queso-0.57.1
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A class for handling generic joint PDFs. More...
#include <GenericJointPdf.h>
Public Member Functions | |
Constructor/Destructor methods | |
GenericJointPdf (const char *prefix, const BaseScalarFunction< V, M > &scalarFunction) | |
Default constructor. More... | |
~GenericJointPdf () | |
Destructor. More... | |
Math methods | |
double | actualValue (const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const |
Actual value of the PDF (scalar function). More... | |
double | lnValue (const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const |
Logarithm of the value of the scalar function. Deprecated. More... | |
double | computeLogOfNormalizationFactor (unsigned int numSamples, bool updateFactorInternally) const |
Computes the logarithm of the normalization factor. See template specialization. More... | |
Public Member Functions inherited from QUESO::BaseJointPdf< V, M > | |
BaseJointPdf (const char *prefix, const VectorSet< V, M > &domainSet) | |
Default constructor. More... | |
virtual | ~BaseJointPdf () |
Destructor. More... | |
virtual void | distributionMean (V &meanVector) const |
virtual void | distributionVariance (M &covMatrix) const |
virtual void | setNormalizationStyle (unsigned int value) const |
void | setLogOfNormalizationFactor (double value) const |
Sets a logarithmic value to be used in the normalization factor (stored in the protected attribute m_normalizationStyle.) More... | |
virtual void | print (std::ostream &os) const |
Print method. Non-pure for backwards compatibility. More... | |
Public Member Functions inherited from QUESO::BaseScalarFunction< V, M > | |
void | setFiniteDifferenceStepSize (double fdStepSize) |
Sets the step size for finite differencing gradients. More... | |
void | setFiniteDifferenceStepSize (unsigned int i, double fdStepSize) |
BaseScalarFunction (const char *prefix, const VectorSet< V, M > &domainSet) | |
Default constructor. More... | |
virtual | ~BaseScalarFunction () |
Destructor. More... | |
const VectorSet< V, M > & | domainSet () const |
Access to the protected attribute m_domainSet: domain set of the scalar function. More... | |
virtual double | lnValue (const V &domainVector) const |
Returns the logarithm of the function at domainVector . More... | |
virtual double | lnValue (const V &domainVector, V &gradVector) const |
Returns the logarithm of the function and its gradient at domainVector . More... | |
virtual double | lnValue (const V &domainVector, V &gradVector, const V &domainDirection, V &hessianEffect) const |
Protected Attributes | |
const BaseScalarFunction< V, M > & | m_scalarFunction |
Protected Attributes inherited from QUESO::BaseJointPdf< V, M > | |
unsigned int | m_normalizationStyle |
double | m_logOfNormalizationFactor |
Protected Attributes inherited from QUESO::BaseScalarFunction< V, M > | |
const BaseEnvironment & | m_env |
std::string | m_prefix |
const VectorSet< V, M > & | m_domainSet |
Domain set of the scalar function. More... | |
Additional Inherited Members | |
Protected Member Functions inherited from QUESO::BaseJointPdf< V, M > | |
double | commonComputeLogOfNormalizationFactor (unsigned int numSamples, bool updateFactorInternally) const |
Common method (to the derived classes) to compute the logarithm of the normalization factor. More... | |
A class for handling generic joint PDFs.
This class allows the mathematical definition of a generic Joint PDF, such as the posterior PDF.
Definition at line 50 of file GenericJointPdf.h.
QUESO::GenericJointPdf< V, M >::GenericJointPdf | ( | const char * | prefix, |
const BaseScalarFunction< V, M > & | scalarFunction | ||
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Default constructor.
Instantiates an object of this class given a prefix and a scalar function. The domain of the scalar function is assigned to the protected attribute m_domainSet, and the scalar function is also itself copied to the protected attribute m_scalarFunction.
Definition at line 33 of file GenericJointPdf.C.
QUESO::GenericJointPdf< V, M >::~GenericJointPdf | ( | ) |
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virtual |
Actual value of the PDF (scalar function).
Implements QUESO::BaseJointPdf< V, M >.
Definition at line 49 of file GenericJointPdf.C.
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Computes the logarithm of the normalization factor. See template specialization.
Implements QUESO::BaseJointPdf< V, M >.
Definition at line 73 of file GenericJointPdf.C.
References QUESO::BaseJointPdf< V, M >::commonComputeLogOfNormalizationFactor().
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virtual |
Logarithm of the value of the scalar function. Deprecated.
Pointers will be NULL if derivative information is not required by QUESO.
Default implementation throws an exception.
Reimplemented from QUESO::BaseScalarFunction< V, M >.
Definition at line 61 of file GenericJointPdf.C.
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protected |
Definition at line 78 of file GenericJointPdf.h.