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ScalarSequence.h
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1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2017 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_SCALAR_SEQUENCE_H
26 #define UQ_SCALAR_SEQUENCE_H
27 
28 #include <queso/Fft.h>
29 #include <queso/UniformOneDGrid.h>
30 #include <queso/Environment.h>
31 #include <queso/Miscellaneous.h>
32 #include <queso/Defines.h>
33 #include <vector>
34 #include <complex>
35 #include <sys/time.h>
36 
37 #define SCALAR_SEQUENCE_INIT_MPI_MSG 1
38 #define SCALAR_SEQUENCE_SIZE_MPI_MSG 1
39 #define SCALAR_SEQUENCE_DATA_MPI_MSG 1
40 
41 namespace QUESO {
42 
53 template <class T = double>
54 class ScalarSequence
55 {
56 public:
58 
59  typedef typename std::vector<T>::iterator seqScalarPositionIteratorTypedef;
60  typedef typename std::vector<T>::const_iterator seqScalarPositionConstIteratorTypedef;
62 
64  ScalarSequence(const BaseEnvironment& env,
66  unsigned int subSequenceSize,
67  const std::string& name);
69  ~ScalarSequence();
71 
73 
74  ScalarSequence<T>& operator= (const ScalarSequence<T>& rhs);
77 
79 
80  const T& operator[] (unsigned int posId) const;
82 
84 
85  T& operator[] (unsigned int posId);
87 
89 
90  const BaseEnvironment& env () const;
92 
94  const std::string& name () const;
95 
97  void setName (const std::string& newName);
98 
100 
101  void clear ();
102 
104  unsigned int subSequenceSize () const;
105 
107  unsigned int unifiedSequenceSize (bool useOnlyInter0Comm) const;
108 
110 
111  void resizeSequence (unsigned int newSequenceSize);
112 
114 
115  void resetValues (unsigned int initialPos, unsigned int );
116 
118 
119  void erasePositions (unsigned int initialPos, unsigned int numPos);
120 
122  void getUnifiedContentsAtProc0Only(bool useOnlyInter0Comm,
123  std::vector<T>& outputVec) const;
124 
126  const T& subMinPlain () const;
127 
129  const T& unifiedMinPlain (bool useOnlyInter0Comm) const;
130 
132  const T& subMaxPlain () const;
133 
135  const T& unifiedMaxPlain (bool useOnlyInter0Comm) const;
136 
138  const T& subMeanPlain () const;
139 
141  const T& unifiedMeanPlain (bool useOnlyInter0Comm) const;
142 
144  const T& subMedianPlain () const;
145 
147  const T& unifiedMedianPlain (bool useOnlyInter0Comm) const;
148 
150  const T& subSampleVariancePlain () const;
151 
153  const T& unifiedSampleVariancePlain (bool useOnlyInter0Comm) const;
154 
156  void deleteStoredScalars ();
157 
159 
160  void setGaussian (const T& mean, const T& stdDev);
161 
163 
164  void setUniform (const T& a, const T& b );
165 
167  void subUniformlySampledCdf (unsigned int numIntervals,
168  T& minDomainValue,
169  T& maxDomainValue,
170  std::vector<T>& cdfValues) const;
171 
173  void unifiedUniformlySampledCdf (bool useOnlyInter0Comm,
174  unsigned int numIntervals,
175  T& unifiedMinDomainValue,
176  T& unifiedMaxDomainValue,
177  std::vector<T>& unifiedCdfValues) const;
179  void subBasicCdf (unsigned int numIntervals,
180  UniformOneDGrid<T>*& gridValues,
181  std::vector<T>& cdfValues) const;
183  void subWeightCdf (unsigned int numIntervals,
184  std::vector<T>& gridValues,
185  std::vector<T>& cdfValues) const;
186 
188  void subWeightCdf (unsigned int numIntervals,
189  UniformOneDGrid<T>*& gridValues,
190  std::vector<T>& cdfValues) const;
191 
193  T subMeanExtra (unsigned int initialPos,
194  unsigned int numPos) const;
195 
197  T unifiedMeanExtra (bool useOnlyInter0Comm,
198  unsigned int initialPos,
199  unsigned int localNumPos) const;
200 
202  T subMedianExtra (unsigned int initialPos,
203  unsigned int numPos) const;
204 
206  T unifiedMedianExtra (bool useOnlyInter0Comm,
207  unsigned int initialPos,
208  unsigned int localNumPos) const;
209 
211 
216  T subSampleVarianceExtra (unsigned int initialPos,
217  unsigned int numPos,
218  const T& meanValue) const;
220 
221  T unifiedSampleVarianceExtra (bool useOnlyInter0Comm,
222  unsigned int initialPos,
223  unsigned int localNumPos,
224  const T& unifiedMeanValue) const;
226  T subSampleStd (unsigned int initialPos,
227  unsigned int numPos,
228  const T& meanValue) const;
230  T unifiedSampleStd (bool useOnlyInter0Comm,
231  unsigned int initialPos,
232  unsigned int localNumPos,
233  const T& unifiedMeanValue) const;
235 
241  T subPopulationVariance (unsigned int initialPos,
242  unsigned int numPos,
243  const T& meanValue) const;
245 
246  T unifiedPopulationVariance (bool useOnlyInter0Comm,
247  unsigned int initialPos,
248  unsigned int numPos,
249  const T& unifiedMeanValue) const;
251 
255  T autoCovariance (unsigned int initialPos,
256  unsigned int numPos,
257  const T& meanValue,
258  unsigned int lag) const;
259 
261 
266  T autoCorrViaDef (unsigned int initialPos,
267  unsigned int numPos,
268  unsigned int lag) const;
269 
271  void autoCorrViaFft (unsigned int initialPos,
272  unsigned int numPos,
273  unsigned int maxLag,
274  std::vector<T>& autoCorrs) const;
275 
277  void autoCorrViaFft (unsigned int initialPos,
278  unsigned int numPos,
279  unsigned int numSum,
280  T& autoCorrsSum) const;
282  void subMinMaxExtra (unsigned int initialPos,
283  unsigned int numPos,
284  T& minValue,
285  T& maxValue) const;
287  void unifiedMinMaxExtra (bool useOnlyInter0Comm,
288  unsigned int initialPos,
289  unsigned int numPos,
290  T& unifiedMinValue,
291  T& unifiedMaxValue) const;
293 
297  void subHistogram (unsigned int initialPos,
298  const T& minHorizontalValue,
299  const T& maxHorizontalValue,
300  std::vector<T>& centers,
301  std::vector<unsigned int>& bins) const;
303  void unifiedHistogram (bool useOnlyInter0Comm,
304  unsigned int initialPos,
305  const T& unifiedMinHorizontalValue,
306  const T& unifiedMaxHorizontalValue,
307  std::vector<T>& unifiedCenters,
308  std::vector<unsigned int>& unifiedBins) const;
310 
314  void subBasicHistogram (unsigned int initialPos,
315  const T& minHorizontalValue,
316  const T& maxHorizontalValue,
317  UniformOneDGrid<T>*& gridValues,
318  std::vector<unsigned int>& bins) const;
320 
325  void subWeightHistogram (unsigned int initialPos,
326  const T& minHorizontalValue,
327  const T& maxHorizontalValue,
328  UniformOneDGrid<T>*& gridValues,
329  std::vector<unsigned int>& bins) const;
331 
333  void subWeightHistogram (unsigned int initialPos,
334  const T& minHorizontalValue,
335  const T& maxHorizontalValue,
336  std::vector<T>& gridValues,
337  std::vector<unsigned int>& bins) const;
339  void subSort (unsigned int initialPos,
340  ScalarSequence<T>& sortedSequence) const;
342  void unifiedSort (bool useOnlyInter0Comm,
343  unsigned int initialPos,
344  ScalarSequence<T>& unifiedSortedSequence) const;
346 
351  T subInterQuantileRange (unsigned int initialPos) const;
352 
354  T unifiedInterQuantileRange (bool useOnlyInter0Comm,
355  unsigned int initialPos) const;
356 
358 
366  T subScaleForKde (unsigned int initialPos,
367  const T& iqrValue,
368  unsigned int kdeDimension) const;
369 
371  T unifiedScaleForKde (bool useOnlyInter0Comm,
372  unsigned int initialPos,
373  const T& unifiedIqrValue,
374  unsigned int kdeDimension) const;
376 
380  void subGaussian1dKde (unsigned int initialPos,
381  double scaleValue,
382  const std::vector<T>& evaluationPositions,
383  std::vector<double>& densityValues) const;
384 
386  void unifiedGaussian1dKde (bool useOnlyInter0Comm,
387  unsigned int initialPos,
388  double unifiedScaleValue,
389  const std::vector<T>& unifiedEvaluationPositions,
390  std::vector<double>& unifiedDensityValues) const;
391 
393 
394  void filter (unsigned int initialPos,
395  unsigned int spacing);
396 
398 
399  T brooksGelmanConvMeasure (bool useOnlyInter0Comm,
400  unsigned int initialPos,
401  unsigned int spacing) const;
402 
404 
405  void append (const ScalarSequence<T>& src,
406  unsigned int srcInitialPos,
407  unsigned int srcNumPos);
409  T subPositionsOfMaximum (const ScalarSequence<T>& subCorrespondingScalarValues,
410  ScalarSequence<T>& subPositionsOfMaximum);
412  T unifiedPositionsOfMaximum (const ScalarSequence<T>& subCorrespondingScalarValues,
413  ScalarSequence<T>& unifiedPositionsOfMaximum);
414 
416 
420  void subWriteContents (unsigned int initialPos,
421  unsigned int numPos,
422  const std::string& fileName,
423  const std::string& fileType,
424  const std::set<unsigned int>& allowedSubEnvIds) const;
426 
427  void subWriteContents (unsigned int initialPos,
428  unsigned int numPos,
429  std::ofstream& ofs,
430  const std::string& fileType) const;
432 
433  void unifiedWriteContents (const std::string& fileName,
434  const std::string& fileType) const;
435 
437  void unifiedReadContents (const std::string& fileName,
438  const std::string& fileType,
439  const unsigned int subSequenceSize);
440 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
441  T bmm (unsigned int initialPos,
442  unsigned int batchLength) const;
443  void psd (unsigned int initialPos,
444  unsigned int numBlocks,
445  double hopSizeRatio,
446  std::vector<double>& psdSequence) const;
447  T geweke (unsigned int initialPos,
448  double ratioNa,
449  double ratioNb) const;
450  T meanStacc (unsigned int initialPos) const;
451  void subCdfPercentageRange (unsigned int initialPos,
452  unsigned int numPos,
453  double range, // \in [0,1]
454  T& lowerValue,
455  T& upperValue) const;
456  void unifiedCdfPercentageRange (bool useOnlyInter0Comm,
457  unsigned int initialPos,
458  unsigned int numPos,
459  double range, // \in [0,1]
460  T& lowerValue,
461  T& upperValue) const;
462 
463  void subCdfStacc (unsigned int initialPos,
464  std::vector<double>& cdfStaccValues,
465  std::vector<double>& cdfStaccValuesup,
466  std::vector<double>& cdfStaccValueslow,
467  const ScalarSequence<T>& sortedDataValues) const;
468  void subCdfStacc (unsigned int initialPos,
469  const std::vector<T>& evaluationPositions,
470  std::vector<double>& cdfStaccValues) const;
471  void subUniformlySampledMdf (unsigned int numIntervals,
472  T& minDomainValue,
473  T& maxDomainValue,
474  std::vector<T>& mdfValues) const;
475  T subMeanCltStd (unsigned int initialPos,
476  unsigned int numPos,
477  const T& meanValue) const;
478  T unifiedMeanCltStd (bool useOnlyInter0Comm,
479  unsigned int initialPos,
480  unsigned int localNumPos,
481  const T& unifiedMeanValue) const;
482 #endif
483 
484 private:
486 
487  void copy (const ScalarSequence<T>& src);
488 
490  void writeUnifiedMatlabHeader(std::ofstream & ofs, double sequenceSize) const;
491 
493  void writeSubMatlabHeader(std::ofstream & ofs, double sequenceSize) const;
494 
496  void writeTxtHeader(std::ofstream & ofs, double sequenceSize) const;
497 
499 
501  void extractScalarSeq (unsigned int initialPos,
502  unsigned int spacing,
503  unsigned int numPos,
504  ScalarSequence<T>& scalarSeq) const;
506 
509  void extractRawData (unsigned int initialPos,
510  unsigned int spacing,
511  unsigned int numPos,
512  std::vector<double>& rawData) const;
513 
515  std::vector<T>& rawData ();
516 
518  void subSort ();
519 
521  void parallelMerge (std::vector<T>& sortedBuffer,
522  const std::vector<T>& leafData,
523  unsigned int treeLevel) const;
524 
525  const BaseEnvironment& m_env;
526  std::string m_name;
527  std::vector<T> m_seq;
528 
529  mutable T* m_subMinPlain;
530  mutable T* m_unifiedMinPlain;
531  mutable T* m_subMaxPlain;
532  mutable T* m_unifiedMaxPlain;
533  mutable T* m_subMeanPlain;
534  mutable T* m_unifiedMeanPlain;
535  mutable T* m_subMedianPlain;
536  mutable T* m_unifiedMedianPlain;
537  mutable T* m_subSampleVariancePlain;
538  mutable T* m_unifiedSampleVariancePlain;
539 };
540 
541 // --------------------------------------------------
542 // Additional methods -------------------------------
543 // (outside class declaration) ----------------------
544 //---------------------------------------------------
545 template <class T>
546 void
547 ComputeSubGaussian2dKde(const ScalarSequence<T>& scalarSeq1,
548  const ScalarSequence<T>& scalarSeq2,
549  unsigned int initialPos,
550  double scaleValue1,
551  double scaleValue2,
552  const std::vector<T>& evaluationPositions1,
553  const std::vector<T>& evaluationPositions2,
554  std::vector<double>& densityValues);
555 
556 //---------------------------------------------------
557 template <class T>
558 void
559 ComputeUnifiedGaussian2dKde(bool useOnlyInter0Comm, // INPUT
560  const ScalarSequence<T>& scalarSeq1, // INPUT
561  const ScalarSequence<T>& scalarSeq2, // INPUT
562  unsigned int initialPos, // INPUT
563  double unifiedScaleValue1, // INPUT
564  double unifiedScaleValue2, // INPUT
565  const std::vector<T>& unifiedEvaluationPositions1, // INPUT
566  const std::vector<T>& unifiedEvaluationPositions2, // INPUT
567  std::vector<double>& unifiedDensityValues); // OUTPUT
568 
569 // --------------------------------------------------
570 template <class T>
571 void
572 ComputeCovCorrBetweenScalarSequences(
573  const ScalarSequence<T>& subPSeq,
574  const ScalarSequence<T>& subQSeq,
575  unsigned int subNumSamples,
576  T& covValue,
577  T& corrValue);
578 
579 } // End namespace QUESO
580 
581 #endif // UQ_SCALAR_SEQUENCE_H
QUESO::ScalarSequence::unifiedScaleForKde
T unifiedScaleForKde(bool useOnlyInter0Comm, unsigned int initialPos, const T &unifiedIqrValue, unsigned int kdeDimension) const
Selects the scales (bandwidth) for the kernel density estimation, considering the unified sequence...
Definition: ScalarSequence.C:2207
QUESO::ScalarSequence::subMaxPlain
const T & subMaxPlain() const
Finds the maximum value of the sub-sequence of scalars.
Definition: ScalarSequence.C:369
QUESO::ScalarSequence::subInterQuantileRange
T subInterQuantileRange(unsigned int initialPos) const
Returns the interquartile range of the values in the sub-sequence.
Definition: ScalarSequence.C:1963
QUESO::ScalarSequence::subMeanPlain
const T & subMeanPlain() const
Finds the mean value of the sub-sequence of scalars.
Definition: ScalarSequence.C:395
QUESO::ScalarSequence::ScalarSequence
ScalarSequence(const BaseEnvironment &env, unsigned int subSequenceSize, const std::string &name)
Default constructor.
Definition: ScalarSequence.C:32
QUESO::ScalarSequence::resizeSequence
void resizeSequence(unsigned int newSequenceSize)
Resizes the size of the sequence of scalars.
Definition: ScalarSequence.C:173
QUESO::ScalarSequence::unifiedMinPlain
const T & unifiedMinPlain(bool useOnlyInter0Comm) const
Finds the minimum value of the unified sequence of scalars.
Definition: ScalarSequence.C:356
QUESO::ScalarSequence::unifiedSequenceSize
unsigned int unifiedSequenceSize(bool useOnlyInter0Comm) const
Size of the unified sequence of scalars.
Definition: ScalarSequence.C:143
QUESO::ScalarSequence::~ScalarSequence
~ScalarSequence()
Destructor.
Definition: ScalarSequence.C:54
QUESO::ScalarSequence::subMinPlain
const T & subMinPlain() const
Finds the minimum value of the sub-sequence of scalars.
Definition: ScalarSequence.C:343
QUESO::ScalarSequence::operator=
ScalarSequence< T > & operator=(const ScalarSequence< T > &rhs)
Assignment operator; it copies rhs to this.
Definition: ScalarSequence.C:61
QUESO::ScalarSequence::unifiedMeanExtra
T unifiedMeanExtra(bool useOnlyInter0Comm, unsigned int initialPos, unsigned int localNumPos) const
Finds the mean value of the unified sequence of numPos positions starting at position initialPos...
Definition: ScalarSequence.C:844
QUESO::BaseEnvironment
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
Definition: Environment.h:198
QUESO::ScalarSequence::erasePositions
void erasePositions(unsigned int initialPos, unsigned int numPos)
Erases numPos values of the sequence, starting at position initialPos.
Definition: ScalarSequence.C:206
QUESO::ScalarSequence::subMeanExtra
T subMeanExtra(unsigned int initialPos, unsigned int numPos) const
Finds the mean value of the sub-sequence, considering numPos positions starting at position initialPo...
Definition: ScalarSequence.C:806
QUESO::ScalarSequence::unifiedSampleVarianceExtra
T unifiedSampleVarianceExtra(bool useOnlyInter0Comm, unsigned int initialPos, unsigned int localNumPos, const T &unifiedMeanValue) const
Finds the sample variance of the unified sequence, considering numPos positions starting at position ...
Definition: ScalarSequence.C:1039
QUESO::ScalarSequence::unifiedGaussian1dKde
void unifiedGaussian1dKde(bool useOnlyInter0Comm, unsigned int initialPos, double unifiedScaleValue, const std::vector< T > &unifiedEvaluationPositions, std::vector< double > &unifiedDensityValues) const
Gaussian kernel for the KDE estimate of the unified sequence.
Definition: ScalarSequence.C:2308
QUESO::ScalarSequence::brooksGelmanConvMeasure
T brooksGelmanConvMeasure(bool useOnlyInter0Comm, unsigned int initialPos, unsigned int spacing) const
Estimates convergence rate using Brooks &amp; Gelman method.
Definition: ScalarSequence.C:2427
QUESO::ScalarSequence::writeUnifiedMatlabHeader
void writeUnifiedMatlabHeader(std::ofstream &ofs, double sequenceSize) const
Helper function to write header info for matlab files from all chains.
Definition: ScalarSequence.C:2832
QUESO::ScalarSequence::unifiedMeanPlain
const T & unifiedMeanPlain(bool useOnlyInter0Comm) const
Finds the mean value of the unified sequence of scalars.
Definition: ScalarSequence.C:407
QUESO::ScalarSequence::unifiedCdfPercentageRange
void unifiedCdfPercentageRange(bool useOnlyInter0Comm, unsigned int initialPos, unsigned int numPos, double range, T &lowerValue, T &upperValue) const
Definition: ScalarSequence.C:3764
QUESO::ScalarSequence::unifiedSampleStd
T unifiedSampleStd(bool useOnlyInter0Comm, unsigned int initialPos, unsigned int localNumPos, const T &unifiedMeanValue) const
Finds the sample standard deviation of the unified sequence, considering localnumPos positions starti...
Definition: ScalarSequence.C:1126
QUESO::ScalarSequence::subScaleForKde
T subScaleForKde(unsigned int initialPos, const T &iqrValue, unsigned int kdeDimension) const
Selects the scales (output value) for the kernel density estimation, considering only the sub-sequenc...
Definition: ScalarSequence.C:2167
QUESO::ScalarSequence::unifiedWriteContents
void unifiedWriteContents(const std::string &fileName, const std::string &fileType) const
Writes the unified sequence to a file.
Definition: ScalarSequence.C:2640
QUESO::ScalarSequence::seqScalarPositionConstIteratorTypedef
std::vector< T >::const_iterator seqScalarPositionConstIteratorTypedef
Definition: ScalarSequence.h:60
QUESO::ScalarSequence::unifiedPopulationVariance
T unifiedPopulationVariance(bool useOnlyInter0Comm, unsigned int initialPos, unsigned int numPos, const T &unifiedMeanValue) const
Finds the population variance of the unified sequence, considering numPos positions starting at posit...
Definition: ScalarSequence.C:1213
QUESO::ScalarSequence::unifiedMeanCltStd
T unifiedMeanCltStd(bool useOnlyInter0Comm, unsigned int initialPos, unsigned int localNumPos, const T &unifiedMeanValue) const
Definition: ScalarSequence.C:3434
QUESO::ScalarSequence::unifiedMedianExtra
T unifiedMedianExtra(bool useOnlyInter0Comm, unsigned int initialPos, unsigned int localNumPos) const
Finds the median value of the unified sequence, considering numPos positions starting at position ini...
Definition: ScalarSequence.C:965
QUESO::ScalarSequence::subHistogram
void subHistogram(unsigned int initialPos, const T &minHorizontalValue, const T &maxHorizontalValue, std::vector< T > &centers, std::vector< unsigned int > &bins) const
Calculates the histogram of the sub-sequence.
Definition: ScalarSequence.C:1569
QUESO::ScalarSequence::autoCorrViaFft
void autoCorrViaFft(unsigned int initialPos, unsigned int numPos, unsigned int maxLag, std::vector< T > &autoCorrs) const
Calculates the autocorrelation via Fast Fourier transforms (FFT).
Definition: ScalarSequence.C:1331
QUESO::ScalarSequence::subBasicHistogram
void subBasicHistogram(unsigned int initialPos, const T &minHorizontalValue, const T &maxHorizontalValue, UniformOneDGrid< T > *&gridValues, std::vector< unsigned int > &bins) const
Calculates the histogram of the sub-sequence.
Definition: ScalarSequence.C:1706
QUESO::ScalarSequence::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, ScalarSequence< T > &scalarSeq) const
Extracts a sequence of scalars.
Definition: ScalarSequence.C:3151
QUESO::ScalarSequence::setGaussian
void setGaussian(const T &mean, const T &stdDev)
Sets the values of the sequence as a Gaussian distribution of mean given by meanVec and standard devi...
Definition: ScalarSequence.C:515
QUESO::ScalarSequence::rawData
std::vector< T > & rawData()
The sequence of scalars. Access to private attribute m_seq.
Definition: ScalarSequence.C:3215
QUESO::ScalarSequence::psd
void psd(unsigned int initialPos, unsigned int numBlocks, double hopSizeRatio, std::vector< double > &psdSequence) const
Definition: ScalarSequence.C:3530
QUESO::ScalarSequence::unifiedPositionsOfMaximum
T unifiedPositionsOfMaximum(const ScalarSequence< T > &subCorrespondingScalarValues, ScalarSequence< T > &unifiedPositionsOfMaximum)
Finds the positions where the maximum element occurs in the unified sequence.
Definition: ScalarSequence.C:2507
QUESO::ScalarSequence::subCdfStacc
void subCdfStacc(unsigned int initialPos, std::vector< double > &cdfStaccValues, std::vector< double > &cdfStaccValuesup, std::vector< double > &cdfStaccValueslow, const ScalarSequence< T > &sortedDataValues) const
Definition: ScalarSequence.C:3808
QUESO::ScalarSequence::unifiedSort
void unifiedSort(bool useOnlyInter0Comm, unsigned int initialPos, ScalarSequence< T > &unifiedSortedSequence) const
Sorts the unified sequence of scalars.
Definition: ScalarSequence.C:1859
QUESO::ScalarSequence::setUniform
void setUniform(const T &a, const T &b)
Sets the values of the sequence as a uniform distribution between the values given by vectors aVec an...
Definition: ScalarSequence.C:527
QUESO::ScalarSequence::subUniformlySampledMdf
void subUniformlySampledMdf(unsigned int numIntervals, T &minDomainValue, T &maxDomainValue, std::vector< T > &mdfValues) const
Definition: ScalarSequence.C:3364
QUESO::ScalarSequence::subSort
void subSort()
Sorts the sequence of scalars in the private attribute m_seq.
Definition: ScalarSequence.C:3223
QUESO::ScalarSequence::seqScalarPositionIteratorTypedef
std::vector< T >::iterator seqScalarPositionIteratorTypedef
Definition: ScalarSequence.h:59
QUESO::ScalarSequence::writeSubMatlabHeader
void writeSubMatlabHeader(std::ofstream &ofs, double sequenceSize) const
Helper function to write header info for matlab files from one chain.
Definition: ScalarSequence.C:2844
QUESO::ScalarSequence::subPopulationVariance
T subPopulationVariance(unsigned int initialPos, unsigned int numPos, const T &meanValue) const
Finds the population variance of the sub-sequence, considering numPos positions starting at position ...
Definition: ScalarSequence.C:1186
QUESO::ScalarSequence::clear
void clear()
Clears the sequence of scalars.
Definition: ScalarSequence.C:123
QUESO::ComputeUnifiedGaussian2dKde
void ComputeUnifiedGaussian2dKde(bool useOnlyInter0Comm, const ScalarSequence< T > &scalarSeq1, const ScalarSequence< T > &scalarSeq2, unsigned int initialPos, double unifiedScaleValue1, double unifiedScaleValue2, const std::vector< T > &unifiedEvaluationPositions1, const std::vector< T > &unifiedEvaluationPositions2, std::vector< double > &unifiedDensityValues)
Definition: ScalarSequence.C:3990
QUESO::ScalarSequence::deleteStoredScalars
void deleteStoredScalars()
Deletes all stored scalars.
Definition: ScalarSequence.C:467
QUESO::ScalarSequence::writeTxtHeader
void writeTxtHeader(std::ofstream &ofs, double sequenceSize) const
Helper function to write txt info for matlab files.
Definition: ScalarSequence.C:2856
QUESO::ScalarSequence::unifiedHistogram
void unifiedHistogram(bool useOnlyInter0Comm, unsigned int initialPos, const T &unifiedMinHorizontalValue, const T &unifiedMaxHorizontalValue, std::vector< T > &unifiedCenters, std::vector< unsigned int > &unifiedBins) const
Calculates the histogram of the unified sequence.
Definition: ScalarSequence.C:1616
QUESO::ScalarSequence::operator[]
const T & operator[](unsigned int posId) const
Access position posId of the sequence of scalars (const).
Definition: ScalarSequence.C:69
QUESO::ScalarSequence::subSampleVariancePlain
const T & subSampleVariancePlain() const
Finds the variance of a sample of the sub-sequence of scalars.
Definition: ScalarSequence.C:443
QUESO::ScalarSequence
Class for handling scalar samples.
Definition: ScalarSequence.h:54
QUESO::ScalarSequence::subMinMaxExtra
void subMinMaxExtra(unsigned int initialPos, unsigned int numPos, T &minValue, T &maxValue) const
Finds the minimum and the maximum values of the sub-sequence, considering numPos positions starting a...
Definition: ScalarSequence.C:1469
QUESO::ScalarSequence::m_seq
std::vector< T > m_seq
Definition: ScalarSequence.h:527
QUESO::ScalarSequence::resetValues
void resetValues(unsigned int initialPos, unsigned int)
Sets numPos values of the sequence to zero, starting at position initialPos.
Definition: ScalarSequence.C:186
QUESO::ScalarSequence::subWeightHistogram
void subWeightHistogram(unsigned int initialPos, const T &minHorizontalValue, const T &maxHorizontalValue, UniformOneDGrid< T > *&gridValues, std::vector< unsigned int > &bins) const
Calculates the weighted histogram of the sub-sequence.
Definition: ScalarSequence.C:1748
QUESO::ScalarSequence::filter
void filter(unsigned int initialPos, unsigned int spacing)
Filters positions in the sequence of vectors.
Definition: ScalarSequence.C:2388
QUESO::ScalarSequence::extractRawData
void extractRawData(unsigned int initialPos, unsigned int spacing, unsigned int numPos, std::vector< double > &rawData) const
Extracts the raw data.
Definition: ScalarSequence.C:3192
QUESO::ScalarSequence::m_env
const BaseEnvironment & m_env
Definition: ScalarSequence.h:525
QUESO::ScalarSequence::autoCovariance
T autoCovariance(unsigned int initialPos, unsigned int numPos, const T &meanValue, unsigned int lag) const
Calculates the autocovariance.
Definition: ScalarSequence.C:1272
QUESO::ComputeCovCorrBetweenScalarSequences
void ComputeCovCorrBetweenScalarSequences(const ScalarSequence< T > &subPSeq, const ScalarSequence< T > &subQSeq, unsigned int subNumSamples, T &covValue, T &corrValue)
Definition: ScalarSequence.C:4040
QUESO::ScalarSequence::unifiedMinMaxExtra
void unifiedMinMaxExtra(bool useOnlyInter0Comm, unsigned int initialPos, unsigned int numPos, T &unifiedMinValue, T &unifiedMaxValue) const
Finds the minimum and the maximum values of the unified sequence, considering numPos positions starti...
Definition: ScalarSequence.C:1498
QUESO::ScalarSequence::unifiedInterQuantileRange
T unifiedInterQuantileRange(bool useOnlyInter0Comm, unsigned int initialPos) const
Returns the interquartile range of the values in the unified sequence.
Definition: ScalarSequence.C:2076
QUESO::ScalarSequence::bmm
T bmm(unsigned int initialPos, unsigned int batchLength) const
Definition: ScalarSequence.C:3494
QUESO::ScalarSequence::subWeightCdf
void subWeightCdf(unsigned int numIntervals, std::vector< T > &gridValues, std::vector< T > &cdfValues) const
Finds the Weighted Cumulative Distribution Function (CDF) of the sub-sequence of scalars.
Definition: ScalarSequence.C:717
QUESO::ScalarSequence::subGaussian1dKde
void subGaussian1dKde(unsigned int initialPos, double scaleValue, const std::vector< T > &evaluationPositions, std::vector< double > &densityValues) const
Gaussian kernel for the KDE estimate of the sub-sequence.
Definition: ScalarSequence.C:2278
QUESO::ScalarSequence::unifiedUniformlySampledCdf
void unifiedUniformlySampledCdf(bool useOnlyInter0Comm, unsigned int numIntervals, T &unifiedMinDomainValue, T &unifiedMaxDomainValue, std::vector< T > &unifiedCdfValues) const
Uniformly samples from the CDF from the unified sequence.
Definition: ScalarSequence.C:581
QUESO::ScalarSequence::unifiedSampleVariancePlain
const T & unifiedSampleVariancePlain(bool useOnlyInter0Comm) const
Finds the variance of a sample of the unified sequence of scalars.
Definition: ScalarSequence.C:455
QUESO::ScalarSequence::subMeanCltStd
T subMeanCltStd(unsigned int initialPos, unsigned int numPos, const T &meanValue) const
Definition: ScalarSequence.C:3405
QUESO::ScalarSequence::unifiedMaxPlain
const T & unifiedMaxPlain(bool useOnlyInter0Comm) const
Finds the maximum value of the unified sequence of scalars.
Definition: ScalarSequence.C:382
QUESO::ComputeSubGaussian2dKde
void ComputeSubGaussian2dKde(const ScalarSequence< T > &scalarSeq1, const ScalarSequence< T > &scalarSeq2, unsigned int initialPos, double scaleValue1, double scaleValue2, const std::vector< T > &evaluationPositions1, const std::vector< T > &evaluationPositions2, std::vector< double > &densityValues)
Definition: ScalarSequence.C:3931
QUESO::ScalarSequence::parallelMerge
void parallelMerge(std::vector< T > &sortedBuffer, const std::vector< T > &leafData, unsigned int treeLevel) const
Sorts/merges data in parallel using MPI.
Definition: ScalarSequence.C:3233
QUESO::ScalarSequence::subMedianExtra
T subMedianExtra(unsigned int initialPos, unsigned int numPos) const
Finds the median value of the sub-sequence, considering numPos positions starting at position initial...
Definition: ScalarSequence.C:922
QUESO::ScalarSequence::append
void append(const ScalarSequence< T > &src, unsigned int srcInitialPos, unsigned int srcNumPos)
Appends the scalar sequence src to this sequence.
Definition: ScalarSequence.C:2456
QUESO::ScalarSequence::meanStacc
T meanStacc(unsigned int initialPos) const
Definition: ScalarSequence.C:3718
QUESO::UniformOneDGrid
Class for accommodating uniform one-dimensional grids.
Definition: UniformOneDGrid.h:41
QUESO::ScalarSequence::autoCorrViaDef
T autoCorrViaDef(unsigned int initialPos, unsigned int numPos, unsigned int lag) const
Calculates the autocorrelation via definition.
Definition: ScalarSequence.C:1302
QUESO::ScalarSequence::subMedianPlain
const T & subMedianPlain() const
Finds the median value of the sub-sequence of scalars.
Definition: ScalarSequence.C:419
QUESO::ScalarSequence::subSampleStd
T subSampleStd(unsigned int initialPos, unsigned int numPos, const T &meanValue) const
Finds the sample standard deviation of the unified sequence, considering numPos positions starting at...
Definition: ScalarSequence.C:1098
QUESO::ScalarSequence::subWriteContents
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.
Definition: ScalarSequence.C:2537
QUESO::ScalarSequence::subCdfPercentageRange
void subCdfPercentageRange(unsigned int initialPos, unsigned int numPos, double range, T &lowerValue, T &upperValue) const
Definition: ScalarSequence.C:3730
QUESO::ScalarSequence::setName
void setName(const std::string &newName)
Sets a new name to the sequence of scalars.
Definition: ScalarSequence.C:115
QUESO::ScalarSequence::env
const BaseEnvironment & env() const
Access to QUESO environment.
Definition: ScalarSequence.C:101
QUESO::ScalarSequence::getUnifiedContentsAtProc0Only
void getUnifiedContentsAtProc0Only(bool useOnlyInter0Comm, std::vector< T > &outputVec) const
Gets the unified contents of processor of rank equals to 0.
Definition: ScalarSequence.C:235
QUESO::ScalarSequence::subUniformlySampledCdf
void subUniformlySampledCdf(unsigned int numIntervals, T &minDomainValue, T &maxDomainValue, std::vector< T > &cdfValues) const
Uniformly samples from the CDF from the sub-sequence.
Definition: ScalarSequence.C:539
QUESO::ScalarSequence::copy
void copy(const ScalarSequence< T > &src)
Copies the scalar sequence src to this.
Definition: ScalarSequence.C:3136
QUESO::ScalarSequence::subBasicCdf
void subBasicCdf(unsigned int numIntervals, UniformOneDGrid< T > *&gridValues, std::vector< T > &cdfValues) const
Finds the Cumulative Distribution Function (CDF) of the sub-sequence of scalars.
Definition: ScalarSequence.C:680
QUESO::ScalarSequence::unifiedMedianPlain
const T & unifiedMedianPlain(bool useOnlyInter0Comm) const
Finds the median value of the unified sequence of scalars.
Definition: ScalarSequence.C:431
QUESO::ScalarSequence::geweke
T geweke(unsigned int initialPos, double ratioNa, double ratioNb) const
Definition: ScalarSequence.C:3653
QUESO::ScalarSequence::unifiedReadContents
void unifiedReadContents(const std::string &fileName, const std::string &fileType, const unsigned int subSequenceSize)
Reads the unified sequence from a file.
Definition: ScalarSequence.C:2865
QUESO::ScalarSequence::subPositionsOfMaximum
T subPositionsOfMaximum(const ScalarSequence< T > &subCorrespondingScalarValues, ScalarSequence< T > &subPositionsOfMaximum)
Finds the positions where the maximum element occurs in the sub-sequence.
Definition: ScalarSequence.C:2477
QUESO::ScalarSequence::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of scalars.
Definition: ScalarSequence.C:136
QUESO::ScalarSequence::subSampleVarianceExtra
T subSampleVarianceExtra(unsigned int initialPos, unsigned int numPos, const T &meanValue) const
Finds the sample variance of the sub-sequence, considering numPos positions starting at position init...
Definition: ScalarSequence.C:1012
QUESO::ScalarSequence::name
const std::string & name() const
Access to the name of the sequence of scalars.
Definition: ScalarSequence.C:108
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