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GammaJointPdf.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_GAMMA_JOINT_PROB_DENSITY_H
26 #define UQ_GAMMA_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 
46 template <class V = GslVector, class M = GslMatrix>
47 class GammaJointPdf : public BaseJointPdf<V,M> {
48 public:
50 
51 
74  GammaJointPdf(const char* prefix,
76  const V& a,
77  const V& b);
81 
83 
84 
86  double actualValue(const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
87 
89 
94  double lnValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
95 
97  virtual void distributionMean (V & meanVector) const;
98 
100  virtual void distributionVariance (M & covMatrix) const;
101 
103 
104  double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const;
106 protected:
112 
113  V m_a;
114  V m_b;
115 };
116 
117 } // End namespace QUESO
118 
119 #endif // UQ_GAMMA_JOINT_PROB_DENSITY_H
A templated (base) class for handling scalar functions.
GammaJointPdf(const char *prefix, const VectorSet< V, M > &domainSet, const V &a, const V &b)
Definition: GammaJointPdf.C:34
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the Gamma PDF.
Definition: GammaJointPdf.C:81
A templated class for handling sets.
Definition: VectorSet.h:52
A class for handling Gamma joint PDFs.
Definition: GammaJointPdf.h:47
double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Computes the logarithm of the normalization factor.
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
A templated (base) class for handling joint PDFs.
Definition: JointPdf.h:55
virtual void distributionVariance(M &covMatrix) const
Covariance matrix of the underlying random variable.
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the Gamma PDF.
Definition: GammaJointPdf.C:64
~GammaJointPdf()
Destructor.
Definition: GammaJointPdf.C:58
virtual void distributionMean(V &meanVector) const
Mean value of the underlying random variable.

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