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GaussianVectorCdf.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
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24 
25 #ifndef UQ_GAUSSIAN_VECTOR_CUMULATIVE_DISTRIBUTION_FUNCTION_H
26 #define UQ_GAUSSIAN_VECTOR_CUMULATIVE_DISTRIBUTION_FUNCTION_H
27 
28 #include <queso/VectorCdf.h>
29 #include <queso/ArrayOfOneDGrids.h>
30 #include <queso/ArrayOfOneDTables.h>
31 #include <queso/ScalarCdf.h>
32 #include <queso/Environment.h>
33 #include <math.h>
34 
35 namespace QUESO {
36 
37 class GslVector;
38 class GslMatrix;
39 
40 //*****************************************************
41 // Gaussian cumulative distribution function class
42 //*****************************************************
50 template <class V = GslVector, class M = GslMatrix>
51 class GaussianVectorCdf : public BaseVectorCdf<V,M> {
52 public:
54 
55 
60  GaussianVectorCdf(const char* prefix,
62  const V& domainExpectedValues,
63  const V& domainVarianceValues);
65 
68  GaussianVectorCdf(const char* prefix,
69  const VectorSet<V,M>& pdfSupport,
70  const V& domainExpectedValues,
71  const M& covMatrix);
72  // Destructor
75 
77 
78 
80  void values(const V& paramValues, V& cdfVec) const;
82 
84 
85 
87  void print (std::ostream& os) const;
89 
90 protected:
91  const M* m_covMatrix;
92 
96 
98  void commonConstructor();
99 };
100 
101 } // End namespace QUESO
102 
103 #endif // UQ_GAUSSIAN_VECTOR_CUMULATIVE_DISTRIBUTION_FUNCTION_H
A templated (base) class for handling CDFs of vector functions.
Definition: VectorCdf.h:53
A templated class for handling sets.
Definition: VectorSet.h:52
const VectorSet< V, M > & pdfSupport() const
Returns the image set (support) of the PDF; access to protected attribute m_pdfSupport.
Definition: VectorCdf.C:59
TODO: A class for handling Gaussian CDFs.
void commonConstructor()
A common constructor to be used both class constructors.
GaussianVectorCdf(const char *prefix, const VectorSet< V, M > &pdfSupport, const V &domainExpectedValues, const V &domainVarianceValues)
TODO: Constructor.
void values(const V &paramValues, V &cdfVec) const
TODO: Returns the values of the vector CDF at each element of paramValues.
void print(std::ostream &os) const
TODO: Prints the vector CDF.

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