A class for handling Inverse Gamma joint PDFs. More...

#include <InverseGammaJointPdf.h>

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

Public Member Functions
Constructor/Destructor methods
	InverseGammaJointPdf (const char *prefix, const VectorSet< V, M > &domainSet, const V &alpha, const V &beta)
	Constructor. More...

	~InverseGammaJointPdf ()
	Destructor. More...

Math methods
double	actualValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const
	Actual value of the Gamma PDF. More...

double	lnValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const
	TODO: Logarithm of the value of the Gamma PDF. More...

virtual void	distributionMean (V &meanVector) const
	Mean value of the underlying random variable. More...

virtual void	distributionVariance (M &covMatrix) const
	Covariance matrix of the underlying random variable. More...

double	computeLogOfNormalizationFactor (unsigned int numSamples, bool updateFactorInternally) const
	Computes the logarithm of the normalization factor. 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	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
V	m_alpha

V	m_beta

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...

Detailed Description

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

A class for handling Inverse Gamma joint PDFs.

This class allows the mathematical definition of an Inverse Gamma Joint PDF.

Definition at line 50 of file InverseGammaJointPdf.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::InverseGammaJointPdf< V, M >::InverseGammaJointPdf	(	const char *	prefix,
		const VectorSet< V, M > &	domainSet,
		const V &	alpha,
		const V &	beta
	)

Constructor.

Constructs a new object of the class, given a prefix, the domain set, and the parameters alpha and beta of the Inverse Gamma PDF.

Definition at line 33 of file InverseGammaJointPdf.C.

References QUESO::BaseEnvironment::displayVerbosity(), QUESO::BaseScalarFunction< V, M >::m_env, QUESO::BaseScalarFunction< V, M >::m_prefix, and QUESO::BaseEnvironment::subDisplayFile().

   :
   BaseJointPdf<V,M>(((std::string)(prefix)+"uni").c_str(),domainSet),
   m_alpha(alpha),
   m_beta (beta)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering InverseGammaJointPdf<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving InverseGammaJointPdf<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

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

Destructor.

Definition at line 57 of file InverseGammaJointPdf.C.

58 {

59 }

Member Function Documentation

template<class V , class M >

double QUESO::InverseGammaJointPdf< V, M >::actualValue	(	const V &	domainVector,
		const V *	domainDirection,
		V *	gradVector,
		M *	hessianMatrix,
		V *	hessianEffect
	)		const

virtual

Actual value of the Gamma PDF.

This routine calls method lnValue() and returns the exponent of the returning value of such method.

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 63 of file InverseGammaJointPdf.C.

References QUESO::queso_require_equal_to_msg.

 {
   queso_require_equal_to_msg(domainVector.sizeLocal(), this->m_domainSet.vectorSpace().dimLocal(), "invalid input");
 
   queso_require_msg(!(domainDirection || gradVector || hessianMatrix || hessianEffect), "incomplete code for gradVector, hessianMatrix and hessianEffect calculations");
 
   // No need to multiply by exp(m_logOfNormalizationFactor) because 'lnValue()' is called [PDF-07]
   return exp(this->lnValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect));
 }

template<class V , class M >

double QUESO::InverseGammaJointPdf< V, M >::computeLogOfNormalizationFactor	(	unsigned int	numSamples,
		bool	updateFactorInternally
	)		const

virtual

Computes the logarithm of the normalization factor.

This routine calls BaseJointPdf::commonComputeLogOfNormalizationFactor().

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 135 of file InverseGammaJointPdf.C.

References QUESO::BaseJointPdf< V, M >::commonComputeLogOfNormalizationFactor().

 {
   double value = 0.;
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
     *m_env.subDisplayFile() << "Entering InverseGammaJointPdf<V,M>::computeLogOfNormalizationFactor()"
                             << std::endl;
   }
   value = BaseJointPdf<V,M>::commonComputeLogOfNormalizationFactor(numSamples, updateFactorInternally);
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
     *m_env.subDisplayFile() << "Leaving InverseGammaJointPdf<V,M>::computeLogOfNormalizationFactor()"
                             << ", m_logOfNormalizationFactor = " << m_logOfNormalizationFactor
                             << std::endl;
   }
 
   return value;
 }

template<class V , class M >

void QUESO::InverseGammaJointPdf< V, M >::distributionMean ( V & meanVector ) const

virtual

Mean value of the underlying random variable.

Reimplemented from QUESO::BaseJointPdf< V, M >.

Definition at line 104 of file InverseGammaJointPdf.C.

 {
   queso_assert_equal_to(m_alpha.sizeLocal(), m_beta.sizeLocal());
   queso_assert_equal_to(m_alpha.sizeLocal(), meanVector.sizeLocal());
 
   for (unsigned int i = 0; i < m_alpha.sizeLocal(); ++i) {
     queso_assert_greater(m_alpha[i], 1);
     meanVector[i] = m_beta[i] / (m_alpha[i] - 1);
   }
 }

template<class V , class M >

void QUESO::InverseGammaJointPdf< V, M >::distributionVariance ( M & covMatrix ) const

virtual

Covariance matrix of the underlying random variable.

Reimplemented from QUESO::BaseJointPdf< V, M >.

Definition at line 117 of file InverseGammaJointPdf.C.

 {
   queso_assert_equal_to(m_alpha.sizeLocal(), m_beta.sizeLocal());
   queso_assert_equal_to(m_alpha.sizeLocal(), covMatrix.numCols());
   queso_assert_equal_to (covMatrix.numCols(), covMatrix.numRowsGlobal());
 
   covMatrix.zeroLower();
   covMatrix.zeroUpper();
 
   for (unsigned int i = 0; i < m_alpha.sizeLocal(); ++i) {
     queso_assert_greater(m_alpha[i], 2);
     covMatrix(i,i) = m_beta[i]*m_beta[i] / (m_alpha[i] - 1) /
                      (m_alpha[i] - 1) / (m_alpha[i] - 2);
   }
 }

template<class V , class M >

double QUESO::InverseGammaJointPdf< V, M >::lnValue	(	const V &	domainVector,
		const V *	domainDirection,
		V *	gradVector,
		M *	hessianMatrix,
		V *	hessianEffect
	)		const

virtual

TODO: Logarithm of the value of the Gamma PDF.

Todo:: : implement me!

Reimplemented from QUESO::BaseScalarFunction< V, M >.

Definition at line 80 of file InverseGammaJointPdf.C.

 {
   queso_require_msg(!(domainDirection || gradVector || hessianMatrix || hessianEffect), "incomplete code for gradVector, hessianMatrix and hessianEffect calculations");
 
   double result = 0.;
   for (unsigned int i = 0; i < domainVector.sizeLocal(); ++i) {
     result -= (m_alpha[i]+1.)*log(domainVector[i]);
     result -= m_beta[i]/domainVector[i];
     if (m_normalizationStyle == 0) {
       // Code needs to be done yet
     }
   }
   result += m_logOfNormalizationFactor; // [PDF-07]
 
   return result;
 }