ScalarCdf.h

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//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008,2009,2010,2011,2012,2013 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#ifndef UQ_SCALAR_CUMULATIVE_DISTRIBUTION_FUNCTION_H
#define UQ_SCALAR_CUMULATIVE_DISTRIBUTION_FUNCTION_H

#include <queso/StdOneDGrid.h>
#include <queso/Environment.h>
#include <math.h>

namespace QUESO {

//*****************************************************
// Classes to accommodate a cumulative distribution function
//*****************************************************

//*****************************************************
// Base class
//*****************************************************
template<class T>
class BaseScalarCdf {
public:


  BaseScalarCdf(const BaseEnvironment& env, const char* prefix);
  
  virtual ~BaseScalarCdf();


  const BaseEnvironment&  env             () const;
  
  const std::string&             prefix          () const;
  

  virtual double                  value           (T             paramValue          ) const = 0;
  
  virtual T                       inverse         (double        cdfValue            ) const = 0;
  
  virtual void                    getSupport      (T& minHorizontal, T& maxHorizontal) const = 0;

  virtual void                    print           (std::ostream& os                  ) const = 0;
  friend std::ostream& operator<< (std::ostream& os,
      const BaseScalarCdf<T>& obj) {
    obj.print(os);
    return os;
  }


  virtual void                    subWriteContents(const std::string&            varNamePrefix,
                                                   const std::string&            fileName,
                                                   const std::string&            fileType,
                                                   const std::set<unsigned int>& allowedSubEnvIds) const;
protected:
  const BaseEnvironment& m_env;
        std::string             m_prefix;
  mutable T                     m_minHorizontal;
  mutable T                     m_maxHorizontal;
};

//---------------------------------------------------
// Method outside either class definition------------
//---------------------------------------------------

//*****************************************************
// Horizontal distance
//*****************************************************

template <class T>
double
horizontalDistance(const BaseScalarCdf<T>& cdf1,
                   const BaseScalarCdf<T>& cdf2,
                   double epsilon);

}  // End namespace QUESO

#endif // UQ_SCALAR_CUMULATIVE_DISTRIBUTION_FUNCTION_H