TPZConstrainedNormalRandom.h

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/* 
 * File:   TPZConstrainedNormalRandom.h
 * Author: quinelato
 *
 * Created on 5 de Dezembro de 2017, 15:28
 */

#ifndef TPZCONSTRAINEDNORMALRANDOM_H
#define TPZCONSTRAINEDNORMALRANDOM_H

#include "TPZConstrainedRandom.h"
#include "TPZNormalRandom.h"

template <typename TVar>
class TPZConstrainedNormalRandom : virtual public TPZConstrainedRandom<TVar>, virtual public TPZNormalRandom<TVar> {
public:
    TPZConstrainedNormalRandom(TVar begin, TVar end, TVar mean, TVar stdev): TPZConstrainedRandom<TVar>(begin, end), TPZNormalRandom<TVar>(mean, stdev) {
    }
    TPZConstrainedNormalRandom(const TPZConstrainedNormalRandom<TVar>& orig): TPZConstrainedRandom<TVar>(orig), TPZNormalRandom<TVar>(orig) {
    }
    virtual TPZRandom<TVar> *clone(){
        return new TPZConstrainedNormalRandom<TVar>(*this);
    }
    virtual TVar next();
    TVar pdf(TVar x);
    virtual ~TPZConstrainedNormalRandom(){
    }

};

template <typename TVar>
TVar TPZConstrainedNormalRandom<TVar>::next() {
    TVar value;
    do {
        value = TPZNormalRandom<TVar>::next();
    } while (value <= this->fbegin || value >= this->fend);
    return value;
}

template <typename TVar>
TVar TPZConstrainedNormalRandom<TVar>::pdf(TVar x) {
    if (x<this->fbegin || x > this->fend) return 0;
    TVar normal_pdf = TPZNormalRandom<TVar>::pdf(x);
    TVar area = TPZNormalRandom<TVar>::cdf(this->fend)-TPZNormalRandom<TVar>::cdf(this->fbegin);
    return normal_pdf / area;
}

#endif /* TPZCONSTRAINEDNORMALRANDOM_H */