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JeffreysJointPdf.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_JEFFREYS_JOINT_PROB_DENSITY_H
26 #define UQ_JEFFREYS_JOINT_PROB_DENSITY_H
27 
28 #include <queso/JointPdf.h>
29 #include <queso/Environment.h>
30 #include <queso/ScalarFunction.h>
31 #include <queso/BoxSubset.h>
32 
33 namespace QUESO {
34 
35 class GslVector;
36 class GslMatrix;
37 
45 template <class V = GslVector, class M = GslMatrix>
46 class JeffreysJointPdf : public BaseJointPdf<V,M> {
47 public:
49 
50 
52  JeffreysJointPdf(const char* prefix,
53  const VectorSet<V,M>& domainSet);
57 
59 
60 
67  double actualValue(const V& domainVector, const V* domainDirection, V*
68  gradVector, M* hessianMatrix, V* hessianEffect) const;
69 
71 
75  double lnValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
76 
79  virtual void distributionMean (V & meanVector) const;
80 
82  virtual void distributionVariance (M & covMatrix) const;
83 
84  //TODO: do we want this part?
86 
87  double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const;
89 protected:
95 };
96 
97 } // End namespace QUESO
98 
99 #endif // UQ_JEFFREYS_JOINT_PROB_DENSITY_H
virtual void distributionMean(V &meanVector) const
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the jeffreys PDF.
JeffreysJointPdf(const char *prefix, const VectorSet< V, M > &domainSet)
Constructor.
A templated (base) class for handling scalar functions.
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the jeffreys PDF.
A templated class for handling sets.
Definition: VectorSet.h:52
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Computes the logarithm of the normalization factor.
A templated (base) class for handling joint PDFs.
Definition: JointPdf.h:55
A class for handling jeffreys joint PDFs.
~JeffreysJointPdf()
Destructor.
virtual void distributionVariance(M &covMatrix) const
Covariance matrix of the underlying random variable.

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