// @(#)root/mathmore:$Id$ // Authors: B. List 29.4.2010 /********************************************************************** * * * Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT * * * * This library is free software; you can redistribute it and/or * * modify it under the terms of the GNU General Public License * * as published by the Free Software Foundation; either version 2 * * of the License, or (at your option) any later version. * * * * This library is distributed in the hope that it will be useful, * * but WITHOUT ANY WARRANTY; without even the implied warranty of * * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * * General Public License for more details. * * * * You should have received a copy of the GNU General Public License * * along with this library (see file COPYING); if not, write * * to the Free Software Foundation, Inc., 59 Temple Place, Suite * * 330, Boston, MA 02111-1307 USA, or contact the author. * * * **********************************************************************/ // Header file for class VavilovAccurateQuantile // // Created by: blist at Thu Apr 29 11:19:00 2010 // // Last update: Thu Apr 29 11:19:00 2010 // #ifndef ROOT_Math_VavilovAccurateQuantile #define ROOT_Math_VavilovAccurateQuantile #include "Math/IParamFunction.h" #include "Math/VavilovAccurate.h" #include namespace ROOT { namespace Math { //____________________________________________________________________________ /** Class describing the Vavilov quantile function. The probability density function of the Vavilov distribution is given by: \f[ p(\lambda; \kappa, \beta^2) = \frac{1}{2 \pi i}\int_{c-i\infty}^{c+i\infty} \phi(s) e^{\lambda s} ds\f] where \f$\phi(s) = e^{C} e^{\psi(s)}\f$ with \f$ C = \kappa (1+\beta^2 \gamma )\f$ and \f[\psi(s) = s \ln \kappa + (s+\beta^2 \kappa) \cdot \left ( \int \limits_{0}^{1} \frac{1 - e^{\frac{-st}{\kappa}}}{t} \, dt- \gamma \right ) - \kappa \, e^{\frac{-s}{\kappa}}\f]. \f$ \gamma = 0.5772156649\dots\f$ is Euler's constant. The parameters are: - 0: Norm: Normalization constant - 1: x0: Location parameter - 2: xi: Width parameter - 3: kappa: Parameter \f$\kappa\f$ of the Vavilov distribution - 4: beta2: Parameter \f$\beta^2\f$ of the Vavilov distribution Benno List, June 2010 @ingroup StatFunc */ class VavilovAccurateQuantile: public IParametricFunctionOneDim { public: /** Default constructor */ VavilovAccurateQuantile(); /** Constructor with parameter values @param p vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2). */ VavilovAccurateQuantile(const double *p); /** Destructor */ ~VavilovAccurateQuantile () override; /** Access the parameter values */ const double * Parameters() const override; /** Set the parameter values @param p vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2). */ void SetParameters(const double * p ) override; /** Return the number of Parameters */ unsigned int NPar() const override; /** Return the name of the i-th parameter (starting from zero) */ std::string ParameterName(unsigned int i) const override; /** Evaluate the function @param x The Quantile \f$z\f$ , \f$0 \le z \le 1\f$ */ double DoEval(double x) const override; /** Evaluate the function, using parameters p @param x The Quantile \f$z\f$, \f$0 \le z \le 1\f$ @param p vector of doubles containing the parameter values (Norm, x0, xi, kappa, beta2). */ double DoEvalPar(double x, const double * p) const override; /** Return a clone of the object */ IBaseFunctionOneDim * Clone() const override; private: double fP[5]; }; } // namespace Math } // namespace ROOT #endif /* ROOT_Math_VavilovAccurateQuantile */