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ConcatenatedJointPdf.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
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
12 //
13 // This library is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
18 // You should have received a copy of the GNU Lesser General Public
19 // License along with this library; if not, write to the Free Software
20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA 02110-1301 USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_CONCAT_JOINT_PROB_DENSITY_H
26 #define UQ_CONCAT_JOINT_PROB_DENSITY_H
27 
28 #include <cmath>
29 
30 #include <queso/JointPdf.h>
31 #include <queso/Environment.h>
32 #include <queso/ScalarFunction.h>
33 #include <queso/BoxSubset.h>
34 
35 namespace QUESO {
36 
37 class GslVector;
38 class GslMatrix;
39 
40 //*****************************************************
41 // Concatenated probability density class [PDF-11]
42 //*****************************************************
52 template <class V = GslVector, class M = GslMatrix>
53 class ConcatenatedJointPdf : public BaseJointPdf<V,M> {
54 public:
56 
57 
60  ConcatenatedJointPdf(const char* prefix,
61  const BaseJointPdf<V,M>& density1,
62  const BaseJointPdf<V,M>& density2,
63  const VectorSet <V,M>& concatenatedDomain);
64 
66 
68  ConcatenatedJointPdf(const char* prefix,
69  const std::vector<const BaseJointPdf<V,M>* >& densities,
70  const VectorSet<V,M>& concatenatedDomain);
71 
75 
77 
78 
80  double actualValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
81 
83 
84  double lnValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
85 
87  virtual void distributionMean (V & meanVector) const;
88 
90  virtual void distributionVariance (M & covMatrix) const;
91 
93  void setNormalizationStyle(unsigned int value) const;
94 
96 
98  double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const;
100 
101 protected:
106 
107  std::vector<const BaseJointPdf<V,M>* > m_densities;
108 };
109 
110 } // End namespace QUESO
111 
112 #endif // UQ_CONCAT_JOINT_PROB_DENSITY_H
A templated (base) class for handling scalar functions.
A class for handling concatenated PDFs.
ConcatenatedJointPdf(const char *prefix, const BaseJointPdf< V, M > &density1, const BaseJointPdf< V, M > &density2, const VectorSet< V, M > &concatenatedDomain)
Constructor.
A templated class for handling sets.
Definition: VectorSet.h:52
virtual void distributionVariance(M &covMatrix) const
Covariance matrix of the underlying random variable.
A templated (base) class for handling joint PDFs.
Definition: JointPdf.h:55
double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Computes the logarithm of the normalization factor.
std::vector< const BaseJointPdf< V, M > * > m_densities
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Calculates the actual values of each density.
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Calculates the logarithm of the values of each density.
void setNormalizationStyle(unsigned int value) const
Sets the normalization style of all densities to value.
virtual void distributionMean(V &meanVector) const
Mean value of the underlying random variable.

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