queso-0.57.1
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Class for handling vector samples (sequence of vectors). More...
#include <SequenceOfVectors.h>
Public Types | |
Class typedefs | |
typedef std::vector< const V * > ::const_iterator | seqVectorPositionConstIteratorTypedef |
typedef std::vector< const V * > ::iterator | seqVectorPositionIteratorTypedef |
Public Member Functions | |
Constructor/Destructor methods | |
SequenceOfVectors (const VectorSpace< V, M > &vectorSpace, unsigned int subSequenceSize, const std::string &name) | |
Default constructor. More... | |
~SequenceOfVectors () | |
Destructor. More... | |
Set methods | |
SequenceOfVectors< V, M > & | operator= (const SequenceOfVectors< V, M > &rhs) |
Copies values from rhs to this . More... | |
Sequence methods | |
unsigned int | subSequenceSize () const |
Size of the sub-sequence of vectors. More... | |
void | resizeSequence (unsigned int newSubSequenceSize) |
Resizes the sequence. More... | |
void | resetValues (unsigned int initialPos, unsigned int numPos) |
Resets a total of numPos values of the sequence starting at position initialPos . More... | |
void | erasePositions (unsigned int initialPos, unsigned int numPos) |
Erases numPos elements of the sequence starting at position initialPos . More... | |
void | getPositionValues (unsigned int posId, V &vec) const |
Gets the values of the sequence at position posId and stores them at vec . More... | |
void | setPositionValues (unsigned int posId, const V &vec) |
Set the values in vec at position posId of the sequence. More... | |
void | subUniformlySampledCdf (const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &cdfGrids, ArrayOfOneDTables< V, M > &cdfValues) const |
Uniformly samples from the CDF from the sub-sequence. More... | |
void | unifiedUniformlySampledCdf (const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &unifiedCdfGrids, ArrayOfOneDTables< V, M > &unifiedCdfValues) const |
Uniformly samples from the CDF from the sub-sequence. More... | |
void | subMeanExtra (unsigned int initialPos, unsigned int numPos, V &meanVec) const |
Finds the mean value of the sub-sequence, considering numPos positions starting at position initialPos . More... | |
void | unifiedMeanExtra (unsigned int initialPos, unsigned int numPos, V &unifiedMeanVec) const |
Finds the mean value of the unified sequence, considering numPos positions starting at position initialPos . More... | |
void | subMedianExtra (unsigned int initialPos, unsigned int numPos, V &medianVec) const |
Finds the median value of the sub-sequence, considering numPos positions starting at position initialPos . More... | |
void | unifiedMedianExtra (unsigned int initialPos, unsigned int numPos, V &unifiedMedianVec) const |
Finds the median value of the unfed sequence, considering numPos positions starting at position initialPos . More... | |
void | subSampleVarianceExtra (unsigned int initialPos, unsigned int numPos, const V &meanVec, V &samVec) const |
Finds the sample variance of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec . More... | |
void | unifiedSampleVarianceExtra (unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedSamVec) const |
Finds the sample variance of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec . More... | |
void | subSampleStd (unsigned int initialPos, unsigned int numPos, const V &meanVec, V &stdVec) const |
Finds the sample standard deviation of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec . More... | |
void | unifiedSampleStd (unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedStdVec) const |
Finds the sample standard deviation of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec . More... | |
void | subPopulationVariance (unsigned int initialPos, unsigned int numPos, const V &meanVec, V &popVec) const |
Finds the population variance of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec . More... | |
void | unifiedPopulationVariance (unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedPopVec) const |
Finds the population variance of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec . More... | |
void | autoCovariance (unsigned int initialPos, unsigned int numPos, const V &meanVec, unsigned int lag, V &covVec) const |
Calculates the autocovariance. More... | |
void | autoCorrViaDef (unsigned int initialPos, unsigned int numPos, unsigned int lag, V &corrVec) const |
Calculates the autocorrelation via definition. More... | |
void | autoCorrViaFft (unsigned int initialPos, unsigned int numPos, const std::vector< unsigned int > &lags, std::vector< V * > &corrVecs) const |
Calculates the autocorrelation via Fast Fourier transforms (FFT). More... | |
void | autoCorrViaFft (unsigned int initialPos, unsigned int numPos, unsigned int numSum, V &autoCorrsSumVec) const |
Calculates the autocorrelation via Fast Fourier transforms (FFT). More... | |
void | subMinMaxExtra (unsigned int initialPos, unsigned int numPos, V &minVec, V &maxVec) const |
Finds the minimum and the maximum values of the sub-sequence, considering numPos positions starting at position initialPos . More... | |
void | unifiedMinMaxExtra (unsigned int initialPos, unsigned int numPos, V &unifiedMinVec, V &unifiedMaxVec) const |
Finds the minimum and the maximum values of the unified sequence, considering numPos positions starting at position initialPos . More... | |
void | subHistogram (unsigned int initialPos, const V &minVec, const V &maxVec, std::vector< V * > ¢ersForAllBins, std::vector< V * > &quanttsForAllBins) const |
Calculates the histogram of the sub-sequence. More... | |
void | unifiedHistogram (unsigned int initialPos, const V &unifiedMinVec, const V &unifiedMaxVec, std::vector< V * > &unifiedCentersForAllBins, std::vector< V * > &unifiedQuanttsForAllBins) const |
Calculates the histogram of the unified sequence. More... | |
void | subInterQuantileRange (unsigned int initialPos, V &iqrVec) const |
Returns the interquartile range of the values in the sub-sequence. More... | |
void | unifiedInterQuantileRange (unsigned int initialPos, V &unifiedIqrVec) const |
Returns the interquartile range of the values in the unified sequence. More... | |
void | subScalesForKde (unsigned int initialPos, const V &iqrVec, unsigned int kdeDimension, V &scaleVec) const |
Selects the scales (bandwidth, scaleVec ) for the kernel density estimation, considering only the sub-sequence. More... | |
void | unifiedScalesForKde (unsigned int initialPos, const V &unifiedIqrVec, unsigned int kdeDimension, V &unifiedScaleVec) const |
Selects the scales (bandwidth) for the kernel density estimation, considering the unified sequence. More... | |
void | subGaussian1dKde (unsigned int initialPos, const V &scaleVec, const std::vector< V * > &evalParamVecs, std::vector< V * > &densityVecs) const |
Gaussian kernel for the KDE estimate of the sub-sequence. More... | |
void | unifiedGaussian1dKde (unsigned int initialPos, const V &unifiedScaleVec, const std::vector< V * > &unifiedEvalParamVecs, std::vector< V * > &unifiedDensityVecs) const |
Gaussian kernel for the KDE estimate of the unified sequence. More... | |
void | subWriteContents (unsigned int initialPos, unsigned int numPos, const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds) const |
Writes the sub-sequence to a file. More... | |
void | subWriteContents (unsigned int initialPos, unsigned int numPos, FilePtrSetStruct &filePtrSet, const std::string &fileType) const |
Writes the sub-sequence to a file. More... | |
void | subWriteContents (unsigned int initialPos, unsigned int numPos, std::ofstream &ofs, const std::string &fileType) const |
Writes the sub-sequence to a file. More... | |
void | unifiedWriteContents (const std::string &fileName, const std::string &fileType) const |
void | unifiedReadContents (const std::string &fileName, const std::string &fileType, const unsigned int subSequenceSize) |
Reads the unified sequence from a file. More... | |
void | select (const std::vector< unsigned int > &idsOfUniquePositions) |
TODO: It shall select positions in the sequence of vectors. More... | |
void | filter (unsigned int initialPos, unsigned int spacing) |
Filters positions in the sequence of vectors. More... | |
double | estimateConvBrooksGelman (unsigned int initialPos, unsigned int numPos) const |
Estimates convergence rate using Brooks & Gelman method. More... | |
void | extractScalarSeq (unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const |
Extracts a sequence of scalars. More... | |
const V * | operator[] (unsigned int posId) const |
const V *& | operator[] (unsigned int posId) |
void | subUniformlySampledMdf (const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &mdfGrids, ArrayOfOneDTables< V, M > &mdfValues) const |
void | subMeanCltStd (unsigned int initialPos, unsigned int numPos, const V &meanVec, V &samVec) const |
void | unifiedMeanCltStd (unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedSamVec) const |
void | bmm (unsigned int initialPos, unsigned int batchLength, V &bmmVec) const |
void | fftForward (unsigned int initialPos, unsigned int fftSize, unsigned int paramId, std::vector< std::complex< double > > &fftResult) const |
void | psd (unsigned int initialPos, unsigned int numBlocks, double hopSizeRatio, unsigned int paramId, std::vector< double > &psdResult) const |
void | psdAtZero (unsigned int initialPos, unsigned int numBlocks, double hopSizeRatio, V &psdVec) const |
void | geweke (unsigned int initialPos, double ratioNa, double ratioNb, V &gewVec) const |
void | meanStacc (unsigned int initialPos, V &meanStaccVec) const |
void | subCdfPercentageRange (unsigned int initialPos, unsigned int numPos, double range, V &lowerVec, V &upperVec) const |
void | unifiedCdfPercentageRange (unsigned int initialPos, unsigned int numPos, double range, V &lowerVec, V &upperVec) const |
void | subCdfStacc (unsigned int initialPos, std::vector< V * > &cdfStaccVecs, std::vector< V * > &cdfStaccVecsUp, std::vector< V * > &cdfStaccVecsLow, std::vector< V * > &sortedDataVecs) const |
void | subCdfStacc (unsigned int initialPos, const std::vector< V * > &evalPositionsVecs, std::vector< V * > &cdfStaccVecs) const |
Public Member Functions inherited from QUESO::BaseVectorSequence< V, M > | |
BaseVectorSequence (const VectorSpace< V, M > &vectorSpace, unsigned int subSequenceSize, const std::string &name) | |
Default constructor. More... | |
virtual | ~BaseVectorSequence () |
Destructor. More... | |
unsigned int | unifiedSequenceSize () const |
Calculates the size of the unified sequence of vectors. More... | |
unsigned int | vectorSizeLocal () const |
Local dimension (size) of the vector space. More... | |
unsigned int | vectorSizeGlobal () const |
Global dimension (size) of the vector space. More... | |
const VectorSpace< V, M > & | vectorSpace () const |
Vector space; access to protected attribute VectorSpace<V,M>& m_vectorSpace. More... | |
const std::string & | name () const |
Access to protected attribute m_name: name of the sequence of vectors. More... | |
void | setName (const std::string &newName) |
Changes the name of the sequence of vectors. More... | |
void | clear () |
Reset the values and the size of the sequence of vectors. More... | |
const V & | subMinPlain () const |
Finds the minimum value of the sub-sequence. More... | |
const V & | unifiedMinPlain () const |
Finds the minimum value of the unified sequence. More... | |
const V & | subMaxPlain () const |
Finds the maximum value of the sub-sequence. More... | |
const V & | unifiedMaxPlain () const |
Finds the maximum value of the unified sequence. More... | |
const V & | subMeanPlain () const |
Finds the mean value of the sub-sequence. More... | |
const V & | unifiedMeanPlain () const |
Finds the mean value of the unified sequence. More... | |
const V & | subMedianPlain () const |
Finds the median value of the sub-sequence. More... | |
const V & | unifiedMedianPlain () const |
Finds the median value of the unified sequence. More... | |
const V & | subSampleVariancePlain () const |
Finds the variance of a sample of the sub-sequence. More... | |
const V & | unifiedSampleVariancePlain () const |
Finds the variance of a sample of the unified sequence. More... | |
const BoxSubset< V, M > & | subBoxPlain () const |
Finds a box subset of the sub-sequence (given by its min and max values calculated via subMinPlain and subMaxPlain). More... | |
const BoxSubset< V, M > & | unifiedBoxPlain () const |
Finds a box subset of the unified-sequence (given by the min and max values of the unified sequence calculated via unifiedMinPlain and unifiedMaxPlain). More... | |
void | deleteStoredVectors () |
Deletes all the stored vectors. More... | |
void | append (const BaseVectorSequence< V, M > &src, unsigned int initialPos, unsigned int numPos) |
Appends the vector src to this vector. More... | |
double | subPositionsOfMaximum (const ScalarSequence< double > &subCorrespondingScalarValues, BaseVectorSequence< V, M > &subPositionsOfMaximum) |
Finds the positions where the maximum element occurs in the sub-sequence. More... | |
double | unifiedPositionsOfMaximum (const ScalarSequence< double > &subCorrespondingScalarValues, BaseVectorSequence< V, M > &unifiedPositionsOfMaximum) |
Finds the positions where the maximum element occurs in the unified sequence. More... | |
void | setGaussian (const V &meanVec, const V &stdDevVec) |
Sets the values of the sequence as a Gaussian distribution of mean given by meanVec and standard deviation by stdDevVec . More... | |
void | setUniform (const V &aVec, const V &bVec) |
Sets the values of the sequence as a uniform distribution between the values given by vectors aVec and bVec . More... | |
void | computeFilterParams (std::ofstream *passedOfs, unsigned int &initialPos, unsigned int &spacing) |
Computes the filtering parameters spacing for the sequence of vectors. More... | |
void | computeHistCdfstaccKde (const SequenceStatisticalOptions &statisticalOptions, std::ofstream *passedOfs) |
void | computeStatistics (const SequenceStatisticalOptions &statisticalOptions, std::ofstream *passedOfs) |
void | computeHistCdfstaccKde (const SsOptionsValues &statisticalOptions, std::ofstream *passedOfs) |
void | computeStatistics (const SsOptionsValues &statisticalOptions, std::ofstream *passedOfs) |
Private Member Functions | |
void | copy (const SequenceOfVectors< V, M > &src) |
Copies vector sequence src to this . More... | |
void | extractRawData (unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, std::vector< double > &rawData) const |
Extracts the raw data. More... | |
void | writeSubMatlabHeader (std::ofstream &ofs, double sequenceSize, double vectorSizeLocal) const |
Helper function to write matlab-specific header info for vectors. More... | |
void | writeUnifiedMatlabHeader (std::ofstream &ofs, double sequenceSize, double vectorSizeLocal) const |
void | writeTxtHeader (std::ofstream &ofs, double sequenceSize, double vectorSizeLocal) const |
Helper function to write plain txt info for vectors. More... | |
void | subMeanMonitorAlloc (unsigned int numberOfMonitorPositions) |
void | subMeanInter0MonitorAlloc (unsigned int numberOfMonitorPositions) |
void | unifiedMeanMonitorAlloc (unsigned int numberOfMonitorPositions) |
void | subMeanMonitorRun (unsigned int monitorPosition, V &subMeanVec, V &subMeanCltStd) |
void | subMeanInter0MonitorRun (unsigned int currentPosition, V &subMeanInter0Mean, V &subMeanInter0Clt95, V &subMeanInter0Empirical90, V &subMeanInter0Min, V &subMeanInter0Max) |
void | unifiedMeanMonitorRun (unsigned int currentPosition, V &unifiedMeanVec, V &unifiedMeanCltStd) |
void | subMeanMonitorStore (unsigned int i, unsigned int monitorPosition, const V &subMeanVec, const V &subMeanCltStd) |
void | subMeanInter0MonitorStore (unsigned int i, unsigned int monitorPosition, const V &subMeanInter0Mean, const V &subMeanInter0Clt95, const V &subMeanInter0Empirical90, const V &subMeanInter0Min, const V &subMeanInter0Max) |
void | unifiedMeanMonitorStore (unsigned int i, unsigned int monitorPosition, V &unifiedMeanVec, V &unifiedMeanCltStd) |
void | subMeanMonitorFree () |
void | subMeanInter0MonitorFree () |
void | unifiedMeanMonitorFree () |
void | subMeanMonitorWrite (std::ofstream &ofs) |
void | subMeanInter0MonitorWrite (std::ofstream &ofs) |
void | unifiedMeanMonitorWrite (std::ofstream &ofs) |
Private Attributes | |
std::vector< const V * > | m_seq |
Sequence of vectors. More... | |
ScalarSequence< double > * | m_subMeanMonitorPosSeq |
SequenceOfVectors< V, M > * | m_subMeanVecSeq |
SequenceOfVectors< V, M > * | m_subMeanCltStdSeq |
ScalarSequence< double > * | m_subMeanInter0MonitorPosSeq |
SequenceOfVectors< V, M > * | m_subMeanInter0Mean |
SequenceOfVectors< V, M > * | m_subMeanInter0Clt95 |
SequenceOfVectors< V, M > * | m_subMeanInter0Empirical90 |
SequenceOfVectors< V, M > * | m_subMeanInter0Min |
SequenceOfVectors< V, M > * | m_subMeanInter0Max |
ScalarSequence< double > * | m_unifiedMeanMonitorPosSeq |
SequenceOfVectors< V, M > * | m_unifiedMeanVecSeq |
SequenceOfVectors< V, M > * | m_unifiedMeanCltStdSeq |
Additional Inherited Members | |
Protected Member Functions inherited from QUESO::BaseVectorSequence< V, M > | |
void | copy (const BaseVectorSequence< V, M > &src) |
Copies vector sequence src to this . More... | |
void | computeMeanEvolution (const SequenceStatisticalOptions &statisticalOptions, std::ofstream *passedOfs) |
void | computeMeanEvolution (const SsOptionsValues &statisticalOptions, std::ofstream *passedOfs) |
void | computeBMM (const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computeFFT (const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computePSD (const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computePSDAtZero (const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computeGeweke (const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computeMeanStacc (const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computeBMM (const SsOptionsValues &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computeFFT (const SsOptionsValues &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computePSD (const SsOptionsValues &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computePSDAtZero (const SsOptionsValues &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computeGeweke (const SsOptionsValues &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computeMeanStacc (const SsOptionsValues &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs) |
void | computeMeanVars (const SequenceStatisticalOptions &statisticalOptions, std::ofstream *passedOfs, V *subMeanPtr, V *subMedianPtr, V *subSampleVarPtr, V *subPopulVarPtr) |
void | computeAutoCorrViaDef (const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, const std::vector< unsigned int > &lagsForCorrs, std::ofstream *passedOfs) |
void | computeAutoCorrViaFFT (const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, const std::vector< unsigned int > &lagsForCorrs, std::ofstream *passedOfs) |
void | computeCovCorrMatrices (const SequenceStatisticalOptions &statisticalOptions, std::ofstream *passedOfs) |
void | computeMeanVars (const SsOptionsValues &statisticalOptions, std::ofstream *passedOfs, V *subMeanPtr, V *subMedianPtr, V *subSampleVarPtr, V *subPopulVarPtr) |
void | computeAutoCorrViaDef (const SsOptionsValues &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, const std::vector< unsigned int > &lagsForCorrs, std::ofstream *passedOfs) |
void | computeAutoCorrViaFFT (const SsOptionsValues &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, const std::vector< unsigned int > &lagsForCorrs, std::ofstream *passedOfs) |
void | computeCovCorrMatrices (const SsOptionsValues &statisticalOptions, std::ofstream *passedOfs) |
Protected Attributes inherited from QUESO::BaseVectorSequence< V, M > | |
const BaseEnvironment & | m_env |
const VectorSpace< V, M > & | m_vectorSpace |
std::string | m_name |
Fft< double > * | m_fftObj |
V * | m_subMinPlain |
V * | m_unifiedMinPlain |
V * | m_subMaxPlain |
V * | m_unifiedMaxPlain |
V * | m_subMeanPlain |
V * | m_unifiedMeanPlain |
V * | m_subMedianPlain |
V * | m_unifiedMedianPlain |
V * | m_subSampleVariancePlain |
V * | m_unifiedSampleVariancePlain |
BoxSubset< V, M > * | m_subBoxPlain |
BoxSubset< V, M > * | m_unifiedBoxPlain |
Class for handling vector samples (sequence of vectors).
This class handles vector samples generated by an algorithm, as well as operations that can be carried over them, e.g., calculation of means, correlation and covariance matrices. It is derived from and implements BaseVectorSequence<V,M>.
Definition at line 49 of file SequenceOfVectors.h.
typedef std::vector<const V*>::const_iterator QUESO::SequenceOfVectors< V, M >::seqVectorPositionConstIteratorTypedef |
Definition at line 55 of file SequenceOfVectors.h.
typedef std::vector<const V*>::iterator QUESO::SequenceOfVectors< V, M >::seqVectorPositionIteratorTypedef |
Definition at line 56 of file SequenceOfVectors.h.
QUESO::SequenceOfVectors< V, M >::SequenceOfVectors | ( | const VectorSpace< V, M > & | vectorSpace, |
unsigned int | subSequenceSize, | ||
const std::string & | name | ||
) |
Default constructor.
Definition at line 33 of file SequenceOfVectors.C.
QUESO::SequenceOfVectors< V, M >::~SequenceOfVectors | ( | ) |
Destructor.
|
virtual |
Calculates the autocorrelation via definition.
Autocorrelation is the cross-correlation of a variable with itself; it describes the correlation between values of the process at different times, as a function of the two times. It is calculated over a sequence of vectors with initial position initialPos
, considering numPos
positions, a lag of lag
, with mean given by meanVec
. Output:
corrVec | is the vector of the calculated autocorrelations of the sequence of vectors. |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 766 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::autoCorrViaDef().
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virtual |
Calculates the autocorrelation via Fast Fourier transforms (FFT).
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 798 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::autoCorrViaFft().
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virtual |
Calculates the autocorrelation via Fast Fourier transforms (FFT).
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 857 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::autoCorrViaFft().
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virtual |
Calculates the autocovariance.
The autocovariance is the covariance of a variable with itself at some other time. It is calculated over a sequence of vectors with initial position initialPos
, considering numPos
positions, a lag of lag
, with mean given by meanVec
. Output:
covVec | is the vector of the calculated autocovariances of the sequence of vectors. |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 731 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::autoCovariance().
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virtual |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2412 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::bmm().
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private |
Copies vector sequence src
to this
.
Definition at line 2234 of file SequenceOfVectors.C.
References QUESO::BaseVectorSequence< V, M >::copy(), QUESO::SequenceOfVectors< V, M >::m_seq, and QUESO::SequenceOfVectors< V, M >::subSequenceSize().
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virtual |
Erases numPos
elements of the sequence starting at position initialPos
.
This routine deletes all stored computed vectors
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 154 of file SequenceOfVectors.C.
References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors(), and QUESO::queso_require_equal_to_msg.
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virtual |
Estimates convergence rate using Brooks & Gelman method.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2083 of file SequenceOfVectors.C.
References QUESO::matrixProduct().
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privatevirtual |
Extracts the raw data.
This method saves in rawData
the data from the sequence of vectors (in private attribute m_seq
) starting at position (initialPos
,paramId
) , with a spacing of spacing
until numPos
positions have been extracted.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2253 of file SequenceOfVectors.C.
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virtual |
Extracts a sequence of scalars.
The sequence of scalars has size numPos
, and it will be extracted starting at position (initialPos
, paramId
) of this
sequences of vectors, given spacing spacing
.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2210 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::resizeSequence().
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virtual |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2440 of file SequenceOfVectors.C.
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virtual |
Filters positions in the sequence of vectors.
Filtered positions will starting at initialPos
, and with spacing given by spacing
.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2042 of file SequenceOfVectors.C.
Referenced by QUESO::MLSampling< P_V, P_M >::generateSequence(), and QUESO::MLSampling< P_V, P_M >::generateSequence_Step11_inter0().
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virtual |
Gets the values of the sequence at position posId
and stores them at vec
.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 188 of file SequenceOfVectors.C.
Referenced by QUESO::MLSampling< P_V, P_M >::generateBalLinkedChains_all(), QUESO::MLSampling< P_V, P_M >::generateSequence(), QUESO::MetropolisHastingsSG< P_V, P_M >::generateSequence(), QUESO::MLSampling< P_V, P_M >::generateSequence_Step02_inter0(), QUESO::MLSampling< P_V, P_M >::generateSequence_Step04_inter0(), QUESO::MLSampling< P_V, P_M >::generateUnbLinkedChains_all(), and QUESO::MLSampling< P_V, P_M >::mpiExchangePositions_inter0().
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virtual |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2528 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::geweke().
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virtual |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2558 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::meanStacc().
SequenceOfVectors< V, M > & QUESO::SequenceOfVectors< V, M >::operator= | ( | const SequenceOfVectors< V, M > & | rhs | ) |
Copies values from rhs
to this
.
Definition at line 94 of file SequenceOfVectors.C.
const V * QUESO::SequenceOfVectors< V, M >::operator[] | ( | unsigned int | posId | ) | const |
Definition at line 2282 of file SequenceOfVectors.C.
const V *& QUESO::SequenceOfVectors< V, M >::operator[] | ( | unsigned int | posId | ) |
Definition at line 2291 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2467 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::psd().
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2495 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::psd().
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Resets a total of numPos
values of the sequence starting at position initialPos
.
This routine deletes all stored computed vectors
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 126 of file SequenceOfVectors.C.
References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors().
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Resizes the sequence.
This routine deletes all stored computed vectors
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 110 of file SequenceOfVectors.C.
References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors().
Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::adapt(), and QUESO::MLSampling< P_V, P_M >::generateSequence_Level0_all().
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TODO: It shall select positions in the sequence of vectors.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2033 of file SequenceOfVectors.C.
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Set the values in vec
at position posId
of the sequence.
This routine deletes all stored computed vectors
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 206 of file SequenceOfVectors.C.
References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors(), and QUESO::queso_require_equal_to_msg.
Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::adapt(), and QUESO::MLSampling< P_V, P_M >::generateSequence_Level0_all().
void QUESO::SequenceOfVectors< V, M >::subCdfPercentageRange | ( | unsigned int | initialPos, |
unsigned int | numPos, | ||
double | range, | ||
V & | lowerVec, | ||
V & | upperVec | ||
) | const |
Definition at line 2584 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subCdfPercentageRange().
void QUESO::SequenceOfVectors< V, M >::subCdfStacc | ( | unsigned int | initialPos, |
std::vector< V * > & | cdfStaccVecs, | ||
std::vector< V * > & | cdfStaccVecsUp, | ||
std::vector< V * > & | cdfStaccVecsLow, | ||
std::vector< V * > & | sortedDataVecs | ||
) | const |
Definition at line 2653 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subCdfStacc(), and QUESO::ScalarSequence< T >::subSort().
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2705 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subCdfStacc().
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Gaussian kernel for the KDE estimate of the sub-sequence.
Computes a probability density estimate of the sample in this
sub-sequence, starting at position initialPos
. densityVecs
is the vector of density values evaluated at the points in evaluationParamVecs
. The estimate is based on Gaussian (normal) kernel function, using a window parameter (scaleVec
).
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1165 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subGaussian1dKde().
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Calculates the histogram of the sub-sequence.
It requires the specification of the number of bins that the histogram will have, the center of each bin and the initial position where the data will be considered.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 956 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subHistogram().
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Returns the interquartile range of the values in the sub-sequence.
The IQR is a robust estimate of the spread of the data, since changes in the upper and lower 25% of the data do not affect it. If there are outliers in the data, then the IQR is more representative than the standard deviation as an estimate of the spread of the body of the data. The IQR is less efficient than the standard deviation as an estimate of the spread when the data is all from the normal distribution. (from Matlab)
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1049 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subInterQuantileRange().
void QUESO::SequenceOfVectors< V, M >::subMeanCltStd | ( | unsigned int | initialPos, |
unsigned int | numPos, | ||
const V & | meanVec, | ||
V & | samVec | ||
) | const |
Definition at line 2347 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subMeanCltStd().
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virtual |
Finds the mean value of the sub-sequence, considering numPos
positions starting at position initialPos
.
Output:
meanVec | is the vector of the calculated means of the sub-sequence of vectors. |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 308 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subMeanExtra().
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2768 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2966 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2811 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2880 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2925 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2757 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2952 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2793 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2866 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2914 of file SequenceOfVectors.C.
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Finds the median value of the sub-sequence, considering numPos
positions starting at position initialPos
.
Output:
medianVec | is the vector of the calculated medians of the sub-sequence of vectors. |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 422 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subMedianExtra().
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Finds the minimum and the maximum values of the sub-sequence, considering numPos
positions starting at position initialPos
.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 892 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subMinMaxExtra().
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virtual |
Finds the population variance of the sub-sequence, considering numPos
positions starting at position initialPos
and of mean meanVec
.
Output:
popVec | is the vector of the calculated population variance of the sub-sequence of vectors. The population variance \( \sigma^2 \) is defined by \( \sigma^2 = \frac{1}{n-1} \sum_{i=1}^n \left(y_i - \mu \right)^2 \), where \( \mu \) is the sample mean and \( n \) is the sample size. This procedure lets the users choose the initial position and the number of elements of the sequence which will be used to evaluate the population variance . |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 666 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subPopulationVariance().
void QUESO::SequenceOfVectors< V, M >::subSampleStd | ( | unsigned int | initialPos, |
unsigned int | numPos, | ||
const V & | meanVec, | ||
V & | stdVec | ||
) | const |
Finds the sample standard deviation of the sub-sequence, considering numPos
positions starting at position initialPos
and of mean meanVec
.
Output:
stdVec | is the vector of the calculated sample standard deviation of the sub-sequence of vectors. |
Definition at line 601 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subSampleStd().
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virtual |
Finds the sample variance of the sub-sequence, considering numPos
positions starting at position initialPos
and of mean meanVec
.
Output:
samVec | is the vector of the calculated sample variance of the sub-sequence of vectors. The sample variance \( \sigma_y^2 \) is the second sample central moment and is defined by \( \sigma_y^2 = \frac{1}{n} \sum_{i=1}^n \left(y_i - \mu \right)^2 \), where \( \mu \) is the sample mean and \( n \) is the sample size. This procedure lets the users choose the initial position and the number of elements of the sequence which will be used to evaluate the sample variance. |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 536 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subSampleVarianceExtra().
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Selects the scales (bandwidth, scaleVec
) for the kernel density estimation, considering only the sub-sequence.
The bandwidth of the kernel is a free parameter which exhibits a strong influence on the resulting estimate. Silverman (1986) suggests the following normal-based estimates: S1 = 1.06 × (standard deviation) × n^{-1/5} S2 = 0.79 × (iqrVec
) × n^{-1/5}, where iqrVec
is the interquartile range scaleVec
= 0.90 × minimum(standard deviation, iqrVec
/1.34) × n^{-1/5}. These estimates are popular due to their simplicity, and are used in QUESO with the adaptation of the exponent oven the sample size n (-1/5) with -1/(4 + kdeDimension
) where kdeDimension
is the KDE dimension.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1102 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::subScaleForKde().
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Size of the sub-sequence of vectors.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 103 of file SequenceOfVectors.C.
Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::adapt(), QUESO::SequenceOfVectors< V, M >::copy(), QUESO::MLSampling< P_V, P_M >::generateBalLinkedChains_all(), QUESO::MLSampling< P_V, P_M >::generateSequence(), QUESO::MetropolisHastingsSG< P_V, P_M >::generateSequence(), QUESO::MLSampling< P_V, P_M >::generateSequence_Level0_all(), QUESO::MLSampling< P_V, P_M >::generateSequence_Step02_inter0(), QUESO::MLSampling< P_V, P_M >::generateSequence_Step11_inter0(), and QUESO::MLSampling< P_V, P_M >::generateUnbLinkedChains_all().
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Uniformly samples from the CDF from the sub-sequence.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 227 of file SequenceOfVectors.C.
References QUESO::ArrayOfOneDTables< V, M >::setOneDTable(), and QUESO::ArrayOfOneDGrids< V, M >::setUniformGrids().
Referenced by QUESO::StatisticalForwardProblem< P_V, P_M, Q_V, Q_M >::solveWithMonteCarlo().
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2306 of file SequenceOfVectors.C.
References QUESO::ArrayOfOneDTables< V, M >::setOneDTable(), and QUESO::ArrayOfOneDGrids< V, M >::setUniformGrids().
Referenced by QUESO::StatisticalForwardProblem< P_V, P_M, Q_V, Q_M >::solveWithMonteCarlo().
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Writes the sub-sequence to a file.
Given the allowed sub environments (allowedSubEnvIds
) that are allowed to write to file, together with the file name and type (fileName
, fileType
), it writes the entire sub- sequence to the file. The sum of the initial position of the sequence (initialPos
) with the number of positions that will be written (numPos
) must equal the size of the sequence. This procedure calls void subWriteContents (unsigned int initialPos, unsigned int numPos, FilePtrSetStruct& filePtrSet, const std::string& fileType).
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1264 of file SequenceOfVectors.C.
void QUESO::SequenceOfVectors< V, M >::subWriteContents | ( | unsigned int | initialPos, |
unsigned int | numPos, | ||
FilePtrSetStruct & | filePtrSet, | ||
const std::string & | fileType | ||
) | const |
Writes the sub-sequence to a file.
Uses additional variable of the type FilePtrSetStruct& to operate on files.
Definition at line 1312 of file SequenceOfVectors.C.
References QUESO::FilePtrSetStruct::h5Var, and QUESO::FilePtrSetStruct::ofsVar.
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Writes the sub-sequence to a file.
Uses object of the type std::ofstream.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1415 of file SequenceOfVectors.C.
void QUESO::SequenceOfVectors< V, M >::unifiedCdfPercentageRange | ( | unsigned int | initialPos, |
unsigned int | numPos, | ||
double | range, | ||
V & | lowerVec, | ||
V & | upperVec | ||
) | const |
Definition at line 2618 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedCdfPercentageRange().
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Gaussian kernel for the KDE estimate of the unified sequence.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1214 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedGaussian1dKde().
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Calculates the histogram of the unified sequence.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1002 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedHistogram().
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Returns the interquartile range of the values in the unified sequence.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1075 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedInterQuantileRange().
void QUESO::SequenceOfVectors< V, M >::unifiedMeanCltStd | ( | unsigned int | initialPos, |
unsigned int | numPos, | ||
const V & | unifiedMeanVec, | ||
V & | unifiedSamVec | ||
) | const |
Definition at line 2379 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedMeanCltStd().
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Finds the mean value of the unified sequence, considering numPos
positions starting at position initialPos
.
Output:
meanVec | is the vector of the calculated means of the unified sequence of vectors. |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 363 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedMeanExtra().
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2782 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2986 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2849 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2900 of file SequenceOfVectors.C.
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Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 2939 of file SequenceOfVectors.C.
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Finds the median value of the unfed sequence, considering numPos
positions starting at position initialPos
.
Output:
medianVec | is the vector of the calculated medians of the unified sequence of vectors. |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 477 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedMedianExtra().
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Finds the minimum and the maximum values of the unified sequence, considering numPos
positions starting at position initialPos
.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 922 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedMinMaxExtra().
|
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Finds the population variance of the unified sequence, considering numPos
positions starting at position initialPos
and of mean meanVec
.
Output:
popVec | is the vector of the calculated population variance of the unified sequence of vectors. |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 698 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedPopulationVariance().
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Reads the unified sequence from a file.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1763 of file SequenceOfVectors.C.
References QUESO::FilePtrSetStruct::h5Var, QUESO::FilePtrSetStruct::ifsVar, QUESO::MiscGetEllapsedSeconds(), QUESO::queso_require_equal_to_msg, and QUESO::UQ_OK_RC.
Referenced by QUESO::MLSampling< P_V, P_M >::restartML().
void QUESO::SequenceOfVectors< V, M >::unifiedSampleStd | ( | unsigned int | initialPos, |
unsigned int | numPos, | ||
const V & | unifiedMeanVec, | ||
V & | unifiedStdVec | ||
) | const |
Finds the sample standard deviation of the unified sequence, considering numPos
positions starting at position initialPos
and of mean meanVec
.
Output:
stdVec | is the vector of the calculated sample standard deviation of the unified sequence of vectors. |
Definition at line 633 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedSampleStd().
|
virtual |
Finds the sample variance of the unified sequence, considering numPos
positions starting at position initialPos
and of mean meanVec
.
Output:
samVec | is the vector of the calculated sample variance of the unified sequence of vectors. |
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 568 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedSampleVarianceExtra().
|
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Selects the scales (bandwidth) for the kernel density estimation, considering the unified sequence.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1133 of file SequenceOfVectors.C.
References QUESO::ScalarSequence< T >::unifiedScaleForKde().
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Uniformly samples from the CDF from the sub-sequence.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 262 of file SequenceOfVectors.C.
References QUESO::ArrayOfOneDTables< V, M >::setOneDTable(), and QUESO::ArrayOfOneDGrids< V, M >::setUniformGrids().
Referenced by QUESO::StatisticalForwardProblem< P_V, P_M, Q_V, Q_M >::solveWithMonteCarlo().
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Writes the unfed sequence to a file. Writes the unified sequence in Matlab/Octave format or, if enabled, in HDF5 format.
Implements QUESO::BaseVectorSequence< V, M >.
Definition at line 1493 of file SequenceOfVectors.C.
References QUESO::FilePtrSetStruct::h5Var, QUESO::MiscGetEllapsedSeconds(), QUESO::FilePtrSetStruct::ofsVar, and QUESO::UQ_OK_RC.
Referenced by QUESO::MLSampling< P_V, P_M >::checkpointML(), QUESO::MLSampling< P_V, P_M >::generateSequence(), QUESO::MLSampling< P_V, P_M >::generateSequence_Level0_all(), and QUESO::MLSampling< P_V, P_M >::generateSequence_Step11_inter0().
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Helper function to write matlab-specific header info for vectors.
Definition at line 1459 of file SequenceOfVectors.C.
|
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Helper function to write plain txt info for vectors.
Definition at line 1483 of file SequenceOfVectors.C.
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private |
Definition at line 1471 of file SequenceOfVectors.C.
|
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Sequence of vectors.
Definition at line 435 of file SequenceOfVectors.h.
Referenced by QUESO::SequenceOfVectors< V, M >::copy().
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private |
Definition at line 479 of file SequenceOfVectors.h.
|
private |
Definition at line 483 of file SequenceOfVectors.h.
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private |
Definition at line 484 of file SequenceOfVectors.h.
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private |
Definition at line 486 of file SequenceOfVectors.h.
|
private |
Definition at line 482 of file SequenceOfVectors.h.
|
private |
Definition at line 485 of file SequenceOfVectors.h.
|
private |
Definition at line 481 of file SequenceOfVectors.h.
|
private |
Definition at line 477 of file SequenceOfVectors.h.
|
private |
Definition at line 478 of file SequenceOfVectors.h.
|
private |
Definition at line 490 of file SequenceOfVectors.h.
|
private |
Definition at line 488 of file SequenceOfVectors.h.
|
private |
Definition at line 489 of file SequenceOfVectors.h.