QUESO::GammaVectorRV< V, M > Class Template Reference

A class representing a vector RV constructed via Gamma distribution. More...

#include <GammaVectorRV.h>

Inheritance diagram for QUESO::GammaVectorRV< V, M >:

Public Member Functions
Constructor/Destructor methods
	GammaVectorRV (const char *prefix, const VectorSet< V, M > &imageSet, const V &a, const V &b)
	Default Constructor. More...
virtual	~GammaVectorRV ()
	Virtual destructor. More...
I/O methods
void	print (std::ostream &os) const
	TODO: Prints the vector RV. More...
Public Member Functions inherited from QUESO::BaseVectorRV< V, M >
virtual double	estimateENT_ANN () const
	BaseVectorRV (const char *prefix, const VectorSet< V, M > &imageSet)
	Constructor. More...
virtual	~BaseVectorRV ()
	Virtual destructor. More...
const BaseEnvironment &	env () const
	QUESO environment; access to private attribute m_env. More...
const VectorSet< V, M > &	imageSet () const
	Image set of the vector RV; access to private attribute m_imageSet. More...
const BaseJointPdf< V, M > &	pdf () const
	Posterior Density Function of the vector RV; access to private attribute m_pdf. More...
bool	has_realizer () const
	Returns true iff this RV has the ability to produce realizations (samples) More...
const BaseVectorRealizer< V, M > &	realizer () const
	Finds a realization (sample) of the PDF of this vector RV; access to private attribute m_realizer. More...
const BaseVectorCdf< V, M > &	subCdf () const
	Finds the Cumulative Distribution Function of this vector RV, considering only the sub-sequence of data; access to private attribute m_subCdf. More...
const BaseVectorCdf< V, M > &	unifiedCdf () const
	Finds the Cumulative Distribution Function of this vector RV, considering the unified sequence of data; access to private attribute m_unifiedCdf. More...
const BaseVectorMdf< V, M > &	mdf () const
	Finds the Marginal Density Function of this vector RV; access to private attribute m_mdf. More...

Additional Inherited Members
Protected Attributes inherited from QUESO::BaseVectorRV< V, M >
const BaseEnvironment &	m_env
std::string	m_prefix
const VectorSet< V, M > &	m_imageSet
BaseJointPdf< V, M > *	m_pdf
BaseVectorRealizer< V, M > *	m_realizer
const BaseVectorCdf< V, M > *	m_subCdf
const BaseVectorCdf< V, M > *	m_unifiedCdf
const BaseVectorMdf< V, M > *	m_mdf

Detailed Description

template<class V = GslVector, class M = GslMatrix>
class QUESO::GammaVectorRV< V, M >

A class representing a vector RV constructed via Gamma distribution.

This class allows the user to compute the value of a Gamma PDF and to generate realizations (samples) from it.

The gamma probability density function for a given value x and given pair of parameters a and b is:

\[ y = f(x|a,b) = \frac{1}{b^{a}\Gamma(a)} x^{a-1} e^{\frac{x}{b}}, \]

where \( \Gamma(.) \) is the Gamma function:

\[ B(a,b) = \frac{\Gamma(a)\Gamma(b)}{\Gamma(a+b)} = \frac{(a-1)!(b-1)!}{(a+b-1)!}. \]

The parameters a and b are shape and scale parameters and must all be positive, and the values x must lie on the interval \( (0, \infty)\).

Definition at line 64 of file GammaVectorRV.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::GammaVectorRV< V, M >::GammaVectorRV	(	const char *	prefix,
		const VectorSet< V, M > &	imageSet,
		const V &	a,
		const V &	b
	)

Default Constructor.

Construct a Gamma vector RV with parameters a>0 and b>0, whose variates live in imageSet. The constructor will check whether or not the data provided via imageSet belongs to \( (0, \infty)\), which is a requirement imposed by the Gamma distribution. If this condition is not satisfied, an error message will be displayed and the program will exit.

Definition at line 36 of file GammaVectorRV.C.

References QUESO::BaseEnvironment::displayVerbosity(), QUESO::BaseVectorRV< V, M >::imageSet(), QUESO::BaseVectorRV< V, M >::m_env, QUESO::BaseVectorRV< V, M >::m_imageSet, QUESO::BaseVectorRV< V, M >::m_mdf, QUESO::BaseVectorRV< V, M >::m_pdf, QUESO::BaseVectorRV< V, M >::m_prefix, QUESO::BaseVectorRV< V, M >::m_realizer, QUESO::BaseVectorRV< V, M >::m_subCdf, QUESO::BaseVectorRV< V, M >::m_unifiedCdf, QUESO::BoxSubset< V, M >::maxValues(), QUESO::BoxSubset< V, M >::minValues(), and QUESO::BaseEnvironment::subDisplayFile().

  :
  BaseVectorRV<V,M>(((std::string)(prefix)+"uni").c_str(),imageSet)
{
  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Entering GammaVectorRV<V,M>::constructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }

// begin kemelli 2013-April-22 --------------------------
// better to check for the parameter values in the constructor,
// rather than in GammaVectorRealizer<V,M>::realization

  const BoxSubset<V,M>* imageBox = dynamic_cast<const BoxSubset<V,M>* >(&imageSet);
  double smallerOfMaxValues = imageBox->maxValues().getMinValue();
  double smallerOfMinValues = imageBox->minValues().getMinValue();

 // Gamma dist is defined only in (0,inf)
 if( smallerOfMinValues < 0 )
 {
   std::cerr << "In GammaVectorRV<V,M>::constructor()\n"
       << "Gamma distribution is only defined in (0, infinity).\n"
       << "The data provided is: \n"
       << *imageBox
         << "Sampling will not cover all interval.\n"
         << std::endl;

    queso_require_greater_equal_msg(smallerOfMaxValues, 0, "invalid input: Gamma distribution is only defined in (0, infinity), and min(m_maxValues)<0");
 }
// end kemelli 2013-April-22 --------------------------

  m_pdf        = new GammaJointPdf<V,M>(m_prefix.c_str(),
                                               m_imageSet,
                                               a,
                                               b);
  m_realizer   = new GammaVectorRealizer<V,M>(m_prefix.c_str(),
                                                     m_imageSet,
                                                     a,
                                                     b);

  m_subCdf     = NULL; // FIX ME: complete code
  m_unifiedCdf = NULL; // FIX ME: complete code
  m_mdf        = NULL; // FIX ME: complete code

  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Leaving GammaVectorRV<V,M>::constructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }
}

template<class V , class M >

QUESO::GammaVectorRV< V, M >::~GammaVectorRV ( )

virtual

Virtual destructor.

Definition at line 93 of file GammaVectorRV.C.

{
  delete m_mdf;
  delete m_unifiedCdf;
  delete m_subCdf;
  delete m_realizer;
  delete m_pdf;
}

Member Function Documentation

template<class V , class M >

void QUESO::GammaVectorRV< V, M >::print ( std::ostream &  os ) const

virtual

TODO: Prints the vector RV.

Todo:

: implement me!

Implements QUESO::BaseVectorRV< V, M >.

Definition at line 104 of file GammaVectorRV.C.

{
  os << "GammaVectorRV<V,M>::print() says, 'Please implement me.'" << std::endl;
  return;
}

---

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

• src/stats/inc/GammaVectorRV.h
• src/stats/src/GammaVectorRV.C