25 #ifndef UQ_GAMMA_JOINT_PROB_DENSITY_H
26 #define UQ_GAMMA_JOINT_PROB_DENSITY_H
30 #include <boost/math/special_functions.hpp>
32 #include <queso/JointPdf.h>
33 #include <queso/Environment.h>
34 #include <queso/ScalarFunction.h>
35 #include <queso/BoxSubset.h>
48 template<
class V,
class M>
68 double actualValue(
const V& domainVector,
const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect)
const;
76 double lnValue (
const V& domainVector,
const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect)
const;
95 #endif // UQ_GAMMA_JOINT_PROB_DENSITY_H
double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Computes the logarithm of the normalization factor.
A templated class for handling sets.
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the Gamma PDF.
~GammaJointPdf()
Destructor.
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the Gamma PDF.
GammaJointPdf(const char *prefix, const VectorSet< V, M > &domainSet, const V &a, const V &b)
Constructor.
A templated (base) class for handling scalar functions.
A class for handling Gamma joint PDFs.
A templated (base) class for handling joint PDFs.