normal.h

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/*
 * Authors:
 *
 *   Nabil Kemerchou <kemerchn@iro.umontreal.ca>    (2015)
 *   David Munger <mungerd@iro.umontreal.ca>        (2015)
 *   Pierre L'Ecuyer <lecuyer@iro.umontreal.ca>     (2015)
 *
 */

#pragma once
#ifndef CLPROBDIST_NORMALDIST_H
#define CLPROBDIST_NORMALDIST_H

#include "clProbDist/clProbDist.h"
#include "clProbDist/continuous.h"

typedef struct _clprobdistNormal clprobdistNormal;

cl_double clprobdistStdNormalDensity(cl_double x, clprobdistStatus* err);

cl_double clprobdistStdNormalCDF(cl_double x, clprobdistStatus* err);

cl_double clprobdistStdNormalComplCDF(cl_double x, clprobdistStatus* err);

cl_double clprobdistStdNormalInverseCDF(cl_double u, clprobdistStatus* err);

//***********************************************************************
// Constructor and Destructor
//***********************************************************************

clprobdistNormal* clprobdistNormalCreate(cl_double mu, cl_double sigma, size_t* bufSize, clprobdistStatus* err);

clprobdistStatus clprobdistNormalDestroy(clprobdistNormal* dist);

//***********************************************************************
// Implementation with Dist object
//***********************************************************************

cl_double clprobdistNormalDensityWithObject(const clprobdistNormal* dist, cl_double x, clprobdistStatus* err);

cl_double clprobdistNormalCDFWithObject(const clprobdistNormal* dist, cl_double x, clprobdistStatus* err);

cl_double clprobdistNormalComplCDFWithObject(const clprobdistNormal* dist, cl_double x, clprobdistStatus* err);

cl_double clprobdistNormalInverseCDFWithObject(const clprobdistNormal* dist, cl_double u, clprobdistStatus* err);

cl_double clprobdistNormalMeanWithObject(const clprobdistNormal* dist, clprobdistStatus* err);

cl_double clprobdistNormalVarianceWithObject(const clprobdistNormal* dist, clprobdistStatus* err);

cl_double clprobdistNormalStdDeviationWithObject(const clprobdistNormal* dist, clprobdistStatus* err);

cl_double clprobdistNormalGetMu(const clprobdistNormal* dist, clprobdistStatus* err);

cl_double clprobdistNormalGetSigma(const clprobdistNormal* dist, clprobdistStatus* err);

//***********************************************************************
// Implementation of static functions
//***********************************************************************

cl_double clprobdistNormalDensity(cl_double mu, cl_double sigma, cl_double x, clprobdistStatus* err);

cl_double clprobdistNormalCDF(cl_double mu, cl_double sigma, cl_double x, clprobdistStatus* err);

cl_double clprobdistNormalComplCDF(cl_double mu, cl_double sigma, cl_double x, clprobdistStatus* err);

cl_double clprobdistNormalInverseCDF(cl_double mu, cl_double sigma, cl_double u, clprobdistStatus* err);

cl_double clprobdistNormalMean(cl_double mu, cl_double sigma, clprobdistStatus* err);

cl_double clprobdistNormalVariance(cl_double mu, cl_double sigma, clprobdistStatus* err);

cl_double clprobdistNormalStdDeviation(cl_double mu, cl_double sigma, clprobdistStatus* err);

#endif