Dirichlet.h

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/**
 *
 *   Copyright (c) 2005-2021 by Pierre-Henri WUILLEMIN(@LIP6) & Christophe GONZALES(@AMU)
 *   info_at_agrum_dot_org
 *
 *  This library is free software: you can redistribute it and/or modify
 *  it under the terms of the GNU Lesser General Public License as published by
 *  the Free Software Foundation, either version 3 of the License, or
 *  (at your option) any later version.
 *
 *  This library is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU Lesser General Public License for more details.
 *
 *  You should have received a copy of the GNU Lesser General Public License
 *  along with this library.  If not, see <http://www.gnu.org/licenses/>.
 *
 */


/**
 * @file
 * @brief A class for sampling w.r.t. Dirichlet distributions.
 *
 * @author Christophe GONZALES(@AMU) and Pierre-Henri WUILLEMIN(@LIP6)
 */
#ifndef GUM_LEARNING_DIRICHLET_H
#define GUM_LEARNING_DIRICHLET_H

#include <random>
#include <vector>

#include <agrum/agrum.h>
#include <agrum/tools/core/utils_random.h>

namespace gum {

  // =========================================================================
  // ===                          DIRICHLET CLASS                          ===
  // =========================================================================

  /**
   * @class Dirichlet
   * @headerfile Dirichlet.h <agrum/tools/core/math/Dirichlet.h>
   * @brief A class for sampling w.r.t. Dirichlet distributions.
   * @ingroup math_group
   */
  class Dirichlet {
    public:
    /// The parameter type.
    using param_type = std::vector< float >;

    /// The type for the samples generated.
    using result_type = std::vector< float >;

    // ==========================================================================
    /// @name Constructors / Destructors
    // ==========================================================================
    /// @{

    /**
     * @brief Default constructor.
     * @param params The distribution parameters.
     * @param seed The distribution seed.
     */
    Dirichlet(const param_type& params, unsigned int seed = GUM_RANDOMSEED);

    /**
     * @brief Copy constructor.
     * @param from The distribution to copy.
     */
    Dirichlet(const Dirichlet& from);

    /**
     * @brief Move constructor.
     * @param from The distribution to move.
     */
    Dirichlet(Dirichlet&& from);

    /**
     * @brief Class destructor.
     */
    ~Dirichlet();

    /// @}
    // ==========================================================================
    /// @name Operators
    // ==========================================================================
    /// @{

    /**
     * @brief Copy operator.
     * @param from The distribution to copy.
     * @return Returns this gum::Dirichlet distribution.
     */
    Dirichlet& operator=(const Dirichlet& from);

    /**
     * @brief Move operator.
     * @param from The distribution to move.
     * @return Returns this gum::Dirichlet distribution.
     */
    Dirichlet& operator=(Dirichlet&& from);

    /**
     * @brief Returns a sample from the Dirichlet distribution.
     * @return Returns a sample from the Dirichlet distribution.
     */
    result_type operator()();

    /**
     * @brief Returns a sample from the Dirichlet distribution.
     * @param p An object representing the distribution's parameters,
     * obtained by a call to gum::Dirichlet::param(const param_type&).
     */
    result_type operator()(const param_type& p);

    /**
     * @brief Returns a sample from the Dirichlet distribution.
     *
     * @param generator A uniform random number generator object, used as the
     * source of randomness. URNG shall be a uniform random number generator
     * type, such as one of the standard generator classes.
     * @param p An object representing the distribution's parameters,
     * obtained by a call to gum::Dirichlet::param(const param_type&).
     */
    template < class URNG >
    result_type operator()(URNG& generator, const param_type& p);

    /// @}
    // ==========================================================================
    /// @name Accessors / Modifiers
    // ==========================================================================
    /// @{

    /**
     * @brief Returns the parameters of the distribution.
     * @return Returns the parameters of the distribution.
     */
    const param_type& param() const noexcept;

    /**
     * @brief Sets the parameters of the distribution.
     * @param p An object representing the distribution's parameters, obtained
     * by a call to member function param.
     */
    void param(const param_type& p);

    /**
     * @brief Returns the greatest lower bound of the range of values returned
     * by gum::Dirichlet::operator()().
     * @return Returns the greatest lower bound of the range of values returned
     * by gum::Dirichlet::operator()().
     */
    float min() const noexcept;

    /**
     * @brief Returns the lowest higher bound of the range of values returned
     * by gum::Dirichlet::operator()().
     * @return Returns the lowest higher bound of the range of values returned
     * by gum::Dirichlet::operator()().
     */
    float max() const noexcept;

    /// @}

    private:
    /// The random engine used by the unform random distribution.
    std::default_random_engine _generator_;

    /// The gamma distribution used to compute the Dirichlet unnormalized
    /// samples.
    std::gamma_distribution< float > _gamma_;

    /// The parameters of the distribution.
    param_type _params_;
  };

} /* namespace gum */

// include the inlined functions if necessary
#ifndef GUM_NO_INLINE
#  include <agrum/tools/core/math/Dirichlet_inl.h>
#endif /* GUM_NO_INLINE */

// always include templates
#include <agrum/tools/core/math/Dirichlet_tpl.h>

#endif /* GUM_LEARNING_DIRICHLET_H */