initial implementation

src/pydistribution/CMakeLists.txt

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+# xo_pydistribution/src/pydistribution/CMakeLists.txt
+
+set(SELF_LIB pydistribution)
+set(SELF_SRCS pydistribution.cpp)
+
+xo_pybind11_library(${SELF_LIB} ${PROJECT_NAME}Targets ${SELF_SRCS})
+xo_pybind11_dependency(${SELF_LIB} xo_distribution)

src/pydistribution/pydistribution.cpp

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

src/pydistribution/pydistribution.hpp.in

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+/* @file pydistribution.hpp
+ *
+ * automatically generated from src/pydistribution/pydistribution.hpp.in
+ * see src/pydistribution/CMakeLists.txt
+ */
+
+/* python requires module name = library name
+ * example:
+ *   PYBIND11_MODULE(PYDISTRIBUTION_MODULE_NAME(), m) { ... }
+ */
+#define PYDISTRIBUTION_MODULE_NAME() @SELF_LIB@
+
+/* example:
+ *   py::module_::import(PYDISTRIBUTION_MODULE_NAME_STR)
+ */
+#define PYDISTRIBUTION_MODULE_NAME_STR "@SELF_LIB@"
+
+/* example:
+ *   PYDISTRIBUTION_IMPORT_MODULE()
+ * replaces
+ *   py::module_::import("pydistribution")
+ */
+#define PYDISTRIBUTION_IMPORT_MODULE() py::module_::import("@SELF_LIB@")
+
+/* end pydistribution.hpp */