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InverseGammaVectorRealizer.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
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
12 //
13 // This library is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
18 // You should have received a copy of the GNU Lesser General Public
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20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_INVGAMMA_REALIZER_H
26 #define UQ_INVGAMMA_REALIZER_H
27 
28 #include <queso/VectorRealizer.h>
29 #include <queso/VectorSequence.h>
30 #include <queso/Environment.h>
31 #include <math.h>
32 
33 namespace QUESO {
34 
35 class GslVector;
36 class GslMatrix;
37 
38 //*****************************************************
39 // InverseGamma class [R-07]
40 //*****************************************************
48 template <class V = GslVector, class M = GslMatrix>
50 public:
52 
53 
57  InverseGammaVectorRealizer(const char* prefix,
59  const V& alpha,
60  const V& beta);
64 
66 
67 
71  void realization(V& nextValues) const;
73 
74 private:
79 
81  V m_beta;
82 };
83 
84 } // End namespace QUESO
85 
86 #endif // UQ_INVGAMMA_REALIZER_H
A templated (base) class for handling sampling from vector RVs.
A class for handling sampling from an Inverse Gamma probability density distribution.
A templated class for handling sets.
Definition: VectorSet.h:52
InverseGammaVectorRealizer(const char *prefix, const VectorSet< V, M > &unifiedImageSet, const V &alpha, const V &beta)
Constructor.
void realization(V &nextValues) const
Draws a realization.
const VectorSet< V, M > & unifiedImageSet() const
Image set where the realizations lie. Access to protected attribute m_unifiedImageSet.

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