ProbabilityDensity.c File Reference

Module implementing a probability density function (pdf) object, and useful methods to operate on such objects. More...

Prototypes
REAL8	XLALDrawFromPDF1D (pdf1D_t *pdf, const gsl_rng *rng)
	Function to generate random samples drawn from the given pdf(x) NOTE: if the 'sampling' field is NULL, it will be set the first call to this function. More...
int	XLALCheckValidPDF1D (const pdf1D_t *pdf)
	Checks internal consistency of pdf1D object. More...
void	XLALDestroyPDF1D (pdf1D_t *pdf)
	Destructor function for 1-D pdf. More...
pdf1D_t *	XLALCreateSingularPDF1D (REAL8 x0)
	Creator function for a 'singular' 1D pdf, containing a single value with certainty, ie P(x0)=1, and P(x!=x0)=0. More...
pdf1D_t *	XLALCreateUniformPDF1D (REAL8 xMin, REAL8 xMax)
	Creator function for a uniform 1D pdf over [xMin, xMax]. More...
pdf1D_t *	XLALCreateDiscretePDF1D (REAL8 xMin, REAL8 xMax, UINT4 numBins)
	Creator function for a generic discrete 1D pdf over [xMin, xMax], discretized into numBins bins. More...
int	XLALNormalizePDF1D (pdf1D_t *pdf)
	Method to normalize the given pdf1D. More...
int	XLALOutputPDF1D_to_fp (FILE *fp, const pdf1D_t *pdf, const char *name)
	Function to write a pdf1D to given filepointer fp. More...
REAL8	XLALFindModeOfPDF1D (const pdf1D_t *pdf)
	Find the 'mode' of the probabilty distribution, ie. More...

Detailed Description

Module implementing a probability density function (pdf) object, and useful methods to operate on such objects.

Author

R. Prix

Definition in file ProbabilityDensity.c.

Go to the source code of this file.

Macros
#define	PDF_FMT   "%.16g"

Macro Definition Documentation

PDF_FMT

#define PDF_FMT   "%.16g"

Function Documentation

XLALDrawFromPDF1D()

REAL8 XLALDrawFromPDF1D	(	pdf1D_t *	pdf,
		const gsl_rng *	rng
	)

Function to generate random samples drawn from the given pdf(x) NOTE: if the 'sampling' field is NULL, it will be set the first call to this function.

Parameters

[in]	pdf	probability density to sample from
	rng	random-number generator

Definition at line 59 of file ProbabilityDensity.c.

XLALCheckValidPDF1D()

int XLALCheckValidPDF1D

(

const pdf1D_t *

pdf

)

Checks internal consistency of pdf1D object.

If lalDebugLevel > 0, also checks normalization of pdf if it claims to be normalized.

Return: XLAL_SUCCESS if pdf seems OK, XLAL-error otherwise

Definition at line 130 of file ProbabilityDensity.c.

XLALDestroyPDF1D()

void XLALDestroyPDF1D

(

pdf1D_t *

pdf

)

Destructor function for 1-D pdf.

Definition at line 195 of file ProbabilityDensity.c.

XLALCreateSingularPDF1D()

pdf1D_t* XLALCreateSingularPDF1D

(

REAL8

x0

)

Creator function for a 'singular' 1D pdf, containing a single value with certainty, ie P(x0)=1, and P(x!=x0)=0.

This is encoded as an xTics array containing just one value: x0, and prob=NULL, sampling=NULL

Parameters

x0	domain of pdf is a single point: x0

Definition at line 226 of file ProbabilityDensity.c.

XLALCreateUniformPDF1D()

pdf1D_t* XLALCreateUniformPDF1D	(	REAL8	xMin,
		REAL8	xMax
	)

Creator function for a uniform 1D pdf over [xMin, xMax].

This is encoded as an xTics array containing just two values: x[0]=xMin, x[1]=xMax, and prob=NULL, sampling=NULL {not required to draw from this pdf}

Parameters

xMin	lower boundary of domain interval
xMax	upper boundary of domain interval

Definition at line 256 of file ProbabilityDensity.c.

XLALCreateDiscretePDF1D()

pdf1D_t* XLALCreateDiscretePDF1D	(	REAL8	xMin,
		REAL8	xMax,
		UINT4	numBins
	)

Creator function for a generic discrete 1D pdf over [xMin, xMax], discretized into numBins bins.

NOTE: generates a uniform sampling of the domain [xMin, xMax] in numBins NOTE2: returns the P[i] array 'prob' initialized to 0, so after calling this function the user still needs to feed in the correct values for the probabilities P[i] of x in [x[i],x[i+1]]

Parameters

xMin	lower boundary of domain interval
xMax	upper boundary of domain interval
numBins	number of bins to discretize PDF into

Definition at line 296 of file ProbabilityDensity.c.

XLALNormalizePDF1D()

int XLALNormalizePDF1D

(

pdf1D_t *

pdf

)

Method to normalize the given pdf1D.

Only does something if necessary, ie if pdf isn't normalized already

Definition at line 352 of file ProbabilityDensity.c.

XLALOutputPDF1D_to_fp()

int XLALOutputPDF1D_to_fp	(	FILE *	fp,
		const pdf1D_t *	pdf,
		const char *	name
	)

Function to write a pdf1D to given filepointer fp.

Writes the pdf in octave format as a 2xN matrix, containing values { xtics[i], pdf[i] }

Parameters

fp	output file-pointer to write into [append]
pdf	input pdf [need not be normalized]
name	octave variable-name to use in output (default = 'pdf' if NULL)

Definition at line 406 of file ProbabilityDensity.c.

XLALFindModeOfPDF1D()

REAL8 XLALFindModeOfPDF1D

(

const pdf1D_t *

pdf

)

Find the 'mode' of the probabilty distribution, ie.

the value x at which the pdf has its maximum.

Note1: We return the center-value of the discrete 'bin' containing the maximum of the distribution 'pdf'. (in particular, for an explicitly uniform distribution (2 tics, probDens=NULL) we return the mid-point of the domain).

Note2: If the mode is not unique, we return the first (ie 'leftmost') value of x.

Definition at line 495 of file ProbabilityDensity.c.