npstat::CompositeDistributionND Class Reference

#include <CompositeDistributionND.hh>

Inheritance diagram for npstat::CompositeDistributionND:

Public Member Functions
	CompositeDistributionND (const AbsDistributionND *copula, const std::vector< const AbsDistribution1D * > marginals, bool assumePointerOwnership=false)
	CompositeDistributionND (const AbsDistributionND &copula, const AbsDistribution1D &m0, const AbsDistribution1D &m1)
	CompositeDistributionND (const AbsDistributionND &copula, const AbsDistribution1D &m0, const AbsDistribution1D &m1, const AbsDistribution1D &m2)
	CompositeDistributionND (const AbsDistributionND &copula, const AbsDistribution1D &m0, const AbsDistribution1D &m1, const AbsDistribution1D &m2, const AbsDistribution1D &m3)
	CompositeDistributionND (const AbsDistributionND &copula, const AbsDistribution1D &m0, const AbsDistribution1D &m1, const AbsDistribution1D &m2, const AbsDistribution1D &m3, const AbsDistribution1D &m4)
	CompositeDistributionND (const AbsDistributionND &copula)
void	addMarginal (const AbsDistribution1D &marginal)
template<typename Num1 , unsigned Len1, unsigned Dim1>
	CompositeDistributionND (const double *location, const double *scale, unsigned locationAndScaleLength, const ArrayND< Num1, Len1, Dim1 > &histogram, const ArrayShape &copulaShape, const unsigned interpolationDegree)
	CompositeDistributionND (const CompositeDistributionND &)
CompositeDistributionND &	operator= (const CompositeDistributionND &)
virtual CompositeDistributionND *	clone () const
bool	mappedByQuantiles () const
const AbsDistributionND *	copula () const
const AbsDistribution1D *	marginal (unsigned index) const
double	density (const double *x, unsigned dim) const
double	copulaDensity (const double *x, unsigned dim) const
double	productOfTheMarginals (const double *x, unsigned dim) const
void	unitMap (const double *rnd, unsigned dim, double *x) const
virtual gs::ClassId	classId () const
virtual bool	write (std::ostream &of) const
Public Member Functions inherited from npstat::AbsDistributionND
	AbsDistributionND (const unsigned dim)
	AbsDistributionND (const AbsDistributionND &r)
AbsDistributionND &	operator= (const AbsDistributionND &r)
bool	operator== (const AbsDistributionND &r) const
bool	operator!= (const AbsDistributionND &r) const
unsigned	dim () const
virtual unsigned	random (AbsRandomGenerator &g, double *x, unsigned lenX) const

Static Public Member Functions
static const char *	classname ()
static unsigned	version ()
static CompositeDistributionND *	read (const gs::ClassId &id, std::istream &in)
Static Public Member Functions inherited from npstat::AbsDistributionND
static const char *	classname ()
static unsigned	version ()
static AbsDistributionND *	read (const gs::ClassId &id, std::istream &)

Protected Member Functions
virtual bool	isEqual (const AbsDistributionND &) const

Additional Inherited Members
Protected Attributes inherited from npstat::AbsDistributionND
const unsigned	dim_

Detailed Description

This class represents multivariate statistical distributions decomposed into copula and marginals

Constructor & Destructor Documentation

CompositeDistributionND() [1/4]

npstat::CompositeDistributionND::CompositeDistributionND	(	const AbsDistributionND *	copula,
		const std::vector< const AbsDistribution1D * >	marginals,
		bool	assumePointerOwnership = false
	)

Constructor from pre-calculated copula and the marginals. If "assumePointerOwnership" is true then all argument distributions will be deleted in the destructor. If "assumePointerOwnership" is false then the constructor will build copies of all distributions (which will be later deleted in the destructor).

CompositeDistributionND() [2/4]

npstat::CompositeDistributionND::CompositeDistributionND	(	const AbsDistributionND &	copula,
		const AbsDistribution1D &	m0,
		const AbsDistribution1D &	m1
	)

Convenience constructor from copula and several marginals. The dimensionality of the copula must be consistent with the number of marginals provided.

CompositeDistributionND() [3/4]

npstat::CompositeDistributionND::CompositeDistributionND ( const AbsDistributionND &  copula )

explicit

Start with the copula and add marginals later

CompositeDistributionND() [4/4]

template<typename Num1 , unsigned Len1, unsigned Dim1>

npstat::CompositeDistributionND::CompositeDistributionND	(	const double *	location,
		const double *	scale,
		unsigned	locationAndScaleLength,
		const ArrayND< Num1, Len1, Dim1 > &	histogram,
		const ArrayShape &	copulaShape,
		const unsigned	interpolationDegree
	)

Constructor from a histogram. The copula and the marginals are generated internally. "interpolationDegree" should be either 0 or 1 (limited by the abilities of BinnedDensityND class).

Member Function Documentation

addMarginal()

void npstat::CompositeDistributionND::addMarginal

(

const AbsDistribution1D &

marginal

)

Add a marginal. An exception will be thrown in case an attempt is made to add more marginals than copula has dimensions.

classId()

virtual gs::ClassId npstat::CompositeDistributionND::classId ( ) const

inlinevirtual

Method needed for "geners" I/O

Implements npstat::AbsDistributionND.

clone()

virtual CompositeDistributionND* npstat::CompositeDistributionND::clone ( ) const

inlinevirtual

"Virtual copy constructor"

Implements npstat::AbsDistributionND.

copula()

const AbsDistributionND* npstat::CompositeDistributionND::copula ( ) const

inline

Return the copula

density()

double npstat::CompositeDistributionND::density ( const double *  x, unsigned  dim  ) const

virtual

Probability density

Implements npstat::AbsDistributionND.

mappedByQuantiles()

bool npstat::CompositeDistributionND::mappedByQuantiles ( ) const

inlinevirtual

The following method should return "true" in case the "unitMap" method is implemented by a sequence of conditional quantile functions. Distributions with such maps permit quantile-based interpolation procedures.

Implements npstat::AbsDistributionND.

marginal()

const AbsDistribution1D* npstat::CompositeDistributionND::marginal ( unsigned  index ) const

inline

Return the marginal distribution for the given dimension

unitMap()

void npstat::CompositeDistributionND::unitMap ( const double *  rnd, unsigned  bufLen, double *  x  ) const

virtual

Mapping from the unit hypercube into the density support region. Note that "bufLen" does not have to be equal to the dimensionality of the function. There may be an efficient way to generate just the leading dimensions in case "bufLen" is smaller than the dimensionality.

Implements npstat::AbsDistributionND.

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The documentation for this class was generated from the following file:

• stat/CompositeDistributionND.hh