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ArrayOfSequences.h
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3 //
4 // QUESO - a library to support the Quantification of Uncertainty
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24 
25 #ifndef UQ_ARRAY_OF_SEQUENCES_H
26 #define UQ_ARRAY_OF_SEQUENCES_H
27 
28 #include <queso/VectorSequence.h>
29 
30 namespace QUESO {
31 
32 class GslVector;
33 class GslMatrix;
34 
46 template <class V = GslVector, class M = GslMatrix>
48 {
49 public:
51 
54  unsigned int subSequenceSize,
55  const std::string& name);
59 
61 
62  unsigned int subSequenceSize () const;
64 
66  void resizeSequence (unsigned int newSubSequenceSize);
67 
69 
70  void resetValues (unsigned int initialPos, unsigned int numPos);
71 
73 
74  void erasePositions (unsigned int initialPos, unsigned int numPos);
75 
77  void getPositionValues (unsigned int posId, V& vec) const;
78 
80 
81  void setPositionValues (unsigned int posId, const V& vec);
82 
84 
85  void setGaussian (const V& meanVec, const V& stdDevVec);
86 
88 
89  void setUniform (const V& aVec, const V& bVec );
90 
92  void mean (unsigned int initialPos,
93  unsigned int numPos,
94  V& meanVec) const;
96  // TODO not implemented.
97  void unifiedMean (unsigned int initialPos,
98  unsigned int numPos,
99  V& unifiedMeanVec) const;
101  void sampleVariance (unsigned int initialPos,
102  unsigned int numPos,
103  const V& meanVec,
104  V& samVec) const;
106  // TODO not implemented.
107  void unifiedSampleVariance(unsigned int initialPos,
108  unsigned int numPos,
109  const V& meanVec,
110  V& samVec) const;
112  void populationVariance (unsigned int initialPos,
113  unsigned int numPos,
114  const V& meanVec,
115  V& popVec) const;
117 
121  void autoCovariance (unsigned int initialPos,
122  unsigned int numPos,
123  const V& meanVec,
124  unsigned int lag,
125  V& covVec) const;
126 
128  void autoCorrViaDef (unsigned int initialPos,
129  unsigned int numPos,
130  unsigned int lag,
131  V& corrVec) const;
134  void autoCorrViaFft (unsigned int initialPos,
135  unsigned int numPos,
136  const std::vector<unsigned int>& lags,
137  std::vector<V*>& corrVecs) const;
138 
141  void autoCorrViaFft (unsigned int initialPos,
142  unsigned int numPos,
143  unsigned int numSum,
144  V& autoCorrsSumVec) const;
146  void minMax (unsigned int initialPos,
147  V& minVec,
148  V& maxVec) const;
150 
151  void histogram (unsigned int initialPos,
152  const V& minVec,
153  const V& maxVec,
154  std::vector<V*>& centersForAllBins,
155  std::vector<V*>& quanttsForAllBins) const;
156 
158 
159  void interQuantileRange (unsigned int initialPos,
160  V& iqrs) const;
161 
163 
164  void scalesForKDE (unsigned int initialPos,
165  const V& iqrs,
166  unsigned int kdeDimension,
167  V& scales) const;
169 
170  void gaussianKDE (const V& evaluationParamVec,
171  V& densityVec) const;
173 
177  void gaussianKDE (unsigned int initialPos,
178  const V& scales,
179  const std::vector<V*>& evaluationParamVecs,
180  std::vector<V*>& densityVecs) const;
182  void writeContents (std::ofstream& ofsvar) const;
183 
185 
186  void unifiedWriteContents (std::ofstream& ofsvar) const;
187 
189 
190  void unifiedWriteContents (const std::string& fileName,
191  const std::string& fileType) const;
192 
194 
195  void unifiedReadContents (const std::string& fileName,
196  const std::string& fileType,
197  const unsigned int subSequenceSize);
198 
200 
201  void select (const std::vector<unsigned int>& idsOfUniquePositions);
202 
204 
205  void filter (unsigned int initialPos,
206  unsigned int spacing);
207 
209 
211  void extractScalarSeq (unsigned int initialPos,
212  unsigned int spacing,
213  unsigned int numPos,
214  unsigned int paramId,
215  ScalarSequence<double>& scalarSeq) const;
216 
217 #ifdef UQ_ALSO_COMPUTE_MDFS_WITHOUT_KDE
218  void uniformlySampledMdf (const V& numEvaluationPointsVec,
219  ArrayOfOneDGrids <V,M>& mdfGrids,
220  ArrayOfOneDTables<V,M>& mdfValues) const;
221 #endif
222 
223 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
224  void uniformlySampledCdf (const V& numEvaluationPointsVec,
225  ArrayOfOneDGrids <V,M>& cdfGrids,
226  ArrayOfOneDTables<V,M>& cdfValues) const;
227  void bmm (unsigned int initialPos,
228  unsigned int batchLength,
229  V& bmmVec) const;
230  void fftForward (unsigned int initialPos,
231  unsigned int fftSize,
232  unsigned int paramId,
233  std::vector<std::complex<double> >& resultData) const;
234 //void fftInverse (unsigned int fftSize);
235 
236  void psd (unsigned int initialPos,
237  unsigned int numBlocks,
238  double hopSizeRatio,
239  unsigned int paramId,
240  std::vector<double>& psdResult) const;
241  void psdAtZero (unsigned int initialPos,
242  unsigned int numBlocks,
243  double hopSizeRatio,
244  V& psdVec) const;
245  void geweke (unsigned int initialPos,
246  double ratioNa,
247  double ratioNb,
248  V& gewVec) const;
249 #endif
250 
251 
252 private:
254 
257  void extractRawData (unsigned int initialPos,
258  unsigned int spacing,
259  unsigned int numPos,
260  unsigned int paramId,
261  std::vector<double>& rawData) const;
262 
265 
270 };
271 
272 } // End namespace QUESO
273 
274 #endif // UQ_ARRAY_OF_SEQUENCES_H
void sampleVariance(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 init...
Class for handling array samples (arrays of scalar sequences).
Class to accommodate arrays of one-dimensional grid.
void setPositionValues(unsigned int posId, const V &vec)
Set the values of vec at position posId of the sequence.
void minMax(unsigned int initialPos, V &minVec, V &maxVec) const
Given an initial position initialPos, finds the minimum and the maximum values of the sequence...
unsigned int subSequenceSize() const
Size of the sub-sequence of arrays.
void fftForward(unsigned int initialPos, unsigned int fftSize, unsigned int paramId, std::vector< std::complex< double > > &resultData) const
A class representing a vector space.
Definition: VectorSet.h:49
void geweke(unsigned int initialPos, double ratioNa, double ratioNb, V &gewVec) const
void unifiedSampleVariance(unsigned int initialPos, unsigned int numPos, const V &meanVec, V &samVec) const
Finds the sample variance of the unified sequence, considering numPos positions starting at position ...
void autoCorrViaDef(unsigned int initialPos, unsigned int numPos, unsigned int lag, V &corrVec) const
Calculates autocorrelation via definition.
void populationVariance(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 ...
void psd(unsigned int initialPos, unsigned int numBlocks, double hopSizeRatio, unsigned int paramId, std::vector< double > &psdResult) const
void unifiedWriteContents(std::ofstream &ofsvar) const
Writes info of the unified sequence to a file.
Class to accommodate arrays of one-dimensional tables.
void erasePositions(unsigned int initialPos, unsigned int numPos)
Erases numPos elements of the sequence starting at position initialPos.
void interQuantileRange(unsigned int initialPos, V &iqrs) const
Returns the interquartile range of the values in the sequence.
void writeContents(std::ofstream &ofsvar) const
Write contents of the chain to a file.
void psdAtZero(unsigned int initialPos, unsigned int numBlocks, double hopSizeRatio, V &psdVec) const
Class for matrix operations using GSL library.
Definition: GslMatrix.h:49
void autoCovariance(unsigned int initialPos, unsigned int numPos, const V &meanVec, unsigned int lag, V &covVec) const
Calculates the autocovariance.
void uniformlySampledMdf(const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &mdfGrids, ArrayOfOneDTables< V, M > &mdfValues) const
void uniformlySampledCdf(const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &cdfGrids, ArrayOfOneDTables< V, M > &cdfValues) const
~ArrayOfSequences()
Destructor.
void autoCorrViaFft(unsigned int initialPos, unsigned int numPos, const std::vector< unsigned int > &lags, std::vector< V * > &corrVecs) const
const std::string & name() const
Access to protected attribute m_name: name of the sequence of vectors.
void resetValues(unsigned int initialPos, unsigned int numPos)
Resets a total of numPos values of the sequence starting at position initialPos.
Base class for handling vector and array samples (sequence of vectors or arrays). ...
DistArray< ScalarSequence< double > * > m_scalarSequences
Sequence of scalars.
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 an...
Class for vector operations using GSL library.
Definition: GslVector.h:49
void bmm(unsigned int initialPos, unsigned int batchLength, V &bmmVec) const
void extractRawData(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, std::vector< double > &rawData) const
Extracts the raw data.
const VectorSpace< V, M > & vectorSpace() const
Vector space; access to protected attribute VectorSpace&lt;V,M&gt;&amp; m_vectorSpace.
A class for partitioning vectors and matrices.
Definition: DistArray.h:56
void scalesForKDE(unsigned int initialPos, const V &iqrs, unsigned int kdeDimension, V &scales) const
Selects the scales (bandwidth, scaleVec) for the kernel density estimation, of the sequence...
void histogram(unsigned int initialPos, const V &minVec, const V &maxVec, std::vector< V * > &centersForAllBins, std::vector< V * > &quanttsForAllBins) const
Calculates the histogram of the sequence.
void gaussianKDE(const V &evaluationParamVec, V &densityVec) const
Gaussian kernel for the KDE estimate of the sequence.
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 devi...
void filter(unsigned int initialPos, unsigned int spacing)
Filters positions in the sequence of vectors, starting at initialPos, and with spacing given by spaci...
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars of size numPos, from position paramId of the array of sequences...
ArrayOfSequences(const VectorSpace< V, M > &vectorSpace, unsigned int subSequenceSize, const std::string &name)
Default constructor.
void unifiedReadContents(const std::string &fileName, const std::string &fileType, const unsigned int subSequenceSize)
Reads the unified sequence from a file.
void getPositionValues(unsigned int posId, V &vec) const
Gets the values of the sequence at position posId and stores them at vec.
void unifiedMean(unsigned int initialPos, unsigned int numPos, V &unifiedMeanVec) const
Finds the mean value of the unified sequence of numPos positions starting at position initialPos...
void select(const std::vector< unsigned int > &idsOfUniquePositions)
Select positions in the sequence of vectors.
void resizeSequence(unsigned int newSubSequenceSize)
Resizes the sequence.
void mean(unsigned int initialPos, unsigned int numPos, V &meanVec) const
Finds the mean value of the sub-sequence, considering numPos positions starting at position initialPo...

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