CumulativeDistribution.h

//-*-C++-*-
/***************************************************************************
 *
 *   Copyright (C) 2008 - 2023 by Andrew Jameson and Willem van Straten
 *   Licensed under the Academic Free License version 2.1
 *
 ***************************************************************************/
 
#ifndef __dsp_Signal_Statistics_CumulativeDistribution_h
#define __dsp_Signal_Statistics_CumulativeDistribution_h
 
#include "dsp/ProbabilityDensity.h"
#include "dsp/Romberg.h"
#include "ReferenceTo.h"
 
namespace dsp {
 
  class CumulativeDistribution : public Reference::Able 
  {
 
  public:
 
    CumulativeDistribution(ProbabilityDensity* pdf = 0) { if (pdf) set_pdf(pdf); }
 
    void set_pdf (ProbabilityDensity* _pdf) { pdf = _pdf; }
 
    double operator() (double x) { return pdf->evaluate(x); }
 
    double cf (double x);
    double log_cf (double x);
    double dlog_cf (double x);
 
    double ccf (double x);
    double log_ccf (double x);
    double dlog_ccf (double x);
      
    typedef double argument_type;
    typedef double return_type;
 
  protected:
  
    Reference::To<ProbabilityDensity> pdf;
    
    // used to integrate the CF and/or CCF
    Romberg<MidPoint> midpoint;
    Romberg<> normal;
  };
}
 
#endif