// @(#)root/unuran:$Id$ // Authors: L. Moneta, J. Leydold Wed Feb 28 2007 /********************************************************************** * * * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT * * * * * **********************************************************************/ // Header file for class TUnuranContDist #ifndef ROOT_Math_TUnuranContDist #define ROOT_Math_TUnuranContDist #include "TUnuranBaseDist.h" #include "Math/IFunctionfwd.h" class TF1; /** \class TUnuranContDist \ingroup Unuran 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), independently 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. */ class TUnuranContDist : public TUnuranBaseDist { public: /** 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 explicitly 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. */ explicit TUnuranContDist (TF1 * pdf = nullptr, TF1 * deriv = nullptr, bool isLogPdf = false ); /** Constructor as above but with the possibility to pass also the Cdf. In case an algorithm requiring only the Cdf (no Pdf), one can use this constructor passing nullptr for Pdf and derivative of the Pdf */ TUnuranContDist (TF1 * pdf, TF1 * deriv, TF1 * cdf, bool isLogPdf = false ); /** Constructor as before but from a generic function object interface for one-dim functions */ explicit TUnuranContDist (const ROOT::Math::IGenFunction & pdf, const ROOT::Math::IGenFunction * dpdf = nullptr, bool isLogPdf = false, bool copyFunc = false); /** Constructor as before from pointers to generic function object interface for one-dim functions which can be use for all algorithms including those requiring only the Cdf */ TUnuranContDist (const ROOT::Math::IGenFunction * pdf, const ROOT::Math::IGenFunction * dpdf, const ROOT::Math::IGenFunction * cdf, bool isLogPdf = false, bool copyFunc = false ); /** Destructor */ ~TUnuranContDist () override; /** Copy constructor */ TUnuranContDist(const TUnuranContDist &); /** Assignment operator */ TUnuranContDist & operator = (const TUnuranContDist & rhs); /** Clone (required by base class) */ TUnuranContDist * Clone() const override { return new TUnuranContDist(*this); } /** set cdf distribution. If a method requires it and is not set it is then estimated using numerical integration from the pdf */ void SetCdf(TF1 * cdf); /** set cdf distribution using a generic function interface */ void SetCdf(const ROOT::Math::IGenFunction & cdf); /** Set the distribution domain. If min < max a domain is defined otherwise is undefined */ void SetDomain(double xmin, double xmax) { fXmin = xmin; fXmax = xmax; if (fXmin < fXmax) fHasDomain = true; else fHasDomain = false; } /** set the distribution mode (x position of its maximum) */ void SetMode(double mode) { fMode = mode; fHasMode=true;} /** set the area below the pdf */ void SetPdfArea(double area) { fArea = area; fHasArea=true;} /** check if distribution has a defined domain and return in case its domain */ bool GetDomain(double & xmin, double & xmax) const { xmin = fXmin; xmax = fXmax; return fHasDomain; } /** check if a cdf function is provided for the distribution */ bool HasCdf() const { return fCdf != nullptr; } /** check if distribution has a pre-computed mode */ bool HasMode() const { return fHasMode; } /** check if distribution has a pre-computed area below the Pdf */ bool HasPdfArea() const { return fHasArea; } /** return the mode (x location of maximum of the pdf) */ double Mode() const { return fMode; } /** return area below the pdf */ double PdfArea() const { return fArea; } /** flag to control if given function represent the log of a pdf */ bool IsLogPdf() const { return fIsLogPdf; } /** evaluate the Probability Density function. Used by the UnuRan algorithms */ double Pdf ( double x) const; /** evaluate the derivative of the pdf. Used by UnuRan */ double DPdf( double x) const; /** evaluate the integral (cdf) on the domain. Used by Unuran algorithm */ double Cdf(double x) const; protected: private: const ROOT::Math::IGenFunction * fPdf; ///< pointer to the pdf const ROOT::Math::IGenFunction * fDPdf; ///< pointer to the derivative of the pdf const ROOT::Math::IGenFunction * fCdf; ///< pointer to the cdf (cumulative dist.) double fXmin; ///< lower value of the domain double fXmax; ///< upper value of the domain double fMode; ///< mode of the distribution double fArea; ///< area below pdf // flags bool fIsLogPdf; ///< flag to control if function pointer represent log of pdf bool fHasDomain; ///< flag to control if distribution has a defined domain (otherwise is [-inf,+inf] bool fHasMode; ///< flag to control if distribution has a pre-computed mode bool fHasArea; ///< flag to control if distribution has a pre-computed area below the pdf bool fOwnFunc; ///< flag to indicate if class manages the function pointers //mutable double fX[1]; ///