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TUnuranContDist.h
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1 // @(#)root/unuran:$Id$
2 // Authors: L. Moneta, J. Leydold Wed Feb 28 2007
3 
4 /**********************************************************************
5  * *
6  * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
7  * *
8  * *
9  **********************************************************************/
10 
11 // Header file for class TUnuranContDist
12 
13 
14 #ifndef ROOT_Math_TUnuranContDist
15 #define ROOT_Math_TUnuranContDist
16 
17 #include "TUnuranBaseDist.h"
18 
19 #include "Math/IFunctionfwd.h"
20 
21 class TF1;
22 
23 
24 
25 
26 /**
27  \class TUnuranContDist
28  \ingroup Unuran
29 
30  TUnuranContDist class describing one dimensional continuous distribution.
31  It is used by TUnuran to generate random numbers according to this distribution via
32  TUnuran::Sample()
33 
34  The class can be constructed from a function (TF1) representing the probability density
35  function of the distribution. Optionally the derivative of the pdf can also be passed.
36 
37  It provides a method to set the domain of the distribution ( SetDomain ) which will correspond to the range
38  of the generated random numbers. By default the domain is (-inf, + inf), indipendently of the
39  range set in the TF1 class used to construct the distribution.
40 
41  In addition, some UNURAN methods requires extra information (cdf function, distribution mode,
42  area of pdf, etc...). This information can as well be set.
43  Some methods require instead of the pdf the log of the pdf.
44  This can also be controlled by setting a flag when constructing this class.
45 */
46 
47 
49 
50 public:
51 
52 
53  /**
54  Constructor from a TF1 objects specifying the pdf and optionally from another function
55  representing the derivative of the pdf. The flag isLogPdf can be used to pass instead of the pdf
56  (and its derivative) the log (and the derivative of the log) of the pdf.
57  By default the distribution has not domain set (it is defined between [-inf,+inf], no mode, no pdf area and no
58  cdf explicity defined. UnuRan, if needed, can compute some of this quantities, but the user if they know them can
59  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
60  integration algorithm is used to estimate the Cdf from the Pdf.
61  In case an algorithm requires only the Cdf (no Pdf), an empty distribution can be constructed and then the user must
62  set afterwards the Cdf.
63  */
64  explicit TUnuranContDist (TF1 * pdf = 0, TF1 * deriv = 0, bool isLogPdf = false );
65 
66  /**
67  Constructor as before but from a generic function object interface for one-dim functions
68  */
69  explicit TUnuranContDist (const ROOT::Math::IGenFunction & pdf, const ROOT::Math::IGenFunction * dpdf = 0, bool isLogPdf = false, bool copyFunc = false);
70 
71 
72  /**
73  Destructor
74  */
75  virtual ~TUnuranContDist ();
76 
77 
78  /**
79  Copy constructor
80  */
82 
83  /**
84  Assignment operator
85  */
87 
88  /**
89  Clone (required by base class)
90  */
91  virtual TUnuranContDist * Clone() const { return new TUnuranContDist(*this); }
92 
93 
94  /**
95  set cdf distribution. If a method requires it
96  and is not set it is then estimated using numerical
97  integration from the pdf
98  */
99  void SetCdf(TF1 * cdf);
100 
101  /**
102  set cdf distribution using a generic function interface
103  */
104  void SetCdf(const ROOT::Math::IGenFunction & cdf);
105 
106  /**
107  Set the distribution domain. If min < max a domain is defined otherwise is undefined
108  */
109  void SetDomain(double xmin, double xmax) {
110  fXmin = xmin;
111  fXmax = xmax;
112  if (fXmin < fXmax)
113  fHasDomain = true;
114  else
115  fHasDomain = false;
116  }
117 
118  /**
119  set the distribution mode (x position of its maximum)
120  */
121  void SetMode(double mode) { fMode = mode; fHasMode=true;}
122 
123  /**
124  set the area below the pdf
125  */
126  void SetPdfArea(double area) { fArea = area; fHasArea=true;}
127 
128  /**
129  check if distribution has a defined domain and return in case its domain
130  */
131  bool GetDomain(double & xmin, double & xmax) const {
132  xmin = fXmin;
133  xmax = fXmax;
134  return fHasDomain;
135  }
136 
137  /**
138  check if a cdf function is provided for the distribution
139  */
140  bool HasCdf() const { return fCdf != 0; }
141 
142  /**
143  check if distribution has a pre-computed mode
144  */
145  bool HasMode() const { return fHasMode; }
146 
147 
148  /**
149  check if distribution has a pre-computed area below the Pdf
150  */
151  bool HasPdfArea() const { return fHasArea; }
152 
153  /**
154  return the mode (x location of maximum of the pdf)
155  */
156  double Mode() const { return fMode; }
157 
158  /**
159  return area below the pdf
160  */
161  double PdfArea() const { return fArea; }
162 
163 
164  /**
165  flag to control if given function represent the log of a pdf
166  */
167  bool IsLogPdf() const { return fIsLogPdf; }
168 
169  /**
170  evaluate the Probability Density function. Used by the UnuRan algorithms
171  */
172  double Pdf ( double x) const;
173 
174  /**
175  evaluate the derivative of the pdf. Used by UnuRan
176  */
177  double DPdf( double x) const;
178 
179  /**
180  evaluate the integral (cdf) on the domain. Used by Unuran algorithm
181  */
182  double Cdf(double x) const;
183 
184 
185 protected:
186 
187 
188 private:
189 
190 
191  const ROOT::Math::IGenFunction * fPdf; // pointer to the pdf
192  const ROOT::Math::IGenFunction * fDPdf; //pointer to the derivative of the pdf
193  const ROOT::Math::IGenFunction * fCdf; //pointer to the cdf (cumulative dist.)
194 
195  double fXmin; //lower value of the domain
196  double fXmax; //upper value of the domain
197  double fMode; //mode of the distribution
198  double fArea; //area below pdf
199 
200  // flags
201  bool fIsLogPdf; //flag to control if function pointer represent log of pdf
202  bool fHasDomain; //flag to control if distribution has a defined domain (otherwise is [-inf,+inf]
203  bool fHasMode; //flag to control if distribution has a pre-computed mode
204  bool fHasArea; //flag to control if distribution has a pre-computed area below the pdf
205  bool fOwnFunc; // flag to indicate if class manages the function pointers
206  //mutable double fX[1]; //! cached vector for using TF1::EvalPar
207 
208  ClassDef(TUnuranContDist,1) //Wrapper class for one dimensional continuous distribution
209 
210 
211 };
212 
213 
214 
215 #endif /* ROOT_Math_TUnuranContDist */
TUnuranContDist::SetCdf
void SetCdf(TF1 *cdf)
set cdf distribution.
Definition: TUnuranContDist.cxx:122
TUnuranContDist::SetMode
void SetMode(double mode)
set the distribution mode (x position of its maximum)
Definition: TUnuranContDist.h:121
TUnuranContDist::fHasMode
bool fHasMode
Definition: TUnuranContDist.h:203
TUnuranContDist::Pdf
double Pdf(double x) const
evaluate the Probability Density function.
Definition: TUnuranContDist.cxx:137
TUnuranContDist::IsLogPdf
bool IsLogPdf() const
flag to control if given function represent the log of a pdf
Definition: TUnuranContDist.h:167
TUnuranContDist::HasPdfArea
bool HasPdfArea() const
check if distribution has a pre-computed area below the Pdf
Definition: TUnuranContDist.h:151
TUnuranContDist::fMode
double fMode
Definition: TUnuranContDist.h:197
xmax
float xmax
Definition: THbookFile.cxx:95
IFunctionfwd.h
TUnuranContDist::fPdf
const ROOT::Math::IGenFunction * fPdf
Definition: TUnuranContDist.h:191
x
Double_t x[n]
Definition: legend1.C:17
TUnuranContDist::HasCdf
bool HasCdf() const
check if a cdf function is provided for the distribution
Definition: TUnuranContDist.h:140
TUnuranContDist::GetDomain
bool GetDomain(double &xmin, double &xmax) const
check if distribution has a defined domain and return in case its domain
Definition: TUnuranContDist.h:131
TUnuranBaseDist.h
TUnuranContDist::SetDomain
void SetDomain(double xmin, double xmax)
Set the distribution domain.
Definition: TUnuranContDist.h:109
TUnuranContDist::fXmin
double fXmin
Definition: TUnuranContDist.h:195
TUnuranContDist::operator=
TUnuranContDist & operator=(const TUnuranContDist &rhs)
Assignment operator.
Definition: TUnuranContDist.cxx:77
TUnuranContDist::HasMode
bool HasMode() const
check if distribution has a pre-computed mode
Definition: TUnuranContDist.h:145
TUnuranContDist::Mode
double Mode() const
return the mode (x location of maximum of the pdf)
Definition: TUnuranContDist.h:156
TUnuranContDist
TUnuranContDist class describing one dimensional continuous distribution.
Definition: TUnuranContDist.h:48
xmin
float xmin
Definition: THbookFile.cxx:95
TUnuranContDist::fArea
double fArea
Definition: TUnuranContDist.h:198
TUnuranContDist::Clone
virtual TUnuranContDist * Clone() const
Clone (required by base class)
Definition: TUnuranContDist.h:91
TUnuranContDist::fHasArea
bool fHasArea
Definition: TUnuranContDist.h:204
TUnuranContDist::DPdf
double DPdf(double x) const
evaluate the derivative of the pdf.
Definition: TUnuranContDist.cxx:144
TUnuranContDist::fOwnFunc
bool fOwnFunc
Definition: TUnuranContDist.h:205
TUnuranContDist::Cdf
double Cdf(double x) const
evaluate the integral (cdf) on the domain.
Definition: TUnuranContDist.cxx:159
TUnuranContDist::~TUnuranContDist
virtual ~TUnuranContDist()
Destructor.
Definition: TUnuranContDist.cxx:107
ROOT::Math::IBaseFunctionOneDim
Interface (abstract class) for generic functions objects of one-dimension Provides a method to evalua...
Definition: IFunction.h:135
TUnuranContDist::SetPdfArea
void SetPdfArea(double area)
set the area below the pdf
Definition: TUnuranContDist.h:126
TUnuranContDist::PdfArea
double PdfArea() const
return area below the pdf
Definition: TUnuranContDist.h:161
TUnuranContDist::fXmax
double fXmax
Definition: TUnuranContDist.h:196
TUnuranContDist::fCdf
const ROOT::Math::IGenFunction * fCdf
Definition: TUnuranContDist.h:193
ClassDef
#define ClassDef(name, id)
Definition: Rtypes.h:325
TUnuranContDist::fIsLogPdf
bool fIsLogPdf
Definition: TUnuranContDist.h:201
TUnuranContDist::fHasDomain
bool fHasDomain
Definition: TUnuranContDist.h:202
TUnuranBaseDist
TUnuranBaseDist, base class for Unuran distribution classees such as TUnuranContDist (for one-dimensi...
Definition: TUnuranBaseDist.h:29
TF1
1-Dim function class
Definition: TF1.h:213
TUnuranContDist::fDPdf
const ROOT::Math::IGenFunction * fDPdf
Definition: TUnuranContDist.h:192
TUnuranContDist::TUnuranContDist
TUnuranContDist(TF1 *pdf=0, TF1 *deriv=0, bool isLogPdf=false)
Constructor from a TF1 objects specifying the pdf and optionally from another function representing t...
Definition: TUnuranContDist.cxx:48