tDist.h

#ifndef tDist_h__
#define tDist_h__
#include "NormalDist.h"
namespace Multivariate{

    class tDistribution : public AbstarctDistribution{
    private:
        unsigned int DegreesOfFreedom;
        tDistribution(const tDistribution& a);
        tDistribution& operator=(const tDistribution& a);
        Eigen::VectorXd LocatVect;
        Eigen::MatrixXd ScaleMatrix;
        bool CheckValidity();
        double ProbToFind;
        boost::math::tuple<double, double> operator()(double x);
        bool UseGenz;
        unsigned int NumSimul;
        std::pair<double,double> ComputeThat(unsigned int N)const;
    public:

        tDistribution(unsigned int Dimension,unsigned int DegFreedom,const Eigen::VectorXd& locVect,const Eigen::MatrixXd& ScaleMatr);

        tDistribution(unsigned int Dimension=1U,unsigned int DegFreedom=1U);

        bool SetLocationVector(const Eigen::VectorXd& mVect){if(mVect.rows()!=Dim) return false; LocatVect=mVect; CheckValidity(); return true;}

        bool SetLocationVector(const std::vector<double>& mVect);

        bool SetDimension(unsigned int Dimension);

        bool SetScaleMatrix(const Eigen::MatrixXd& SclMatr);

        bool SetScaleMatrix(const std::vector<double>& mVect, bool RowWise=true);

        bool SetDegreesOfFreedom(unsigned int a);

        const Eigen::VectorXd& GetLocationVector() const {return LocatVect;}

        const Eigen::MatrixXd& GetScaleMatrix() const {return ScaleMatrix;}

        unsigned int GetDegreesOfFreedom() const {return DegreesOfFreedom;}

        Eigen::MatrixXd ExtractSamples(unsigned int NumSamples) const;

        Eigen::MatrixXd ExtractSamplesCDF(unsigned int NumSamples) const;

        double GetDensity(const Eigen::VectorXd& Coordinates)const;

        double GetCumulativeDesity(const Eigen::VectorXd& Coordinates)const;

        Eigen::MatrixXd GetVarMatrix() const;

        Eigen::VectorXd GetQuantile(double Prob)const;

        using Multivariate::AbstarctDistribution::GetDensity;
        using Multivariate::AbstarctDistribution::GetCumulativeDesity;
        template <class F, class T> friend T boost::math::tools::newton_raphson_iterate(F f, T guess, T min, T max, int digits);
        template <class F, class T> friend T boost::math::tools::newton_raphson_iterate(F f, T guess, T min, T max, int digits, boost::uintmax_t& max_iter);
        template <class F, class T> friend void boost::math::tools::detail::handle_zero_derivative(F f,T& last_f0,const T& f0,T& delta,T& result,T& guess,const T& min,const T& max);
    };
}
#endif // tDist_h__