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00044 #ifndef ns_ranvar_h
00045 #define ns_ranvar_h
00046
00047
00048
00049
00050
00051
00052 #include "random.h"
00053 #include "rng.h"
00054
00055 class RandomVariable : public TclObject {
00056 public:
00057 virtual double value() = 0;
00058 virtual double avg() = 0;
00059 int command(int argc, const char*const* argv);
00060 RandomVariable();
00061
00062 int seed(char *);
00063 protected:
00064 RNG* rng_;
00065 };
00066
00067 class UniformRandomVariable : public RandomVariable {
00068 public:
00069 virtual double value();
00070 virtual inline double avg() { return (max_-min_)/2; };
00071 UniformRandomVariable();
00072 UniformRandomVariable(double, double);
00073 double* minp() { return &min_; };
00074 double* maxp() { return &max_; };
00075 double min() { return min_; };
00076 double max() { return max_; };
00077 void setmin(double d) { min_ = d; };
00078 void setmax(double d) { max_ = d; };
00079 private:
00080 double min_;
00081 double max_;
00082 };
00083
00084 class ExponentialRandomVariable : public RandomVariable {
00085 public:
00086 virtual double value();
00087 ExponentialRandomVariable();
00088 ExponentialRandomVariable(double);
00089 double* avgp() { return &avg_; };
00090 virtual inline double avg() { return avg_; };
00091 void setavg(double d) { avg_ = d; };
00092 private:
00093 double avg_;
00094 };
00095
00096 class ParetoRandomVariable : public RandomVariable {
00097 public:
00098 virtual double value();
00099 ParetoRandomVariable();
00100 ParetoRandomVariable(double, double);
00101 double* avgp() { return &avg_; };
00102 double* shapep() { return &shape_; };
00103 virtual inline double avg() { return avg_; };
00104 double shape() { return shape_; };
00105 void setavg(double d) { avg_ = d; };
00106 void setshape(double d) { shape_ = d; };
00107 private:
00108 double avg_;
00109 double shape_;
00110 double scale_;
00111 };
00112
00113 class ParetoIIRandomVariable : public RandomVariable {
00114 public:
00115 virtual double value();
00116 ParetoIIRandomVariable();
00117 ParetoIIRandomVariable(double, double);
00118 double* avgp() { return &avg_; };
00119 double* shapep() { return &shape_; };
00120 virtual inline double avg() { return avg_; };
00121 double shape() { return shape_; };
00122 void setavg(double d) { avg_ = d; };
00123 void setshape(double d) { shape_ = d; };
00124 private:
00125 double avg_;
00126 double shape_;
00127 double scale_;
00128 };
00129
00130 class NormalRandomVariable : public RandomVariable {
00131 public:
00132 virtual double value();
00133 NormalRandomVariable();
00134 inline double* avgp() { return &avg_; };
00135 inline double* stdp() { return &std_; };
00136 virtual inline double avg() { return avg_; };
00137 inline double std() { return std_; };
00138 inline void setavg(double d) { avg_ = d; };
00139 inline void setstd(double d) { std_ = d; };
00140 private:
00141 double avg_;
00142 double std_;
00143 };
00144
00145 class LogNormalRandomVariable : public RandomVariable {
00146 public:
00147 virtual double value();
00148 LogNormalRandomVariable();
00149 inline double* avgp() { return &avg_; };
00150 inline double* stdp() { return &std_; };
00151 virtual inline double avg() { return avg_; };
00152 inline double std() { return std_; };
00153 inline void setavg(double d) { avg_ = d; };
00154 inline void setstd(double d) { std_ = d; };
00155 private:
00156 double avg_;
00157 double std_;
00158 };
00159
00160 class ConstantRandomVariable : public RandomVariable {
00161 public:
00162 virtual double value();
00163 virtual double avg(){ return val_;}
00164 ConstantRandomVariable();
00165 ConstantRandomVariable(double);
00166 double* valp() { return &val_; };
00167 double val() { return val_; };
00168 void setval(double d) { val_ = d; };
00169 private:
00170 double val_;
00171 };
00172
00173 class HyperExponentialRandomVariable : public RandomVariable {
00174 public:
00175 virtual double value();
00176 HyperExponentialRandomVariable();
00177 HyperExponentialRandomVariable(double, double);
00178 double* avgp() { return &avg_; };
00179 double* covp() { return &cov_; };
00180 virtual double avg() { return avg_; };
00181 double cov() { return cov_; };
00182 void setavg(double d) { avg_ = d; };
00183 void setcov(double d) { cov_ = d; };
00184 private:
00185 double avg_;
00186 double cov_;
00187 double alpha_;
00188 };
00189
00190
00191 #define INTER_DISCRETE 0 // no interpolation (discrete)
00192 #define INTER_CONTINUOUS 1 // linear interpolation
00193 #define INTER_INTEGRAL 2 // linear interpolation and round up
00194
00195 struct CDFentry {
00196 double cdf_;
00197 double val_;
00198 };
00199
00200 class EmpiricalRandomVariable : public RandomVariable {
00201 public:
00202 virtual double value();
00203 virtual double interpolate(double u, double x1, double y1, double x2, double y2);
00204 virtual double avg(){ return value(); }
00205 EmpiricalRandomVariable();
00206 double& minCDF() { return minCDF_; }
00207 double& maxCDF() { return maxCDF_; }
00208 int loadCDF(const char* filename);
00209
00210 protected:
00211 int command(int argc, const char*const* argv);
00212 int lookup(double u);
00213
00214 double minCDF_;
00215 double maxCDF_;
00216 int interpolation_;
00217 int numEntry_;
00218 int maxEntry_;
00219 CDFentry* table_;
00220 };
00221
00222 #endif
00223
00224
00225
00226