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GaussianVectorMdf.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
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9 // This library is free software; you can redistribute it and/or
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_GAUSSIAN_VECTOR_MARGINAL_DENSITY_FUNCTION_H
26 #define UQ_GAUSSIAN_VECTOR_MARGINAL_DENSITY_FUNCTION_H
27 
28 #include <queso/VectorMdf.h>
29 #include <queso/ArrayOfOneDGrids.h>
30 #include <queso/ArrayOfOneDTables.h>
31 #include <queso/Environment.h>
32 #include <math.h>
33 
34 namespace QUESO {
35 
36 class GslVector;
37 class GslMatrix;
38 
39 //*****************************************************
40 // Gaussian marginal density function class
41 //*****************************************************
49 template <class V = GslVector, class M = GslMatrix>
50 class GaussianVectorMdf : public BaseVectorMdf<V,M> {
51 public:
53 
54 
58  GaussianVectorMdf(const char* prefix,
60  const V& domainExpectedValues,
61  const V& domainVarianceValues);
63 
66  GaussianVectorMdf(const char* prefix,
67  const VectorSet<V,M>& domainSet,
68  const V& domainExpectedValues,
69  const M& covMatrix);
73 
75 
76 
78  void values(const V& paramValues, V& mdfVec) const;
80 
82 
83 
85  void print (std::ostream& os) const;
87 
88 protected:
89  const M* m_covMatrix;
90 
94 
95  void commonConstructor();
96 };
97 
98 } // End namespace QUESO
99 
100 #endif // UQ_GAUSSIAN_VECTOR_MARGINAL_DENSITY_FUNCTION_H
~GaussianVectorMdf()
Destructor.
A templated (base) class for handling MDFs of vector functions.
Definition: VectorMdf.h:52
A templated class for handling sets.
Definition: VectorSet.h:52
TODO: A class for handling Gaussian MDFs.
void values(const V &paramValues, V &mdfVec) const
TODO: Returns the values of the vector CDF at each element of paramValues.
const VectorSet< V, M > & domainSet() const
Returns the domain set; access to protected attribute m_domainSet.
Definition: VectorMdf.C:59
GaussianVectorMdf(const char *prefix, const VectorSet< V, M > &domainSet, const V &domainExpectedValues, const V &domainVarianceValues)
TODO: Constructor.
void print(std::ostream &os) const
TODO: Prints the vector CDF.

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