Roland Conybeare
ed44f47076
git-subtree-dir: xo-pydistribution git-subtree-mainline:84ba84693egit-subtree-split:a142a0044c
73 lines
3.4 KiB
C++
73 lines
3.4 KiB
C++
/* @file pydistribution.cpp */
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#include "pydistribution.hpp"
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#include "xo/distribution/Normal.hpp"
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#include "xo/distribution/ExplicitDist.hpp"
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//#include "xo/reflect/SelfTagging.hpp"
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#include "xo/pyutil/pyutil.hpp"
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#include <pybind11/pybind11.h>
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#include <pybind11/stl.h>
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namespace xo {
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using xo::distribution::Normal;
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using xo::distribution::Distribution;
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using xo::distribution::ExplicitDist;
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namespace sim {
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namespace py = pybind11;
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PYBIND11_MODULE(PYDISTRIBUTION_MODULE_NAME(), m) {
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m.doc() = "pybind11 distribution plugin"; // optional module docstring
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m.def("normalcdf",
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&Normal::cdf_impl,
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"cumulative normal distribution",
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py::arg("x"));
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py::class_<Distribution<double>,
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rp<Distribution<double>>>(m, "Distribution")
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.def("cdf", &Distribution<double>::cdf,
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"return cumulative distribution function at x",
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py::arg("x"));
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py::class_<ExplicitDist<double>,
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Distribution<double>,
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rp<ExplicitDist<double>>>(m, "ExplicitDist")
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.def_static("make", &ExplicitDist<double>::make,
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"create instance",
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py::arg("bucket_dx"), py::arg("ref_value"))
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.def_static("make_n", &ExplicitDist<double>::make_n,
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"create instance with n buckets",
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py::arg("n"), py::arg("bucket_dx"), py::arg("ref_value"))
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.def("n_bucket", &ExplicitDist<double>::n_bucket,
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"return number of explicitly-represented buckets in distribution")
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.def("lo", &ExplicitDist<double>::lo,
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"return least upper bound x: cdf(x)=0")
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.def("hi", &ExplicitDist<double>::hi,
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"return greatest lower bound x: cdf(x)=1")
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.def("density", &ExplicitDist<double>::density,
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"return probability density at x",
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py::arg("x"))
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.def("density_v", &ExplicitDist<double>::density_v,
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"return probability density vector for all explicit buckets."
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" each member is pair {lh bucket edge, density}")
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.def("signed_bucket_index", &ExplicitDist<double>::signed_bucket_index,
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"signed index to probability bucket. ref_value -> 0",
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py::arg("x"))
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.def("scale_bucket", &ExplicitDist<double>::scale_bucket,
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"scale probability weight in bucket containing x by k",
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py::arg("x"), py::arg("k"))
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.def("scale_by_normal_cdf", &ExplicitDist<double>::scale_by_normal_cdf,
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"scale by normal cumulative distribution N(sign.(x-mean)/sigma)."
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" expect sign in {+1, -1}",
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py::arg("sign"), py::arg("mean"), py::arg("sigma"))
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.def("renormalize", &ExplicitDist<double>::renormalize,
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"renormalize to ensure sum of weights=1")
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.def("check_renormalize", &ExplicitDist<double>::check_renormalize,
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"renormalize if needed, otherwise do nothing")
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.def("__repr__", &ExplicitDist<double>::display_string);
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}
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} /*namespace sim*/
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} /*namespace xo*/
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/* end pydistribution.cpp */
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