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InverseGammaJointPdf.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_INVGAMMA_JOINT_PROB_DENSITY_H
26 #define UQ_INVGAMMA_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 
40 //*****************************************************
41 // InverseGamma probability density class [PDF-07]
42 //*****************************************************
49 template <class V = GslVector, class M = GslMatrix>
50 class InverseGammaJointPdf : public BaseJointPdf<V,M> {
51 public:
53 
54 
57  InverseGammaJointPdf(const char* prefix,
59  const V& alpha,
60  const V& beta);
64 
66 
67 
69  double actualValue(const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
70 
72 
73  double lnValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
74 
76  virtual void distributionMean (V & meanVector) const;
77 
79  virtual void distributionVariance (M & covMatrix) const;
80 
82 
83  double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const;
85 
86 protected:
92 
94  V m_beta;
95 };
96 
97 } // End namespace QUESO
98 
99 #endif // UQ_INVGAMMA_JOINT_PROB_DENSITY_H
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the Gamma PDF.
A templated (base) class for handling scalar functions.
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
TODO: Logarithm of the value of the Gamma PDF.
virtual void distributionVariance(M &covMatrix) const
Covariance matrix of the underlying random variable.
A templated class for handling sets.
Definition: VectorSet.h:52
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. ...
InverseGammaJointPdf(const char *prefix, const VectorSet< V, M > &domainSet, const V &alpha, const V &beta)
Constructor.
A class for handling Inverse Gamma joint PDFs.
A templated (base) class for handling joint PDFs.
Definition: JointPdf.h:55
virtual void distributionMean(V &meanVector) const
Mean value of the underlying random variable.

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