random_gaussian.h

// Description: Gaussian-distributed random numbers

#ifndef PASTELSYS_RANDOM_GAUSSIAN_H
#define PASTELSYS_RANDOM_GAUSSIAN_H

#include "pastel/sys/mytypes.h"
#include "pastel/sys/vector.h"

namespace Pastel
{

    //! Returns a normal-distributed random real.
    template <typename Real>
    Real randomGaussian();

    //! Returns a normal-distributed random real.
    /*!
   Precondition:
   deviation >= 0

   This is a convenience function that calls
   randomGaussian<Real>() * deviation;
   */
    template <typename Real>
    Real randomGaussian(
        const NoDeduction<Real>& deviation);

    //! Returns a random vector standard-normally distributed in a hyperball.

    template <typename Real, integer N>
    Vector<Real, N> randomGaussianVector();

    //! Returns a random vector standard-normally distributed in a hyperball.

    template <typename Real, integer N>
    Vector<Real, N> randomGaussianVector(integer dimension);

    //! Probability density function of the Gaussian distribution.
    /*!
   This function assumes deviation = 1.
   */
    template <typename Real>
    Real gaussianPdf(
        const NoDeduction<Real>& x);

    //! Probability density function of the Gaussian distribution.
    template <typename Real>
    Real gaussianPdf(
        const NoDeduction<Real>& x,
        const NoDeduction<Real>& deviation);

    //! Cumulative distribution function of the Gaussian distribution.
    template <typename Real>
    Real approximateGaussianCdf(
        const NoDeduction<Real>& x,
        const NoDeduction<Real>& deviation);

    //! Cumulative distribution function of the Gaussian distribution.
    /*!
   This function assumes deviation = 1.
   */
    template <typename Real>
    Real approximateGaussianCdf(
        const NoDeduction<Real>& x);

    //! Cumulative distribution function of the Gaussian distribution.
    /*!
   This function assumes deviation = 1.
   */
    template <typename Real>
    Real gaussianCdf(
        const NoDeduction<Real>& x);

    //! Cumulative distribution function of the Gaussian distribution.
    template <typename Real>
    Real gaussianCdf(
        const NoDeduction<Real>& x,
        const NoDeduction<Real>& deviation);

}

#include "pastel/sys/random/random_gaussian.hpp"

#include "pastel/sys/random/normal_distribution.h"
#include "pastel/sys/random/normal_entropy.h"
#include "pastel/sys/random/normal_moments.h"
#include "pastel/sys/random/normal_mutual_information.h"
#include "pastel/sys/random/normal_pdf.h"
#include "pastel/sys/random/normal_variate.h"

#endif