A class for handling jeffreys joint PDFs. More...

#include <JeffreysJointPdf.h>

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

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

	~JeffreysJointPdf ()
	Destructor. More...

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

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

virtual void	distributionMean (V &meanVector) const

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

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...

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...

Detailed Description

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

A class for handling jeffreys joint PDFs.

This class allows the mathematical definition of a Jeffreys Joint PDF.

Definition at line 46 of file JeffreysJointPdf.h.

Constructor & Destructor Documentation

template<class V , class M >

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

Constructor.

Constructs a new object of the class, given a prefix and the domain set of the jeffreys PDF.

Definition at line 33 of file JeffreysJointPdf.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)+"jef").c_str(),
                             domainSet)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering JeffreysJointPdf<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving JeffreysJointPdf<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

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

Destructor.

Definition at line 54 of file JeffreysJointPdf.C.

55 {

56 }

Member Function Documentation

template<class V , class M >

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

virtual

Actual value of the jeffreys PDF.

If the domain of the PDF is well defined (neither negative nor infinite), then the actual value is given by 1.0 / (domainVector[0] * ... * domainVector[n-1]), otherwise the actual value is 0.0

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 60 of file JeffreysJointPdf.C.

 {
   if (domainVector.sizeLocal() != this->m_domainSet.vectorSpace().dimLocal()) {
     queso_error_msg("There is an invalid input while computing JeffreysJointPdf<V,M>::actualValue()");
   }
 
   if (gradVector   ) *gradVector     = m_domainSet.vectorSpace().zeroVector();
   if (hessianMatrix) *hessianMatrix *= 0.;
   if (hessianEffect) *hessianEffect  = m_domainSet.vectorSpace().zeroVector();
 
   if (domainDirection) {}; // just to remove compiler warning
 
   double pdf = 1.0;
   for (unsigned int i = 0; i < domainVector.sizeLocal(); ++i){
     if (domainVector[i] < 0.0 ) {
       queso_error_msg("The domain for Jeffreys prior should be greater than zero.");
     }
     else if ((domainVector[i] == -INFINITY         ) ||
         (domainVector[i]      ==  INFINITY         ) ||
         (m_normalizationStyle != 0   )) {//TODO: R: not sure what this is doing?
       pdf = 0.0;
     }
   else {
     pdf = pdf * (1.0 / domainVector[i]);
     }
   }
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << " return pdf " << std::endl;
   }
   return pdf; // No need to multiply by exp(m_logOfNormalizationFactor) [PDF-04]
 }

template<class V , class M >

double QUESO::JeffreysJointPdf< 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 161 of file JeffreysJointPdf.C.

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

 {
   double value = 0.;
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
     *m_env.subDisplayFile() << "Entering JeffreysJointPdf<V,M>::computeLogOfNormalizationFactor()"
                             << std::endl;
   }
   value = BaseJointPdf<V,M>::commonComputeLogOfNormalizationFactor(numSamples, updateFactorInternally);
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
     *m_env.subDisplayFile() << "Leaving JeffreysJointPdf<V,M>::computeLogOfNormalizationFactor()"
                             << ", m_logOfNormalizationFactor = " << m_logOfNormalizationFactor
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << " return normalization factor " << std::endl;
   }
   return value;
 }

template<class V , class M >

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

virtual

Mean value of the underlying random variable. This may make no sense for the Jeffrey's prior.

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

Definition at line 140 of file JeffreysJointPdf.C.

 {
   // FIXME: This is an improper prior; the "mean" makes little sense.
   // At least we can return something within the domain set.
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
     *m_env.subDisplayFile() << "Warning: JeffreysJointPdf<V,M>::distributionMean() makes little sense"
                             << std::endl;
   }
   m_domainSet.centroid(meanVector);
 }

template<class V , class M >

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

virtual

Covariance matrix of the underlying random variable.

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

Definition at line 153 of file JeffreysJointPdf.C.

 {
   // There's no way this is anything like well-defined
   queso_not_implemented();
 }

template<class V , class M >

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

virtual

Logarithm of the value of the jeffreys PDF.

Analogous to the actualValue routine, except that the logarithm of the calculated value is returned.

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

Definition at line 101 of file JeffreysJointPdf.C.

 {
   if (gradVector   ) *gradVector     = m_domainSet.vectorSpace().zeroVector();
   if (hessianMatrix) *hessianMatrix *= 0.0;
   if (hessianEffect) *hessianEffect  = m_domainSet.vectorSpace().zeroVector();
 
   if (domainVector[0]) {}; // just to remove compiler warning
   if (domainDirection) {}; // just to remove compiler warning
 
   double pdf = 1.0;
   double result = 0.;
   for (unsigned int i = 0; i < domainVector.sizeLocal(); ++i){
     if (domainVector[i] < 0.0) {
       queso_error_msg("The domain for Jeffreys prior should be greater than zero.");
     }
     else if ((domainVector[i] == -INFINITY         ) ||
         (domainVector[i]      ==  INFINITY         ) ||
         (m_normalizationStyle != 0   )) {//TODO: R: not sure what this is doing?
       pdf = 0.0;
       result = -INFINITY; //TODO: what do we do here?
     }
   else {
     pdf = pdf * (1.0 / domainVector[i]);
     result = std::log(pdf);
     }
   }
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << " return log(pdf) " << std::endl;
   }
   return result; // No need to add m_logOfNormalizationFactor [PDF-04]
 }

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

src/stats/inc/JeffreysJointPdf.h
src/stats/src/JeffreysJointPdf.C

Public Member Functions

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

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