SplitGaussianMarginal.h

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#ifndef SPLITGAUSSIANMARGINAL_H
#define SPLITGAUSSIANMARGINAL_H
 
#include <random>
 
#include "IMarginalDistribution.h"
#include "Math.h"
#include "AbstractConfig.h"
 
using gsl_rng_sptr = std::unique_ptr<gsl_rng, decltype(&gsl_rng_free)>;
 
struct SplitGaussianMarginalCfg : public AbstractConfig {
    double mu {0.0};        
    double sigma_p {1.0};   
    double sigma_m {1.0};   
};
 
class SplitGaussianMarginal final : public IMarginalDistribution {
public:
    explicit SplitGaussianMarginal(double mu, double sigma_p, double sigma_m, unsigned int seed = std::random_device{}());
 
    std::vector<double> rvs(std::size_t n) override;
 
    double logpdf(double x) override;
 
    PDFDiff f_df_ddf(double x) override;
 
    double cdf(double x) override;
 
    double ppf(double p) override;
 
    double mean() override;
 
    double std() override;
 
private:
    double mu;                                      
    double sigma_p;                                 
    double sigma_m;                                 
    double N;                                       
    double w;                                       
    const gsl_rng_type* rng_tp {gsl_rng_mt19937};   
    gsl_rng_sptr eng_{gsl_rng_alloc(rng_tp), &gsl_rng_free};      
};
 
#endif // SPLITGAUSSIANMARGINAL_H