TUnuranMultiContDist Class Reference

TUnuranMultiContDist class describing multi dimensional continuous distributions.

It is used by TUnuran to generate a set of random numbers according to this distribution via TUnuran::Sample(double *). The class can be constructed from a multi-dimensional function (TF1 pointer, which can be actually also a TF2 or a TF3). 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,...)(+inf,+inf,...)], indipendently of the range set in the TF1 class used to construct the distribution.

The derivatives of the pdf which are used by some UNURAN methods are estimated numerically in the Derivative() method. Some extra information (like distribution mode) can be set using SetMode. 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 47 of file TUnuranMultiContDist.h.

Public Member Functions
	TUnuranMultiContDist (const ROOT::Math::IMultiGenFunction &pdf, bool isLogPdf=false)
	Constructor as before but from a generic function object interface for multi-dim functions.
	TUnuranMultiContDist (const TUnuranMultiContDist &)
	Copy constructor.
	TUnuranMultiContDist (TF1 *func=0, unsigned int dim=0, bool isLogPdf=false)
	Constructor from a TF1 object representing the Probability density function.
virtual	~TUnuranMultiContDist ()
	Destructor.
virtual TUnuranMultiContDist *	Clone () const
	Clone (required by base class)
double	Derivative (const double *x, int icoord) const
	evaluate the partial derivative for the given coordinate.
const double *	GetLowerDomain () const
	get the distribution lower domain values.
const double *	GetMode () const
	get the mode (vector of coordinate positions of the maxima of the distribution) If a mode has not defined return a NULL pointer
const double *	GetUpperDomain () const
	get the distribution upper domain values.
void	Gradient (const double *x, double *grad) const
	evaluate the gradient vector of the Pdf.
bool	IsLogPdf () const
	flag to control if given function represent the log of a pdf
unsigned int	NDim () const
	get number of dimension of the distribution
TUnuranMultiContDist &	operator= (const TUnuranMultiContDist &rhs)
	Assignment operator.
double	Pdf (const double *x) const
	evaluate the probability density function, used by UnuRan
void	SetDomain (const double *xmin, const double *xmax)
	set the domain of the distribution giving an array of minimum and maximum values By default otherwise the domain is undefined, i.e.
void	SetMode (const double *x)
	set the mode of the distribution (coordinates of the distribution maximum values)
Public Member Functions inherited from TUnuranBaseDist
virtual	~TUnuranBaseDist ()
	Destructor (no operations)

Private Attributes
bool	fIsLogPdf
std::vector< double >	fMode
bool	fOwnFunc
const ROOT::Math::IMultiGenFunction *	fPdf
std::vector< double >	fXmax
std::vector< double >	fXmin

#include <TUnuranMultiContDist.h>

Inheritance diagram for TUnuranMultiContDist:

Constructor & Destructor Documentation

TUnuranMultiContDist() [1/3]

TUnuranMultiContDist::TUnuranMultiContDist	(	TF1 *	func = 0,
		unsigned int	dim = 0,
		bool	isLogPdf = false
	)

Constructor from a TF1 object representing the Probability density function.

The derivatives of the Pdf are estimated, when required by the UNURAN algorithm, using numerical derivation. If a value of dim 0 is passed , the dimension of the function is taken from TF1::GetNdim(). This works only for 2D and 3D (for TF2 and TF3 objects).

Definition at line 29 of file TUnuranMultiContDist.cxx.

TUnuranMultiContDist() [2/3]

TUnuranMultiContDist::TUnuranMultiContDist	(	const ROOT::Math::IMultiGenFunction &	pdf,
		bool	isLogPdf = false
	)

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

Definition at line 20 of file TUnuranMultiContDist.cxx.

~TUnuranMultiContDist()

TUnuranMultiContDist::~TUnuranMultiContDist ( )

virtual

Destructor.

Definition at line 69 of file TUnuranMultiContDist.cxx.

TUnuranMultiContDist() [3/3]

TUnuranMultiContDist::TUnuranMultiContDist

(

const TUnuranMultiContDist &

rhs

)

Copy constructor.

Definition at line 43 of file TUnuranMultiContDist.cxx.

Member Function Documentation

Clone()

virtual TUnuranMultiContDist * TUnuranMultiContDist::Clone ( ) const

inlinevirtual

Clone (required by base class)

Implements TUnuranBaseDist.

Definition at line 86 of file TUnuranMultiContDist.h.

Derivative()

double TUnuranMultiContDist::Derivative	(	const double *	x,
		int	icoord
	)		const

evaluate the partial derivative for the given coordinate.

Used by UnuRan

Definition at line 92 of file TUnuranMultiContDist.cxx.

GetLowerDomain()

const double * TUnuranMultiContDist::GetLowerDomain ( ) const

inline

get the distribution lower domain values.

Return a null pointer if domain is not defined

Definition at line 119 of file TUnuranMultiContDist.h.

GetMode()

const double * TUnuranMultiContDist::GetMode ( ) const

inline

get the mode (vector of coordinate positions of the maxima of the distribution) If a mode has not defined return a NULL pointer

Definition at line 136 of file TUnuranMultiContDist.h.

GetUpperDomain()

const double * TUnuranMultiContDist::GetUpperDomain ( ) const

inline

get the distribution upper domain values.

Return a null pointer if domain is not defined

Definition at line 126 of file TUnuranMultiContDist.h.

Gradient()

void TUnuranMultiContDist::Gradient	(	const double *	x,
		double *	grad
	)		const

evaluate the gradient vector of the Pdf.

Used by UnuRan

Definition at line 82 of file TUnuranMultiContDist.cxx.

IsLogPdf()

bool TUnuranMultiContDist::IsLogPdf ( ) const

inline

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

Definition at line 145 of file TUnuranMultiContDist.h.

NDim()

unsigned int TUnuranMultiContDist::NDim ( ) const

inline

get number of dimension of the distribution

Definition at line 92 of file TUnuranMultiContDist.h.

operator=()

TUnuranMultiContDist & TUnuranMultiContDist::operator=

(

const TUnuranMultiContDist &

rhs

)

Assignment operator.

Definition at line 51 of file TUnuranMultiContDist.cxx.

Pdf()

double TUnuranMultiContDist::Pdf

(

const double *

x

)

const

evaluate the probability density function, used by UnuRan

Definition at line 75 of file TUnuranMultiContDist.cxx.

SetDomain()

void TUnuranMultiContDist::SetDomain ( const double *  xmin, const double *  xmax  )

inline

set the domain of the distribution giving an array of minimum and maximum values By default otherwise the domain is undefined, i.e.

is [-inf,+inf] To remove the domain do a SetDomain(0,0). There is no possibility to have a domain defined in only one coordinate. Use instead inf or DOUBLE_MAX to specify un infinite domain in that coordinate

Definition at line 103 of file TUnuranMultiContDist.h.

SetMode()

void TUnuranMultiContDist::SetMode ( const double *  x )

inline

set the mode of the distribution (coordinates of the distribution maximum values)

Definition at line 112 of file TUnuranMultiContDist.h.

Member Data Documentation

fIsLogPdf

bool TUnuranMultiContDist::fIsLogPdf

private

Definition at line 172 of file TUnuranMultiContDist.h.

fMode

std::vector<double> TUnuranMultiContDist::fMode

private

Definition at line 170 of file TUnuranMultiContDist.h.

fOwnFunc

bool TUnuranMultiContDist::fOwnFunc

private

Definition at line 173 of file TUnuranMultiContDist.h.

fPdf

const ROOT::Math::IMultiGenFunction* TUnuranMultiContDist::fPdf

private

Definition at line 166 of file TUnuranMultiContDist.h.

fXmax

std::vector<double> TUnuranMultiContDist::fXmax

private

Definition at line 169 of file TUnuranMultiContDist.h.

fXmin

std::vector<double> TUnuranMultiContDist::fXmin

private

Definition at line 168 of file TUnuranMultiContDist.h.

Libraries for TUnuranMultiContDist:

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

• math/unuran/inc/TUnuranMultiContDist.h
• math/unuran/src/TUnuranMultiContDist.cxx