IMarginalDistribution.h

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#ifndef IDISTRIBUTION_H
#define IDISTRIBUTION_H
 
#include <gsl/gsl_randist.h>
#include <gsl/gsl_cdf.h>
#include <gsl/gsl_rng.h>
 
struct PDFDiff {
    double f;
    double df;
    double ddf;
};
 
struct IMarginalDistribution {
    virtual ~IMarginalDistribution() = default;
 
    virtual std::vector<double> rvs(std::size_t n) = 0;
 
    virtual double logpdf(double x) = 0;
 
    virtual PDFDiff f_df_ddf(double x) = 0;
 
    virtual double cdf(double x) = 0;
 
    virtual double ppf(double x) = 0;
 
    virtual double mean() = 0;
 
    virtual double std() = 0;
};
 
#endif