LRpiece.c File Reference

Piecewise uniform distribution. More...

#include <stdlib.h>
#include <math.h>
#include "libran.h"

Include dependency graph for LRpiece.c:

Go to the source code of this file.

Functions
int	LR_pcs_new (LR_obj *o, int n)
	LR_pcs_new(LR_obj *o, int n) - create a new piecewise uniform object set of segments. More...
int	LR_pcs_rm (LR_obj *o)
	LR_pcs_rm(LR_obj *o) - strip out the LR_pcs object part of LR_obj. More...
int	LR_pcs_set (LR_obj *o, double x, double p)
	LR_pcs_set(LR_obj *o, double x) - add interval boundary (will order internally). More...
int	LR_pcs_norm (LR_obj *o)
	LR_pcs_norm(LR_obj *o) - normalize the interval scale factors. More...
double	LRd_piece_RAN (LR_obj *o)
	LRd_piece_RAN(LR_obj *o) - double random piecewise uniform distribution random variate. More...
double	LRd_piece_PDF (LR_obj *o, double x)
	LRd_piece_PDF(LR_obj *o, double x) - double piecewise uniform probablity distribution function. More...
double	LRd_piece_CDF (LR_obj *o, double x)
	LRd_piece_CDF(LR_obj *o, double x) - double piecewise uniform cumulative distribution function. More...
float	LRf_piece_RAN (LR_obj *o)
	LRf_piece_RAN(LR_obj *o) - float random piecewise uniform distribution. More...
float	LRf_piece_PDF (LR_obj *o, float x)
	LRf_piece_PDF(LR_obj *o, float x) - float piecewise uniform probablity distribution function. More...
float	LRf_piece_CDF (LR_obj *o, float x)
	LRf_piece_CDF(LR_obj *o, float x) - float piecewise uniform cumulative distribution function. More...

Detailed Description

Piecewise uniform distribution.

The Piecewise uniform distribution is a probability distribution function that looks like a histogram, where each block is of some width and height of .

Once the piecewise distribution object is created the set of blocks can be defined with the LR_pcs_*() functions. (Note: the LR_aux_*() functions are equivalent and generic procedures and can be used instead.)

The auxilliary methods found here are also used by the linear spline distribution method.

#include "libran.h"
...
LR_obj *o = LR_new(piece, LR_double);
...
// set the end points and the probability density height of the first segment
LR_set_all(o,"abx", 0., 8., 4.);

// set the number of pieces
LR_aux_new(o,6);

// now set the probability density height of the subsequent segments
LR_aux_set(o, 2.0, 1.0);
LR_aux_set(o, 3.0, 3.0);
LR_aux_set(o, 4.0, 0.0);
LR_aux_set(o, 5.0, 5.0);
LR_aux_set(o, 7.0, 2.0);

// normalize the segmented probability density (the total integral = 1)
LR_aux_norm(o);
...
// do your typical processing
...
// remove the segment pieces
LR_aux_rm(o);
// remove the piecewise LR_obj
LR_rm(&o);
...

The probability and cumulative distribution functions as defined by the above code fragment looks like this:

See also

LRlspline.c LRdf.c

Definition in file LRpiece.c.

Function Documentation

LR_pcs_new()

int LR_pcs_new	(	LR_obj *	o,
		int	n
	)

LR_pcs_new(LR_obj *o, int n) - create a new piecewise uniform object set of segments.

This routine must be called after the LR_obj object is created and it allocates memory for the number of expected segments.

Parameters

o	LR_obj object
n	largest number of intervals

Returns

0 if successful, else non-zero if failed

Definition at line 78 of file LRpiece.c.

LR_pcs_norm()

int LR_pcs_norm

(

LR_obj *

o

)

LR_pcs_norm(LR_obj *o) - normalize the interval scale factors.

The LR_pcs_norm() function is absolutely required to be called so the integrated probability density equals one. If this routine is not called subsequent calls to the CDF/PDF/RAN functions will raise an error (returning a NAN).

Parameters

o	LR_obj object

Returns

0 if successful, else non-zero if failed

Definition at line 220 of file LRpiece.c.

LR_pcs_rm()

int LR_pcs_rm

(

LR_obj *

o

)

LR_pcs_rm(LR_obj *o) - strip out the LR_pcs object part of LR_obj.

Removes the allocated memory for the segment pieces.

Parameters

o	LR_obj object address

Returns

0 if successful, else non-zero if failed

Definition at line 122 of file LRpiece.c.

LR_pcs_set()

int LR_pcs_set	(	LR_obj *	o,
		double	x,
		double	p
	)

LR_pcs_set(LR_obj *o, double x) - add interval boundary (will order internally).

The LR_pcs_set function defines the set of segments for the probability density function. It adds a new boundary and the value of the probability density following that boundary.

Boundary values can be defined in any order and will be ordered internally by this method.

The first segment (and boundary) is defined through the LR_set_all() function, which also defines the last segment end point.

The set of segments and the probability density is relatively defined with LR_pcs_set(). Once all the segments are defined then the probability density must be normalized with LR_pcs_norm() such that the total integrated value is equal to one!

Parameters

o	LR_obj object
x	interval boundary to add
p	relative probablity for interval greater than x

Returns

0 if successful, else non-zero if failed

Definition at line 158 of file LRpiece.c.

LRd_piece_CDF()

double LRd_piece_CDF	(	LR_obj *	o,
		double	x
	)

LRd_piece_CDF(LR_obj *o, double x) - double piecewise uniform cumulative distribution function.

Parameters

o	LR_obj object
x	value

Returns

double CDF at x, else a NAN if an error

Definition at line 332 of file LRpiece.c.

LRd_piece_PDF()

double LRd_piece_PDF	(	LR_obj *	o,
		double	x
	)

LRd_piece_PDF(LR_obj *o, double x) - double piecewise uniform probablity distribution function.

Parameters

o	LR_obj object
x	value

Returns

double PDF at x, else a NAN if an error

Definition at line 305 of file LRpiece.c.

LRd_piece_RAN()

double LRd_piece_RAN

(

LR_obj *

o

)

LRd_piece_RAN(LR_obj *o) - double random piecewise uniform distribution random variate.

Parameters

o	LR_obj object

Returns

double if OK, else NaN

Definition at line 277 of file LRpiece.c.

LRf_piece_CDF()

float LRf_piece_CDF	(	LR_obj *	o,
		float	x
	)

LRf_piece_CDF(LR_obj *o, float x) - float piecewise uniform cumulative distribution function.

Parameters

o	LR_obj object
x	value

Returns

float CDF at x, else a NAN if an error

Definition at line 415 of file LRpiece.c.

LRf_piece_PDF()

float LRf_piece_PDF	(	LR_obj *	o,
		float	x
	)

LRf_piece_PDF(LR_obj *o, float x) - float piecewise uniform probablity distribution function.

Parameters

o	LR_obj object
x	value

Returns

float PDF at x, else a NAN if an error

Definition at line 388 of file LRpiece.c.

LRf_piece_RAN()

float LRf_piece_RAN

(

LR_obj *

o

)

LRf_piece_RAN(LR_obj *o) - float random piecewise uniform distribution.

Parameters

o	LR_obj object

Returns

float if OK, else NaN

Definition at line 360 of file LRpiece.c.