A class for handling a powered joint PDFs. More...

#include <PoweredJointPdf.h>

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

Public Member Functions
Constructor/Destructor methods
	PoweredJointPdf (const char *prefix, const BaseJointPdf< V, M > &srcDensity, double exponent)
	Constructor. More...

	~PoweredJointPdf ()
	Destructor. More...

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

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

void	setNormalizationStyle (unsigned int value) const
	Sets a value to be used in the normalization style of the powered PDF (ie, protected attribute m_srcDensity). More...

double	computeLogOfNormalizationFactor (unsigned int numSamples, bool updateFactorInternally) const
	TODO: 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	distributionMean (V &meanVector) const

virtual void	distributionVariance (M &covMatrix) 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 BaseJointPdf< V, M > &	m_srcDensity

double	m_exponent

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::PoweredJointPdf< V, M >

A class for handling a powered joint PDFs.

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

Definition at line 50 of file PoweredJointPdf.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::PoweredJointPdf< V, M >::PoweredJointPdf	(	const char *	prefix,
		const BaseJointPdf< V, M > &	srcDensity,
		double	exponent
	)

Constructor.

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

Definition at line 33 of file PoweredJointPdf.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)+"pow").c_str(),srcDensity.domainSet()),
   m_srcDensity            (srcDensity),
   m_exponent              (exponent)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering PoweredJointPdf<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "In PoweredJointPdf<V,M>::constructor()"
                           //<< ", prefix = "     << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving PoweredJointPdf<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

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

Destructor.

Definition at line 62 of file PoweredJointPdf.C.

63 {

64 }

Member Function Documentation

template<class V , class M >

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

virtual

Actual value of the powered PDF.

Finds the actual value using BaseJointPdf::actualValue() and apply it to the power of this PDF, which given by exponent, and multiplies it by the normalization factor, which is given by exp(m_logOfNormalizationFactor).

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 76 of file PoweredJointPdf.C.

References QUESO::queso_require_equal_to_msg.

 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering PoweredJointPdf<V,M>::actualValue()"
                             << ": domainVector = " << domainVector
                             << std::endl;
   }
 
   queso_require_equal_to_msg(domainVector.sizeLocal(), this->m_domainSet.vectorSpace().dimLocal(), "invalid input");
 
   double value = m_srcDensity.actualValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect);
 
   queso_require_msg(!(domainDirection || gradVector || hessianMatrix || hessianEffect), "incomplete code for domainDirection, gradVector, hessianMatrix and hessianEffect calculations");
 
   double returnValue = pow(value,m_exponent);
   returnValue *= exp(m_logOfNormalizationFactor); // [PDF-08] ???
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving PoweredJointPdf<V,M>::actualValue()"
                             << ": domainVector = " << domainVector
                             << ", returnValue = "  << returnValue
                             << std::endl;
   }
 
   return returnValue;
 }

template<class V , class M >

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

virtual

TODO: Computes the logarithm of the normalization factor.

Todo:: : implement me!

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 142 of file PoweredJointPdf.C.

References QUESO::queso_isnan().

 {
   double value = 0.;
 
   double volume = m_domainSet.volume();
   if ((queso_isnan(volume)) ||
       (volume == -INFINITY         ) ||
       (volume ==  INFINITY         ) ||
       (volume <= 0.                )) {
     // Do nothing
   }
   else {
     queso_error_msg("incomplete code for computeLogOfNormalizationFactor()");
   }
 
   return value;
 }

template<class V , class M >

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

virtual

Logarithm of the value of the powered PDF.

Finds the logarithm of actual value using BaseJointPdf::lnValue() and multiplies by the power of this PDF, which given by exponent, and then adds the normalization factor, which is given by m_logOfNormalizationFactor.

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

Definition at line 110 of file PoweredJointPdf.C.

 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering PoweredJointPdf<V,M>::lnValue()"
                             << ": domainVector = " << domainVector
                             << std::endl;
   }
 
   double value = m_srcDensity.lnValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect);
 
   queso_require_msg(!(domainDirection || gradVector || hessianMatrix || hessianEffect), "incomplete code for domainDirection, gradVector, hessianMatrix and hessianEffect calculations");
 
   double returnValue = m_exponent*value;
   returnValue += m_logOfNormalizationFactor; // [PDF-08] ???
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving PoweredJointPdf<V,M>::lnValue()"
                             << ": domainVector = " << domainVector
                             << ", returnValue = "  << returnValue
                             << std::endl;
   }
 
   return returnValue;
 }

template<class V , class M >

void QUESO::PoweredJointPdf< V, M >::setNormalizationStyle ( unsigned int value ) const

virtual

Sets a value to be used in the normalization style of the powered PDF (ie, protected attribute m_srcDensity).

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

Definition at line 68 of file PoweredJointPdf.C.

 {
   m_srcDensity.setNormalizationStyle(value);
   return;
 }

Member Data Documentation

template<class V = GslVector, class M = GslMatrix>

double QUESO::PoweredJointPdf< V, M >::m_exponent

protected

Definition at line 93 of file PoweredJointPdf.h.

template<class V = GslVector, class M = GslMatrix>

const BaseJointPdf<V,M>& QUESO::PoweredJointPdf< V, M >::m_srcDensity

protected

Definition at line 92 of file PoweredJointPdf.h.

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

src/stats/inc/PoweredJointPdf.h
src/stats/src/PoweredJointPdf.C

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

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