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1. add generalized Beta' distribution
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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@@ -6,7 +6,7 @@ | |
| # @author Vanya BELYAEV [email protected] | ||
| # @date 2011-07-25 | ||
| # ============================================================================= | ||
| """A set of various smooth shapes and PDFs | ||
| """ A set of various smooth shapes and PDFs | ||
| - GammaDist_pdf : Gamma-distributuon in shape/scale parameterization | ||
| - GenGammaDist_pdf : Generalized Gamma-distribution | ||
|
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@@ -15,6 +15,7 @@ | |
| - Log10GammaDist_pdf : Gamma-distributuon in shape/scale parameterization | ||
| - LogGamma_pdf : Log-Gamma distribution | ||
| - BetaPrime_pdf : Beta-prime distribution | ||
| - GenBetaPrime_pdf : generalized Beta-prime distribution | ||
| - Landau_pdf : Landau distribution | ||
| - Argus_pdf : ARGUS distribution | ||
| - GenArgus_pdf : Generalized ARGUS distribution | ||
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@@ -45,6 +46,7 @@ | |
| 'Log10GammaDist_pdf' , ## Gamma-distributuon in shape/scale parameterization | ||
| 'LogGamma_pdf' , ## Log-Gamma distribution | ||
| 'BetaPrime_pdf' , ## Beta-prime distribution | ||
| 'GenBetaPrime_pdf' , ## generalized Beta-prime distribution | ||
| 'Landau_pdf' , ## Landau distribution | ||
| 'Argus_pdf' , ## ARGUS distribution | ||
| 'GenArgus_pdf' , ## Generalized ARGUS distribution | ||
|
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@@ -58,7 +60,7 @@ | |
| 'Hagedorn_pdf' , ## Hagedorn PDF | ||
| 'Tsallis2_pdf' , ## 2D Tsallis PDF | ||
| 'GenPareto_pdf' , ## Generalised Pareto distribution | ||
| 'ExGenPareto_pdf' , ## Exponentiatd Generalised Pareto distribution | ||
| 'ExGenPareto_pdf' , ## Exponentiated Generalised Pareto distribution | ||
| 'Benini_pdf' , ## Benini distribution | ||
| 'GEV_pdf' , ## Generalised Extreme Value distribution | ||
| 'MPERT_pdf' , ## Modified PERT distribution | ||
|
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@@ -693,6 +695,90 @@ def delta ( self , value ) : | |
| self.set_value ( self.__delta , value ) | ||
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| models.append ( BetaPrime_pdf ) | ||
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| # ============================================================================= | ||
| ## @class GenBetaPrime_pdf | ||
| # Generalized beta'-distribution | ||
| # http://en.wikipedia.org/wiki/Beta_prime_distribution | ||
| # @author Vanya BELYAEV [email protected] | ||
| # @date 2013-05-11 | ||
| # @see Ostap::Models::GenBetaPrime | ||
| # @see Ostap::Math::GenBetaPrime | ||
| # @see Ostap::Models::BetaPrime | ||
| # @see Ostap::Math::BetaPrime | ||
| class GenBetaPrime_pdf(BetaPrime_pdf) : | ||
| """Beta-prime disribution | ||
| - http://en.wikipedia.org/wiki/Beta_prime_distribution | ||
| """ | ||
| ## constructor | ||
| def __init__ ( self , | ||
| name , ## the name | ||
| xvar , ## the variable | ||
| alpha = None , ## alpha-parameter | ||
| beta = None , ## beta-parameter | ||
| p = 1 , ## p-parameter, p>0 | ||
| q = 1 , ## q-parameter, q>0 | ||
| scale = 1 , ## scale-parameter | ||
| delta = 0 ) : ## shift-parameter | ||
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| ## inialize the base | ||
| BetaPrime_pdf.__init__ ( self , | ||
| name , | ||
| alpha = alpha , | ||
| beta = beta , | ||
| scale = scale , | ||
| delta = delta ) | ||
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| self.__p = self.make_var ( p , | ||
| 'p_%s' % name , | ||
| 'p_{#beta#prime}(%s)' % name , | ||
| None , 1 , 1.e-3 , 1000 ) | ||
| self.__q = self.make_var ( q , | ||
| 'q_%s' % name , | ||
| 'q_{#beta#prime}(%s)' % name , | ||
| None , 1 , 1.e-3 , 1000 ) | ||
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| self.pdf = Ostap.Models.GenBetaPrime ( | ||
| self.roo_name ( 'genbetap_' ) , | ||
| 'gen-Beta-prime %s' % self.name , | ||
| self.x , | ||
| self.alpha , | ||
| self.beta , | ||
| self.p , | ||
| self.q , | ||
| self.scale , | ||
| self.delta ) | ||
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| ## save the configuration: | ||
| self.config = { | ||
| 'name' : self.name , | ||
| 'xvar' : self.xvar , | ||
| 'alpha' : self.alpha , | ||
| 'beta' : self.beta , | ||
| 'p' : self.p , | ||
| 'q' : self.q , | ||
| 'scale' : self.scale , | ||
| 'delta' : self.delta , | ||
| } | ||
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| @property | ||
| def p ( self ) : | ||
| """`p'-parameter of gen-Beta' distribution (p>0)""" | ||
| return self.__p | ||
| @p.setter | ||
| def p ( self , value ) : | ||
| self.set_value ( self.__p , value ) | ||
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| @property | ||
| def q ( self ) : | ||
| """`q'-parameter of gen-Beta' distribution (q>0)""" | ||
| return self.__p | ||
| @p.setter | ||
| def q ( self , value ) : | ||
| self.set_value ( self.__q , value ) | ||
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| models.append ( GenBetaPrime_pdf ) | ||
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| # ============================================================================= | ||
| ## @class Landau_pdf | ||
| # http://en.wikipedia.org/wiki/Landau_distribution | ||
|
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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@@ -1005,8 +1005,8 @@ namespace Ostap | |
| * @param shift shift-parameter | ||
| */ | ||
| BetaPrime | ||
| ( const double alpha = 3 , | ||
| const double beta = 3 , | ||
| ( const double alpha = 1 , | ||
| const double beta = 5 , | ||
| const double scale = 1 , | ||
| const double shift = 0 ) ; | ||
| /// destructor | ||
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@@ -1058,17 +1058,107 @@ namespace Ostap | |
| // ====================================================================== | ||
| private: | ||
| // ====================================================================== | ||
| double m_alpha ; | ||
| double m_beta ; | ||
| double m_scale ; | ||
| double m_shift ; | ||
| double m_alpha { 1 } ; | ||
| double m_beta { 5 } ; | ||
| double m_scale { 1 } ; | ||
| double m_shift { 0 } ; | ||
| // ====================================================================== | ||
| private: | ||
| // ====================================================================== | ||
| /// auxillary intermediate parameter | ||
| double m_aux { 1 } ; // auxillary intermediate parameter | ||
| // ====================================================================== | ||
| } ; | ||
| // ======================================================================== | ||
| /** @class GenBetaPrime | ||
| * Generalized BetaPrime distribution | ||
| * http://en.wikipedia.org/wiki/Beta_prime_distribution | ||
| * @author Vanya BELYAEV [email protected] | ||
| * @date 2013-05-11 | ||
| */ | ||
| class GenBetaPrime | ||
| { | ||
| public: | ||
| // ====================================================================== | ||
| /** constructor with all parameters | ||
| * @param alpha \f$\alpha\f$-parameter | ||
| * @param beta \f$\beta\f$-parameter | ||
| * @param scale scale-parameter | ||
| * @param shift shift-parameter | ||
| */ | ||
| GenBetaPrime | ||
| ( const double alpha = 1 , | ||
| const double beta = 5 , | ||
| const double p = 1 , | ||
| const double q = 1 , | ||
| const double scale = 1 , | ||
| const double shift = 0 ) ; | ||
| /// destructor | ||
| ~GenBetaPrime () ; | ||
| // ====================================================================== | ||
| public: | ||
| // ====================================================================== | ||
| /// evaluate beta'-distributions | ||
| double pdf ( const double x ) const ; | ||
| /// evaluate beta'-distributions | ||
| double operator() ( const double x ) const { return pdf ( x ) ; } | ||
| // ====================================================================== | ||
| public: // direct getters | ||
| // ====================================================================== | ||
| double alpha () const { return m_alpha ; } | ||
| double beta () const { return m_beta ; } | ||
| double p () const { return m_p ; } | ||
| double q () const { return m_q ; } | ||
| double scale () const { return m_scale ; } | ||
| double shift () const { return m_shift ; } | ||
| // ====================================================================== | ||
| public: // general properties | ||
| // ====================================================================== | ||
| double mean () const ; | ||
| double mode () const ; | ||
| // ====================================================================== | ||
| public: // direct setters | ||
| // ====================================================================== | ||
| bool setAlpha ( const double value ) ; | ||
| bool setBeta ( const double value ) ; | ||
| bool setP ( const double value ) ; | ||
| bool setQ ( const double value ) ; | ||
| bool setScale ( const double value ) ; | ||
| bool setShift ( const double value ) ; | ||
| // ====================================================================== | ||
| public: // integrals | ||
| // ====================================================================== | ||
| double integral () const ; | ||
| double cdf ( const double x ) const ; | ||
| double integral | ||
| ( const double low , | ||
| const double high ) const ; | ||
| // ====================================================================== | ||
| public: | ||
| // ====================================================================== | ||
| // get the tag | ||
| std::size_t tag () const ; | ||
| // ====================================================================== | ||
| private: | ||
| // ====================================================================== | ||
| double m_alpha { 1 } ; | ||
| double m_beta { 5 } ; | ||
| double m_p { 1 } ; | ||
| double m_q { 1 } ; | ||
| double m_scale { 1 } ; | ||
| double m_shift { 0 } ; | ||
| // ====================================================================== | ||
| private: | ||
| // ====================================================================== | ||
| /// auxillary intermediate parameter | ||
| double m_aux ; // auxillary intermediate parameter | ||
| double m_aux { 1 } ; // auxillary intermediate parameter | ||
| /// integration workspace | ||
| Ostap::Math::WorkSpace m_workspace {} ; // integration workspace | ||
| // ====================================================================== | ||
| } ; | ||
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| // ======================================================================== | ||
| /** @class Landau | ||
| * http://en.wikipedia.org/wiki/Landau_distribution | ||
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