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Reference Guide
UnuranDistr.h
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1 // @(#)root/unuran:$Id$
2 // Author: L. Moneta Wed Sep 27 11:22:07 2006
3 
4 /**********************************************************************
5  * *
6  * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
7  * *
8  * *
9  **********************************************************************/
10 
11 // Header file for class UnuranDistr
12 
13 #ifndef ROOT_Math_UnuranDistr
14 #define ROOT_Math_UnuranDistr
15 
16 #include "unuran.h"
17 #include <iostream>
18 
19 #include <cmath>
20 
21 /**
22  UnuranDistr
23  Provides free function based on TF1 to be called by unuran
24 */
25 
26 
27 template<class Function>
28 struct UnuranDistr {
29 
30  /// evaluate the probal
31  static double Pdf(double x, const UNUR_DISTR * dist) {
32  const Function * func = reinterpret_cast<const Function *> ( unur_distr_get_extobj(dist) );
33  return func->operator()(x);
34  }
35 
36  static double Dpdf(double x, const UNUR_DISTR * dist) {
37  const Function * func = reinterpret_cast<const Function *> ( unur_distr_get_extobj(dist) );
38  return func->Derivative(x);
39  }
40 
41  static double Cdf(double x, const UNUR_DISTR * dist) {
42  const Function * func = reinterpret_cast<const Function *> ( unur_distr_get_extobj(dist) );
43  return func->Cdf(x);
44  }
45 
46 };
47 
48 /**
49  free functions for multidimensional functions
50  needed bby UNURAN
51 */
52 template<class Function>
54 
55  /// evaluate the probality density function
56  static double Pdf(const double * x, UNUR_DISTR * dist) {
57  const Function * func = reinterpret_cast<const Function *> ( unur_distr_get_extobj(dist) );
58  assert( func != 0);
59  return func->operator()(x);
60  }
61 
62 
63  static int Dpdf(double * grad, const double * x, UNUR_DISTR * dist) {
64  const Function * func = reinterpret_cast<const Function *> ( unur_distr_get_extobj(dist) );
65  func->Gradient(x,grad);
66  return 0;
67  }
68 
69  // provides the gradient componets separatly
70  static double Pdpdf(const double * x, int coord, UNUR_DISTR * dist) {
71  const Function * func = reinterpret_cast<const Function *> ( unur_distr_get_extobj(dist) );
72  return func->Gradient(x,coord);
73  }
74 
75  static double Logpdf(const double * x, UNUR_DISTR * dist) {
76 // const Function * func = reinterpret_cast<const Function *> ( unur_distr_get_extobj(dist) );
77 // assert( func != 0);
78 // double y = func->operator()(x);
79 // // if ( y < std::numeric_limits<double>::min() )
80  return std::log( Pdf(x,dist) );
81  }
82 
83  static int Dlogpdf(double * grad, const double * x, UNUR_DISTR * dist) {
84  int dim = unur_distr_get_dim(dist);
85  double pdf = Pdf(x,dist);
86  int ret = Dpdf(grad,x,dist);
87  for (int i = 0; i < dim; ++i) {
88  grad[i] /= pdf;
89  }
90  return ret;
91  }
92 
93  static double Pdlogpdf(const double * x, int coord, UNUR_DISTR * dist) {
94  return Pdpdf(x,coord,dist)/ Pdf(x,dist);
95  }
96 
97 };
98 
99 
100 
101 #endif /* ROOT_Math_UnuranDistr */
static double Dpdf(double x, const UNUR_DISTR *dist)
Definition: UnuranDistr.h:36
double dist(Rotation3D const &r1, Rotation3D const &r2)
Definition: 3DDistances.cxx:48
static double Pdlogpdf(const double *x, int coord, UNUR_DISTR *dist)
Definition: UnuranDistr.h:93
static int Dlogpdf(double *grad, const double *x, UNUR_DISTR *dist)
Definition: UnuranDistr.h:83
static double Pdf(const double *x, UNUR_DISTR *dist)
evaluate the probality density function
Definition: UnuranDistr.h:56
Double_t x[n]
Definition: legend1.C:17
static double Cdf(double x, const UNUR_DISTR *dist)
Definition: UnuranDistr.h:41
static double Pdpdf(const double *x, int coord, UNUR_DISTR *dist)
Definition: UnuranDistr.h:70
double func(double *x, double *p)
Definition: stressTF1.cxx:213
UnuranDistr Provides free function based on TF1 to be called by unuran.
Definition: UnuranDistr.h:28
static int Dpdf(double *grad, const double *x, UNUR_DISTR *dist)
Definition: UnuranDistr.h:63
struct unur_distr UNUR_DISTR
Definition: TUnuran.h:72
free functions for multidimensional functions needed bby UNURAN
Definition: UnuranDistr.h:53
double log(double)
static double Pdf(double x, const UNUR_DISTR *dist)
evaluate the probal
Definition: UnuranDistr.h:31
static double Logpdf(const double *x, UNUR_DISTR *dist)
Definition: UnuranDistr.h:75