ref #39 #40 moved all stuff left in KLib into Indoor. We are now able to perform localization without the need of KLib. Only K::Gnuplot is needed for drawing, but this will be separated into an own project in the future

math/distribution/Exponential.h

@@ -3,7 +3,7 @@
 
 #include <cmath>
 #include <random>
-#include "../Random.h"
+#include "../random/RandomGenerator.h"
 
 namespace Distribution {
 
@@ -14,7 +14,7 @@ namespace Distribution {
 
 		const T lambda;
 
-		RandomGenerator gen;
+        Random::RandomGenerator gen;
 		std::exponential_distribution<T> dist;
 
 	public:

math/distribution/KernelDensity.h

@@ -8,7 +8,7 @@
 #include <eigen3/Eigen/Dense>
 
 #include "../../Assertions.h"
-#include "../Random.h"
+#include "../random/RandomGenerator.h"
 
 
 namespace Distribution {

math/distribution/Normal.h

@@ -3,7 +3,7 @@
 
 #include <cmath>
 #include <random>
-#include "../Random.h"
+#include "../random/RandomGenerator.h"
 #include "../../Assertions.h"
 
 namespace Distribution {
@@ -17,7 +17,7 @@ namespace Distribution {
 		const T sigma;
 		const T _a;
 
-		RandomGenerator gen;
+        Random::RandomGenerator gen;
 		std::normal_distribution<T> dist;
 
 	public:

math/distribution/NormalCDF.h

@@ -0,0 +1,65 @@
+#ifndef NORMALCDF_H
+#define NORMALCDF_H
+
+#include <algorithm>
+#include <random>
+#include "../../Assertions.h"
+
+namespace Distribution {
+
+        /** cumulative density version of the normal distribution */
+        template <typename T> class NormalCDF {
+
+        private:
+
+            const T mu;
+            const T sigma;
+
+            static T RationalApproximation(T t)
+            {
+                // Abramowitz and Stegun formula 26.2.23.
+                // The absolute value of the error should be less than 4.5 e-4.
+                T c[] = {2.515517, 0.802853, 0.010328};
+                T d[] = {1.432788, 0.189269, 0.001308};
+                return t - ((c[2]*t + c[1])*t + c[0]) /
+                           (((d[2]*t + d[1])*t + d[0])*t + 1.0);
+            }
+
+        public:
+
+                /** create a new normally distributed CDF */
+                NormalCDF(const T mu, const T sigma) : mu(mu), sigma(sigma) {
+                        ;
+                }
+
+                /** get the probability for val within the underlying CDF */
+                T getProbability(const T val) const {
+                        return getProbability(mu, sigma, val);
+                }
+
+                /** calculate the probability within the underlying CDF */
+                static T getProbability(const T mu, const T sigma, const T val) {
+                    return (1.0 + std::exp( (val - mu) / (sigma * std::sqrt(2)) ) ) / 2.0;
+                }
+
+                /** get the inverse CDF (https://en.wikipedia.org/wiki/Probit)*/
+                static T getProbit(T p){
+
+                    Assert::isBetween(p, 0.0, 1.0, "value not between");
+
+                    // See: https://www.johndcook.com/blog/normal_cdf_inverse/
+                    if (p < 0.5)
+                    {
+                        // F^-1(p) = - G^-1(p)
+                        return -RationalApproximation( sqrt(-2.0*log(p)) );
+                    }
+                    else
+                    {
+                        // F^-1(p) = G^-1(1-p)
+                        return RationalApproximation( sqrt(-2.0*log(1-p)) );
+                    }
+                }
+    };
+}
+
+#endif // NORMALCDF_H

math/distribution/NormalN.h

@@ -7,7 +7,7 @@
 #include <eigen3/Eigen/Dense>
 
 #include "../../Assertions.h"
-#include "../Random.h"
+#include "../random/RandomGenerator.h"
 
 namespace Distribution {
 
@@ -24,7 +24,7 @@ namespace Distribution {
         const Eigen::SelfAdjointEigenSolver<Eigen::MatrixXd> eigenSolver;
         Eigen::MatrixXd transform; //can i make this const?
 
-        RandomGenerator gen;
+        Random::RandomGenerator gen;
         std::normal_distribution<> dist;
 
     public:

math/distribution/Rectangular.h

@@ -4,7 +4,7 @@
 
 #include <cmath>
 #include <random>
-#include "../Random.h"
+#include "../random/RandomGenerator.h"
 #include "../../Assertions.h"
 #include "Normal.h"
 

math/distribution/Region.h

@@ -3,7 +3,7 @@
 
 #include <cmath>
 #include <random>
-#include "../Random.h"
+#include "../random/RandomGenerator.h"
 #include "../../Assertions.h"
 #include "Normal.h"
 

math/distribution/Triangle.h

@@ -3,7 +3,7 @@
 
 #include <cmath>
 #include <random>
-#include "../Random.h"
+#include "../random/RandomGenerator.h"
 #include "../../Assertions.h"
 #include "Normal.h"
 

math/distribution/Uniform.h

@@ -3,7 +3,7 @@
 
 #include <cmath>
 #include <random>
-#include "../Random.h"
+#include "../random/RandomGenerator.h"
 
 #include <type_traits>
 
@@ -14,7 +14,7 @@ namespace Distribution {
 
 	private:
 
-		RandomGenerator gen;
+        Random::RandomGenerator gen;
 
 		/** depending on T, Dist is either a uniform_real or uniform_int distribution */
 		typedef typename std::conditional< std::is_floating_point<T>::value, std::uniform_real_distribution<T>, std::uniform_int_distribution<T> >::type Dist;