25 #ifndef UQ_GAUSSIAN_LIKELIHOOD_FULL_COV_H
26 #define UQ_GAUSSIAN_LIKELIHOOD_FULL_COV_H
28 #include <queso/GaussianLikelihood.h>
39 template<
class V,
class M>
56 const M & covariance,
double covarianceCoefficient=1.0);
63 virtual double actualValue(
const V & domainVector,
const V * domainDirection,
64 V * gradVector, M * hessianMatrix, V * hessianEffect)
const;
67 virtual double lnValue(
const V & domainVector,
const V * domainDirection,
68 V * gradVector, M * hessianMatrix, V * hessianEffect)
const;
77 #endif // UQ_GAUSSIAN_LIKELIHOOD_FULL_COV_H
double m_covarianceCoefficient
A templated class for handling sets.
virtual double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the scalar function.
virtual ~GaussianLikelihoodFullCovariance()
Destructor.
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
A class that represents a Gaussian likelihood with full covariance.
GaussianLikelihoodFullCovariance(const char *prefix, const VectorSet< V, M > &domainSet, const V &observations, const M &covariance, double covarianceCoefficient=1.0)
Default constructor.
virtual double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the scalar function.
Base class for canned Gaussian likelihoods.