GaussianVectorCdf.h

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//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008-2017 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#ifndef UQ_GAUSSIAN_VECTOR_CUMULATIVE_DISTRIBUTION_FUNCTION_H
#define UQ_GAUSSIAN_VECTOR_CUMULATIVE_DISTRIBUTION_FUNCTION_H

#include <queso/VectorCdf.h>
#include <queso/ArrayOfOneDGrids.h>
#include <queso/ArrayOfOneDTables.h>
#include <queso/ScalarCdf.h>
#include <queso/Environment.h>
#include <math.h>

namespace QUESO {

class GslVector;
class GslMatrix;

//*****************************************************
// Gaussian cumulative distribution function class
//*****************************************************
template <class V = GslVector, class M = GslMatrix>
class GaussianVectorCdf : public BaseVectorCdf<V,M> {
public:


  GaussianVectorCdf(const char*                  prefix,
                           const VectorSet<V,M>& pdfSupport,
                           const V&                     domainExpectedValues,
                           const V&                     domainVarianceValues);

  GaussianVectorCdf(const char*                  prefix,
                           const VectorSet<V,M>& pdfSupport,
                           const V&                     domainExpectedValues,
                           const M&                     covMatrix);
  // Destructor
  ~GaussianVectorCdf();



  void values(const V& paramValues, V& cdfVec) const;



  void print (std::ostream& os) const;

protected:
  const M*                         m_covMatrix;

  using BaseVectorCdf<V,M>::m_env;
  using BaseVectorCdf<V,M>::m_prefix;
  using BaseVectorCdf<V,M>::m_pdfSupport;

  void commonConstructor();
};

}  // End namespace QUESO

#endif // UQ_GAUSSIAN_VECTOR_CUMULATIVE_DISTRIBUTION_FUNCTION_H