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PoweredJointPdf.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
19 // License along with this library; if not, write to the Free Software
20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA 02110-1301 USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_POWERED_JOINT_PROB_DENSITY_H
26 #define UQ_POWERED_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 // Powered probability density class [PDF-08]
42 //*****************************************************
49 template <class V = GslVector, class M = GslMatrix>
50 class PoweredJointPdf : public BaseJointPdf<V,M> {
51 public:
53 
54 
57  PoweredJointPdf(const char* prefix,
58  const BaseJointPdf<V,M>& srcDensity,
59  double exponent);
63 
65 
66 
70  double actualValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
71 
73 
76  double lnValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
77 
79  void setNormalizationStyle(unsigned int value) const;
80 
82 
83  double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const;
85 
86 protected:
91 
93  double m_exponent;
94 };
95 
96 } // End namespace QUESO
97 
98 #endif // UQ_POWERED_JOINT_PROB_DENSITY_H
void setNormalizationStyle(unsigned int value) const
Sets a value to be used in the normalization style of the powered PDF (ie, protected attribute m_srcD...
A templated (base) class for handling scalar functions.
~PoweredJointPdf()
Destructor.
const BaseJointPdf< V, M > & m_srcDensity
double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
TODO: Computes the logarithm of the normalization factor.
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the powered PDF.
A templated (base) class for handling joint PDFs.
Definition: JointPdf.h:55
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the powered PDF.
PoweredJointPdf(const char *prefix, const BaseJointPdf< V, M > &srcDensity, double exponent)
Constructor.
A class for handling a powered joint PDFs.

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