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

#include <InverseGammaVectorRV.h>

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

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

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

virtual	~InverseGammaVectorRV ()
	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::InverseGammaVectorRV< V, M >

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

This class allows the user to compute the value of a Inverse Gamma PDF and to generate realizations (samples) from it.
The Inverse Gamma probability density function is defined over the support x > 0 given a shape parameters a and a scale parameter b is:

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

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 58 of file InverseGammaVectorRV.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::InverseGammaVectorRV< V, M >::InverseGammaVectorRV	(	const char *	prefix,
		const VectorSet< V, M > &	imageSet,
		const V &	alpha,
		const V &	beta
	)

Default Constructor.

Construct an Inverse Gamma vector RV with parameters alpha>0 and beta>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 Inverse Gamma distribution. If this condition is not satisfied, an error message will be displayed and the program will exit.

Definition at line 35 of file InverseGammaVectorRV.C.

   :
   BaseVectorRV<V,M>(((std::string)(prefix)+"uni").c_str(),imageSet)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering InverseGammaVectorRV<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
 // begin kemelli 2013-April-22 -------------------------- 
 // InverseGamma dist is defined only in (0,inf)
   const BoxSubset<V,M>* imageBox = dynamic_cast<const BoxSubset<V,M>* >(&imageSet);
   double smallerOfMaxValues = imageBox->maxValues().getMinValue();      
   double smallerOfMinValues = imageBox->minValues().getMinValue();
     
  if( smallerOfMinValues < 0 ) 
  {              
    std::cerr << "In InverseGammaVectorRV<V,M>::constructor()\n" 
        << "Inverse 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(),
                       "InverseGammaVectorRealizer<V,M>::constructor()",
                       "invalid input: Inverse Gamma distribution is only defined in (0, infinity), and min(m_maxValues)<0");      
  }      
 // end kemelli 2013-April-22 --------------------------
   
   m_pdf        = new InverseGammaJointPdf<V,M>(m_prefix.c_str(),
                                                       m_imageSet,
                                                       alpha,
                                                       beta);
   m_realizer   = new InverseGammaVectorRealizer<V,M>(m_prefix.c_str(),
                                                             m_imageSet,
                                                             alpha,
                                                             beta);
   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 InverseGammaVectorRV<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

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

virtual

Virtual destructor.

Definition at line 91 of file InverseGammaVectorRV.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::InverseGammaVectorRV< V, M >::print ( std::ostream & os ) const

virtual

TODO: Prints the vector RV.

Todo:: : implement me!

Implements QUESO::BaseVectorRV< V, M >.

Definition at line 102 of file InverseGammaVectorRV.C.

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

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

src/stats/inc/InverseGammaVectorRV.h
src/stats/src/InverseGammaVectorRV.C

Public Member Functions

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

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