A class representing a vector RV constructed via Gamma distribution. More...

#include <GammaVectorRV.h>

Inheritance diagram for QUESO::GammaVectorRV< V, M >:

Collaboration diagram for QUESO::GammaVectorRV< V, M >:

Public Member Functions
Constructor/Destructor methods
	GammaVectorRV (const char *prefix, const VectorSet< V, M > &imageSet, const V &a, const V &b)
	Default Constructor. More...

virtual	~GammaVectorRV ()
	Virtual destructor. More...

I/O methods
void	print (std::ostream &os) const
	TODO: Prints the vector RV. More...

Public Member Functions inherited from QUESO::BaseVectorRV< V, M >
	BaseVectorRV (const char *prefix, const VectorSet< V, M > &imageSet)
	Constructor. More...

virtual	~BaseVectorRV ()
	Virtual destructor. More...

const BaseEnvironment &	env () const
	QUESO environment; access to private attribute m_env. More...

const VectorSet< V, M > &	imageSet () const
	Image set of the vector RV; access to private attribute m_imageSet. More...

const BaseJointPdf< V, M > &	pdf () const
	Posterior Density Function of the vector RV; access to private attribute m_pdf. More...

const BaseVectorRealizer< V, M > &	realizer () const
	Finds a realization (sample) of the PDF of this vector RV; access to private attribute m_realizer. More...

const BaseVectorCdf< V, M > &	subCdf () const
	Finds the Cumulative Distribution Function of this vector RV, considering only the sub-sequence of data; access to private attribute m_subCdf. More...

const BaseVectorCdf< V, M > &	unifiedCdf () const
	Finds the Cumulative Distribution Function of this vector RV, considering the unified sequence of data; access to private attribute m_unifiedCdf. More...

const BaseVectorMdf< V, M > &	mdf () const
	Finds the Mass Density Function of this vector RV; access to private attribute m_mdf. More...

Additional Inherited Members
Protected Attributes inherited from QUESO::BaseVectorRV< V, M >
const BaseEnvironment &	m_env

std::string	m_prefix

const VectorSet< V, M > &	m_imageSet

BaseJointPdf< V, M > *	m_pdf

BaseVectorRealizer< V, M > *	m_realizer

const BaseVectorCdf< V, M > *	m_subCdf

const BaseVectorCdf< V, M > *	m_unifiedCdf

const BaseVectorMdf< V, M > *	m_mdf

Detailed Description

template<class V, class M>
class QUESO::GammaVectorRV< V, M >

A class representing a vector RV constructed via Gamma distribution.

This class allows the user to compute the value of a Gamma PDF and to generate realizations (samples) from it.
The gamma probability density function for a given value x and given pair of parameters a and b is:

$y=f(x|a,b)= \frac{1}{b^{a}\Gamma(a)} x^{a-1} e^{\frac{x}{b}},$

where $\Gamma(.)$ is the Gamma function:

$B(a,b)=\frac{\Gamma(a)\Gamma(b)}{\Gamma(a+b)}=\frac{(a-1)!(b-1)!}{(a+b-1)!}.$

The parameters a and b must all be positive, and the values x must lie on the interval $(0, \infty)$ .

Definition at line 59 of file GammaVectorRV.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::GammaVectorRV< V, M >::GammaVectorRV	(	const char *	prefix,
		const VectorSet< V, M > &	imageSet,
		const V &	a,
		const V &	b
	)

Default Constructor.

Construct a Gamma vector RV with parameters a>0 and b>0, whose variates live in imageSet. The constructor will check whether or not the data provided via imageSet belongs to $(0, \infty)$ , which is a requirement imposed by the Gamma distribution. If this condition is not satisfied, an error message will be displayed and the program will exit.

Definition at line 36 of file GammaVectorRV.C.

   :
   BaseVectorRV<V,M>(((std::string)(prefix)+"uni").c_str(),imageSet)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering GammaVectorRV<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
  
 // begin kemelli 2013-April-22 -------------------------- 
 // better to check for the parameter values in the constructor, 
 // rather than in GammaVectorRealizer<V,M>::realization
 
   const BoxSubset<V,M>* imageBox = dynamic_cast<const BoxSubset<V,M>* >(&imageSet);
   double smallerOfMaxValues = imageBox->maxValues().getMinValue();      
   double smallerOfMinValues = imageBox->minValues().getMinValue();
   
  // Gamma dist is defined only in (0,inf)               
  if( smallerOfMinValues < 0 ) 
  {              
    std::cerr << "In GammaVectorRV<V,M>::constructor()\n" 
        << "Gamma distribution is only defined in (0, infinity).\n"
        << "The data provided is: \n"
        << *imageBox 
          << "Sampling will not cover all interval.\n"   
          << std::endl;
 
     UQ_FATAL_TEST_MACRO(smallerOfMaxValues < 0,
                       m_env.worldRank(),
                       "GammaVectorRealizer<V,M>::constructor()",
                       "invalid input: Gamma distribution is only defined in (0, infinity), and min(m_maxValues)<0");      
  }      
 // end kemelli 2013-April-22 --------------------------
 
   m_pdf        = new GammaJointPdf<V,M>(m_prefix.c_str(),
                                                m_imageSet,
                                                a,
                                                b);
   m_realizer   = new GammaVectorRealizer<V,M>(m_prefix.c_str(),
                                                      m_imageSet,
                                                      a,
                                                      b);
 
   m_subCdf     = NULL; // FIX ME: complete code
   m_unifiedCdf = NULL; // FIX ME: complete code
   m_mdf        = NULL; // FIX ME: complete code
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving GammaVectorRV<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

QUESO::GammaVectorRV< V, M >::~GammaVectorRV ( )

virtual

Virtual destructor.

Definition at line 96 of file GammaVectorRV.C.

 {
   delete m_mdf;
   delete m_unifiedCdf;
   delete m_subCdf;
   delete m_realizer;
   delete m_pdf;
 }

Member Function Documentation

template<class V , class M >

void QUESO::GammaVectorRV< V, M >::print ( std::ostream & os ) const

virtual

TODO: Prints the vector RV.

Todo:: : implement me!

Implements QUESO::BaseVectorRV< V, M >.

Definition at line 107 of file GammaVectorRV.C.

 {
   os << "GammaVectorRV<V,M>::print() says, 'Please implement me.'" << std::endl;
   return;
 }

The documentation for this class was generated from the following files:

src/stats/inc/GammaVectorRV.h
src/stats/src/GammaVectorRV.C

Public Member Functions

Additional Inherited Members

Detailed Description

template<class V, class M> class QUESO::GammaVectorRV< V, M >

Constructor & Destructor Documentation

Member Function Documentation

template<class V, class M>
class QUESO::GammaVectorRV< V, M >