StatisticalForwardProblem.h

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//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008-2017 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#ifndef UQ_SFP_H
#define UQ_SFP_H

#include <queso/StatisticalForwardProblemOptions.h>
#include <queso/VectorFunction.h>
#include <queso/MonteCarloSG.h>
#include <queso/VectorRV.h>
#include <queso/GenericVectorRV.h>
#include <queso/SequenceOfVectors.h>

namespace QUESO {

class GslVector;
class GslMatrix;

template <class P_V = GslVector, class P_M = GslMatrix, class Q_V = GslVector, class Q_M = GslMatrix>
class StatisticalForwardProblem
{
public:


  StatisticalForwardProblem(const char*                                       prefix,
                                   const SfpOptionsValues*                    alternativeOptionsValues, // dakota
                                   const BaseVectorRV      <P_V,P_M>&         paramRv,
                                   const BaseVectorFunction<P_V,P_M,Q_V,Q_M>& qoiFunction,
                                   GenericVectorRV         <Q_V,Q_M>&         qoiRv);

  ~StatisticalForwardProblem();


  bool                                   computeSolutionFlag() const;


//<item> computes the CDFs of the components of 'm_qoiRv' as instances of 'SampledVectorCdf<Q_V,Q_M>'
  void                                   solveWithMonteCarlo(const McOptionsValues* alternativeOptionsValues); // dakota

  const GenericVectorRV<Q_V,Q_M>& qoiRv              () const;

  const BaseVectorSequence<Q_V,Q_M>& getParamChain   () const;

#ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS

  //<item> CDFs of QoI components through the operation 'qoiRv().unifiedCdf()',
  //     which returns an instance of the class 'BaseVectorCdf<Q_V,Q_M>'
  const BaseVectorCdf  <Q_V,Q_M>& qoiRv_unifiedCdf   () const;

#endif




  void print(std::ostream& os) const;
  friend std::ostream& operator<<(std::ostream& os,
      const StatisticalForwardProblem<P_V,P_M,Q_V,Q_M>& obj) {
    obj.print(os);
    return os;
  }

private:

  void  commonConstructor();

  const BaseEnvironment&                     m_env;

  const BaseVectorRV      <P_V,P_M>&         m_paramRv;
  const BaseVectorFunction<P_V,P_M,Q_V,Q_M>& m_qoiFunction;
        GenericVectorRV   <Q_V,Q_M>&         m_qoiRv; // FIX ME: Maybe not always generic ?

        BaseVectorSequence<Q_V,Q_M>*         m_paramChain;
        BaseVectorSequence<Q_V,Q_M>*         m_qoiChain;
        MonteCarloSG      <P_V,P_M,Q_V,Q_M>* m_mcSeqGenerator;

        BaseVectorRealizer<Q_V,Q_M>*         m_solutionRealizer;

        BaseJointPdf      <Q_V,Q_M>*         m_solutionPdf;

        const SfpOptionsValues * m_optionsObj;

#ifdef UQ_ALSO_COMPUTE_MDFS_WITHOUT_KDE
        ArrayOfOneDGrids  <Q_V,Q_M>*         m_subMdfGrids;
        ArrayOfOneDTables <Q_V,Q_M>*         m_subMdfValues;
#endif
#ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
        BaseVectorMdf     <Q_V,Q_M>*         m_subSolutionMdf;
        ArrayOfOneDGrids  <Q_V,Q_M>*         m_subCdfGrids;
        ArrayOfOneDTables <Q_V,Q_M>*         m_subCdfValues;
        BaseVectorCdf     <Q_V,Q_M>*         m_subSolutionCdf;

        ArrayOfOneDGrids  <Q_V,Q_M>*         m_unifiedCdfGrids;
        ArrayOfOneDTables <Q_V,Q_M>*         m_unifiedCdfValues;
        BaseVectorCdf     <Q_V,Q_M>*         m_unifiedSolutionCdf;
#endif

  bool m_userDidNotProvideOptions;
};

}  // End namespace QUESO

#endif // UQ_SFP_H