QUESO::SampledScalarCdf< T > Class Template Reference

A class for handling sampled CDFs. More...

#include <SampledScalarCdf.h>

Inheritance diagram for QUESO::SampledScalarCdf< T >:

Collaboration diagram for QUESO::SampledScalarCdf< T >:

Public Member Functions
Constructor/Destructor methods
	SampledScalarCdf (const BaseEnvironment &env, const char *prefix, const BaseOneDGrid< T > &cdfGrid, const std::vector< double > &cdfValues)
	Default constructor. More...
	~SampledScalarCdf ()
	Destructor. More...
Mathematical methods
double	value (T paramValue) const
	Returns the value of the CDF at paramValue. More...
T	inverse (double cdfValue) const
	Returns the position of a given value of CDF. More...
void	getSupport (T &minHorizontal, T &maxHorizontal) const
	Returns the support (image) of the CDF between two horizontal values (domain). More...
I/O methods
void	print (std::ostream &os) const
	Prints the CDF (values of the grid points and of the CDF at such grid points). More...
void	subWriteContents (const std::string &varNamePrefix, const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds) const
	Writes the CDF of an allowed sub-environment to a file. More...
Public Member Functions inherited from QUESO::BaseScalarCdf< T >
	BaseScalarCdf (const BaseEnvironment &env, const char *prefix)
	Default constructor. More...
virtual	~BaseScalarCdf ()
	Virtual destructor. More...
const BaseEnvironment &	env () const
	Environment. Access to private attribute m_env. More...
const std::string &	prefix () const
	Access to private attribute m_prefix. More...

Protected Attributes
const BaseOneDGrid< T > &	m_cdfGrid
const std::vector< double > &	m_cdfValues
Protected Attributes inherited from QUESO::BaseScalarCdf< T >
const BaseEnvironment &	m_env
std::string	m_prefix
T	m_minHorizontal
T	m_maxHorizontal

Detailed Description

template<class T>
class QUESO::SampledScalarCdf< T >

A class for handling sampled CDFs.

This class implements a sampled cumulative distribution function (CDF), given the grid points where it will be sampled and its resulting values.

Definition at line 46 of file SampledScalarCdf.h.

Constructor & Destructor Documentation

template<class T >

QUESO::SampledScalarCdf< T >::SampledScalarCdf	(	const BaseEnvironment &	env,
		const char *	prefix,
		const BaseOneDGrid< T > &	cdfGrid,
		const std::vector< double > &	cdfValues
	)

Default constructor.

Instantiates an object of the class given a prefix, the environment, the grid points where it will be sampled/evaluated and its resulting values.

Definition at line 31 of file SampledScalarCdf.C.

References QUESO::BaseEnvironment::displayVerbosity(), QUESO::BaseScalarCdf< T >::m_env, QUESO::BaseScalarCdf< T >::m_prefix, and QUESO::BaseEnvironment::subDisplayFile().

  :
  BaseScalarCdf<T>(env,((std::string)(prefix)+"").c_str()),
  m_cdfGrid              (cdfGrid  ),
  m_cdfValues            (cdfValues)
{
  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
    *m_env.subDisplayFile() << "Entering SampledScalarCdf<T>::constructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }

  //for (unsigned int i = 0; i < m_cdfValues.size(); ++i) {
  //  m_sortedCdfValues[i] = m_cdfValues[i];
  //}
  //std::sort(m_sortedCdfValues.begin(), m_sortedCdfValues.end());
 
  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
    *m_env.subDisplayFile() << "Leaving SampledScalarCdf<T>::constructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }
}

template<class T >

QUESO::SampledScalarCdf< T >::~SampledScalarCdf

(

)

Destructor.

Definition at line 60 of file SampledScalarCdf.C.

{
}

Member Function Documentation

template<class T >

void QUESO::SampledScalarCdf< T >::getSupport ( T &  minHorizontal, T &  maxHorizontal  ) const

virtual

Returns the support (image) of the CDF between two horizontal values (domain).

Implements QUESO::BaseScalarCdf< T >.

Definition at line 165 of file SampledScalarCdf.C.

References UQ_FATAL_TEST_MACRO.

{
  if ((m_minHorizontal == -INFINITY) ||
      (m_maxHorizontal ==  INFINITY)) {
    UQ_FATAL_TEST_MACRO((m_minHorizontal != -INFINITY) || (m_maxHorizontal != INFINITY),
                        m_env.worldRank(),
                        "SampledScalarCdf<T>::getSupport()",
                        "unexpected values of m_minHorizontal and/or m_maxHorizontal");

    unsigned int iMax = m_cdfGrid.size();

    for (unsigned int i = 0; i < iMax; ++i) {
      if (m_cdfValues[i] > 0.) {
        if (i > 0) --i;
        m_minHorizontal = m_cdfGrid[i];
        break;
      }
    }

    UQ_FATAL_TEST_MACRO(m_minHorizontal == -INFINITY,
                        m_env.worldRank(),
                        "SampledScalarCdf<T>::getSupport()",
                        "unexpected value for m_minHorizontal");

    if (iMax == 1) {
      UQ_FATAL_TEST_MACRO(m_cdfValues[iMax - 1] != 1.,
                          m_env.worldRank(),
                          "SampledScalarCdf<T>::getSupport()",
                          "unexpected value for case 'iMax = 1'");
      m_maxHorizontal = m_cdfGrid[iMax-1];
    }
    else for (unsigned int i = 0; i < iMax; ++i) {
      if (m_cdfValues[iMax-1-i] < 1.) {
        if (i > 0) --i;
        m_maxHorizontal = m_cdfGrid[iMax-1-i];
        break;
      }
    }

    UQ_FATAL_TEST_MACRO(m_maxHorizontal == INFINITY,
                        m_env.worldRank(),
                        "SampledScalarCdf<T>::getSupport()",
                        "unexpected value for m_maxHorizontal");
  }

  minHorizontal = m_minHorizontal;
  maxHorizontal = m_maxHorizontal;

  return;
}

template<class T >

T QUESO::SampledScalarCdf< T >::inverse ( double  cdfValue ) const

virtual

Returns the position of a given value of CDF.

Implements QUESO::BaseScalarCdf< T >.

Definition at line 108 of file SampledScalarCdf.C.

References UQ_FATAL_TEST_MACRO.

{
  //*m_env.subDisplayFile() << "In SampledScalarCdf::inverse(): cdfValue = " << cdfValue
  //                       << std::endl;
  UQ_FATAL_TEST_MACRO((cdfValue < 0.) || (1. < cdfValue),
                      m_env.worldRank(),
                      "SampledScalarCdf<T>::inverse()",
                      "invalid cdfValue");
  double result = 0.;
  unsigned int i = 0;
  unsigned int j = m_cdfValues.size()-1;
  bool searchPosition = true;
  do {
    if (cdfValue == m_cdfValues[i]) {
      while ((0 < i) && (cdfValue == m_cdfValues[i-1])) --i;
      result = m_cdfGrid[i];
      searchPosition = false;
    }
    
    if (cdfValue == m_cdfValues[j]) {
      while ((0 < j) && (cdfValue == m_cdfValues[j-1])) --j;
      result = m_cdfGrid[j];
      searchPosition = false;
    }

    if ((j-i) <= 0) {
      UQ_FATAL_TEST_MACRO(true,
                          m_env.worldRank(),
                          "SampledScalarCdf<T>::inverse()",
                          "invalid pair of values 'i' and 'j'");
    }
    else if ((j-i) == 1) {
      double ratio = (cdfValue-m_cdfValues[i])/(m_cdfValues[j]-m_cdfValues[i]);
      result = (1.-ratio)*m_cdfGrid[i] + ratio*m_cdfGrid[j];
      searchPosition = false;
    }
    else {
      unsigned int k= (unsigned int) ((i+j)*.5);
      if (cdfValue < m_cdfValues[k]) {
        j = k;
      }
      else if (cdfValue == m_cdfValues[k]) {
        while ((0 < k) && (cdfValue == m_cdfValues[k-1])) --k;
        result = m_cdfGrid[k];
        searchPosition = false;
      }
      else {
        i = k;
      }
    }
  } while (searchPosition);
  
  return result;
}

template<class T >

void QUESO::SampledScalarCdf< T >::print ( std::ostream &  os ) const

virtual

Prints the CDF (values of the grid points and of the CDF at such grid points).

Implements QUESO::BaseScalarCdf< T >.

Definition at line 218 of file SampledScalarCdf.C.

{
  // Print values *of* grid points
  os << m_cdfGrid;

  // Print *cdf* values *at* grid points
  os << m_prefix << "values_sub" << m_env.subIdString() << " = zeros(" << m_cdfValues.size()
     << ","                                                            << 1
     << ");"
     << std::endl;
  os << m_prefix << "values_sub" << m_env.subIdString() << " = [";
  for (unsigned int j = 0; j < m_cdfValues.size(); ++j) {
    os << m_cdfValues[j] << " ";
  }
  os << "];"
     << std::endl;

  return;
}

template<class T >

void QUESO::SampledScalarCdf< T >::subWriteContents ( const std::string &  varNamePrefix, const std::string &  fileName, const std::string &  fileType, const std::set< unsigned int > &  allowedSubEnvIds  ) const

virtual

Writes the CDF of an allowed sub-environment to a file.

It will write the data in Octave/Matlab compatible format.

Reimplemented from QUESO::BaseScalarCdf< T >.

Definition at line 240 of file SampledScalarCdf.C.

References QUESO::FilePtrSetStruct::ofsVar, and UQ_FATAL_TEST_MACRO.

{
  UQ_FATAL_TEST_MACRO(m_env.subRank() < 0,
                      m_env.worldRank(),
                      "SampledScalarCdf<T>::subWriteContents()",
                      "unexpected subRank");

  FilePtrSetStruct filePtrSet;
  if (m_env.openOutputFile(fileName,
                           fileType, // "m or hdf"
                           allowedSubEnvIds,
                           false,
                           filePtrSet)) {

    // Grid
    *filePtrSet.ofsVar << varNamePrefix << "grid_sub" << m_env.subIdString() << " = zeros(" << m_cdfGrid.size()
                       << ","                                                               << 1
                       << ");"
                       << std::endl;
    *filePtrSet.ofsVar << varNamePrefix << "grid_sub" << m_env.subIdString() << " = [";

    unsigned int savedPrecision = filePtrSet.ofsVar->precision();
    filePtrSet.ofsVar->precision(16);
    for (unsigned int j = 0; j < m_cdfGrid.size(); ++j) {
      *filePtrSet.ofsVar << m_cdfGrid[j] << " ";
    }
    filePtrSet.ofsVar->precision(savedPrecision);

    *filePtrSet.ofsVar << "];\n";

    // Values
    *filePtrSet.ofsVar << varNamePrefix << "values_sub" << m_env.subIdString() << " = zeros(" << m_cdfValues.size()
                       << ","                                                                 << 1
                       << ");"
                       << std::endl;
    *filePtrSet.ofsVar << varNamePrefix << "values_sub" << m_env.subIdString() << " = [";

    savedPrecision = filePtrSet.ofsVar->precision();
    filePtrSet.ofsVar->precision(16);
    for (unsigned int j = 0; j < m_cdfValues.size(); ++j) {
      *filePtrSet.ofsVar << m_cdfValues[j] << " ";
    }
    filePtrSet.ofsVar->precision(savedPrecision);

    *filePtrSet.ofsVar << "];\n";

    // Close file
    m_env.closeFile(filePtrSet,fileType);
  }

  return;
}

template<class T >

double QUESO::SampledScalarCdf< T >::value ( T  paramValue ) const

virtual

Returns the value of the CDF at paramValue.

Implements QUESO::BaseScalarCdf< T >.

Definition at line 66 of file SampledScalarCdf.C.

References UQ_FATAL_TEST_MACRO.

{
  double result = 0.;
  if (paramValue <= m_cdfGrid[0]) {
    result = 0.;
  }
  else if (m_cdfGrid[m_cdfGrid.size()-1] <= paramValue) {
    result = 1.;
  }
  else {
    unsigned int intervalId = m_cdfGrid.findIntervalId(paramValue);
    UQ_FATAL_TEST_MACRO(intervalId >= (m_cdfGrid.size()-1),
                        m_env.worldRank(),
                        "SampledScalarCdf<T>::value()",
                        "invalid intervalId");

    double intervalLen = m_cdfGrid[intervalId+1] - m_cdfGrid[intervalId];
    double ratio = (paramValue - m_cdfGrid[intervalId])/intervalLen;
#if 0
    *m_env.subDisplayFile() << "In SampledScalarCdf::value()"
                            << ": paramValue = "              << paramValue
                            << ", intervalId = "              << intervalId
                            << ", cdfGrid.size() = "          << m_cdfGrid.size()
                            << ", m_cdfGrid[intervalId] = "   << m_cdfGrid[intervalId]
                            << ", m_cdfGrid[intervalId+1] = " << m_cdfGrid[intervalId+1]
                            << ", intervalLen = "             << intervalLen
                            << ", ratio = "                   << ratio
                            << std::endl;
#endif
    UQ_FATAL_TEST_MACRO(ratio < 0.,
                        m_env.worldRank(),
                        "SampledScalarCdf<T>::value()",
                        "invalid ratio");

    result = (1.-ratio)*m_cdfValues[intervalId] + ratio*m_cdfValues[intervalId+1];
  }

  return result;
}

Member Data Documentation

template<class T>

const BaseOneDGrid<T>& QUESO::SampledScalarCdf< T >::m_cdfGrid

protected

Definition at line 92 of file SampledScalarCdf.h.

template<class T>

const std::vector<double>& QUESO::SampledScalarCdf< T >::m_cdfValues

protected

Definition at line 93 of file SampledScalarCdf.h.

---

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

• src/stats/inc/SampledScalarCdf.h
• src/stats/src/SampledScalarCdf.C