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SequenceOfVectors.h
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2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_SEQUENCE_OF_VECTORS_H
26 #define UQ_SEQUENCE_OF_VECTORS_H
27 
28 #include <queso/VectorSequence.h>
29 #define UQ_SEQ_VEC_USES_SCALAR_SEQ_CODE
30 #undef UQ_SEQ_VEC_USES_OPERATOR
31 
32 namespace QUESO {
33 
34 class GslVector;
35 class GslMatrix;
36 
48 template <class V = GslVector, class M = GslMatrix>
49 class SequenceOfVectors : public BaseVectorSequence<V,M>
50 {
51 public:
52 
54 
55  typedef typename std::vector<const V*>::const_iterator seqVectorPositionConstIteratorTypedef;
56  typedef typename std::vector<const V*>::iterator seqVectorPositionIteratorTypedef;
58 
60 
61  SequenceOfVectors(const VectorSpace<V,M>& vectorSpace,
63  unsigned int subSequenceSize,
64  const std::string& name);
66  ~SequenceOfVectors();
68 
70 
71  SequenceOfVectors<V,M>& operator= (const SequenceOfVectors<V,M>& rhs);
74 
76 
77  unsigned int subSequenceSize () const;
79 
81 
82  void resizeSequence (unsigned int newSubSequenceSize);
83 
85 
86  void resetValues (unsigned int initialPos, unsigned int numPos);
87 
89 
90  void erasePositions (unsigned int initialPos, unsigned int numPos);
91 
93  void getPositionValues (unsigned int posId, V& vec) const;
94 
96 
97  void setPositionValues (unsigned int posId, const V& vec);
98 
100  void subUniformlySampledCdf (const V& numEvaluationPointsVec,
101  ArrayOfOneDGrids <V,M>& cdfGrids,
102  ArrayOfOneDTables<V,M>& cdfValues) const;
103 
105  void unifiedUniformlySampledCdf (const V& numEvaluationPointsVec,
106  ArrayOfOneDGrids <V,M>& unifiedCdfGrids,
107  ArrayOfOneDTables<V,M>& unifiedCdfValues) const;
109 
110  void subMeanExtra (unsigned int initialPos,
111  unsigned int numPos,
112  V& meanVec) const;
113 
115 
116  void unifiedMeanExtra (unsigned int initialPos,
117  unsigned int numPos,
118  V& unifiedMeanVec) const;
119 
121 
122  void subMedianExtra (unsigned int initialPos,
123  unsigned int numPos,
124  V& medianVec) const;
125 
127 
128  void unifiedMedianExtra (unsigned int initialPos,
129  unsigned int numPos,
130  V& unifiedMedianVec) const;
132 
137  void subSampleVarianceExtra (unsigned int initialPos,
138  unsigned int numPos,
139  const V& meanVec,
140  V& samVec) const;
142 
143  void unifiedSampleVarianceExtra (unsigned int initialPos,
144  unsigned int numPos,
145  const V& unifiedMeanVec,
146  V& unifiedSamVec) const;
147 
149 
150  void subSampleStd (unsigned int initialPos,
151  unsigned int numPos,
152  const V& meanVec,
153  V& stdVec) const;
155 
156  void unifiedSampleStd (unsigned int initialPos,
157  unsigned int numPos,
158  const V& unifiedMeanVec,
159  V& unifiedStdVec) const;
160 
162 
168  void subPopulationVariance (unsigned int initialPos,
169  unsigned int numPos,
170  const V& meanVec,
171  V& popVec) const;
172 
174 
175  void unifiedPopulationVariance (unsigned int initialPos,
176  unsigned int numPos,
177  const V& unifiedMeanVec,
178  V& unifiedPopVec) const;
179 
181 
185  void autoCovariance (unsigned int initialPos,
186  unsigned int numPos,
187  const V& meanVec,
188  unsigned int lag,
189  V& covVec) const;
190 
192 
197  void autoCorrViaDef (unsigned int initialPos,
198  unsigned int numPos,
199  unsigned int lag,
200  V& corrVec) const;
202  void autoCorrViaFft (unsigned int initialPos,
203  unsigned int numPos,
204  const std::vector<unsigned int>& lags,
205  std::vector<V*>& corrVecs) const;
206 
208  void autoCorrViaFft (unsigned int initialPos,
209  unsigned int numPos,
210  unsigned int numSum,
211  V& autoCorrsSumVec) const;
213  void subMinMaxExtra (unsigned int initialPos,
214  unsigned int numPos,
215  V& minVec,
216  V& maxVec) const;
218  void unifiedMinMaxExtra (unsigned int initialPos,
219  unsigned int numPos,
220  V& unifiedMinVec,
221  V& unifiedMaxVec) const;
223 
225  // TODO explain params minVec and maxVec
226  void subHistogram (unsigned int initialPos,
227  const V& minVec,
228  const V& maxVec,
229  std::vector<V*>& centersForAllBins,
230  std::vector<V*>& quanttsForAllBins) const;
232  void unifiedHistogram (unsigned int initialPos,
233  const V& unifiedMinVec,
234  const V& unifiedMaxVec,
235  std::vector<V*>& unifiedCentersForAllBins,
236  std::vector<V*>& unifiedQuanttsForAllBins) const;
237 
239 
244  void subInterQuantileRange (unsigned int initialPos,
245  V& iqrVec) const;
246 
248  void unifiedInterQuantileRange (unsigned int initialPos,
249  V& unifiedIqrVec) const;
250 
252 
260  void subScalesForKde (unsigned int initialPos,
261  const V& iqrVec,
262  unsigned int kdeDimension,
263  V& scaleVec) const;
265  void unifiedScalesForKde (unsigned int initialPos,
266  const V& unifiedIqrVec,
267  unsigned int kdeDimension,
268  V& unifiedScaleVec) const;
270 
274  void subGaussian1dKde (unsigned int initialPos,
275  const V& scaleVec,
276  const std::vector<V*>& evalParamVecs,
277  std::vector<V*>& densityVecs) const;
279  void unifiedGaussian1dKde (unsigned int initialPos,
280  const V& unifiedScaleVec,
281  const std::vector<V*>& unifiedEvalParamVecs,
282  std::vector<V*>& unifiedDensityVecs) const;
284 
290  void subWriteContents (unsigned int initialPos,
291  unsigned int numPos,
292  const std::string& fileName,
293  const std::string& fileType,
294  const std::set<unsigned int>& allowedSubEnvIds) const;
296 
297  void subWriteContents (unsigned int initialPos,
298  unsigned int numPos,
299  FilePtrSetStruct& filePtrSet,
300  const std::string& fileType) const;
302 
303  void subWriteContents (unsigned int initialPos,
304  unsigned int numPos,
305  std::ofstream& ofs,
306  const std::string& fileType) const;
309  void unifiedWriteContents (const std::string& fileName,
310  const std::string& fileType) const;
311 
313  void unifiedReadContents (const std::string& fileName,
314  const std::string& fileType,
315  const unsigned int subSequenceSize);
317  void select (const std::vector<unsigned int>& idsOfUniquePositions);
318 
320 
321  void filter (unsigned int initialPos,
322  unsigned int spacing);
323 
325  double estimateConvBrooksGelman (unsigned int initialPos,
326  unsigned int numPos) const;
327 
329 
331  void extractScalarSeq (unsigned int initialPos,
332  unsigned int spacing,
333  unsigned int numPos,
334  unsigned int paramId,
335  ScalarSequence<double>& scalarSeq) const;
336 
337 #ifdef UQ_SEQ_VEC_USES_OPERATOR
338  const V* operator[] (unsigned int posId) const;
339  const V*& operator[] (unsigned int posId);
340 #endif
341 
342 #ifdef UQ_ALSO_COMPUTE_MDFS_WITHOUT_KDE
343  void subUniformlySampledMdf (const V& numEvaluationPointsVec,
344  ArrayOfOneDGrids <V,M>& mdfGrids,
345  ArrayOfOneDTables<V,M>& mdfValues) const;
346 #endif
347 
348 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
349  void subMeanCltStd (unsigned int initialPos,
350  unsigned int numPos,
351  const V& meanVec,
352  V& samVec) const;
353  void unifiedMeanCltStd (unsigned int initialPos,
354  unsigned int numPos,
355  const V& unifiedMeanVec,
356  V& unifiedSamVec) const;
357  void bmm (unsigned int initialPos,
358  unsigned int batchLength,
359  V& bmmVec) const;
360  void fftForward (unsigned int initialPos,
361  unsigned int fftSize,
362  unsigned int paramId,
363  std::vector<std::complex<double> >& fftResult) const;
364  //void fftInverse (unsigned int fftSize);
365  void psd (unsigned int initialPos,
366  unsigned int numBlocks,
367  double hopSizeRatio,
368  unsigned int paramId,
369  std::vector<double>& psdResult) const;
370  void psdAtZero (unsigned int initialPos,
371  unsigned int numBlocks,
372  double hopSizeRatio,
373  V& psdVec) const;
374  void geweke (unsigned int initialPos,
375  double ratioNa,
376  double ratioNb,
377  V& gewVec) const;
378  void meanStacc (unsigned int initialPos,
379  V& meanStaccVec) const;
380  void subCdfPercentageRange (unsigned int initialPos,
381  unsigned int numPos,
382  double range, // \in [0,1]
383  V& lowerVec,
384  V& upperVec) const;
385  void unifiedCdfPercentageRange (unsigned int initialPos,
386  unsigned int numPos,
387  double range, // \in [0,1]
388  V& lowerVec,
389  V& upperVec) const;
390  void subCdfStacc (unsigned int initialPos,
391  std::vector<V*>& cdfStaccVecs,
392  std::vector<V*>& cdfStaccVecsUp,
393  std::vector<V*>& cdfStaccVecsLow,
394  std::vector<V*>& sortedDataVecs) const;
395  void subCdfStacc (unsigned int initialPos,
396  const std::vector<V*>& evalPositionsVecs,
397  std::vector<V*>& cdfStaccVecs) const;
398 #endif
399 
400 private:
402  void copy (const SequenceOfVectors<V,M>& src);
403 
405 
408  void extractRawData (unsigned int initialPos,
409  unsigned int spacing,
410  unsigned int numPos,
411  unsigned int paramId,
412  std::vector<double>& rawData) const;
413 
415  void writeSubMatlabHeader(std::ofstream & ofs,
416  double sequenceSize,
417  double vectorSizeLocal) const;
418 
419  void writeUnifiedMatlabHeader(std::ofstream & ofs,
420  double sequenceSize,
421  double vectorSizeLocal) const;
422 
424  void writeTxtHeader(std::ofstream & ofs,
425  double sequenceSize,
426  double vectorSizeLocal) const;
427 
428 
429  using BaseVectorSequence<V,M>::m_env;
430  using BaseVectorSequence<V,M>::m_vectorSpace;
431  using BaseVectorSequence<V,M>::m_name;
432  using BaseVectorSequence<V,M>::m_fftObj;
433 
435  std::vector<const V*> m_seq;
436 
437 #ifdef UQ_CODE_HAS_MONITORS
438  void subMeanMonitorAlloc (unsigned int numberOfMonitorPositions);
439  void subMeanInter0MonitorAlloc (unsigned int numberOfMonitorPositions);
440  void unifiedMeanMonitorAlloc (unsigned int numberOfMonitorPositions);
441  void subMeanMonitorRun (unsigned int monitorPosition,
442  V& subMeanVec,
443  V& subMeanCltStd);
444  void subMeanInter0MonitorRun (unsigned int currentPosition,
445  V& subMeanInter0Mean,
446  V& subMeanInter0Clt95,
447  V& subMeanInter0Empirical90,
448  V& subMeanInter0Min,
449  V& subMeanInter0Max);
450  void unifiedMeanMonitorRun (unsigned int currentPosition,
451  V& unifiedMeanVec,
452  V& unifiedMeanCltStd);
453  void subMeanMonitorStore (unsigned int i,
454  unsigned int monitorPosition,
455  const V& subMeanVec,
456  const V& subMeanCltStd);
457  void subMeanInter0MonitorStore (unsigned int i,
458  unsigned int monitorPosition,
459  const V& subMeanInter0Mean,
460  const V& subMeanInter0Clt95,
461  const V& subMeanInter0Empirical90,
462  const V& subMeanInter0Min,
463  const V& subMeanInter0Max);
464  void unifiedMeanMonitorStore (unsigned int i,
465  unsigned int monitorPosition,
466  V& unifiedMeanVec,
467  V& unifiedMeanCltStd);
468  void subMeanMonitorFree ();
469  void subMeanInter0MonitorFree ();
470  void unifiedMeanMonitorFree ();
471  void subMeanMonitorWrite (std::ofstream& ofs);
472  void subMeanInter0MonitorWrite (std::ofstream& ofs);
473  void unifiedMeanMonitorWrite (std::ofstream& ofs);
474 #endif
475 
476 #ifdef UQ_CODE_HAS_MONITORS
477  ScalarSequence<double>* m_subMeanMonitorPosSeq;
478  SequenceOfVectors<V,M>* m_subMeanVecSeq;
479  SequenceOfVectors<V,M>* m_subMeanCltStdSeq;
480 
481  ScalarSequence<double>* m_subMeanInter0MonitorPosSeq;
482  SequenceOfVectors<V,M>* m_subMeanInter0Mean;
483  SequenceOfVectors<V,M>* m_subMeanInter0Clt95;
484  SequenceOfVectors<V,M>* m_subMeanInter0Empirical90;
485  SequenceOfVectors<V,M>* m_subMeanInter0Min;
486  SequenceOfVectors<V,M>* m_subMeanInter0Max;
487 
488  ScalarSequence<double>* m_unifiedMeanMonitorPosSeq;
489  SequenceOfVectors<V,M>* m_unifiedMeanVecSeq;
490  SequenceOfVectors<V,M>* m_unifiedMeanCltStdSeq;
491 #endif
492 };
493 
494 } // End namespace QUESO
495 
496 #endif // UQ_SEQUENCE_OF_VECTORS_H
QUESO::SequenceOfVectors::meanStacc
void meanStacc(unsigned int initialPos, V &meanStaccVec) const
Definition: SequenceOfVectors.C:2558
QUESO::ArrayOfOneDGrids
Class to accommodate arrays of one-dimensional grid.
Definition: ArrayOfOneDGrids.h:47
QUESO::SequenceOfVectors::unifiedMeanCltStd
void unifiedMeanCltStd(unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedSamVec) const
Definition: SequenceOfVectors.C:2379
QUESO::SequenceOfVectors::m_subMeanInter0Clt95
SequenceOfVectors< V, M > * m_subMeanInter0Clt95
Definition: SequenceOfVectors.h:483
QUESO::SequenceOfVectors::m_unifiedMeanVecSeq
SequenceOfVectors< V, M > * m_unifiedMeanVecSeq
Definition: SequenceOfVectors.h:489
QUESO::SequenceOfVectors::writeSubMatlabHeader
void writeSubMatlabHeader(std::ofstream &ofs, double sequenceSize, double vectorSizeLocal) const
Helper function to write matlab-specific header info for vectors.
Definition: SequenceOfVectors.C:1459
QUESO::SequenceOfVectors::unifiedPopulationVariance
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 posit...
Definition: SequenceOfVectors.C:698
QUESO::SequenceOfVectors::subPopulationVariance
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 ...
Definition: SequenceOfVectors.C:666
QUESO::SequenceOfVectors::unifiedWriteContents
void unifiedWriteContents(const std::string &fileName, const std::string &fileType) const
Definition: SequenceOfVectors.C:1493
QUESO::VectorSpace
A class representing a vector space.
Definition: VectorSet.h:49
QUESO::SequenceOfVectors::subMeanCltStd
void subMeanCltStd(unsigned int initialPos, unsigned int numPos, const V &meanVec, V &samVec) const
Definition: SequenceOfVectors.C:2347
QUESO::SequenceOfVectors::unifiedUniformlySampledCdf
void unifiedUniformlySampledCdf(const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &unifiedCdfGrids, ArrayOfOneDTables< V, M > &unifiedCdfValues) const
Uniformly samples from the CDF from the sub-sequence.
Definition: SequenceOfVectors.C:262
QUESO::SequenceOfVectors::geweke
void geweke(unsigned int initialPos, double ratioNa, double ratioNb, V &gewVec) const
Definition: SequenceOfVectors.C:2528
QUESO::SequenceOfVectors::subGaussian1dKde
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.
Definition: SequenceOfVectors.C:1165
QUESO::SequenceOfVectors::resetValues
void resetValues(unsigned int initialPos, unsigned int numPos)
Resets a total of numPos values of the sequence starting at position initialPos.
Definition: SequenceOfVectors.C:126
QUESO::SequenceOfVectors::copy
void copy(const SequenceOfVectors< V, M > &src)
Copies vector sequence src to this.
Definition: SequenceOfVectors.C:2234
QUESO::ArrayOfOneDTables
Class to accommodate arrays of one-dimensional tables.
Definition: ArrayOfOneDTables.h:49
QUESO::SequenceOfVectors::subMinMaxExtra
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 a...
Definition: SequenceOfVectors.C:892
QUESO::SequenceOfVectors::unifiedScalesForKde
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...
Definition: SequenceOfVectors.C:1133
QUESO::SequenceOfVectors::subInterQuantileRange
void subInterQuantileRange(unsigned int initialPos, V &iqrVec) const
Returns the interquartile range of the values in the sub-sequence.
Definition: SequenceOfVectors.C:1049
QUESO::SequenceOfVectors::unifiedReadContents
void unifiedReadContents(const std::string &fileName, const std::string &fileType, const unsigned int subSequenceSize)
Reads the unified sequence from a file.
Definition: SequenceOfVectors.C:1763
QUESO::SequenceOfVectors::subUniformlySampledMdf
void subUniformlySampledMdf(const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &mdfGrids, ArrayOfOneDTables< V, M > &mdfValues) const
Definition: SequenceOfVectors.C:2306
QUESO::SequenceOfVectors::unifiedCdfPercentageRange
void unifiedCdfPercentageRange(unsigned int initialPos, unsigned int numPos, double range, V &lowerVec, V &upperVec) const
Definition: SequenceOfVectors.C:2618
QUESO::SequenceOfVectors::SequenceOfVectors
SequenceOfVectors(const VectorSpace< V, M > &vectorSpace, unsigned int subSequenceSize, const std::string &name)
Default constructor.
Definition: SequenceOfVectors.C:33
QUESO::SequenceOfVectors::unifiedSampleVarianceExtra
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 ...
Definition: SequenceOfVectors.C:568
QUESO::SequenceOfVectors::subMeanExtra
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 initialPo...
Definition: SequenceOfVectors.C:308
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
QUESO::SequenceOfVectors::m_subMeanInter0Empirical90
SequenceOfVectors< V, M > * m_subMeanInter0Empirical90
Definition: SequenceOfVectors.h:484
QUESO::SequenceOfVectors::subMeanInter0MonitorAlloc
void subMeanInter0MonitorAlloc(unsigned int numberOfMonitorPositions)
Definition: SequenceOfVectors.C:2768
QUESO::SequenceOfVectors::subMeanInter0MonitorStore
void subMeanInter0MonitorStore(unsigned int i, unsigned int monitorPosition, const V &subMeanInter0Mean, const V &subMeanInter0Clt95, const V &subMeanInter0Empirical90, const V &subMeanInter0Min, const V &subMeanInter0Max)
Definition: SequenceOfVectors.C:2880
QUESO::SequenceOfVectors::unifiedInterQuantileRange
void unifiedInterQuantileRange(unsigned int initialPos, V &unifiedIqrVec) const
Returns the interquartile range of the values in the unified sequence.
Definition: SequenceOfVectors.C:1075
QUESO::SequenceOfVectors::setPositionValues
void setPositionValues(unsigned int posId, const V &vec)
Set the values in vec at position posId of the sequence.
Definition: SequenceOfVectors.C:206
QUESO::SequenceOfVectors::m_subMeanCltStdSeq
SequenceOfVectors< V, M > * m_subMeanCltStdSeq
Definition: SequenceOfVectors.h:479
QUESO::SequenceOfVectors::m_subMeanVecSeq
SequenceOfVectors< V, M > * m_subMeanVecSeq
Definition: SequenceOfVectors.h:478
QUESO::SequenceOfVectors::subMeanMonitorStore
void subMeanMonitorStore(unsigned int i, unsigned int monitorPosition, const V &subMeanVec, const V &subMeanCltStd)
Definition: SequenceOfVectors.C:2866
QUESO::SequenceOfVectors::unifiedMeanMonitorAlloc
void unifiedMeanMonitorAlloc(unsigned int numberOfMonitorPositions)
Definition: SequenceOfVectors.C:2782
QUESO::SequenceOfVectors::operator[]
const V * operator[](unsigned int posId) const
Definition: SequenceOfVectors.C:2282
QUESO::SequenceOfVectors::subCdfStacc
void subCdfStacc(unsigned int initialPos, std::vector< V * > &cdfStaccVecs, std::vector< V * > &cdfStaccVecsUp, std::vector< V * > &cdfStaccVecsLow, std::vector< V * > &sortedDataVecs) const
Definition: SequenceOfVectors.C:2653
QUESO::SequenceOfVectors::subScalesForKde
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-...
Definition: SequenceOfVectors.C:1102
QUESO::SequenceOfVectors::unifiedMeanMonitorWrite
void unifiedMeanMonitorWrite(std::ofstream &ofs)
Definition: SequenceOfVectors.C:2939
QUESO::SequenceOfVectors::subMeanMonitorAlloc
void subMeanMonitorAlloc(unsigned int numberOfMonitorPositions)
Definition: SequenceOfVectors.C:2757
QUESO::SequenceOfVectors::writeUnifiedMatlabHeader
void writeUnifiedMatlabHeader(std::ofstream &ofs, double sequenceSize, double vectorSizeLocal) const
Definition: SequenceOfVectors.C:1471
QUESO::SequenceOfVectors
Class for handling vector samples (sequence of vectors).
Definition: SequenceOfVectors.h:49
QUESO::BaseVectorSequence::name
const std::string & name() const
Access to protected attribute m_name: name of the sequence of vectors.
Definition: VectorSequence.C:118
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2210
QUESO::SequenceOfVectors::unifiedGaussian1dKde
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.
Definition: SequenceOfVectors.C:1214
QUESO::BaseVectorSequence
Base class for handling vector and array samples (sequence of vectors or arrays). ...
Definition: VectorSequence.h:56
QUESO::SequenceOfVectors::~SequenceOfVectors
~SequenceOfVectors()
Destructor.
QUESO::SequenceOfVectors::unifiedMinMaxExtra
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 starti...
Definition: SequenceOfVectors.C:922
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:435
QUESO::SequenceOfVectors::filter
void filter(unsigned int initialPos, unsigned int spacing)
Filters positions in the sequence of vectors.
Definition: SequenceOfVectors.C:2042
QUESO::SequenceOfVectors::unifiedMeanMonitorStore
void unifiedMeanMonitorStore(unsigned int i, unsigned int monitorPosition, V &unifiedMeanVec, V &unifiedMeanCltStd)
Definition: SequenceOfVectors.C:2900
QUESO::SequenceOfVectors::subSampleStd
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 pos...
Definition: SequenceOfVectors.C:601
QUESO::SequenceOfVectors::writeTxtHeader
void writeTxtHeader(std::ofstream &ofs, double sequenceSize, double vectorSizeLocal) const
Helper function to write plain txt info for vectors.
Definition: SequenceOfVectors.C:1483
QUESO::SequenceOfVectors::m_subMeanInter0Mean
SequenceOfVectors< V, M > * m_subMeanInter0Mean
Definition: SequenceOfVectors.h:482
QUESO::SequenceOfVectors::seqVectorPositionIteratorTypedef
std::vector< const V * >::iterator seqVectorPositionIteratorTypedef
Definition: SequenceOfVectors.h:56
QUESO::SequenceOfVectors::m_subMeanInter0Min
SequenceOfVectors< V, M > * m_subMeanInter0Min
Definition: SequenceOfVectors.h:485
QUESO::SequenceOfVectors::subCdfPercentageRange
void subCdfPercentageRange(unsigned int initialPos, unsigned int numPos, double range, V &lowerVec, V &upperVec) const
Definition: SequenceOfVectors.C:2584
QUESO::SequenceOfVectors::autoCorrViaFft
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).
Definition: SequenceOfVectors.C:798
QUESO::SequenceOfVectors::subMeanMonitorRun
void subMeanMonitorRun(unsigned int monitorPosition, V &subMeanVec, V &subMeanCltStd)
Definition: SequenceOfVectors.C:2793
QUESO::SequenceOfVectors::extractRawData
void extractRawData(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, std::vector< double > &rawData) const
Extracts the raw data.
Definition: SequenceOfVectors.C:2253
QUESO::SequenceOfVectors::select
void select(const std::vector< unsigned int > &idsOfUniquePositions)
TODO: It shall select positions in the sequence of vectors.
Definition: SequenceOfVectors.C:2033
QUESO::SequenceOfVectors::subMeanInter0MonitorRun
void subMeanInter0MonitorRun(unsigned int currentPosition, V &subMeanInter0Mean, V &subMeanInter0Clt95, V &subMeanInter0Empirical90, V &subMeanInter0Min, V &subMeanInter0Max)
Definition: SequenceOfVectors.C:2811
QUESO::SequenceOfVectors::unifiedMedianExtra
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 initi...
Definition: SequenceOfVectors.C:477
QUESO::SequenceOfVectors::getPositionValues
void getPositionValues(unsigned int posId, V &vec) const
Gets the values of the sequence at position posId and stores them at vec.
Definition: SequenceOfVectors.C:188
QUESO::SequenceOfVectors::operator=
SequenceOfVectors< V, M > & operator=(const SequenceOfVectors< V, M > &rhs)
Copies values from rhs to this.
Definition: SequenceOfVectors.C:94
QUESO::BaseVectorSequence::vectorSpace
const VectorSpace< V, M > & vectorSpace() const
Vector space; access to protected attribute VectorSpace&lt;V,M&gt;&amp; m_vectorSpace.
Definition: VectorSequence.C:111
QUESO::SequenceOfVectors::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: SequenceOfVectors.C:1264
QUESO::SequenceOfVectors::subUniformlySampledCdf
void subUniformlySampledCdf(const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &cdfGrids, ArrayOfOneDTables< V, M > &cdfValues) const
Uniformly samples from the CDF from the sub-sequence.
Definition: SequenceOfVectors.C:227
QUESO::SequenceOfVectors::subHistogram
void subHistogram(unsigned int initialPos, const V &minVec, const V &maxVec, std::vector< V * > &centersForAllBins, std::vector< V * > &quanttsForAllBins) const
Calculates the histogram of the sub-sequence.
Definition: SequenceOfVectors.C:956
QUESO::SequenceOfVectors::unifiedMeanMonitorRun
void unifiedMeanMonitorRun(unsigned int currentPosition, V &unifiedMeanVec, V &unifiedMeanCltStd)
Definition: SequenceOfVectors.C:2849
QUESO::SequenceOfVectors::m_subMeanInter0MonitorPosSeq
ScalarSequence< double > * m_subMeanInter0MonitorPosSeq
Definition: SequenceOfVectors.h:481
QUESO::SequenceOfVectors::subMeanInter0MonitorWrite
void subMeanInter0MonitorWrite(std::ofstream &ofs)
Definition: SequenceOfVectors.C:2925
QUESO::SequenceOfVectors::estimateConvBrooksGelman
double estimateConvBrooksGelman(unsigned int initialPos, unsigned int numPos) const
Estimates convergence rate using Brooks &amp; Gelman method.
Definition: SequenceOfVectors.C:2083
QUESO::SequenceOfVectors::resizeSequence
void resizeSequence(unsigned int newSubSequenceSize)
Resizes the sequence.
Definition: SequenceOfVectors.C:110
QUESO::SequenceOfVectors::unifiedHistogram
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.
Definition: SequenceOfVectors.C:1002
QUESO::SequenceOfVectors::m_subMeanMonitorPosSeq
ScalarSequence< double > * m_subMeanMonitorPosSeq
Definition: SequenceOfVectors.h:477
QUESO::SequenceOfVectors::unifiedMeanExtra
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 initi...
Definition: SequenceOfVectors.C:363
QUESO::SequenceOfVectors::m_unifiedMeanCltStdSeq
SequenceOfVectors< V, M > * m_unifiedMeanCltStdSeq
Definition: SequenceOfVectors.h:490
QUESO::SequenceOfVectors::subSampleVarianceExtra
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 init...
Definition: SequenceOfVectors.C:536
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::SequenceOfVectors::subMedianExtra
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 initial...
Definition: SequenceOfVectors.C:422
QUESO::SequenceOfVectors::seqVectorPositionConstIteratorTypedef
std::vector< const V * >::const_iterator seqVectorPositionConstIteratorTypedef
Definition: SequenceOfVectors.h:55
QUESO::FilePtrSetStruct
Struct for handling data input and output from files.
Definition: Environment.h:77
QUESO::SequenceOfVectors::m_unifiedMeanMonitorPosSeq
ScalarSequence< double > * m_unifiedMeanMonitorPosSeq
Definition: SequenceOfVectors.h:488
QUESO::SequenceOfVectors::bmm
void bmm(unsigned int initialPos, unsigned int batchLength, V &bmmVec) const
Definition: SequenceOfVectors.C:2412
QUESO::SequenceOfVectors::subMeanMonitorWrite
void subMeanMonitorWrite(std::ofstream &ofs)
Definition: SequenceOfVectors.C:2914
QUESO::SequenceOfVectors::psdAtZero
void psdAtZero(unsigned int initialPos, unsigned int numBlocks, double hopSizeRatio, V &psdVec) const
Definition: SequenceOfVectors.C:2495
QUESO::SequenceOfVectors::autoCovariance
void autoCovariance(unsigned int initialPos, unsigned int numPos, const V &meanVec, unsigned int lag, V &covVec) const
Calculates the autocovariance.
Definition: SequenceOfVectors.C:731
QUESO::SequenceOfVectors::psd
void psd(unsigned int initialPos, unsigned int numBlocks, double hopSizeRatio, unsigned int paramId, std::vector< double > &psdResult) const
Definition: SequenceOfVectors.C:2467
QUESO::SequenceOfVectors::m_subMeanInter0Max
SequenceOfVectors< V, M > * m_subMeanInter0Max
Definition: SequenceOfVectors.h:486
QUESO::SequenceOfVectors::autoCorrViaDef
void autoCorrViaDef(unsigned int initialPos, unsigned int numPos, unsigned int lag, V &corrVec) const
Calculates the autocorrelation via definition.
Definition: SequenceOfVectors.C:766
QUESO::SequenceOfVectors::fftForward
void fftForward(unsigned int initialPos, unsigned int fftSize, unsigned int paramId, std::vector< std::complex< double > > &fftResult) const
Definition: SequenceOfVectors.C:2440
QUESO::SequenceOfVectors::erasePositions
void erasePositions(unsigned int initialPos, unsigned int numPos)
Erases numPos elements of the sequence starting at position initialPos.
Definition: SequenceOfVectors.C:154
QUESO::SequenceOfVectors::unifiedSampleStd
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...
Definition: SequenceOfVectors.C:633
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