queso-0.51.1
VectorSequence.h
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3 //
4 // QUESO - a library to support the Quantification of Uncertainty
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24 
25 #ifndef UQ_VECTOR_SEQUENCE_H
26 #define UQ_VECTOR_SEQUENCE_H
27 
28 #undef UQ_CODE_HAS_MONITORS
29 
30 #include <queso/VectorSpace.h>
31 #include <queso/BoxSubset.h>
32 #include <queso/ScalarSequence.h>
33 #include <queso/SequenceStatisticalOptions.h>
34 #include <queso/ArrayOfOneDGrids.h>
35 #include <queso/ArrayOfOneDTables.h>
36 #include <queso/2dArrayOfStuff.h>
37 #include <sys/time.h>
38 #include <fstream>
39 
40 namespace QUESO {
41 
53 template <class V, class M>
54 class BaseVectorSequence
55 {
56 public:
58 
59  BaseVectorSequence(const VectorSpace<V,M>& vectorSpace,
61  unsigned int subSequenceSize,
62  const std::string& name);
64  virtual ~BaseVectorSequence();
66 
68 
69  virtual unsigned int subSequenceSize () const = 0;
71 
73 
74  unsigned int unifiedSequenceSize () const;
75 
77  unsigned int vectorSizeLocal () const;
78 
80  unsigned int vectorSizeGlobal () const;
81 
83  const VectorSpace<V,M>& vectorSpace () const;
84 
86 
88  const std::string& name () const;
89 
91  void setName (const std::string& newName);
92 
94  void clear ();
95 
97  const V& subMinPlain () const;
98 
100  const V& unifiedMinPlain () const;
101 
103  const V& subMaxPlain () const;
104 
106  const V& unifiedMaxPlain () const;
107 
109  const V& subMeanPlain () const;
110 
112  const V& unifiedMeanPlain () const;
113 
115  const V& subMedianPlain () const;
116 
118  const V& unifiedMedianPlain () const;
119 
121  const V& subSampleVariancePlain () const;
122 
124  const V& unifiedSampleVariancePlain () const;
125 
127  const BoxSubset<V,M>& subBoxPlain () const;
128 
130  const BoxSubset<V,M>& unifiedBoxPlain () const;
131 
133 
137  void deleteStoredVectors ();
138 
140 
141  void append (const BaseVectorSequence<V,M>& src,
142  unsigned int initialPos,
143  unsigned int numPos);
145  double subPositionsOfMaximum (const ScalarSequence<double>& subCorrespondingScalarValues,
146  BaseVectorSequence<V,M>& subPositionsOfMaximum);
147 
149 
159  double unifiedPositionsOfMaximum (const ScalarSequence<double>& subCorrespondingScalarValues,
160  BaseVectorSequence<V,M>& unifiedPositionsOfMaximum);
161 
162 
164 
165  virtual void resizeSequence (unsigned int newSubSequenceSize) = 0;
166 
168 
169  virtual void resetValues (unsigned int initialPos, unsigned int numPos) = 0;
170 
172 
173  virtual void erasePositions (unsigned int initialPos, unsigned int numPos) = 0;
174 
175 
177  virtual void getPositionValues (unsigned int posId, V& vec) const = 0;
178 
180 
181  virtual void setPositionValues (unsigned int posId, const V& vec) = 0;
182 
184 
185  void setGaussian (const V& meanVec, const V& stdDevVec);
186 
188 
189  void setUniform (const V& aVec, const V& bVec );
190 
192  virtual void subMeanExtra (unsigned int initialPos,
193  unsigned int numPos,
194  V& meanVec) const = 0;
195 
197  virtual void unifiedMeanExtra (unsigned int initialPos,
198  unsigned int numPos,
199  V& unifiedMeanVec) const = 0;
201  virtual void subMedianExtra (unsigned int initialPos,
202  unsigned int numPos,
203  V& medianVec) const = 0;
205  virtual void unifiedMedianExtra (unsigned int initialPos,
206  unsigned int localNumPos,
207  V& unifiedMedianVec) const = 0;
209  virtual void subSampleVarianceExtra (unsigned int initialPos,
210  unsigned int numPos,
211  const V& meanVec,
212  V& samVec) const = 0;
214  virtual void unifiedSampleVarianceExtra (unsigned int initialPos,
215  unsigned int numPos,
216  const V& unifiedMeanVec,
217  V& unifiedSamVec) const = 0;
219  virtual void subPopulationVariance (unsigned int initialPos,
220  unsigned int numPos,
221  const V& meanVec,
222  V& popVec) const = 0;
224  virtual void unifiedPopulationVariance (unsigned int initialPos,
225  unsigned int numPos,
226  const V& unifiedMeanVec,
227  V& unifiedPopVec) const = 0;
228 
230 
234  virtual void autoCovariance (unsigned int initialPos,
235  unsigned int numPos,
236  const V& meanVec,
237  unsigned int lag,
238  V& covVec) const = 0;
240  virtual void autoCorrViaDef (unsigned int initialPos,
241  unsigned int numPos,
242  unsigned int lag,
243  V& corrVec) const = 0;
245  virtual void autoCorrViaFft (unsigned int initialPos,
246  unsigned int numPos,
247  const std::vector<unsigned int>& lags,
248  std::vector<V*>& corrVecs) const = 0;
250  virtual void autoCorrViaFft (unsigned int initialPos,
251  unsigned int numPos,
252  unsigned int numSum,
253  V& autoCorrsSumVec) const = 0;
254 
255 
257  virtual void subMinMaxExtra (unsigned int initialPos,
258  unsigned int numPos,
259  V& minVec,
260  V& maxVec) const = 0;
262  virtual void unifiedMinMaxExtra (unsigned int initialPos,
263  unsigned int numPos,
264  V& unifiedMinVec,
265  V& unifiedMaxVec) const = 0;
267 
272  virtual void subHistogram (unsigned int initialPos,
273  const V& minVec,
274  const V& maxVec,
275  std::vector<V*>& centersForAllBins,
276  std::vector<V*>& quanttsForAllBins) const = 0;
278  virtual void unifiedHistogram (unsigned int initialPos,
279  const V& unifiedMinVec,
280  const V& unifiedMaxVec,
281  std::vector<V*>& unifiedCentersForAllBins,
282  std::vector<V*>& unifiedQuanttsForAllBins) const = 0;
283 
285  virtual void subInterQuantileRange (unsigned int initialPos,
286  V& iqrVec) const = 0;
288  virtual void unifiedInterQuantileRange (unsigned int initialPos,
289  V& unifiedIqrVec) const = 0;
290 
292 
300  virtual void subScalesForKde (unsigned int initialPos,
301  const V& iqrVec,
302  unsigned int kdeDimension,
303  V& scaleVec) const = 0;
305  virtual void unifiedScalesForKde (unsigned int initialPos,
306  const V& unifiedIqrVec,
307  unsigned int kdeDimension,
308  V& unifiedScaleVec) const = 0;
310 
314  virtual void subGaussian1dKde (unsigned int initialPos,
315  const V& scaleVec,
316  const std::vector<V*>& evaluationParamVecs,
317  std::vector<V*>& densityVecs) const = 0;
319  virtual void unifiedGaussian1dKde (unsigned int initialPos,
320  const V& unifiedScaleVec,
321  const std::vector<V*>& unifiedEvaluationParamVecs,
322  std::vector<V*>& unifiedDensityVecs) const = 0;
324  virtual void subWriteContents (unsigned int initialPos,
325  unsigned int numPos,
326  const std::string& fileName,
327  const std::string& fileType,
328  const std::set<unsigned int>& allowedSubEnvIds) const = 0;
330  virtual void subWriteContents (unsigned int initialPos,
331  unsigned int numPos,
332  std::ofstream& ofsvar,
333  const std::string& fileType) const = 0;
335  virtual void unifiedWriteContents (const std::string& fileName,
336  const std::string& fileType) const = 0;
338  virtual void unifiedReadContents (const std::string& fileName,
339  const std::string& fileType,
340  const unsigned int subSequenceSize) = 0;
342  virtual void select (const std::vector<unsigned int>& idsOfUniquePositions) = 0;
343 
345  virtual void filter (unsigned int initialPos,
346  unsigned int spacing) = 0;
348  void computeFilterParams (std::ofstream* passedOfs,
349  unsigned int & initialPos,
350  unsigned int & spacing);
352  virtual double estimateConvBrooksGelman (unsigned int initialPos,
353  unsigned int numPos) const = 0;
355  virtual void extractScalarSeq (unsigned int initialPos,
356  unsigned int spacing,
357  unsigned int numPos,
358  unsigned int paramId,
359  ScalarSequence<double>& scalarSeq) const = 0;
360 
361 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
362  virtual void subUniformlySampledCdf (const V& numEvaluationPointsVec,
363  ArrayOfOneDGrids <V,M>& cdfGrids,
364  ArrayOfOneDTables<V,M>& cdfValues) const = 0;
365  virtual void unifiedUniformlySampledCdf (const V& numEvaluationPointsVec,
366  ArrayOfOneDGrids <V,M>& unifiedCdfGrids,
367  ArrayOfOneDTables<V,M>& unifieddfValues) const = 0;
368  virtual void bmm (unsigned int initialPos,
369  unsigned int batchLength,
370  V& bmmVec) const = 0;
371  virtual void fftForward (unsigned int initialPos,
372  unsigned int fftSize,
373  unsigned int paramId,
374  std::vector<std::complex<double> >& fftResult) const = 0;
375 //virtual void fftInverse (unsigned int fftSize) = 0;
376  virtual void psd (unsigned int initialPos,
377  unsigned int numBlocks,
378  double hopSizeRatio,
379  unsigned int paramId,
380  std::vector<double>& psdResult) const = 0;
381  virtual void psdAtZero (unsigned int initialPos,
382  unsigned int numBlocks,
383  double hopSizeRatio,
384  V& psdVec) const = 0;
385  virtual void geweke (unsigned int initialPos,
386  double ratioNa,
387  double ratioNb,
388  V& gewVec) const = 0;
389  virtual void meanStacc (unsigned int initialPos,
390  V& meanStaccVec) const = 0;
391  virtual void subCdfStacc (unsigned int initialPos,
392  const std::vector<V*>& evalPositionsVecs, std::vector<V*>& cdfStaccVecs) const = 0;
393 #endif //QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
394 
395 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
396  void computeHistCdfstaccKde (const SequenceStatisticalOptions& statisticalOptions,
397  std::ofstream* passedOfs);
398 
399  void computeStatistics (const SequenceStatisticalOptions& statisticalOptions,
400  std::ofstream* passedOfs);
401 #endif //QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
402 
403 #ifdef UQ_ALSO_COMPUTE_MDFS_WITHOUT_KDE
404  virtual void subUniformlySampledMdf (const V& numEvaluationPointsVec,
405  ArrayOfOneDGrids <V,M>& mdfGrids,
406  ArrayOfOneDTables<V,M>& mdfValues) const = 0;
407 #endif //UQ_ALSO_COMPUTE_MDFS_WITHOUT_KDE
408 
410 
411 protected:
413 
414  void copy (const BaseVectorSequence<V,M>& src);
415 
417  virtual void extractRawData (unsigned int initialPos,
418  unsigned int spacing,
419  unsigned int numPos,
420  unsigned int paramId,
421  std::vector<double>& rawData) const = 0;
422 
423  const BaseEnvironment& m_env;
424  const VectorSpace<V,M>& m_vectorSpace;
425  std::string m_name;
426 
427  mutable Fft<double>* m_fftObj;
428  mutable V* m_subMinPlain;
429  mutable V* m_unifiedMinPlain;
430  mutable V* m_subMaxPlain;
431  mutable V* m_unifiedMaxPlain;
432  mutable V* m_subMeanPlain;
433  mutable V* m_unifiedMeanPlain;
434  mutable V* m_subMedianPlain;
435  mutable V* m_unifiedMedianPlain;
436  mutable V* m_subSampleVariancePlain;
437  mutable V* m_unifiedSampleVariancePlain;
438  mutable BoxSubset<V,M>* m_subBoxPlain;
439  mutable BoxSubset<V,M>* m_unifiedBoxPlain;
440 
441 
442 #ifdef UQ_CODE_HAS_MONITORS
443  virtual void subMeanMonitorAlloc (unsigned int numberOfMonitorPositions) = 0;
444  virtual void subMeanInter0MonitorAlloc (unsigned int numberOfMonitorPositions) = 0;
445  virtual void unifiedMeanMonitorAlloc (unsigned int numberOfMonitorPositions) = 0;
446 
447  virtual void subMeanMonitorRun (unsigned int monitorPosition,
448  V& subMeanVec,
449  V& subMeanCltStd) = 0;
450  virtual void subMeanInter0MonitorRun (unsigned int monitorPosition,
451  V& subMeanInter0Mean,
452  V& subMeanInter0Clt95,
453  V& subMeanInter0Empirical90,
454  V& subMeanInter0Min,
455  V& subMeanInter0Max) = 0;
456  virtual void unifiedMeanMonitorRun (unsigned int monitorPosition,
457  V& unifiedMeanVec,
458  V& unifiedMeanCltStd) = 0;
459 
460  virtual void subMeanMonitorStore (unsigned int i,
461  unsigned int monitorPosition,
462  const V& subMeanVec,
463  const V& subMeanCltStd) = 0;
464  virtual void subMeanInter0MonitorStore (unsigned int i,
465  unsigned int monitorPosition,
466  const V& subMeanInter0Mean,
467  const V& subMeanInter0Clt95,
468  const V& subMeanInter0Empirical90,
469  const V& subMeanInter0Min,
470  const V& subMeanInter0Max) = 0;
471  virtual void unifiedMeanMonitorStore (unsigned int i,
472  unsigned int monitorPosition,
473  V& unifiedMeanVec,
474  V& unifiedMeanCltStd) = 0;
475 
476  virtual void subMeanMonitorWrite (std::ofstream& ofs) = 0;
477  virtual void subMeanInter0MonitorWrite (std::ofstream& ofs) = 0;
478  virtual void unifiedMeanMonitorWrite (std::ofstream& ofs) = 0;
479 
480  virtual void subMeanMonitorFree () = 0;
481  virtual void subMeanInter0MonitorFree () = 0;
482  virtual void unifiedMeanMonitorFree () = 0;
483 
484  void computeMeanEvolution (const SequenceStatisticalOptions& statisticalOptions,
485  std::ofstream* passedOfs);
486 #endif
487 
488 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
489  void computeBMM (const SequenceStatisticalOptions& statisticalOptions,
490  const std::vector<unsigned int>& initialPosForStatistics,
491  std::ofstream* passedOfs);
492  void computeFFT (const SequenceStatisticalOptions& statisticalOptions,
493  const std::vector<unsigned int>& initialPosForStatistics,
494  std::ofstream* passedOfs);
495  void computePSD (const SequenceStatisticalOptions& statisticalOptions,
496  const std::vector<unsigned int>& initialPosForStatistics,
497  std::ofstream* passedOfs);
498  void computePSDAtZero (const SequenceStatisticalOptions& statisticalOptions,
499  const std::vector<unsigned int>& initialPosForStatistics,
500  std::ofstream* passedOfs);
501  void computeGeweke (const SequenceStatisticalOptions& statisticalOptions,
502  const std::vector<unsigned int>& initialPosForStatistics,
503  std::ofstream* passedOfs);
504  void computeMeanStacc (const SequenceStatisticalOptions& statisticalOptions,
505  const std::vector<unsigned int>& initialPosForStatistics,
506  std::ofstream* passedOfs);
507 #endif
508 
509 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
510  void computeMeanVars (const SequenceStatisticalOptions& statisticalOptions,
511  std::ofstream* passedOfs,
512  V* subMeanPtr,
513  V* subMedianPtr,
514  V* subSampleVarPtr,
515  V* subPopulVarPtr);
516  void computeAutoCorrViaDef (const SequenceStatisticalOptions& statisticalOptions,
517  const std::vector<unsigned int>& initialPosForStatistics,
518  const std::vector<unsigned int>& lagsForCorrs,
519  std::ofstream* passedOfs);
520  void computeAutoCorrViaFFT (const SequenceStatisticalOptions& statisticalOptions,
521  const std::vector<unsigned int>& initialPosForStatistics,
522  const std::vector<unsigned int>& lagsForCorrs,
523  std::ofstream* passedOfs);
524  void computeCovCorrMatrices (const SequenceStatisticalOptions& statisticalOptions,
525  std::ofstream* passedOfs);
526 #endif
527 
528 };
529 
530 // --------------------------------------------------
531 // Additional methods --------------------------------
532 // (outside class declaration) ----------------------
533 //---------------------------------------------------
534 template <class P_V, class P_M, class Q_V, class Q_M>
535 void
536 ComputeCovCorrMatricesBetweenVectorSequences(
537  const BaseVectorSequence<P_V,P_M>& subPSeq,
538  const BaseVectorSequence<Q_V,Q_M>& subQSeq,
539  unsigned int subNumSamples,
540  P_M& pqCovMatrix,
541  P_M& pqCorrMatrix);
542 
543 } // End namespace QUESO
544 
545 #endif // UQ_VECTOR_SEQUENCE_H
QUESO::BaseVectorSequence::unifiedGaussian1dKde
virtual void unifiedGaussian1dKde(unsigned int initialPos, const V &unifiedScaleVec, const std::vector< V * > &unifiedEvaluationParamVecs, std::vector< V * > &unifiedDensityVecs) const =0
Gaussian kernel for the KDE estimate of the unified sequence. See template specialization.
QUESO::BaseVectorSequence::clear
void clear()
Reset the values and the size of the sequence of vectors.
Definition: VectorSequence.C:136
QUESO::BaseVectorSequence::extractRawData
virtual void extractRawData(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, std::vector< double > &rawData) const =0
Extracts the raw data. See template specialization.
QUESO::ArrayOfOneDGrids
Class to accommodate arrays of one-dimensional grid.
Definition: ArrayOfOneDGrids.h:44
QUESO::BaseVectorSequence::append
void append(const BaseVectorSequence< V, M > &src, unsigned int initialPos, unsigned int numPos)
Appends the vector src to this vector.
Definition: VectorSequence.C:357
QUESO::BaseVectorSequence::deleteStoredVectors
void deleteStoredVectors()
Deletes all the stored vectors.
Definition: VectorSequence.C:301
QUESO::BaseVectorSequence::subScalesForKde
virtual void subScalesForKde(unsigned int initialPos, const V &iqrVec, unsigned int kdeDimension, V &scaleVec) const =0
Selects the scales (bandwidth, scaleVec) for the kernel density estimation, considering only the sub-...
QUESO::BaseVectorSequence::subMedianExtra
virtual void subMedianExtra(unsigned int initialPos, unsigned int numPos, V &medianVec) const =0
Finds the median value of the sub-sequence, considering numPos positions starting at position initial...
QUESO::BaseVectorSequence::setGaussian
void setGaussian(const V &meanVec, const V &stdDevVec)
Sets the values of the sequence as a Gaussian distribution of mean given by meanVec and standard devi...
Definition: VectorSequence.C:611
QUESO::BaseVectorSequence::unifiedMeanExtra
virtual void unifiedMeanExtra(unsigned int initialPos, unsigned int numPos, V &unifiedMeanVec) const =0
Finds the mean value of the unified sequence of numPos positions starting at position initialPos...
QUESO::BaseVectorSequence::unifiedSampleVariancePlain
const V & unifiedSampleVariancePlain() const
Finds the variance of a sample of the unified sequence.
Definition: VectorSequence.C:261
QUESO::BaseVectorSequence::subSampleVarianceExtra
virtual void subSampleVarianceExtra(unsigned int initialPos, unsigned int numPos, const V &meanVec, V &samVec) const =0
Finds the sample variance of the sub-sequence, considering numPos positions starting at position init...
QUESO::BaseVectorSequence::unifiedMedianExtra
virtual void unifiedMedianExtra(unsigned int initialPos, unsigned int localNumPos, V &unifiedMedianVec) const =0
Finds the median value of the unified sequence, considering numPos positions starting at position ini...
QUESO::BaseVectorSequence::m_subBoxPlain
BoxSubset< V, M > * m_subBoxPlain
Definition: VectorSequence.h:438
QUESO::BaseVectorSequence::~BaseVectorSequence
virtual ~BaseVectorSequence()
Destructor.
Definition: VectorSequence.C:60
QUESO::BaseVectorSequence::subMaxPlain
const V & subMaxPlain() const
Finds the maximum value of the sub-sequence.
Definition: VectorSequence.C:175
QUESO::BaseVectorSequence::unifiedMaxPlain
const V & unifiedMaxPlain() const
Finds the maximum value of the unified sequence.
Definition: VectorSequence.C:188
QUESO::BaseVectorSequence::unifiedPositionsOfMaximum
double unifiedPositionsOfMaximum(const ScalarSequence< double > &subCorrespondingScalarValues, BaseVectorSequence< V, M > &unifiedPositionsOfMaximum)
Finds the positions where the maximum element occurs in the unified sequence.
Definition: VectorSequence.C:433
QUESO::BaseVectorSequence::unifiedScalesForKde
virtual void unifiedScalesForKde(unsigned int initialPos, const V &unifiedIqrVec, unsigned int kdeDimension, V &unifiedScaleVec) const =0
Selects the scales (bandwidth) for the kernel density estimation, considering the unified sequence...
QUESO::BaseVectorSequence::erasePositions
virtual void erasePositions(unsigned int initialPos, unsigned int numPos)=0
Erase numPos positions in the sequence, starting at position initialPos.
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:424
QUESO::BaseVectorSequence::estimateConvBrooksGelman
virtual double estimateConvBrooksGelman(unsigned int initialPos, unsigned int numPos) const =0
Estimates convergence rate using Brooks &amp; Gelman method. See template specialization.
QUESO::BaseVectorSequence::unifiedMinMaxExtra
virtual void unifiedMinMaxExtra(unsigned int initialPos, unsigned int numPos, V &unifiedMinVec, V &unifiedMaxVec) const =0
Finds the minimum and the maximum values of the unified sequence, considering numPos positions starti...
QUESO::BaseVectorSequence::unifiedHistogram
virtual void unifiedHistogram(unsigned int initialPos, const V &unifiedMinVec, const V &unifiedMaxVec, std::vector< V * > &unifiedCentersForAllBins, std::vector< V * > &unifiedQuanttsForAllBins) const =0
Calculates the histogram of the unified sequence. See template specialization.
QUESO::BaseVectorSequence::unifiedReadContents
virtual void unifiedReadContents(const std::string &fileName, const std::string &fileType, const unsigned int subSequenceSize)=0
Reads info of the unified sequence from a file. See template specialization.
QUESO::BaseEnvironment
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
Definition: Environment.h:187
QUESO::BaseVectorSequence::unifiedMinPlain
const V & unifiedMinPlain() const
Finds the minimum value of the unified sequence.
Definition: VectorSequence.C:162
QUESO::BaseVectorSequence::setUniform
void setUniform(const V &aVec, const V &bVec)
Sets the values of the sequence as a uniform distribution between the values given by vectors aVec an...
Definition: VectorSequence.C:626
QUESO::BaseVectorSequence::computeFilterParams
void computeFilterParams(std::ofstream *passedOfs, unsigned int &initialPos, unsigned int &spacing)
Computes the filtering parameters spacing for the sequence of vectors.
Definition: VectorSequence.C:641
QUESO::BaseVectorSequence::setPositionValues
virtual void setPositionValues(unsigned int posId, const V &vec)=0
Set the values in vec at position posId of the sequence. See template specialization.
QUESO::BaseVectorSequence::unifiedSampleVarianceExtra
virtual void unifiedSampleVarianceExtra(unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedSamVec) const =0
Finds the sample variance of the unified sequence, considering numPos positions starting at position ...
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:423
QUESO::ComputeCovCorrMatricesBetweenVectorSequences
void ComputeCovCorrMatricesBetweenVectorSequences(const BaseVectorSequence< P_V, P_M > &subPSeq, const BaseVectorSequence< Q_V, Q_M > &subQSeq, unsigned int subNumSamples, P_M &pqCovMatrix, P_M &pqCorrMatrix)
Definition: VectorSequence.C:2679
QUESO::BaseVectorSequence::resizeSequence
virtual void resizeSequence(unsigned int newSubSequenceSize)=0
Resize the sequence. See template specialization.
QUESO::BaseVectorSequence::subMinMaxExtra
virtual void subMinMaxExtra(unsigned int initialPos, unsigned int numPos, V &minVec, V &maxVec) const =0
Finds the minimum and the maximum values of the sub-sequence, considering numPos positions starting a...
QUESO::BaseVectorSequence::subMedianPlain
const V & subMedianPlain() const
Finds the median value of the sub-sequence.
Definition: VectorSequence.C:225
QUESO::BaseVectorSequence::name
const std::string & name() const
Access to protected attribute m_name: name of the sequence of vectors.
Definition: VectorSequence.C:121
QUESO::BaseVectorSequence::unifiedBoxPlain
const BoxSubset< V, M > & unifiedBoxPlain() const
Finds a box subset of the unified-sequence (given by the min and max values of the unified sequence c...
Definition: VectorSequence.C:287
QUESO::BaseVectorSequence::subWriteContents
virtual void subWriteContents(unsigned int initialPos, unsigned int numPos, const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds) const =0
Writes info of the sub-sequence to a file. See template specialization.
QUESO::BaseVectorSequence::unifiedMedianPlain
const V & unifiedMedianPlain() const
Finds the median value of the unified sequence.
Definition: VectorSequence.C:237
QUESO::BaseVectorSequence::unifiedPopulationVariance
virtual void unifiedPopulationVariance(unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedPopVec) const =0
Finds the population variance of the unified-sequence, considering numPos positions starting at posit...
QUESO::BaseVectorSequence::extractScalarSeq
virtual void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const =0
Extracts a sequence of scalars of size numPos, starting at position initialPos, given spacing spacing...
QUESO::BaseVectorSequence
Base class for handling vector and array samples (sequence of vectors or arrays). ...
Definition: VectorSequence.h:54
QUESO::BaseVectorSequence::subBoxPlain
const BoxSubset< V, M > & subBoxPlain() const
Finds a box subset of the sub-sequence (given by its min and max values calculated via subMinPlain an...
Definition: VectorSequence.C:273
QUESO::BaseVectorSequence::subSequenceSize
virtual unsigned int subSequenceSize() const =0
Size of the sub-sequence of vectors. See template specialization.
QUESO::BaseVectorSequence::subInterQuantileRange
virtual void subInterQuantileRange(unsigned int initialPos, V &iqrVec) const =0
Returns the interquartile range of the values in the sub-sequence. See template specialization.
QUESO::BaseVectorSequence::subGaussian1dKde
virtual void subGaussian1dKde(unsigned int initialPos, const V &scaleVec, const std::vector< V * > &evaluationParamVecs, std::vector< V * > &densityVecs) const =0
Gaussian kernel for the KDE estimate of the sub-sequence. See template specialization.
QUESO::BaseVectorSequence::subPositionsOfMaximum
double subPositionsOfMaximum(const ScalarSequence< double > &subCorrespondingScalarValues, BaseVectorSequence< V, M > &subPositionsOfMaximum)
Finds the positions where the maximum element occurs in the sub-sequence.
Definition: VectorSequence.C:386
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:100
QUESO::BaseVectorSequence::filter
virtual void filter(unsigned int initialPos, unsigned int spacing)=0
Filters positions in the sequence of vectors, starting at initialPos, and with spacing given by spaci...
QUESO::BaseVectorSequence::subPopulationVariance
virtual void subPopulationVariance(unsigned int initialPos, unsigned int numPos, const V &meanVec, V &popVec) const =0
Finds the population variance of the sub-sequence, considering numPos positions starting at position ...
QUESO::BaseVectorSequence::subSampleVariancePlain
const V & subSampleVariancePlain() const
Finds the variance of a sample of the sub-sequence.
Definition: VectorSequence.C:249
QUESO::BaseVectorSequence::subHistogram
virtual void subHistogram(unsigned int initialPos, const V &minVec, const V &maxVec, std::vector< V * > &centersForAllBins, std::vector< V * > &quanttsForAllBins) const =0
Calculates the histogram of the sub-sequence. See template specialization.
QUESO::BaseVectorSequence::vectorSizeGlobal
unsigned int vectorSizeGlobal() const
Global dimension (size) of the vector space.
Definition: VectorSequence.C:107
QUESO::BaseVectorSequence::autoCorrViaDef
virtual void autoCorrViaDef(unsigned int initialPos, unsigned int numPos, unsigned int lag, V &corrVec) const =0
Calculates autocorrelation via definition. See template specialization.
QUESO::BoxSubset
Class representing a subset of a vector space shaped like a hypercube.
Definition: BoxSubset.h:41
QUESO::BaseVectorSequence::vectorSpace
const VectorSpace< V, M > & vectorSpace() const
Vector space; access to protected attribute VectorSpace&lt;V,M&gt;&amp; m_vectorSpace.
Definition: VectorSequence.C:114
QUESO::ArrayOfOneDTables
Class to accommodate arrays of one-dimensional tables.
Definition: ArrayOfOneDTables.h:46
QUESO::BaseVectorSequence::resetValues
virtual void resetValues(unsigned int initialPos, unsigned int numPos)=0
Reset the values of the sequence. See template specialization.
QUESO::VectorSpace
A class representing a vector space.
Definition: VectorSet.h:46
QUESO::BaseVectorSequence::copy
void copy(const BaseVectorSequence< V, M > &src)
Copies vector sequence src to this.
Definition: VectorSequence.C:681
QUESO::BaseVectorSequence::BaseVectorSequence
BaseVectorSequence(const VectorSpace< V, M > &vectorSpace, unsigned int subSequenceSize, const std::string &name)
Default constructor.
Definition: VectorSequence.C:34
QUESO::BaseVectorSequence::subMinPlain
const V & subMinPlain() const
Finds the minimum value of the sub-sequence.
Definition: VectorSequence.C:149
QUESO::BaseVectorSequence::select
virtual void select(const std::vector< unsigned int > &idsOfUniquePositions)=0
Select positions in the sequence of vectors. See template specialization.
QUESO::BaseVectorSequence::subMeanPlain
const V & subMeanPlain() const
Finds the mean value of the sub-sequence.
Definition: VectorSequence.C:201
QUESO::BaseVectorSequence::unifiedWriteContents
virtual void unifiedWriteContents(const std::string &fileName, const std::string &fileType) const =0
Writes info of the unified sequence to a file. See template specialization.
QUESO::BaseVectorSequence::unifiedMeanPlain
const V & unifiedMeanPlain() const
Finds the mean value of the unified sequence.
Definition: VectorSequence.C:213
QUESO::BaseVectorSequence::m_unifiedBoxPlain
BoxSubset< V, M > * m_unifiedBoxPlain
Definition: VectorSequence.h:439
QUESO::BaseVectorSequence::subMeanExtra
virtual void subMeanExtra(unsigned int initialPos, unsigned int numPos, V &meanVec) const =0
Finds the mean value of the sub-sequence, considering numPos positions starting at position initialPo...
QUESO::BaseVectorSequence::unifiedSequenceSize
unsigned int unifiedSequenceSize() const
Calculates the size of the unified sequence of vectors.
Definition: VectorSequence.C:70
QUESO::BaseVectorSequence::unifiedInterQuantileRange
virtual void unifiedInterQuantileRange(unsigned int initialPos, V &unifiedIqrVec) const =0
Returns the interquartile range of the values in the unified sequence. See template specialization...
QUESO::BaseVectorSequence::setName
void setName(const std::string &newName)
Changes the name of the sequence of vectors.
Definition: VectorSequence.C:128
QUESO::BaseVectorSequence::getPositionValues
virtual void getPositionValues(unsigned int posId, V &vec) const =0
Gets the values of the sequence at position posId and stores them at vec. See template specialization...
QUESO::BaseVectorSequence::autoCovariance
virtual void autoCovariance(unsigned int initialPos, unsigned int numPos, const V &meanVec, unsigned int lag, V &covVec) const =0
Calculates the autocovariance. See template specialization.
QUESO::BaseVectorSequence::autoCorrViaFft
virtual void autoCorrViaFft(unsigned int initialPos, unsigned int numPos, const std::vector< unsigned int > &lags, std::vector< V * > &corrVecs) const =0
Calculates autocorrelation via Fast Fourier transforms (FFT). See template specialization.
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