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InvLogitGaussianJointPdf.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_INVLOGIT_GAUSSIAN_JOINT_PROB_DENSITY_H
26 #define UQ_INVLOGIT_GAUSSIAN_JOINT_PROB_DENSITY_H
27 
28 #include <queso/JointPdf.h>
29 #include <queso/ScalarFunction.h>
30 #include <queso/BoxSubset.h>
31 
32 namespace QUESO {
33 
34 class GslVector;
35 class GslMatrix;
36 
57 template <class V = GslVector, class M = GslMatrix>
59 public:
61 
62 
70  InvLogitGaussianJointPdf(const char * prefix,
71  const BoxSubset<V, M> & domainBoxSubset, const V & lawExpVector,
72  const V & lawVarVector);
73 
75 
80  InvLogitGaussianJointPdf(const char * prefix,
81  const BoxSubset<V, M> & domainBoxSubset, const V & lawExpVector,
82  const M & lawCovMatrix);
83 
87 
89 
90 
92 
93  double actualValue(const V & domainVector, const V * domainDirection,
94  V * gradVector, M * hessianMatrix, V * hessianEffect) const;
95 
97 
109  double lnValue(const V & domainVector, const V * domainDirection,
110  V * gradVector, M * hessianMatrix, V * hessianEffect) const;
111 
113  virtual void distributionMean (V & meanVector) const;
114 
116  virtual void distributionVariance (M & covMatrix) const;
117 
119 
122  double computeLogOfNormalizationFactor(unsigned int numSamples,
123  bool updateFactorInternally) const;
124 
126 
130  void updateLawExpVector(const V & newLawExpVector);
131 
133 
137  void updateLawCovMatrix(const M & newLawCovMatrix);
138 
140  const M & lawCovMatrix() const;
141 
143  const V & lawExpVector() const;
144 
146  const V & lawVarVector() const;
148 
150 
155  virtual void print(std::ostream & os) const;
156 
157 private:
166  const M * m_lawCovMatrix;
167 
169 };
170 
171 } // End namespace QUESO
172 
173 #endif // UQ_INVLOGIT_GAUSSIAN_JOINT_PROB_DENSITY_H
A templated (base) class for handling scalar functions.
const M & lawCovMatrix() const
Returns the covariance matrix; access to protected attribute m_lawCovMatrix.
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the (transformed) Gaussian PDF (scalar function).
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the (transformed) Gaussian PDF.
const V & lawExpVector() const
Access to the vector of mean values of the Gaussian (not transformed) and private attribute: m_lawExp...
double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Computes the logarithm of the normalization factor.
virtual void distributionMean(V &meanVector) const
Mean value of the underlying random variable.
const BoxSubset< V, M > & m_domainBoxSubset
Class representing a subset of a vector space shaped like a hypercube.
Definition: BoxSubset.h:44
A templated (base) class for handling joint PDFs.
Definition: JointPdf.h:55
void updateLawExpVector(const V &newLawExpVector)
Updates the mean of the Gaussian (not transformed) with the new value newLawExpVector.
A class for handling hybrid (transformed) Gaussians with bounds.
virtual void distributionVariance(M &covMatrix) const
Covariance matrix of the underlying random variable.
virtual void print(std::ostream &os) const
Prints the distribution.
void updateLawCovMatrix(const M &newLawCovMatrix)
Updates the lower triangular matrix from Cholesky decomposition of the covariance matrix to the new v...
InvLogitGaussianJointPdf(const char *prefix, const BoxSubset< V, M > &domainBoxSubset, const V &lawExpVector, const V &lawVarVector)
Constructor.
const V & lawVarVector() const
Access to the vector of variance values and private attribute: m_lawVarVector.

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