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GaussianLikelihoodDiagonalCovariance.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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11 // Public License as published by the Free Software Foundation.
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_GAUSSIAN_LIKELIHOOD_DIAG_COV_H
26 #define UQ_GAUSSIAN_LIKELIHOOD_DIAG_COV_H
27 
28 #include <queso/LikelihoodBase.h>
29 
30 namespace QUESO {
31 
32 class GslVector;
33 class GslMatrix;
34 
42 template <class V = GslVector, class M = GslMatrix>
44 public:
46 
47 
53  GaussianLikelihoodDiagonalCovariance(const char * prefix,
54  const VectorSet<V, M> & domainSet, const V & observations,
55  const V & covariance);
56 
60 
62  virtual double lnValue(const V & domainVector) const;
63 
64 private:
65  const V & m_covariance;
66 };
67 
68 } // End namespace QUESO
69 
70 #endif // UQ_GAUSSIAN_LIKELIHOOD_DIAG_COV_H
A templated class for handling sets.
Definition: VectorSet.h:52
GaussianLikelihoodDiagonalCovariance(const char *prefix, const VectorSet< V, M > &domainSet, const V &observations, const V &covariance)
Default constructor.
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
A class that represents a Gaussian likelihood with diagonal covariance matrix.
virtual double lnValue(const V &domainVector) const
Logarithm of the value of the scalar function.
Base class for canned Gaussian likelihoods.

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