ContinuousDistribution2Dim.java

/*
 * Class:        ContinuousDistribution2Dim
 * Description:  Mother class 2-dimensional continuous distributions
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       
 * @since
 *
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *
 */
package umontreal.ssj.probdistmulti;
 
import umontreal.ssj.util.PrintfFormat;
import umontreal.ssj.util.Num;

public abstract class ContinuousDistribution2Dim extends ContinuousDistributionMulti {

   public int decPrec = 15;
 
   // x infinity for some distributions
   protected static final double XINF = Double.MAX_VALUE;
 
   // x infinity for some distributions
   protected static final double XBIG = 1000.0;
 
   // EPSARRAY[j]: Epsilon required for j decimal degits of precision
   protected static final double[] EPSARRAY = { 0.5, 0.5E-1, 0.5E-2, 0.5E-3, 0.5E-4, 0.5E-5, 0.5E-6, 0.5E-7, 0.5E-8,
         0.5E-9, 0.5E-10, 0.5E-11, 0.5E-12, 0.5E-13, 0.5E-14, 0.5E-15, 0.5E-16, 0.5E-17, 0.5E-18, 0.5E-19, 0.5E-20,
         0.5E-21, 0.5E-22, 0.5E-23, 0.5E-24, 0.5E-25, 0.5E-26, 0.5E-27, 0.5E-28, 0.5E-29, 0.5E-30, 0.5E-31, 0.5E-32,
         0.5E-33, 0.5E-34, 0.5E-35 };

   public abstract double density(double x, double y);

   public double density(double[] x) {
      if (x.length != 2)
         throw new IllegalArgumentException("x must be in dimension 2");
 
      return density(x[0], x[1]);
   }

   public abstract double cdf(double x, double y);

   public double barF(double x, double y) {
      double u = 1.0 + cdf(x, y) - cdf(XINF, y) - cdf(x, XINF);
      if (u <= 0.0)
         return 0.0;
      if (u >= 1.0)
         return 1.0;
      return u;
   }

   public double cdf(double a1, double a2, double b1, double b2) {
      if (a1 >= b1 || a2 >= b2)
         return 0.0;
      return cdf(b1, b2) - cdf(a1, b2) - cdf(b1, a2) + cdf(a1, a2);
   }
 
}