ROOT 6.10/09 Reference Guide |
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 (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. More... | |
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. More... | |
TUnuranContDist (const TUnuranContDist &) | |
Copy constructor. More... | |
virtual | ~TUnuranContDist () |
Destructor. More... | |
double | Cdf (double x) const |
evaluate the integral (cdf) on the domain. More... | |
virtual TUnuranContDist * | Clone () const |
Clone (required by base class) More... | |
double | DPdf (double x) const |
evaluate the derivative of the pdf. More... | |
bool | GetDomain (double &xmin, double &xmax) const |
check if distribution has a defined domain and return in case its domain More... | |
bool | HasCdf () const |
check if a cdf function is provided for the distribution More... | |
bool | HasMode () const |
check if distribution has a pre-computed mode More... | |
bool | HasPdfArea () const |
check if distribution has a pre-computed area below the Pdf More... | |
bool | IsLogPdf () const |
flag to control if given function represent the log of a pdf More... | |
double | Mode () const |
return the mode (x location of maximum of the pdf) More... | |
TUnuranContDist & | operator= (const TUnuranContDist &rhs) |
Assignment operator. More... | |
double | Pdf (double x) const |
evaluate the Probability Density function. More... | |
double | PdfArea () const |
return area below the pdf More... | |
void | SetCdf (TF1 *cdf) |
set cdf distribution. More... | |
void | SetCdf (const ROOT::Math::IGenFunction &cdf) |
set cdf distribution using a generic function interface More... | |
void | SetDomain (double xmin, double xmax) |
Set the distribution domain. More... | |
void | SetMode (double mode) |
set the distribution mode (x position of its maximum) More... | |
void | SetPdfArea (double area) |
set the area below the pdf More... | |
Public Member Functions inherited from TUnuranBaseDist | |
virtual | ~TUnuranBaseDist () |
Destructor (no operations) More... | |
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. In case an algorithm requires only the Cdf (no Pdf), an empty distribution can be constructed and then the user must set afterwards the Cdf.
Definition at line 48 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 25 of file TUnuranContDist.cxx.
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Destructor.
Definition at line 107 of file TUnuranContDist.cxx.
TUnuranContDist::TUnuranContDist | ( | const TUnuranContDist & | rhs | ) |
Copy constructor.
Definition at line 67 of file TUnuranContDist.cxx.
double TUnuranContDist::Cdf | ( | double | x | ) | const |
evaluate the integral (cdf) on the domain.
Used by Unuran algorithm
Definition at line 159 of file TUnuranContDist.cxx.
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Clone (required by base class)
Implements TUnuranBaseDist.
Definition at line 91 of file TUnuranContDist.h.
double TUnuranContDist::DPdf | ( | double | x | ) | const |
evaluate the derivative of the pdf.
Used by UnuRan
Definition at line 144 of file TUnuranContDist.cxx.
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check if distribution has a defined domain and return in case its domain
Definition at line 131 of file TUnuranContDist.h.
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check if a cdf function is provided for the distribution
Definition at line 140 of file TUnuranContDist.h.
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check if distribution has a pre-computed mode
Definition at line 145 of file TUnuranContDist.h.
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check if distribution has a pre-computed area below the Pdf
Definition at line 151 of file TUnuranContDist.h.
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flag to control if given function represent the log of a pdf
Definition at line 167 of file TUnuranContDist.h.
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return the mode (x location of maximum of the pdf)
Definition at line 156 of file TUnuranContDist.h.
TUnuranContDist & TUnuranContDist::operator= | ( | const TUnuranContDist & | rhs | ) |
Assignment operator.
Definition at line 77 of file TUnuranContDist.cxx.
double TUnuranContDist::Pdf | ( | double | x | ) | const |
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 161 of file TUnuranContDist.h.
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 122 of file TUnuranContDist.cxx.
void TUnuranContDist::SetCdf | ( | const ROOT::Math::IGenFunction & | cdf | ) |
set cdf distribution using a generic function interface
Definition at line 116 of file TUnuranContDist.cxx.
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Set the distribution domain.
If min < max a domain is defined otherwise is undefined
Definition at line 109 of file TUnuranContDist.h.
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set the distribution mode (x position of its maximum)
Definition at line 121 of file TUnuranContDist.h.
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set the area below the pdf
Definition at line 126 of file TUnuranContDist.h.
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Definition at line 198 of file TUnuranContDist.h.
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Definition at line 203 of file TUnuranContDist.h.
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Definition at line 197 of file TUnuranContDist.h.
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Definition at line 191 of file TUnuranContDist.h.
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Definition at line 196 of file TUnuranContDist.h.
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Definition at line 195 of file TUnuranContDist.h.