TabulatedPDF.h

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#ifndef h_TabulatedPDF
#define h_TabulatedPDF

#include <vector>
#include <cfloat>

namespace tls {

  class TabulatedPDF {
  public:
    typedef std::vector<double> Array;

    TabulatedPDF();
    TabulatedPDF(const TabulatedPDF& src);
    TabulatedPDF(double xmin, double xstep, const std::vector< double > &yValues);
    virtual ~TabulatedPDF() {}

    TabulatedPDF& operator=(const TabulatedPDF& src);

    void SetScale(double xmin, double xstep) { fXMin = xmin; fXStep = xstep; }

    void PushBack(double y);

    void Clear();

    void Normalise();

    double Density(double x) const;
    double Integral(double xmin=-DBL_MAX, double xmax=DBL_MAX) const;
    double Moment(unsigned short order, double xmin=-DBL_MAX, double xmax=DBL_MAX) const;
    double Variance(double xmin=-DBL_MAX, double xmax=DBL_MAX) const;
    double Quantile(double psum) const; // inverse of cdf
    inline double Median() const { return Quantile(0.5); }

    unsigned int Size() const { return fY.size(); }

    // get the idx-th value of the Xs
    double GetX(unsigned int idx) const { return fXMin + idx*fXStep; }

    // get/set the idx-th value of the Ys
    const double& GetY(unsigned int idx) const { return fY[idx]; }
    double& GetY(unsigned int idx) { return fY[idx]; }

    // get/set the idx-th value of the Ys
    const double& GetYSum(unsigned int idx) const { return fYSum[idx]; }
    double& GetYSum(unsigned int idx) { return fYSum[idx]; }

  protected:
    void FillTable(double xmin, double dx, const Array& yValues);

    double fXMin;
    double fXStep;
    Array fY;
    Array fYSum;
  };

} // NS tls
#endif