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 48 of file TUnuranContDist.h.
Public Member Functions | |
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. | |
TUnuranContDist (const ROOT::Math::IGenFunction *pdf, const ROOT::Math::IGenFunction *dpdf, const ROOT::Math::IGenFunction *cdf, bool isLogPdf=false, bool copyFunc=false) | |
Constructor as before from pointers to generic function object interface for one-dim functions which can be use for all algorithms including those requiring only the Cdf. | |
TUnuranContDist (const TUnuranContDist &) | |
Copy constructor. | |
TUnuranContDist (TF1 *pdf, TF1 *deriv, TF1 *cdf, bool isLogPdf=false) | |
Constructor as above but with the possibility to pass also the Cdf. | |
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. | |
virtual | ~TUnuranContDist () |
Destructor. | |
double | Cdf (double x) const |
evaluate the integral (cdf) on the domain. | |
virtual TUnuranContDist * | Clone () const |
Clone (required by base class) | |
double | DPdf (double x) const |
evaluate the derivative of the pdf. | |
bool | GetDomain (double &xmin, double &xmax) const |
check if distribution has a defined domain and return in case its domain | |
bool | HasCdf () const |
check if a cdf function is provided for the distribution | |
bool | HasMode () const |
check if distribution has a pre-computed mode | |
bool | HasPdfArea () const |
check if distribution has a pre-computed area below the Pdf | |
bool | IsLogPdf () const |
flag to control if given function represent the log of a pdf | |
double | Mode () const |
return the mode (x location of maximum of the pdf) | |
TUnuranContDist & | operator= (const TUnuranContDist &rhs) |
Assignment operator. | |
double | Pdf (double x) const |
evaluate the Probability Density function. | |
double | PdfArea () const |
return area below the pdf | |
void | SetCdf (const ROOT::Math::IGenFunction &cdf) |
set cdf distribution using a generic function interface | |
void | SetCdf (TF1 *cdf) |
set cdf distribution. | |
void | SetDomain (double xmin, double xmax) |
Set the distribution domain. | |
void | SetMode (double mode) |
set the distribution mode (x position of its maximum) | |
void | SetPdfArea (double area) |
set the area below the pdf | |
Public Member Functions inherited from TUnuranBaseDist | |
virtual | ~TUnuranBaseDist () |
Destructor (no operations) | |
Private Attributes | |
double | fArea |
const ROOT::Math::IGenFunction * | fCdf |
const ROOT::Math::IGenFunction * | fDPdf |
bool | fHasArea |
bool | fHasDomain |
bool | fHasMode |
bool | fIsLogPdf |
double | fMode |
bool | fOwnFunc |
const ROOT::Math::IGenFunction * | fPdf |
double | fXmax |
double | fXmin |
#include <TUnuranContDist.h>
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.
Definition at line 64 of file TUnuranContDist.cxx.
Constructor as above but with the possibility to pass also the Cdf.
In case an algorithm requiring only the Cdf (no Pdf), one can use this contructor passing nullptr for Pdf and derivative of the Pdf
Definition at line 46 of file TUnuranContDist.cxx.
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Constructor as before but from a generic function object interface for one-dim functions.
Definition at line 42 of file TUnuranContDist.cxx.
TUnuranContDist::TUnuranContDist | ( | const ROOT::Math::IGenFunction * | pdf, |
const ROOT::Math::IGenFunction * | dpdf, | ||
const ROOT::Math::IGenFunction * | cdf, | ||
bool | isLogPdf = false , |
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bool | copyFunc = false |
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Constructor as before from pointers to generic function object interface for one-dim functions which can be use for all algorithms including those requiring only the Cdf.
Definition at line 25 of file TUnuranContDist.cxx.
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Destructor.
Definition at line 108 of file TUnuranContDist.cxx.
TUnuranContDist::TUnuranContDist | ( | const TUnuranContDist & | rhs | ) |
Copy constructor.
Definition at line 68 of file TUnuranContDist.cxx.
evaluate the integral (cdf) on the domain.
Used by Unuran algorithm
Definition at line 158 of file TUnuranContDist.cxx.
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Clone (required by base class)
Implements TUnuranBaseDist.
Definition at line 99 of file TUnuranContDist.h.
evaluate the derivative of the pdf.
Used by UnuRan
Definition at line 142 of file TUnuranContDist.cxx.
check if distribution has a defined domain and return in case its domain
Definition at line 139 of file TUnuranContDist.h.
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check if a cdf function is provided for the distribution
Definition at line 148 of file TUnuranContDist.h.
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check if distribution has a pre-computed mode
Definition at line 153 of file TUnuranContDist.h.
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check if distribution has a pre-computed area below the Pdf
Definition at line 159 of file TUnuranContDist.h.
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flag to control if given function represent the log of a pdf
Definition at line 175 of file TUnuranContDist.h.
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return the mode (x location of maximum of the pdf)
Definition at line 164 of file TUnuranContDist.h.
TUnuranContDist & TUnuranContDist::operator= | ( | const TUnuranContDist & | rhs | ) |
Assignment operator.
Definition at line 78 of file TUnuranContDist.cxx.
evaluate the Probability Density function.
Used by the UnuRan algorithms
Definition at line 137 of file TUnuranContDist.cxx.
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return area below the pdf
Definition at line 169 of file TUnuranContDist.h.
void TUnuranContDist::SetCdf | ( | const ROOT::Math::IGenFunction & | cdf | ) |
set cdf distribution using a generic function interface
Definition at line 117 of file TUnuranContDist.cxx.
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 123 of file TUnuranContDist.cxx.
Set the distribution domain.
If min < max a domain is defined otherwise is undefined
Definition at line 117 of file TUnuranContDist.h.
set the distribution mode (x position of its maximum)
Definition at line 129 of file TUnuranContDist.h.
set the area below the pdf
Definition at line 134 of file TUnuranContDist.h.
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Definition at line 203 of file TUnuranContDist.h.