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VectorSequence.h
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3 //
4 // QUESO - a library to support the Quantification of Uncertainty
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24 
25 #ifndef UQ_VECTOR_SEQUENCE_H
26 #define UQ_VECTOR_SEQUENCE_H
27 
28 #undef UQ_CODE_HAS_MONITORS
29 
30 #include <queso/VectorSpace.h>
31 #include <queso/BoxSubset.h>
32 #include <queso/ScalarSequence.h>
33 #include <queso/SequenceStatisticalOptions.h>
34 #include <queso/ArrayOfOneDGrids.h>
35 #include <queso/ArrayOfOneDTables.h>
36 #include <queso/2dArrayOfStuff.h>
37 #include <sys/time.h>
38 #include <fstream>
39 
40 namespace QUESO {
41 
42 class GslVector;
43 class GslMatrix;
44 
55 template <class V = GslVector, class M = GslMatrix>
56 class BaseVectorSequence
57 {
58 public:
60 
61  BaseVectorSequence(const VectorSpace<V,M>& vectorSpace,
63  unsigned int subSequenceSize,
64  const std::string& name);
66  virtual ~BaseVectorSequence();
68 
70 
71  virtual unsigned int subSequenceSize () const = 0;
73 
75 
76  unsigned int unifiedSequenceSize () const;
77 
79  unsigned int vectorSizeLocal () const;
80 
82  unsigned int vectorSizeGlobal () const;
83 
85  const VectorSpace<V,M>& vectorSpace () const;
86 
88 
90  const std::string& name () const;
91 
93  void setName (const std::string& newName);
94 
96  void clear ();
97 
99  const V& subMinPlain () const;
100 
102  const V& unifiedMinPlain () const;
103 
105  const V& subMaxPlain () const;
106 
108  const V& unifiedMaxPlain () const;
109 
111  const V& subMeanPlain () const;
112 
114  const V& unifiedMeanPlain () const;
115 
117  const V& subMedianPlain () const;
118 
120  const V& unifiedMedianPlain () const;
121 
123  const V& subSampleVariancePlain () const;
124 
126  const V& unifiedSampleVariancePlain () const;
127 
129  const BoxSubset<V,M>& subBoxPlain () const;
130 
132  const BoxSubset<V,M>& unifiedBoxPlain () const;
133 
135 
139  void deleteStoredVectors ();
140 
142 
143  void append (const BaseVectorSequence<V,M>& src,
144  unsigned int initialPos,
145  unsigned int numPos);
147  double subPositionsOfMaximum (const ScalarSequence<double>& subCorrespondingScalarValues,
148  BaseVectorSequence<V,M>& subPositionsOfMaximum);
149 
151 
161  double unifiedPositionsOfMaximum (const ScalarSequence<double>& subCorrespondingScalarValues,
162  BaseVectorSequence<V,M>& unifiedPositionsOfMaximum);
163 
164 
166 
167  virtual void resizeSequence (unsigned int newSubSequenceSize) = 0;
168 
170 
171  virtual void resetValues (unsigned int initialPos, unsigned int numPos) = 0;
172 
174 
175  virtual void erasePositions (unsigned int initialPos, unsigned int numPos) = 0;
176 
177 
179  virtual void getPositionValues (unsigned int posId, V& vec) const = 0;
180 
182 
183  virtual void setPositionValues (unsigned int posId, const V& vec) = 0;
184 
186 
187  void setGaussian (const V& meanVec, const V& stdDevVec);
188 
190 
191  void setUniform (const V& aVec, const V& bVec );
192 
194  virtual void subMeanExtra (unsigned int initialPos,
195  unsigned int numPos,
196  V& meanVec) const = 0;
197 
199  virtual void unifiedMeanExtra (unsigned int initialPos,
200  unsigned int numPos,
201  V& unifiedMeanVec) const = 0;
203  virtual void subMedianExtra (unsigned int initialPos,
204  unsigned int numPos,
205  V& medianVec) const = 0;
207  virtual void unifiedMedianExtra (unsigned int initialPos,
208  unsigned int localNumPos,
209  V& unifiedMedianVec) const = 0;
211  virtual void subSampleVarianceExtra (unsigned int initialPos,
212  unsigned int numPos,
213  const V& meanVec,
214  V& samVec) const = 0;
216  virtual void unifiedSampleVarianceExtra (unsigned int initialPos,
217  unsigned int numPos,
218  const V& unifiedMeanVec,
219  V& unifiedSamVec) const = 0;
221  virtual void subPopulationVariance (unsigned int initialPos,
222  unsigned int numPos,
223  const V& meanVec,
224  V& popVec) const = 0;
226  virtual void unifiedPopulationVariance (unsigned int initialPos,
227  unsigned int numPos,
228  const V& unifiedMeanVec,
229  V& unifiedPopVec) const = 0;
230 
232 
236  virtual void autoCovariance (unsigned int initialPos,
237  unsigned int numPos,
238  const V& meanVec,
239  unsigned int lag,
240  V& covVec) const = 0;
242  virtual void autoCorrViaDef (unsigned int initialPos,
243  unsigned int numPos,
244  unsigned int lag,
245  V& corrVec) const = 0;
247  virtual void autoCorrViaFft (unsigned int initialPos,
248  unsigned int numPos,
249  const std::vector<unsigned int>& lags,
250  std::vector<V*>& corrVecs) const = 0;
252  virtual void autoCorrViaFft (unsigned int initialPos,
253  unsigned int numPos,
254  unsigned int numSum,
255  V& autoCorrsSumVec) const = 0;
256 
257 
259  virtual void subMinMaxExtra (unsigned int initialPos,
260  unsigned int numPos,
261  V& minVec,
262  V& maxVec) const = 0;
264  virtual void unifiedMinMaxExtra (unsigned int initialPos,
265  unsigned int numPos,
266  V& unifiedMinVec,
267  V& unifiedMaxVec) const = 0;
269 
274  virtual void subHistogram (unsigned int initialPos,
275  const V& minVec,
276  const V& maxVec,
277  std::vector<V*>& centersForAllBins,
278  std::vector<V*>& quanttsForAllBins) const = 0;
280  virtual void unifiedHistogram (unsigned int initialPos,
281  const V& unifiedMinVec,
282  const V& unifiedMaxVec,
283  std::vector<V*>& unifiedCentersForAllBins,
284  std::vector<V*>& unifiedQuanttsForAllBins) const = 0;
285 
287  virtual void subInterQuantileRange (unsigned int initialPos,
288  V& iqrVec) const = 0;
290  virtual void unifiedInterQuantileRange (unsigned int initialPos,
291  V& unifiedIqrVec) const = 0;
292 
294 
302  virtual void subScalesForKde (unsigned int initialPos,
303  const V& iqrVec,
304  unsigned int kdeDimension,
305  V& scaleVec) const = 0;
307  virtual void unifiedScalesForKde (unsigned int initialPos,
308  const V& unifiedIqrVec,
309  unsigned int kdeDimension,
310  V& unifiedScaleVec) const = 0;
312 
316  virtual void subGaussian1dKde (unsigned int initialPos,
317  const V& scaleVec,
318  const std::vector<V*>& evaluationParamVecs,
319  std::vector<V*>& densityVecs) const = 0;
321  virtual void unifiedGaussian1dKde (unsigned int initialPos,
322  const V& unifiedScaleVec,
323  const std::vector<V*>& unifiedEvaluationParamVecs,
324  std::vector<V*>& unifiedDensityVecs) const = 0;
326  virtual void subWriteContents (unsigned int initialPos,
327  unsigned int numPos,
328  const std::string& fileName,
329  const std::string& fileType,
330  const std::set<unsigned int>& allowedSubEnvIds) const = 0;
332  virtual void subWriteContents (unsigned int initialPos,
333  unsigned int numPos,
334  std::ofstream& ofsvar,
335  const std::string& fileType) const = 0;
337  virtual void unifiedWriteContents (const std::string& fileName,
338  const std::string& fileType) const = 0;
340  virtual void unifiedReadContents (const std::string& fileName,
341  const std::string& fileType,
342  const unsigned int subSequenceSize) = 0;
344  virtual void select (const std::vector<unsigned int>& idsOfUniquePositions) = 0;
345 
347  virtual void filter (unsigned int initialPos,
348  unsigned int spacing) = 0;
350  void computeFilterParams (std::ofstream* passedOfs,
351  unsigned int & initialPos,
352  unsigned int & spacing);
354  virtual double estimateConvBrooksGelman (unsigned int initialPos,
355  unsigned int numPos) const = 0;
357  virtual void extractScalarSeq (unsigned int initialPos,
358  unsigned int spacing,
359  unsigned int numPos,
360  unsigned int paramId,
361  ScalarSequence<double>& scalarSeq) const = 0;
362 
363 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
364  virtual void subUniformlySampledCdf (const V& numEvaluationPointsVec,
365  ArrayOfOneDGrids <V,M>& cdfGrids,
366  ArrayOfOneDTables<V,M>& cdfValues) const = 0;
367  virtual void unifiedUniformlySampledCdf (const V& numEvaluationPointsVec,
368  ArrayOfOneDGrids <V,M>& unifiedCdfGrids,
369  ArrayOfOneDTables<V,M>& unifieddfValues) const = 0;
370  virtual void bmm (unsigned int initialPos,
371  unsigned int batchLength,
372  V& bmmVec) const = 0;
373  virtual void fftForward (unsigned int initialPos,
374  unsigned int fftSize,
375  unsigned int paramId,
376  std::vector<std::complex<double> >& fftResult) const = 0;
377 //virtual void fftInverse (unsigned int fftSize) = 0;
378  virtual void psd (unsigned int initialPos,
379  unsigned int numBlocks,
380  double hopSizeRatio,
381  unsigned int paramId,
382  std::vector<double>& psdResult) const = 0;
383  virtual void psdAtZero (unsigned int initialPos,
384  unsigned int numBlocks,
385  double hopSizeRatio,
386  V& psdVec) const = 0;
387  virtual void geweke (unsigned int initialPos,
388  double ratioNa,
389  double ratioNb,
390  V& gewVec) const = 0;
391  virtual void meanStacc (unsigned int initialPos,
392  V& meanStaccVec) const = 0;
393  virtual void subCdfStacc (unsigned int initialPos,
394  const std::vector<V*>& evalPositionsVecs, std::vector<V*>& cdfStaccVecs) const = 0;
395 #endif //QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
396 
397 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
398  void computeHistCdfstaccKde (const SequenceStatisticalOptions& statisticalOptions,
399  std::ofstream* passedOfs);
400 
401  void computeStatistics (const SequenceStatisticalOptions& statisticalOptions,
402  std::ofstream* passedOfs);
403 
404  void computeHistCdfstaccKde (const SsOptionsValues& statisticalOptions,
405  std::ofstream* passedOfs);
406 
407  void computeStatistics (const SsOptionsValues& statisticalOptions,
408  std::ofstream* passedOfs);
409 #endif //QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
410 
411 #ifdef UQ_ALSO_COMPUTE_MDFS_WITHOUT_KDE
412  virtual void subUniformlySampledMdf (const V& numEvaluationPointsVec,
413  ArrayOfOneDGrids <V,M>& mdfGrids,
414  ArrayOfOneDTables<V,M>& mdfValues) const = 0;
415 #endif //UQ_ALSO_COMPUTE_MDFS_WITHOUT_KDE
416 
418 
419 protected:
421 
422  void copy (const BaseVectorSequence<V,M>& src);
423 
425  virtual void extractRawData (unsigned int initialPos,
426  unsigned int spacing,
427  unsigned int numPos,
428  unsigned int paramId,
429  std::vector<double>& rawData) const = 0;
430 
431  const BaseEnvironment& m_env;
432  const VectorSpace<V,M>& m_vectorSpace;
433  std::string m_name;
434 
435  mutable Fft<double>* m_fftObj;
436  mutable V* m_subMinPlain;
437  mutable V* m_unifiedMinPlain;
438  mutable V* m_subMaxPlain;
439  mutable V* m_unifiedMaxPlain;
440  mutable V* m_subMeanPlain;
441  mutable V* m_unifiedMeanPlain;
442  mutable V* m_subMedianPlain;
443  mutable V* m_unifiedMedianPlain;
444  mutable V* m_subSampleVariancePlain;
445  mutable V* m_unifiedSampleVariancePlain;
446  mutable BoxSubset<V,M>* m_subBoxPlain;
447  mutable BoxSubset<V,M>* m_unifiedBoxPlain;
448 
449 
450 #ifdef UQ_CODE_HAS_MONITORS
451  virtual void subMeanMonitorAlloc (unsigned int numberOfMonitorPositions) = 0;
452  virtual void subMeanInter0MonitorAlloc (unsigned int numberOfMonitorPositions) = 0;
453  virtual void unifiedMeanMonitorAlloc (unsigned int numberOfMonitorPositions) = 0;
454 
455  virtual void subMeanMonitorRun (unsigned int monitorPosition,
456  V& subMeanVec,
457  V& subMeanCltStd) = 0;
458  virtual void subMeanInter0MonitorRun (unsigned int monitorPosition,
459  V& subMeanInter0Mean,
460  V& subMeanInter0Clt95,
461  V& subMeanInter0Empirical90,
462  V& subMeanInter0Min,
463  V& subMeanInter0Max) = 0;
464  virtual void unifiedMeanMonitorRun (unsigned int monitorPosition,
465  V& unifiedMeanVec,
466  V& unifiedMeanCltStd) = 0;
467 
468  virtual void subMeanMonitorStore (unsigned int i,
469  unsigned int monitorPosition,
470  const V& subMeanVec,
471  const V& subMeanCltStd) = 0;
472  virtual void subMeanInter0MonitorStore (unsigned int i,
473  unsigned int monitorPosition,
474  const V& subMeanInter0Mean,
475  const V& subMeanInter0Clt95,
476  const V& subMeanInter0Empirical90,
477  const V& subMeanInter0Min,
478  const V& subMeanInter0Max) = 0;
479  virtual void unifiedMeanMonitorStore (unsigned int i,
480  unsigned int monitorPosition,
481  V& unifiedMeanVec,
482  V& unifiedMeanCltStd) = 0;
483 
484  virtual void subMeanMonitorWrite (std::ofstream& ofs) = 0;
485  virtual void subMeanInter0MonitorWrite (std::ofstream& ofs) = 0;
486  virtual void unifiedMeanMonitorWrite (std::ofstream& ofs) = 0;
487 
488  virtual void subMeanMonitorFree () = 0;
489  virtual void subMeanInter0MonitorFree () = 0;
490  virtual void unifiedMeanMonitorFree () = 0;
491 
492  void computeMeanEvolution (const SequenceStatisticalOptions& statisticalOptions,
493  std::ofstream* passedOfs);
494 
495  void computeMeanEvolution (const SsOptionsValues& statisticalOptions,
496  std::ofstream* passedOfs);
497 #endif
498 
499 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
500  void computeBMM (const SequenceStatisticalOptions& statisticalOptions,
501  const std::vector<unsigned int>& initialPosForStatistics,
502  std::ofstream* passedOfs);
503  void computeFFT (const SequenceStatisticalOptions& statisticalOptions,
504  const std::vector<unsigned int>& initialPosForStatistics,
505  std::ofstream* passedOfs);
506  void computePSD (const SequenceStatisticalOptions& statisticalOptions,
507  const std::vector<unsigned int>& initialPosForStatistics,
508  std::ofstream* passedOfs);
509  void computePSDAtZero (const SequenceStatisticalOptions& statisticalOptions,
510  const std::vector<unsigned int>& initialPosForStatistics,
511  std::ofstream* passedOfs);
512  void computeGeweke (const SequenceStatisticalOptions& statisticalOptions,
513  const std::vector<unsigned int>& initialPosForStatistics,
514  std::ofstream* passedOfs);
515  void computeMeanStacc (const SequenceStatisticalOptions& statisticalOptions,
516  const std::vector<unsigned int>& initialPosForStatistics,
517  std::ofstream* passedOfs);
518 
519  void computeBMM (const SsOptionsValues& statisticalOptions,
520  const std::vector<unsigned int>& initialPosForStatistics,
521  std::ofstream* passedOfs);
522  void computeFFT (const SsOptionsValues& statisticalOptions,
523  const std::vector<unsigned int>& initialPosForStatistics,
524  std::ofstream* passedOfs);
525  void computePSD (const SsOptionsValues& statisticalOptions,
526  const std::vector<unsigned int>& initialPosForStatistics,
527  std::ofstream* passedOfs);
528  void computePSDAtZero (const SsOptionsValues& statisticalOptions,
529  const std::vector<unsigned int>& initialPosForStatistics,
530  std::ofstream* passedOfs);
531  void computeGeweke (const SsOptionsValues& statisticalOptions,
532  const std::vector<unsigned int>& initialPosForStatistics,
533  std::ofstream* passedOfs);
534  void computeMeanStacc (const SsOptionsValues& statisticalOptions,
535  const std::vector<unsigned int>& initialPosForStatistics,
536  std::ofstream* passedOfs);
537 #endif
538 
539 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
540  void computeMeanVars (const SequenceStatisticalOptions& statisticalOptions,
541  std::ofstream* passedOfs,
542  V* subMeanPtr,
543  V* subMedianPtr,
544  V* subSampleVarPtr,
545  V* subPopulVarPtr);
546  void computeAutoCorrViaDef (const SequenceStatisticalOptions& statisticalOptions,
547  const std::vector<unsigned int>& initialPosForStatistics,
548  const std::vector<unsigned int>& lagsForCorrs,
549  std::ofstream* passedOfs);
550  void computeAutoCorrViaFFT (const SequenceStatisticalOptions& statisticalOptions,
551  const std::vector<unsigned int>& initialPosForStatistics,
552  const std::vector<unsigned int>& lagsForCorrs,
553  std::ofstream* passedOfs);
554  void computeCovCorrMatrices (const SequenceStatisticalOptions& statisticalOptions,
555  std::ofstream* passedOfs);
556  void computeMeanVars (const SsOptionsValues& statisticalOptions,
557  std::ofstream* passedOfs,
558  V* subMeanPtr,
559  V* subMedianPtr,
560  V* subSampleVarPtr,
561  V* subPopulVarPtr);
562  void computeAutoCorrViaDef (const SsOptionsValues& statisticalOptions,
563  const std::vector<unsigned int>& initialPosForStatistics,
564  const std::vector<unsigned int>& lagsForCorrs,
565  std::ofstream* passedOfs);
566  void computeAutoCorrViaFFT (const SsOptionsValues& statisticalOptions,
567  const std::vector<unsigned int>& initialPosForStatistics,
568  const std::vector<unsigned int>& lagsForCorrs,
569  std::ofstream* passedOfs);
570  void computeCovCorrMatrices (const SsOptionsValues& statisticalOptions,
571  std::ofstream* passedOfs);
572 #endif
573 
574 };
575 
576 // --------------------------------------------------
577 // Additional methods --------------------------------
578 // (outside class declaration) ----------------------
579 //---------------------------------------------------
580 template <class P_V, class P_M, class Q_V, class Q_M>
581 void
582 ComputeCovCorrMatricesBetweenVectorSequences(
583  const BaseVectorSequence<P_V,P_M>& subPSeq,
584  const BaseVectorSequence<Q_V,Q_M>& subQSeq,
585  unsigned int subNumSamples,
586  P_M& pqCovMatrix,
587  P_M& pqCorrMatrix);
588 
589 } // End namespace QUESO
590 
591 #endif // UQ_VECTOR_SEQUENCE_H
QUESO::BaseVectorSequence::subMeanMonitorWrite
virtual void subMeanMonitorWrite(std::ofstream &ofs)=0
QUESO::BaseVectorSequence::subWriteContents
virtual void subWriteContents(unsigned int initialPos, unsigned int numPos, const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds) const =0
Writes info of the sub-sequence to a file. See template specialization.
QUESO::ArrayOfOneDGrids
Class to accommodate arrays of one-dimensional grid.
Definition: ArrayOfOneDGrids.h:47
QUESO::BaseVectorSequence::unifiedMedianExtra
virtual void unifiedMedianExtra(unsigned int initialPos, unsigned int localNumPos, V &unifiedMedianVec) const =0
Finds the median value of the unified sequence, considering numPos positions starting at position ini...
QUESO::BaseVectorSequence::copy
void copy(const BaseVectorSequence< V, M > &src)
Copies vector sequence src to this.
Definition: VectorSequence.C:652
QUESO::BaseVectorSequence::subMeanExtra
virtual void subMeanExtra(unsigned int initialPos, unsigned int numPos, V &meanVec) const =0
Finds the mean value of the sub-sequence, considering numPos positions starting at position initialPo...
QUESO::BaseVectorSequence::autoCorrViaFft
virtual void autoCorrViaFft(unsigned int initialPos, unsigned int numPos, const std::vector< unsigned int > &lags, std::vector< V * > &corrVecs) const =0
Calculates autocorrelation via Fast Fourier transforms (FFT). See template specialization.
QUESO::BaseVectorSequence::unifiedMinMaxExtra
virtual void unifiedMinMaxExtra(unsigned int initialPos, unsigned int numPos, V &unifiedMinVec, V &unifiedMaxVec) const =0
Finds the minimum and the maximum values of the unified sequence, considering numPos positions starti...
QUESO::BaseVectorSequence::subSequenceSize
virtual unsigned int subSequenceSize() const =0
Size of the sub-sequence of vectors. See template specialization.
QUESO::BaseVectorSequence::fftForward
virtual void fftForward(unsigned int initialPos, unsigned int fftSize, unsigned int paramId, std::vector< std::complex< double > > &fftResult) const =0
QUESO::BaseVectorSequence::subMeanMonitorFree
virtual void subMeanMonitorFree()=0
QUESO::BaseVectorSequence::unifiedMeanMonitorStore
virtual void unifiedMeanMonitorStore(unsigned int i, unsigned int monitorPosition, V &unifiedMeanVec, V &unifiedMeanCltStd)=0
QUESO::BaseVectorSequence::computeAutoCorrViaDef
void computeAutoCorrViaDef(const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, const std::vector< unsigned int > &lagsForCorrs, std::ofstream *passedOfs)
Definition: VectorSequence.C:1093
QUESO::BaseVectorSequence::geweke
virtual void geweke(unsigned int initialPos, double ratioNa, double ratioNb, V &gewVec) const =0
QUESO::BaseVectorSequence::subUniformlySampledCdf
virtual void subUniformlySampledCdf(const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &cdfGrids, ArrayOfOneDTables< V, M > &cdfValues) const =0
QUESO::VectorSpace
A class representing a vector space.
Definition: VectorSet.h:49
QUESO::BaseVectorSequence::setName
void setName(const std::string &newName)
Changes the name of the sequence of vectors.
Definition: VectorSequence.C:125
QUESO::BaseEnvironment
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
Definition: Environment.h:198
QUESO::BaseVectorSequence::subMeanPlain
const V & subMeanPlain() const
Finds the mean value of the sub-sequence.
Definition: VectorSequence.C:198
QUESO::BaseVectorSequence::erasePositions
virtual void erasePositions(unsigned int initialPos, unsigned int numPos)=0
Erase numPos positions in the sequence, starting at position initialPos.
QUESO::BaseVectorSequence::computeBMM
void computeBMM(const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs)
Definition: VectorSequence.C:2203
SequenceStatisticalOptions
A templated class that stores statistical options (optionally read from an input file) ...
Definition: SequenceStatisticalOptions.h:269
QUESO::BaseVectorSequence::unifiedSequenceSize
unsigned int unifiedSequenceSize() const
Calculates the size of the unified sequence of vectors.
Definition: VectorSequence.C:70
QUESO::BaseVectorSequence::subMinMaxExtra
virtual void subMinMaxExtra(unsigned int initialPos, unsigned int numPos, V &minVec, V &maxVec) const =0
Finds the minimum and the maximum values of the sub-sequence, considering numPos positions starting a...
QUESO::BaseVectorSequence::subInterQuantileRange
virtual void subInterQuantileRange(unsigned int initialPos, V &iqrVec) const =0
Returns the interquartile range of the values in the sub-sequence. See template specialization.
QUESO::BaseVectorSequence::autoCovariance
virtual void autoCovariance(unsigned int initialPos, unsigned int numPos, const V &meanVec, unsigned int lag, V &covVec) const =0
Calculates the autocovariance. See template specialization.
QUESO::BaseVectorSequence::unifiedMeanExtra
virtual void unifiedMeanExtra(unsigned int initialPos, unsigned int numPos, V &unifiedMeanVec) const =0
Finds the mean value of the unified sequence of numPos positions starting at position initialPos...
QUESO::BaseVectorSequence::subMeanInter0MonitorStore
virtual void subMeanInter0MonitorStore(unsigned int i, unsigned int monitorPosition, const V &subMeanInter0Mean, const V &subMeanInter0Clt95, const V &subMeanInter0Empirical90, const V &subMeanInter0Min, const V &subMeanInter0Max)=0
QUESO::BaseVectorSequence::computeStatistics
void computeStatistics(const SequenceStatisticalOptions &statisticalOptions, std::ofstream *passedOfs)
Definition: VectorSequence.C:672
QUESO::ArrayOfOneDTables
Class to accommodate arrays of one-dimensional tables.
Definition: ArrayOfOneDTables.h:49
QUESO::BaseVectorSequence::unifiedSampleVarianceExtra
virtual void unifiedSampleVarianceExtra(unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedSamVec) const =0
Finds the sample variance of the unified sequence, considering numPos positions starting at position ...
QUESO::BaseVectorSequence::clear
void clear()
Reset the values and the size of the sequence of vectors.
Definition: VectorSequence.C:133
QUESO::BaseVectorSequence::subSampleVarianceExtra
virtual void subSampleVarianceExtra(unsigned int initialPos, unsigned int numPos, const V &meanVec, V &samVec) const =0
Finds the sample variance of the sub-sequence, considering numPos positions starting at position init...
QUESO::BaseVectorSequence::append
void append(const BaseVectorSequence< V, M > &src, unsigned int initialPos, unsigned int numPos)
Appends the vector src to this vector.
Definition: VectorSequence.C:354
QUESO::BaseVectorSequence::unifiedSampleVariancePlain
const V & unifiedSampleVariancePlain() const
Finds the variance of a sample of the unified sequence.
Definition: VectorSequence.C:258
QUESO::BaseVectorSequence::unifiedMeanMonitorFree
virtual void unifiedMeanMonitorFree()=0
QUESO::BaseVectorSequence::setUniform
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...
Definition: VectorSequence.C:600
QUESO::BaseVectorSequence::extractScalarSeq
virtual void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const =0
Extracts a sequence of scalars of size numPos, starting at position initialPos, given spacing spacing...
QUESO::BaseVectorSequence::subSampleVariancePlain
const V & subSampleVariancePlain() const
Finds the variance of a sample of the sub-sequence.
Definition: VectorSequence.C:246
QUESO::BaseVectorSequence::computeFilterParams
void computeFilterParams(std::ofstream *passedOfs, unsigned int &initialPos, unsigned int &spacing)
Computes the filtering parameters spacing for the sequence of vectors.
Definition: VectorSequence.C:615
QUESO::BaseVectorSequence::vectorSizeGlobal
unsigned int vectorSizeGlobal() const
Global dimension (size) of the vector space.
Definition: VectorSequence.C:104
QUESO::BaseVectorSequence::unifiedMeanMonitorWrite
virtual void unifiedMeanMonitorWrite(std::ofstream &ofs)=0
QUESO::BaseVectorSequence::subMeanMonitorRun
virtual void subMeanMonitorRun(unsigned int monitorPosition, V &subMeanVec, V &subMeanCltStd)=0
QUESO::BaseVectorSequence::deleteStoredVectors
void deleteStoredVectors()
Deletes all the stored vectors.
Definition: VectorSequence.C:298
QUESO::BaseVectorSequence::unifiedScalesForKde
virtual void unifiedScalesForKde(unsigned int initialPos, const V &unifiedIqrVec, unsigned int kdeDimension, V &unifiedScaleVec) const =0
Selects the scales (bandwidth) for the kernel density estimation, considering the unified sequence...
QUESO::BaseVectorSequence::subPositionsOfMaximum
double subPositionsOfMaximum(const ScalarSequence< double > &subCorrespondingScalarValues, BaseVectorSequence< V, M > &subPositionsOfMaximum)
Finds the positions where the maximum element occurs in the sub-sequence.
Definition: VectorSequence.C:377
QUESO::BaseVectorSequence::subGaussian1dKde
virtual void subGaussian1dKde(unsigned int initialPos, const V &scaleVec, const std::vector< V * > &evaluationParamVecs, std::vector< V * > &densityVecs) const =0
Gaussian kernel for the KDE estimate of the sub-sequence. See template specialization.
QUESO::BaseVectorSequence::computeGeweke
void computeGeweke(const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs)
Definition: VectorSequence.C:2611
QUESO::BaseVectorSequence::unifiedPopulationVariance
virtual void unifiedPopulationVariance(unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedPopVec) const =0
Finds the population variance of the unified-sequence, considering numPos positions starting at posit...
QUESO::BaseVectorSequence::meanStacc
virtual void meanStacc(unsigned int initialPos, V &meanStaccVec) const =0
QUESO::BaseVectorSequence::computeCovCorrMatrices
void computeCovCorrMatrices(const SequenceStatisticalOptions &statisticalOptions, std::ofstream *passedOfs)
Definition: VectorSequence.C:2000
QUESO::BaseVectorSequence::unifiedMeanMonitorAlloc
virtual void unifiedMeanMonitorAlloc(unsigned int numberOfMonitorPositions)=0
QUESO::BaseVectorSequence::computeMeanEvolution
void computeMeanEvolution(const SequenceStatisticalOptions &statisticalOptions, std::ofstream *passedOfs)
Definition: VectorSequence.C:2080
QUESO::BaseVectorSequence::unifiedWriteContents
virtual void unifiedWriteContents(const std::string &fileName, const std::string &fileType) const =0
Writes info of the unified sequence to a file. See template specialization.
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
QUESO::BaseVectorSequence::m_unifiedBoxPlain
BoxSubset< V, M > * m_unifiedBoxPlain
Definition: VectorSequence.h:447
QUESO::BaseVectorSequence::unifiedMedianPlain
const V & unifiedMedianPlain() const
Finds the median value of the unified sequence.
Definition: VectorSequence.C:234
QUESO::BaseVectorSequence::resetValues
virtual void resetValues(unsigned int initialPos, unsigned int numPos)=0
Reset the values of the sequence. See template specialization.
QUESO::BaseVectorSequence::subMeanInter0MonitorFree
virtual void subMeanInter0MonitorFree()=0
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::BoxSubset
Class representing a subset of a vector space shaped like a hypercube.
Definition: BoxSubset.h:44
QUESO::BaseVectorSequence::subPopulationVariance
virtual void subPopulationVariance(unsigned int initialPos, unsigned int numPos, const V &meanVec, V &popVec) const =0
Finds the population variance of the sub-sequence, considering numPos positions starting at position ...
QUESO::BaseVectorSequence::bmm
virtual void bmm(unsigned int initialPos, unsigned int batchLength, V &bmmVec) const =0
QUESO::BaseVectorSequence
Base class for handling vector and array samples (sequence of vectors or arrays). ...
Definition: VectorSequence.h:56
QUESO::BaseVectorSequence::getPositionValues
virtual void getPositionValues(unsigned int posId, V &vec) const =0
Gets the values of the sequence at position posId and stores them at vec. See template specialization...
QUESO::BaseVectorSequence::computeHistCdfstaccKde
void computeHistCdfstaccKde(const SequenceStatisticalOptions &statisticalOptions, std::ofstream *passedOfs)
Definition: VectorSequence.C:1413
QUESO::BaseVectorSequence::computePSDAtZero
void computePSDAtZero(const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs)
Definition: VectorSequence.C:2451
QUESO::BaseVectorSequence::computeFFT
void computeFFT(const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs)
Definition: VectorSequence.C:2300
QUESO::BaseVectorSequence::subMaxPlain
const V & subMaxPlain() const
Finds the maximum value of the sub-sequence.
Definition: VectorSequence.C:172
QUESO::BaseVectorSequence::resizeSequence
virtual void resizeSequence(unsigned int newSubSequenceSize)=0
Resize the sequence. See template specialization.
QUESO::BaseVectorSequence::select
virtual void select(const std::vector< unsigned int > &idsOfUniquePositions)=0
Select positions in the sequence of vectors. See template specialization.
QUESO::BaseVectorSequence::m_subBoxPlain
BoxSubset< V, M > * m_subBoxPlain
Definition: VectorSequence.h:446
QUESO::BaseVectorSequence::subBoxPlain
const BoxSubset< V, M > & subBoxPlain() const
Finds a box subset of the sub-sequence (given by its min and max values calculated via subMinPlain an...
Definition: VectorSequence.C:270
QUESO::BaseVectorSequence::unifiedReadContents
virtual void unifiedReadContents(const std::string &fileName, const std::string &fileType, const unsigned int subSequenceSize)=0
Reads info of the unified sequence from a file. See template specialization.
QUESO::BaseVectorSequence::~BaseVectorSequence
virtual ~BaseVectorSequence()
Destructor.
Definition: VectorSequence.C:60
QUESO::BaseVectorSequence::subUniformlySampledMdf
virtual void subUniformlySampledMdf(const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &mdfGrids, ArrayOfOneDTables< V, M > &mdfValues) const =0
QUESO::BaseVectorSequence::computeMeanVars
void computeMeanVars(const SequenceStatisticalOptions &statisticalOptions, std::ofstream *passedOfs, V *subMeanPtr, V *subMedianPtr, V *subSampleVarPtr, V *subPopulVarPtr)
Definition: VectorSequence.C:882
QUESO::BaseVectorSequence::computeMeanStacc
void computeMeanStacc(const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs)
Definition: VectorSequence.C:2691
QUESO::BaseVectorSequence::unifiedInterQuantileRange
virtual void unifiedInterQuantileRange(unsigned int initialPos, V &unifiedIqrVec) const =0
Returns the interquartile range of the values in the unified sequence. See template specialization...
QUESO::BaseVectorSequence::setGaussian
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...
Definition: VectorSequence.C:585
QUESO::BaseVectorSequence::subMeanInter0MonitorWrite
virtual void subMeanInter0MonitorWrite(std::ofstream &ofs)=0
QUESO::BaseVectorSequence::unifiedMeanMonitorRun
virtual void unifiedMeanMonitorRun(unsigned int monitorPosition, V &unifiedMeanVec, V &unifiedMeanCltStd)=0
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::BaseVectorSequence::unifiedMinPlain
const V & unifiedMinPlain() const
Finds the minimum value of the unified sequence.
Definition: VectorSequence.C:159
QUESO::BaseVectorSequence::subMinPlain
const V & subMinPlain() const
Finds the minimum value of the sub-sequence.
Definition: VectorSequence.C:146
QUESO::BaseVectorSequence::subMeanMonitorAlloc
virtual void subMeanMonitorAlloc(unsigned int numberOfMonitorPositions)=0
QUESO::BaseVectorSequence::subMeanInter0MonitorRun
virtual void subMeanInter0MonitorRun(unsigned int monitorPosition, V &subMeanInter0Mean, V &subMeanInter0Clt95, V &subMeanInter0Empirical90, V &subMeanInter0Min, V &subMeanInter0Max)=0
QUESO::BaseVectorSequence::estimateConvBrooksGelman
virtual double estimateConvBrooksGelman(unsigned int initialPos, unsigned int numPos) const =0
Estimates convergence rate using Brooks &amp; Gelman method. See template specialization.
QUESO::BaseVectorSequence::filter
virtual void filter(unsigned int initialPos, unsigned int spacing)=0
Filters positions in the sequence of vectors, starting at initialPos, and with spacing given by spaci...
QUESO::BaseVectorSequence::unifiedHistogram
virtual void unifiedHistogram(unsigned int initialPos, const V &unifiedMinVec, const V &unifiedMaxVec, std::vector< V * > &unifiedCentersForAllBins, std::vector< V * > &unifiedQuanttsForAllBins) const =0
Calculates the histogram of the unified sequence. See template specialization.
QUESO::BaseVectorSequence::subCdfStacc
virtual void subCdfStacc(unsigned int initialPos, const std::vector< V * > &evalPositionsVecs, std::vector< V * > &cdfStaccVecs) const =0
QUESO::BaseVectorSequence::autoCorrViaDef
virtual void autoCorrViaDef(unsigned int initialPos, unsigned int numPos, unsigned int lag, V &corrVec) const =0
Calculates autocorrelation via definition. See template specialization.
QUESO::BaseVectorSequence::subMeanMonitorStore
virtual void subMeanMonitorStore(unsigned int i, unsigned int monitorPosition, const V &subMeanVec, const V &subMeanCltStd)=0
QUESO::BaseVectorSequence::subMedianPlain
const V & subMedianPlain() const
Finds the median value of the sub-sequence.
Definition: VectorSequence.C:222
QUESO::BaseVectorSequence::computePSD
void computePSD(const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, std::ofstream *passedOfs)
Definition: VectorSequence.C:2387
QUESO::BaseVectorSequence::subHistogram
virtual void subHistogram(unsigned int initialPos, const V &minVec, const V &maxVec, std::vector< V * > &centersForAllBins, std::vector< V * > &quanttsForAllBins) const =0
Calculates the histogram of the sub-sequence. See template specialization.
QUESO::BaseVectorSequence::setPositionValues
virtual void setPositionValues(unsigned int posId, const V &vec)=0
Set the values in vec at position posId of the sequence. See template specialization.
QUESO::BaseVectorSequence::BaseVectorSequence
BaseVectorSequence(const VectorSpace< V, M > &vectorSpace, unsigned int subSequenceSize, const std::string &name)
Default constructor.
Definition: VectorSequence.C:34
QUESO::BaseVectorSequence::subScalesForKde
virtual void subScalesForKde(unsigned int initialPos, const V &iqrVec, unsigned int kdeDimension, V &scaleVec) const =0
Selects the scales (bandwidth, scaleVec) for the kernel density estimation, considering only the sub-...
QUESO::BaseVectorSequence::extractRawData
virtual void extractRawData(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, std::vector< double > &rawData) const =0
Extracts the raw data. See template specialization.
QUESO::BaseVectorSequence::unifiedMaxPlain
const V & unifiedMaxPlain() const
Finds the maximum value of the unified sequence.
Definition: VectorSequence.C:185
QUESO::BaseVectorSequence::subMedianExtra
virtual void subMedianExtra(unsigned int initialPos, unsigned int numPos, V &medianVec) const =0
Finds the median value of the sub-sequence, considering numPos positions starting at position initial...
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::unifiedGaussian1dKde
virtual void unifiedGaussian1dKde(unsigned int initialPos, const V &unifiedScaleVec, const std::vector< V * > &unifiedEvaluationParamVecs, std::vector< V * > &unifiedDensityVecs) const =0
Gaussian kernel for the KDE estimate of the unified sequence. See template specialization.
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::BaseVectorSequence::subMeanInter0MonitorAlloc
virtual void subMeanInter0MonitorAlloc(unsigned int numberOfMonitorPositions)=0
QUESO::BaseVectorSequence::unifiedMeanPlain
const V & unifiedMeanPlain() const
Finds the mean value of the unified sequence.
Definition: VectorSequence.C:210
QUESO::BaseVectorSequence::psdAtZero
virtual void psdAtZero(unsigned int initialPos, unsigned int numBlocks, double hopSizeRatio, V &psdVec) const =0
QUESO::BaseVectorSequence::psd
virtual void psd(unsigned int initialPos, unsigned int numBlocks, double hopSizeRatio, unsigned int paramId, std::vector< double > &psdResult) const =0
QUESO::BaseVectorSequence::unifiedUniformlySampledCdf
virtual void unifiedUniformlySampledCdf(const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &unifiedCdfGrids, ArrayOfOneDTables< V, M > &unifieddfValues) const =0
QUESO::BaseVectorSequence::computeAutoCorrViaFFT
void computeAutoCorrViaFFT(const SequenceStatisticalOptions &statisticalOptions, const std::vector< unsigned int > &initialPosForStatistics, const std::vector< unsigned int > &lagsForCorrs, std::ofstream *passedOfs)
Definition: VectorSequence.C:1228
QUESO::BaseVectorSequence::unifiedPositionsOfMaximum
double unifiedPositionsOfMaximum(const ScalarSequence< double > &subCorrespondingScalarValues, BaseVectorSequence< V, M > &unifiedPositionsOfMaximum)
Finds the positions where the maximum element occurs in the unified sequence.
Definition: VectorSequence.C:421
QUESO::ComputeCovCorrMatricesBetweenVectorSequences
void ComputeCovCorrMatricesBetweenVectorSequences(const BaseVectorSequence< P_V, P_M > &subPSeq, const BaseVectorSequence< Q_V, Q_M > &subQSeq, unsigned int subNumSamples, P_M &pqCovMatrix, P_M &pqCorrMatrix)
Definition: VectorSequence.C:2774
QUESO::BaseVectorSequence::unifiedBoxPlain
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 c...
Definition: VectorSequence.C:284
SsOptionsValues
A templated class that stores default statistical options for a sequence of vectors, e.g. a Markov chain, a Monte Carlo input sequence, or a Monte Carlo output sequence.
Definition: SequenceStatisticalOptions.h:94
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