StdScalarCdf.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_STD_CUMULATIVE_DISTRIBUTION_FUNCTION_H
#define UQ_STD_CUMULATIVE_DISTRIBUTION_FUNCTION_H

#include <queso/StdOneDGrid.h>
#include <queso/Environment.h>
#include <queso/ScalarCdf.h>
#include <queso/SampledScalarCdf.h>
#include <math.h>

namespace QUESO {

//*****************************************************
// Std cumulative distribution function class
//*****************************************************
template <class T>
class StdScalarCdf : public BaseScalarCdf<T> {
public:


  StdScalarCdf(const BaseEnvironment& env,
                      const char*                   prefix,
                      const std::vector<T>&         cdfGrid,
                      const std::vector<double>&    cdfValues);
  ~StdScalarCdf();


  double value           (T                       paramValue) const;

  T      inverse         (double                  cdfValue  ) const;

  void   getSupport      (T& minHorizontal, T& maxHorizontal) const;


  void   print           (std::ostream&           os        ) const;


  void   subWriteContents(const std::string&            varNamePrefix,
                          const std::string&            fileName,
                          const std::string&            fileType,
                          const std::set<unsigned int>& allowedSubEnvIds) const;
protected:
  using BaseScalarCdf<T>::m_env;
  using BaseScalarCdf<T>::m_prefix;
  using BaseScalarCdf<T>::m_minHorizontal;
  using BaseScalarCdf<T>::m_maxHorizontal;

  const StdOneDGrid<T> m_cdfGrid;
  const std::vector<double>   m_cdfValues;
  SampledScalarCdf<T>* m_sampledCdfGrid;
};

}  // End namespace QUESO

#endif // UQ_STD_CUMULATIVE_DISTRIBUTION_FUNCTION_H