class TUnuranMultiContDist: public TUnuranBaseDist


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.



Function Members (Methods)

public:
TUnuranMultiContDist(const TUnuranMultiContDist&)
TUnuranMultiContDist(TF1* func = 0, unsigned int dim = 0, bool isLogPdf = false)
virtual~TUnuranMultiContDist()
static TClass*Class()
virtual TUnuranMultiContDist*Clone() const
doubleDerivative(const double* x, int icoord) const
const double*GetLowerDomain() const
const double*GetMode() const
const double*GetUpperDomain() const
voidGradient(const double* x, double* grad) const
virtual TClass*IsA() const
boolIsLogPdf() const
unsigned intNDim() const
TUnuranMultiContDist&operator=(const TUnuranMultiContDist& rhs)
doublePdf(const double* x) const
voidSetDomain(const double* xmin, const double* xmax)
voidSetMode(double* x)
virtual voidShowMembers(TMemberInspector& insp, char* parent)
virtual voidStreamer(TBuffer& b)
voidStreamerNVirtual(TBuffer& b)

Data Members

private:
unsigned intfDimnumber of function dimension
boolfIsLogPdfflag to control if function pointer represent log of pdf
vector<double>fModevector representing the x coordinates of the maximum of the pdf
TF1*fPdfpointer to the pdf
vector<double>fXmaxvector with upper x values of the domain
vector<double>fXminvector with lower x values of the domain

Class Charts

Inheritance Inherited Members Includes Libraries
Class Charts

Function documentation

TUnuranMultiContDist(TF1* func = 0, unsigned int dim = 0, bool isLogPdf = false)
Constructor from a TF1 object representing the Probability density funciton.
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).

virtual ~TUnuranMultiContDist()
Destructor (no operations)

{}
TUnuranMultiContDist(const TUnuranMultiContDist& )
Copy constructor

TUnuranMultiContDist * Clone()
Clone (required by base class)

{ return new TUnuranMultiContDist(*this); }
unsigned int NDim()
get number of dimension of the distribution

void SetDomain(const double* xmin, const double* xmax)
t the domain of the distribution giving an array of minimum and maximum valu
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

void SetMode(double* x)
set the mode of the distribution (coordinates of the distribution maximum values)

const double * GetLowerDomain()
get the distribution lower domain values. Return a null pointer if domain is not defined

const double * GetUpperDomain()
get the distribution upper domain values. Return a null pointer if domain is not defined

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

bool IsLogPdf()
lag to control if given function represent the log of a pd

{ return fIsLogPdf; }
double Pdf(const double* x) const
evaluate the probability density function, used by UnuRan

void Gradient(const double* x, double* grad) const
evaluate the gradient vector of  the Pdf. Used by UnuRan

double Derivative(const double* x, int icoord) const
evaluate the partial derivative for the given coordinate. Used by UnuRan


Last update: root/unuran:$Id: TUnuranMultiContDist.h 21526 2007-12-20 10:42:41Z moneta $
Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *

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