFunction* TUnuranContDist::fDPdf

private

Definition at line 196 of file TUnuranContDist.h.

Referenced by DPdf(), operator=(), SetCdf(), and ~TUnuranContDist().

bool TUnuranContDist::fHasArea

private

Definition at line 208 of file TUnuranContDist.h.

Referenced by HasPdfArea(), operator=(), and SetPdfArea().

bool TUnuranContDist::fHasDomain

private

Definition at line 206 of file TUnuranContDist.h.

Referenced by GetDomain(), operator=(), and SetDomain().

bool TUnuranContDist::fHasMode

private

Definition at line 207 of file TUnuranContDist.h.

Referenced by HasMode(), operator=(), and SetMode().

bool TUnuranContDist::fIsLogPdf

private

Definition at line 205 of file TUnuranContDist.h.

Referenced by IsLogPdf(), and operator=().

double TUnuranContDist::fMode

private

Definition at line 201 of file TUnuranContDist.h.

Referenced by Mode(), operator=(), and SetMode().

bool TUnuranContDist::fOwnFunc

private

Definition at line 209 of file TUnuranContDist.h.

Referenced by operator=(), SetCdf(), and ~TUnuranContDist().

const ROOT::Math::IGenFunction* TUnuranContDist::fPdf

private

Definition at line 195 of file TUnuranContDist.h.

Referenced by Cdf(), DPdf(), operator=(), Pdf(), SetCdf(), and ~TUnuranContDist().

double TUnuranContDist::fXmax

private

Definition at line 200 of file TUnuranContDist.h.

Referenced by Cdf(), GetDomain(), operator=(), and SetDomain().

double TUnuranContDist::fXmin

private

Definition at line 199 of file TUnuranContDist.h.

Referenced by Cdf(), GetDomain(), operator=(), and SetDomain().

Collaboration diagram for TUnuranContDist:

[legend]

The documentation for this class was generated from the following files:

math/unuran/inc/TUnuranContDist.h
math/unuran/src/TUnuranContDist.cxx

Public Member Functions

Private Attributes

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation