78 static const double eu = 0.577215664901532860606;
79 static const double pi2 = 6.28318530717958647693,
80 rpi = 0.318309886183790671538,
81 pih = 1.57079632679489661923;
83 double deltaEpsilon = 0.001;
84 static const double logdeltaEpsilon = -
std::log(deltaEpsilon);
86 static const double eps = 1
e-5;
89 9.29, 2.47, 0.89, 0.36, 0.15, 0.07, 0.03, 0.02};
91 0.012, 0.03, 0.08, 0.26, 0.87, 3.83};
94 std::cerr <<
"VavilovAccurate::Set: kappa = " << kappa <<
" - out of range" << std::endl;
95 if (kappa < 0.001) kappa = 0.001;
97 if (beta2 < 0 || beta2 > 1) {
98 std::cerr <<
"VavilovAccurate::Set: beta2 = " << beta2 <<
" - out of range" << std::endl;
99 if (beta2 < 0) beta2 = -beta2;
100 if (beta2 > 1) beta2 = 1;
104 fH[5] = 1-beta2*(1-
eu)-logEpsilonPM/kappa;
107 double h4 = logEpsilonPM/kappa-(1+beta2*
eu);
109 double kappaInv = 1/kappa;
115 while (lp < 9 && kappa < xp[lp]) ++lp;
117 while (lq < 7 && kappa >= xq[
lq]) ++
lq;
124 }
while (ifail == 2);
134 fH[1] = kappa*(2+beta2*
eu)+
h1;
135 if(kappa >= 0.07)
fH[1] += logdeltaEpsilon;
157 double d = rpi*
std::exp(kappa*(1+beta2*(
eu-logKappa)));
162 for (
int k = 1; k <
n; ++k) {
165 double x1 = kappaInv*
x;
170 double xf1 = kappa*(beta2*
c1-c4)-
x*
c2;
171 double xf2 =
x*(
c1 +
fT0) + kappa*(
c3+beta2*
c2);
191 if (
fKappa < 0.02)
return;
197 if (estmedian>1.3) estmedian = 1.3;
200 for (
int i = 1; i <
fNQuant/2; ++i) {
220 static const double pi = 3.14159265358979323846;
226 }
else if (
x <=
fT1) {
229 double cof = 2*
cos(u);
233 for (
int k = 2; k <=
n+1; ++k) {
240 for (
int k = 2; k <=
n; ++k) {
245 f = 0.5*(a0-a2)+b0*
sin(u);
259 static const double pi = 3.14159265358979323846;
265 }
else if (
x <=
fT1) {
268 double cof = 2*
cos(u);
272 for (
int k = 2; k <=
n+1; ++k) {
279 for (
int k = 2; k <=
n; ++k) {
284 f = 0.5*(a0-a2)+b0*
sin(u);
299 static const double pi = 3.14159265358979323846;
305 }
else if (
x <=
fT1) {
308 double cof = 2*
cos(u);
312 for (
int k = 2; k <=
n+1; ++k) {
319 for (
int k = 2; k <=
n; ++k) {
324 f = -0.5*(a0-a2)+b0*
sin(u);
338 if (z < 0 || z > 1)
return std::numeric_limits<double>::signaling_NaN();
351 while (z >
fQuant[i]) ++i;
390 if (z < 0 || z > 1)
return std::numeric_limits<double>::signaling_NaN();
405 while (z1 >
fQuant[i]) ++i;
435 double y1 = -
Pdf (
x);
464 return vavilov->
Pdf (
x);
469 return vavilov->
Cdf_c (
x);
474 return vavilov->
Cdf (
x);
508 double xa, xb, fa, fb,
r;
529 bool recalcF12 =
true;
530 bool recalcFab =
true;
534 double x1=0,
x2=0,
f1=0, f2=0, fx=0, ee=0;
539 ee = eps*(std::abs(x0)+1);
568 if(u2 == 0 || u4 == 0)
continue;
574 double cb = (
x1+
x2)*u2-(
x2+x0)*u1;
575 double cc = (
x1-x0)*
f1-
x1*(ca*
x1+cb);
577 if(cb == 0)
continue;
583 x0 = -u3 + (x0+u3 >= 0 ? +1 : -1)*
std::sqrt(u4);
585 if(x0 < xa || x0 > xb)
continue;
589 r = std::abs(x0-
x3) < std::abs(x0-
x2) ? std::abs(x0-
x3) : std::abs(x0-
x2);
590 ee = eps*(std::abs(x0)+1);
601 fx = (this->*
f) (x0);
617 if (fx*ff <= 0)
break;
633 r = -0.5*std::abs(xb-xa);
635 std::cerr <<
"VavilovAccurate::Rzero: fail=" << fail <<
", f(" <<
a <<
")=" << (this->*
f) (a)
636 <<
", f(" <<
b <<
")=" << (this->*
f) (b) << std::endl;
646 static const double eu = 0.577215664901532860606;
649 return (
x-0.25*
x)*
x-
eu;
678 if (
x>-0.223172)
x = -0.223172;
683 double p0 =
Pdf (
x - eps);
685 double p2 =
Pdf (
x + eps);
686 double y1 = 0.5*(p2-p0)/eps;
687 double y2 = (p2-2*p1+p0)/(eps*eps);
690 if (
fabs(dx) < eps) eps = 0.1*
fabs(dx);
691 }
while (
fabs(dx) > 1
E-5);
static const double x2[5]
static const double x1[5]
static const double x3[11]
Class describing a Vavilov distribution.
double Cdf_c(double x) const
Evaluate the Vavilov complementary cumulative probability density function.
double GetEpsilon() const
Return the current value of .
void InitQuantile() const
static VavilovAccurate * GetInstance()
Returns a static instance of class VavilovFast.
double G116f1(double x) const
int Rzero(double a, double b, double &x0, double eps, int mxf, double(VavilovAccurate::*f)(double) const) const
static VavilovAccurate * fgInstance
double fA_cdf[MAXTERMS+1]
double fA_pdf[MAXTERMS+1]
virtual double GetBeta2() const
Return the current value of .
double fLambda[kNquantMax]
static double E1plLog(double x)
virtual double GetLambdaMin() const
Return the minimum value of for which is nonzero in the current approximation.
double Quantile_c(double z) const
Evaluate the inverse of the complementary Vavilov cumulative probability density function.
virtual double Mode() const
Return the value of where the pdf is maximal.
double Pdf(double x) const
Evaluate the Vavilov probability density function.
virtual double GetLambdaMax() const
Return the maximum value of for which is nonzero in the current approximation.
double GetEpsilonPM() const
Return the current value of .
virtual double GetKappa() const
Return the current value of .
double Quantile(double z) const
Evaluate the inverse of the Vavilov cumulative probability density function.
virtual void SetKappaBeta2(double kappa, double beta2)
Change and and recalculate coefficients if necessary.
double fB_cdf[MAXTERMS+1]
double G116f2(double x) const
double fQuant[kNquantMax]
void Set(double kappa, double beta2, double epsilonPM=5E-4, double epsilon=1E-5)
(Re)Initialize the object
VavilovAccurate(double kappa=1, double beta2=1, double epsilonPM=5E-4, double epsilon=1E-5)
Initialize an object to calculate the Vavilov distribution.
double fB_pdf[MAXTERMS+1]
double GetNTerms() const
Return the number of terms used in the series expansion.
virtual ~VavilovAccurate()
Destructor.
double Cdf(double x) const
Evaluate the Vavilov cumulative probability density function.
double vavilov_accurate_pdf(double x, double kappa, double beta2)
The Vavilov probability density function.
double vavilov_accurate_cdf_c(double x, double kappa, double beta2)
The Vavilov complementary cumulative probability density function.
double vavilov_accurate_cdf(double x, double kappa, double beta2)
The Vavilov cumulative probability density function.
double vavilov_accurate_quantile_c(double z, double kappa, double beta2)
The inverse of the complementary Vavilov cumulative probability density function.
double landau_quantile(double z, double xi=1)
Inverse ( ) of the cumulative distribution function of the lower tail of the Landau distribution (lan...
double vavilov_accurate_quantile(double z, double kappa, double beta2)
The inverse of the Vavilov cumulative probability density function.
double expint(double x)
Calculates the exponential integral.
double sinint(double x)
Calculates the sine integral.
double cosint(double x)
Calculates the real part of the cosine integral Re(Ci).
Namespace for new Math classes and functions.
VecExpr< UnaryOp< Fabs< T >, VecExpr< A, T, D >, T >, T, D > fabs(const VecExpr< A, T, D > &rhs)
static constexpr double s
static constexpr double pi
static constexpr double pi2
constexpr Double_t E()
Base of natural log: