LegendreDistro1D.hh

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#ifndef NPSTAT_LEGENDREDISTRO1D_HH_
#define NPSTAT_LEGENDREDISTRO1D_HH_
 
/*!
// \file LegendreDistro1D.hh
//
// \brief Statistical distribution constructed using orthonormal
//        Legendre polynomial series
//
// Author: I. Volobouev
//
// February 2023
*/
 
#include "npstat/nm/ClassicalOrthoPolys1D.hh"
 
#include "npstat/stat/Distribution1DFactory.hh"
 
namespace npstat {
    /**
    // A distribution whose density is a series in terms of 
    // orthonormal Legendre polynomials on [-1, 1]. The series
    // coefficients start with degree 1 (note, not 0).
    */
    class LegendreDistro1D : public AbsScalableDistribution1D
    {
    public:
        LegendreDistro1D(double location, double scale,
                         const double* coeffs, unsigned maxdeg,
                         bool ensurePositivity = true);
 
        LegendreDistro1D(double location, double scale,
                         const std::vector<double>& coeffs,
                         bool ensurePositivity = true);
 
        inline virtual LegendreDistro1D* clone() const
            {return new LegendreDistro1D(*this);}
 
        inline virtual ~LegendreDistro1D() {}
 
        inline bool isPositive() const {return isPositive_;};
 
        // Methods needed for I/O
        virtual gs::ClassId classId() const {return gs::ClassId(*this);}
        virtual bool write(std::ostream& os) const;
 
        static inline const char* classname()
            {return "npstat::LegendreDistro1D";}
        static inline unsigned version() {return 2;}
        static LegendreDistro1D* read(const gs::ClassId& id, std::istream& in);
 
    protected:
        virtual bool isEqual(const AbsDistribution1D&) const;
 
    private:
        friend class ScalableDistribution1DFactory<LegendreDistro1D>;
 
        inline static int nParameters() {return -1;}
 
        double unscaledDensity(double x) const;
        double unscaledCdf(double x) const;
        double unscaledQuantile(double x) const;
        double unscaledExceedance(double x) const;
 
        void checkPositive(bool validatePositivity);
        void setupCoeffs(const double* coeffs, unsigned maxdeg);
 
        LegendreOrthoPoly1D poly_;
        std::vector<double> allCoeffs_;
        std::vector<double> integCoeffs_;
        bool isPositive_;
    };
}
 
#endif // NPSTAT_LEGENDREDISTRO1D_HH_