QUESO::BasicPdfsCXX11 Class Reference

Base class for basic PDFs using C++ math functions. More...

#include <BasicPdfsCXX11.h>

Inheritance diagram for QUESO::BasicPdfsCXX11:

Public Member Functions
Constructor/Destructor methods
	BasicPdfsCXX11 (int worldRank)
	Constructor. More...
	~BasicPdfsCXX11 ()
	Destructor. More...
Mathematical methods
double	betaPdfActualValue (double x, double alpha, double beta) const
	Actual value of the Beta PDF. More...
double	gammaPdfActualValue (double x, double a, double b) const
	Actual value of the Gamma PDF. More...
Public Member Functions inherited from QUESO::BasicPdfsBase
	BasicPdfsBase (int worldRank)
	Constructor. More...
virtual	~BasicPdfsBase ()
	Virtual destructor. More...

Private Member Functions
	BasicPdfsCXX11 ()
	Default constructor. More...

Additional Inherited Members
Protected Attributes inherited from QUESO::BasicPdfsBase
int	m_worldRank

Detailed Description

Base class for basic PDFs using C++ math functions.

Todo:

This class will acommodate the definition of a Joint PDF using C++11 math functions to bootstrap our own PDF evaluations since std::random doesn't have PDF evaluations. It will ultimately be called by BaseJointPdf and/or its derived classes (via m_env.basicPdfs()) during the construction of Joint PDFs.

Definition at line 51 of file BasicPdfsCXX11.h.

Constructor & Destructor Documentation

QUESO::BasicPdfsCXX11::BasicPdfsCXX11

(

int

worldRank

)

Constructor.

Definition at line 33 of file BasicPdfsCXX11.C.

  :
  BasicPdfsBase(worldRank)
{
}

QUESO::BasicPdfsCXX11::~BasicPdfsCXX11

(

)

Destructor.

Definition at line 39 of file BasicPdfsCXX11.C.

{
}

QUESO::BasicPdfsCXX11::BasicPdfsCXX11 ( )

private

Default constructor.

Member Function Documentation

double QUESO::BasicPdfsCXX11::betaPdfActualValue ( double  x, double  alpha, double  beta  ) const

virtual

Actual value of the Beta PDF.

Implements QUESO::BasicPdfsBase.

Definition at line 44 of file BasicPdfsCXX11.C.

{
  // C++11 doesn't have a beta distribution, so we just implement one.

  double ln_gamma_apb;
  double ln_gamma_a;
  double ln_gamma_b;

  if (x < 0 || x > 1) {  // Outside the support; return zero.
    return 0.0;
  }
  else {
    if (x == 0.0 || x == 1.0) {  // On the boundary
      if (alpha > 1.0 && beta > 1.0) {  // Not blowing up
        return 0.0;
      }
      else {  // Might be blowing up, so let it.
        ln_gamma_apb = std::lgamma(alpha + beta);
        ln_gamma_a = std::lgamma(alpha);
        ln_gamma_b = std::lgamma(beta);

        return std::exp(ln_gamma_apb - ln_gamma_a - ln_gamma_b) *
          std::pow(x, alpha - 1) * std::pow(1 - x, beta - 1);
      }
    }
    else {  // Compute beta pdf in log space.
      ln_gamma_apb = std::lgamma(alpha + beta);
      ln_gamma_a = std::lgamma(alpha);
      ln_gamma_b = std::lgamma(beta);

      return std::exp(ln_gamma_apb - ln_gamma_a - ln_gamma_b +
          (alpha - 1) * std::log(x) + (beta - 1) * std::log1p(-x));
    }
  }
}

double QUESO::BasicPdfsCXX11::gammaPdfActualValue ( double  x, double  a, double  b  ) const

virtual

Actual value of the Gamma PDF.

Implements QUESO::BasicPdfsBase.

Definition at line 81 of file BasicPdfsCXX11.C.

{
  if (x < 0) {  // Out of bounds.
    return 0;
  }
  else {
    if (x == 0.0) {  // On the boundary.
      if (a > 1.0) {  // Not blowing up.
        return 0.0;
      }
      else {
        double ln_gamma_a = std::lgamma(a);
        return std::exp(-ln_gamma_a - a * std::log(b)) * std::pow(x, a - 1) *
          std::exp(- x / b);
      }
    }
    else {
      double ln_gamma_a = std::lgamma(a);
      return std::exp(-ln_gamma_a - a * std::log(b) + (a - 1) * std::log(x) -
          (x / b));
    }
  }
}

---

The documentation for this class was generated from the following files:

• src/core/inc/BasicPdfsCXX11.h
• src/core/src/BasicPdfsCXX11.C