binormaldistribution.h

#ifndef BINORMALDISTRIBUTION_H

#define BINORMALDISTRIBUTION_H

#include "probabilitydistribution2d.h"
#include <limits>

// Uses rejection sampling
class BinormalDistribution : public ProbabilityDistribution2D
{
public:
        BinormalDistribution(double mu, double sigma, double rho, 
                             GslRandomNumberGenerator *pRndGen,
                             double minVal = -std::numeric_limits<double>::infinity(),
                             double maxVal = std::numeric_limits<double>::infinity());
        BinormalDistribution(double muX, double muY, double sigmaX, double sigmaY, double rho, 
                             GslRandomNumberGenerator *pRndGen,
                             double minValX = -std::numeric_limits<double>::infinity(),
                             double maxValX = std::numeric_limits<double>::infinity(),
                             double minValY = -std::numeric_limits<double>::infinity(),
                             double maxValY = std::numeric_limits<double>::infinity());
        ~BinormalDistribution();

        Point2D pickPoint() const;
        double pickMarginalX() const;
        double pickMarginalY() const;
        double pickConditionalOnX(double x) const;
        double pickConditionalOnY(double y) const;

        bool isSymmetric() const                                                        { return m_isSymm; }
        double getMeanX() const                                                         { return m_muX; }
        double getMeanY() const                                                         { return m_muY; }
        double getSigmaX() const                                                        { return m_sigmaX; }
        double getSigmaY() const                                                        { return m_sigmaY; }
        double getMinX() const                                                          { return m_minX; }
        double getMaxX() const                                                          { return m_maxX; }
        double getMinY() const                                                          { return m_minY; }
        double getMaxY() const                                                          { return m_maxY; }
        double getRho() const                                                           { return m_rho; }
private:
        double pickClippedGaussian(double mean, double sigma, double minVal, double maxVal) const;
        double pickConditional(double val, double meanDest, double meanCond, double sigmaDest, double sigmaCond, double minVal, double maxVal) const;

        bool m_isSymm;
        double m_muX, m_sigmaX;
        double m_minX, m_maxX;
        double m_muY, m_sigmaY;
        double m_minY, m_maxY;
        double m_rho;
};

#endif // BINORMALDISTRIBUTION_H