57 lines
998 B
C++
57 lines
998 B
C++
#ifndef K_MATH_DISTRIBUTION_VONMISES_H
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#define K_MATH_DISTRIBUTION_VONMISES_H
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#include <cmath>
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#include <random>
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#include "../Math.h"
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#include "Bessel.h"
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#include "LUT.h"
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namespace Distribution {
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/** von-mises distribution */
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template <typename T> class VonMises {
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private:
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/** center of the distribution */
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const T mu;
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/** like 1.0/variance of the distribution */
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const T kappa;
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/** pre-calcuated look-up-table */
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std::vector<T> lut;
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/** helper for modified bessel I_0(kappa) */
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Bessel<T> bessel;
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public:
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/** ctor */
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VonMises(const T mu, const T kappa) : mu(mu), kappa(kappa) {
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}
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LUT<T> getLUT() const {
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return LUT<T>(*this, -M_PI, +M_PI, 10000);
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}
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/** get probability for the given value */
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T getProbability(const T _val) const {
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const T val = Math::clamp((T)-M_PI, (T)+M_PI, _val);
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return
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std::exp(kappa * std::cos(val - mu)) /
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(2 * M_PI * bessel.getModified(0, kappa));
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}
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};
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}
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#endif // K_MATH_DISTRIBUTION_VONMISES_H
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