ROOT   6.08/07 Reference Guide
VavilovAccurateQuantile.h
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1 // @(#)root/mathmore:$Id$
2 // Authors: B. List 29.4.2010
3
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24
25 // Header file for class VavilovAccurateQuantile
26 //
27 // Created by: blist at Thu Apr 29 11:19:00 2010
28 //
29 // Last update: Thu Apr 29 11:19:00 2010
30 //
31 #ifndef ROOT_Math_VavilovAccurateQuantile
32 #define ROOT_Math_VavilovAccurateQuantile
33
34
35 #include "Math/IParamFunction.h"
36 #include "Math/VavilovAccurate.h"
37
38 #include <memory>
39
40 namespace ROOT {
41 namespace Math {
42
43 //____________________________________________________________________________
44 /**
45  Class describing the Vavilov quantile function.
46
47  The probability density function of the Vavilov distribution
48  is given by:
49  \f[ p(\lambda; \kappa, \beta^2) =
50  \frac{1}{2 \pi i}\int_{c-i\infty}^{c+i\infty} \phi(s) e^{\lambda s} ds\f]
51  where \f$\phi(s) = e^{C} e^{\psi(s)}\f$
52  with \f$C = \kappa (1+\beta^2 \gamma )\f$
53  and \f[\psi(s) = s \ln \kappa + (s+\beta^2 \kappa)
54  \cdot \left ( \int \limits_{0}^{1}
55  \frac{1 - e^{\frac{-st}{\kappa}}}{t} \, dt- \gamma \right )
56  - \kappa \, e^{\frac{-s}{\kappa}}\f].
57  \f$\gamma = 0.5772156649\dots\f$ is Euler's constant.
58
59  The parameters are:
60  - 0: Norm: Normalization constant
61  - 1: x0: Location parameter
62  - 2: xi: Width parameter
63  - 3: kappa: Parameter \f$\kappa\f$ of the Vavilov distribution
64  - 4: beta2: Parameter \f$\beta^2\f$ of the Vavilov distribution
65
66  Benno List, June 2010
67
68
69  @ingroup StatFunc
70  */
71
72
74  public:
75
76  /**
77  Default constructor
78  */
80
81  /**
82  Constructor with parameter values
83  @param p vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2).
84  */
85  VavilovAccurateQuantile(const double *p);
86
87  /**
88  Destructor
89  */
90  virtual ~VavilovAccurateQuantile ();
91
92  /**
93  Access the parameter values
94  */
95  virtual const double * Parameters() const;
96
97  /**
98  Set the parameter values
99  @param p vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2).
100
101  */
102  virtual void SetParameters(const double * p );
103
104  /**
105  Return the number of Parameters
106  */
107  virtual unsigned int NPar() const;
108
109  /**
110  Return the name of the i-th parameter (starting from zero)
111  */
112  virtual std::string ParameterName(unsigned int i) const;
113
114  /**
115  Evaluate the function
116
117  @param x The Quantile \f$z\f$ , \f$0 \le z \le 1\f$
118  */
119  virtual double DoEval(double x) const;
120
121  /**
122  Evaluate the function, using parameters p
123
124  @param x The Quantile \f$z\f$, \f$0 \le z \le 1\f$
125  @param p vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2).
126  */
127  virtual double DoEvalPar(double x, const double * p) const;
128
129  /**
130  Return a clone of the object
131  */
132  virtual IBaseFunctionOneDim * Clone() const;
133
134  private:
135  double fP[5];
136
137 };
138
139
140 } // namespace Math
141 } // namespace ROOT
142
143 #endif /* ROOT_Math_VavilovAccurateQuantile */
virtual std::string ParameterName(unsigned int i) const
Return the name of the i-th parameter (starting from zero)
virtual void SetParameters(const double *p)
Set the parameter values.
Interface (abstract class) for generic functions objects of one-dimension Provides a method to evalua...
Definition: IFunction.h:133
This namespace contains pre-defined functions to be used in conjuction with TExecutor::Map and TExecu...
Definition: StringConv.hxx:21
Double_t x[n]
Definition: legend1.C:17
Class describing the Vavilov quantile function.
virtual const double * Parameters() const
Access the parameter values.
virtual unsigned int NPar() const
Return the number of Parameters.
Specialized IParamFunction interface (abstract class) for one-dimensional parametric functions It is ...
virtual IBaseFunctionOneDim * Clone() const
Return a clone of the object.
Namespace for new Math classes and functions.
virtual double DoEval(double x) const
Evaluate the function.
virtual double DoEvalPar(double x, const double *p) const
Evaluate the function, using parameters p.