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LogNormalJointPdf.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_LOGNORM_JOINT_PROB_DENSITY_H
26 #define UQ_LOGNORM_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 // LogNormal probability density class [PDF-10]
42 //*****************************************************
49 template <class V = GslVector, class M = GslMatrix>
50 class LogNormalJointPdf : public BaseJointPdf<V,M> {
51 public:
52 
54 
55 
59  LogNormalJointPdf(const char* prefix,
61  const V& lawExpVector,
62  const V& lawVarVector);
66 
68 
69 
71  double actualValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
72 
74 
77  double lnValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
78 
80  virtual void distributionMean (V & meanVector) const;
81 
83  virtual void distributionVariance (M & covMatrix) const;
84 
86 
87  double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const;
88 
90  const V& lawExpVector() const;
91 
93  const V& lawVarVector() const;
95 protected:
104 };
105 
106 } // End namespace QUESO
107 
108 #endif // UQ_LOGNORM_JOINT_PROB_DENSITY_H
A templated (base) class for handling scalar functions.
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.
LogNormalJointPdf(const char *prefix, const VectorSet< V, M > &domainSet, const V &lawExpVector, const V &lawVarVector)
Constructor.
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. ...
~LogNormalJointPdf()
Destructor.
virtual void distributionVariance(M &covMatrix) const
Covariance matrix of the underlying random variable.
A templated (base) class for handling joint PDFs.
Definition: JointPdf.h:55
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the Log-Normal PDF (scalar function).
A class for handling Log-Normal joint PDFs.
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the Log-Normal PDF (scalar function).
const V & lawExpVector() const
Access to the vector of mean values and private attribute: m_lawExpVector.
const V & lawVarVector() const
Access to the vector of variance values and private attribute: m_lawVarVector.

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