QUESO::ArrayOfSequences< V, M > Class Template Reference

Class for handling array samples (arrays of scalar sequences). More...

#include <ArrayOfSequences.h>

Inheritance diagram for QUESO::ArrayOfSequences< V, M >:

Collaboration diagram for QUESO::ArrayOfSequences< V, M >:

Public Member Functions
Constructor/Destructor methods
	ArrayOfSequences (const VectorSpace< V, M > &vectorSpace, unsigned int subSequenceSize, const std::string &name)
	Default constructor. More...
	~ArrayOfSequences ()
	Destructor. More...
Sequence methods
unsigned int	subSequenceSize () const
	Size of the sub-sequence of arrays. More...
void	resizeSequence (unsigned int newSubSequenceSize)
	Resizes the sequence. More...
void	resetValues (unsigned int initialPos, unsigned int numPos)
	Resets a total of numPos values of the sequence starting at position initialPos. More...
void	erasePositions (unsigned int initialPos, unsigned int numPos)
	Erases numPos elements of the sequence starting at position initialPos. More...
void	getPositionValues (unsigned int posId, V &vec) const
	Gets the values of the sequence at position posId and stores them at vec. More...
void	setPositionValues (unsigned int posId, const V &vec)
	Set the values of vec at position posId of the sequence. More...
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 deviation by stdDevVec. More...
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 and bVec. More...
void	mean (unsigned int initialPos, unsigned int numPos, V &meanVec) const
	Finds the mean value of the sub-sequence, considering numPos positions starting at position initialPos. More...
void	unifiedMean (unsigned int initialPos, unsigned int numPos, V &unifiedMeanVec) const
	Finds the mean value of the unified sequence of numPos positions starting at position initialPos. See template specialization. More...
void	sampleVariance (unsigned int initialPos, unsigned int numPos, const V &meanVec, V &samVec) const
	Finds the sample variance of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec. More...
void	unifiedSampleVariance (unsigned int initialPos, unsigned int numPos, const V &meanVec, V &samVec) const
	Finds the sample variance of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec. More...
void	populationVariance (unsigned int initialPos, unsigned int numPos, const V &meanVec, V &popVec) const
	Finds the population variance of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec. More...
void	autoCovariance (unsigned int initialPos, unsigned int numPos, const V &meanVec, unsigned int lag, V &covVec) const
	Calculates the autocovariance. More...
void	autoCorrViaDef (unsigned int initialPos, unsigned int numPos, unsigned int lag, V &corrVec) const
	Calculates autocorrelation via definition. More...
void	autoCorrViaFft (unsigned int initialPos, unsigned int numPos, const std::vector< unsigned int > &lags, std::vector< V * > &corrVecs) const
void	autoCorrViaFft (unsigned int initialPos, unsigned int numPos, unsigned int numSum, V &autoCorrsSumVec) const
void	minMax (unsigned int initialPos, V &minVec, V &maxVec) const
	Given an initial position initialPos, finds the minimum and the maximum values of the sequence. More...
void	histogram (unsigned int initialPos, const V &minVec, const V &maxVec, std::vector< V * > &centersForAllBins, std::vector< V * > &quanttsForAllBins) const
	Calculates the histogram of the sequence. More...
void	interQuantileRange (unsigned int initialPos, V &iqrs) const
	Returns the interquartile range of the values in the sequence. More...
void	scalesForKDE (unsigned int initialPos, const V &iqrs, unsigned int kdeDimension, V &scales) const
	Selects the scales (bandwidth, scaleVec) for the kernel density estimation, of the sequence. More...
void	gaussianKDE (const V &evaluationParamVec, V &densityVec) const
	Gaussian kernel for the KDE estimate of the sequence. More...
void	gaussianKDE (unsigned int initialPos, const V &scales, const std::vector< V * > &evaluationParamVecs, std::vector< V * > &densityVecs) const
	TODO: Gaussian kernel for the KDE of the sequence. More...
void	writeContents (std::ofstream &ofsvar) const
	Write contents of the chain to a file. More...
void	unifiedWriteContents (std::ofstream &ofsvar) const
	Writes info of the unified sequence to a file. More...
void	unifiedWriteContents (const std::string &fileName, const std::string &fileType) const
	Writes info of the unified sequence to a file. More...
void	unifiedReadContents (const std::string &fileName, const std::string &fileType, const unsigned int subSequenceSize)
	Reads the unified sequence from a file. More...
void	select (const std::vector< unsigned int > &idsOfUniquePositions)
	Select positions in the sequence of vectors. More...
void	filter (unsigned int initialPos, unsigned int spacing)
	Filters positions in the sequence of vectors, starting at initialPos, and with spacing given by spacing. More...
void	extractScalarSeq (unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
	Extracts a sequence of scalars of size numPos, from position paramId of the array of sequences. More...
Public Member Functions inherited from QUESO::BaseVectorSequence< V, M >
	BaseVectorSequence (const VectorSpace< V, M > &vectorSpace, unsigned int subSequenceSize, const std::string &name)
	Default constructor. More...
virtual	~BaseVectorSequence ()
	Destructor. More...
unsigned int	unifiedSequenceSize () const
	Calculates the size of the unified sequence of vectors. More...
unsigned int	vectorSizeLocal () const
	Local dimension (size) of the vector space. More...
unsigned int	vectorSizeGlobal () const
	Global dimension (size) of the vector space. More...
const VectorSpace< V, M > &	vectorSpace () const
	Vector space; access to protected attribute VectorSpace<V,M>& m_vectorSpace. More...
const std::string &	name () const
	Access to protected attribute m_name: name of the sequence of vectors. More...
void	setName (const std::string &newName)
	Changes the name of the sequence of vectors. More...
void	clear ()
	Reset the values and the size of the sequence of vectors. More...
const V &	subMinPlain () const
	Finds the minimum value of the sub-sequence. More...
const V &	unifiedMinPlain () const
	Finds the minimum value of the unified sequence. More...
const V &	subMaxPlain () const
	Finds the maximum value of the sub-sequence. More...
const V &	unifiedMaxPlain () const
	Finds the maximum value of the unified sequence. More...
const V &	subMeanPlain () const
	Finds the mean value of the sub-sequence. More...
const V &	unifiedMeanPlain () const
	Finds the mean value of the unified sequence. More...
const V &	subMedianPlain () const
	Finds the median value of the sub-sequence. More...
const V &	unifiedMedianPlain () const
	Finds the median value of the unified sequence. More...
const V &	subSampleVariancePlain () const
	Finds the variance of a sample of the sub-sequence. More...
const V &	unifiedSampleVariancePlain () const
	Finds the variance of a sample of the unified sequence. More...
const BoxSubset< V, M > &	subBoxPlain () const
	Finds a box subset of the sub-sequence (given by its min and max values calculated via subMinPlain and subMaxPlain). More...
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 calculated via unifiedMinPlain and unifiedMaxPlain). More...
void	deleteStoredVectors ()
	Deletes all the stored vectors. More...
void	append (const BaseVectorSequence< V, M > &src, unsigned int initialPos, unsigned int numPos)
	Appends the vector src to this vector. More...
double	subPositionsOfMaximum (const ScalarSequence< double > &subCorrespondingScalarValues, BaseVectorSequence< V, M > &subPositionsOfMaximum)
	Finds the positions where the maximum element occurs in the sub-sequence. More...
double	unifiedPositionsOfMaximum (const ScalarSequence< double > &subCorrespondingScalarValues, BaseVectorSequence< V, M > &unifiedPositionsOfMaximum)
	Finds the positions where the maximum element occurs in the unified sequence. More...
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 deviation by stdDevVec. More...
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 and bVec. More...
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 initialPos. See template specialization. More...
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. See template specialization. More...
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 initialPos. See template specialization. More...
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 initialPos. See template specialization. More...
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 initialPos and of mean meanVec. See template specialization. More...
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 initialPos and of mean meanVec. See template specialization. More...
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 initialPos and of mean meanVec. See template specialization. More...
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 position initialPos and of mean meanVec. See template specialization. More...
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 at position initialPos. See template specialization. More...
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 starting at position initialPos. See template specialization. More...
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. More...
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. More...
virtual void	subInterQuantileRange (unsigned int initialPos, V &iqrVec) const =0
	Returns the interquartile range of the values in the sub-sequence. See template specialization. More...
virtual void	unifiedInterQuantileRange (unsigned int initialPos, V &unifiedIqrVec) const =0
	Returns the interquartile range of the values in the unified sequence. See template specialization. More...
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-sequence. See template specialization. More...
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. See template specialization. More...
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. More...
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. More...
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. More...
virtual void	subWriteContents (unsigned int initialPos, unsigned int numPos, std::ofstream &ofsvar, const std::string &fileType) const =0
	Writes info of the sub-sequence to a file. See template specialization. More...
void	computeFilterParams (std::ofstream *passedOfs, unsigned int &initialPos, unsigned int &spacing)
	Computes the filtering parameters spacing for the sequence of vectors. More...
virtual double	estimateConvBrooksGelman (unsigned int initialPos, unsigned int numPos) const =0
	Estimates convergence rate using Brooks & Gelman method. See template specialization. More...

Private Member Functions
void	extractRawData (unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, std::vector< double > &rawData) const
	Extracts the raw data. More...

Private Attributes
DistArray< ScalarSequence < double > * >	m_scalarSequences
	Sequence of scalars. More...

Additional Inherited Members
Protected Member Functions inherited from QUESO::BaseVectorSequence< V, M >
void	copy (const BaseVectorSequence< V, M > &src)
	Copies vector sequence src to this. More...
Protected Attributes inherited from QUESO::BaseVectorSequence< V, M >
const BaseEnvironment &	m_env
const VectorSpace< V, M > &	m_vectorSpace
std::string	m_name
Fft< double > *	m_fftObj
V *	m_subMinPlain
V *	m_unifiedMinPlain
V *	m_subMaxPlain
V *	m_unifiedMaxPlain
V *	m_subMeanPlain
V *	m_unifiedMeanPlain
V *	m_subMedianPlain
V *	m_unifiedMedianPlain
V *	m_subSampleVariancePlain
V *	m_unifiedSampleVariancePlain
BoxSubset< V, M > *	m_subBoxPlain
BoxSubset< V, M > *	m_unifiedBoxPlain

Detailed Description

template<class V = GslVector, class M = GslMatrix>
class QUESO::ArrayOfSequences< V, M >

Class for handling array samples (arrays of scalar sequences).

This class handles array of sequences (samples) generated by an algorithm, as well as operations that can be carried over them, e.g., calculation of means, correlation and covariance matrices. It is derived from and implements BaseVectorSequence<V,M>.

Definition at line 47 of file ArrayOfSequences.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::ArrayOfSequences< V, M >::ArrayOfSequences	(	const VectorSpace< V, M > &	vectorSpace,
		unsigned int	subSequenceSize,
		const std::string &	name
	)

Default constructor.

Definition at line 32 of file ArrayOfSequences.C.

References QUESO::BaseVectorSequence< V, M >::m_env, QUESO::ArrayOfSequences< V, M >::m_scalarSequences, and QUESO::ArrayOfSequences< V, M >::subSequenceSize().

    : BaseVectorSequence<V,M>(vectorSpace,subSequenceSize,name),
      m_scalarSequences(m_vectorSpace.map(),1)
{

  //if (m_env.subDisplayFile()) {
  //  *m_env.subDisplayFile() << "Entering ArrayOfSequences<V,M>::constructor()"
  //                         << std::endl;
  //}

  //if (m_env.subDisplayFile()) {
  //  *m_env.subDisplayFile() << "In ArrayOfSequences<V,M>::constructor()"
  //                         << "\n subSequenceSize = "              << subSequenceSize
  //                         << "\n m_scalarSequences.MyLength() = " << m_scalarSequences.MyLength()
  //                         << std::endl;
  //}

  for (unsigned int i = 0; i < (unsigned int) m_scalarSequences.MyLength(); ++i) {
    m_scalarSequences(i,0) = new ScalarSequence<double>(m_env,subSequenceSize);
  }

  //if (m_env.subDisplayFile()) {
  //  *m_env.subDisplayFile() << "Leaving ArrayOfSequences<V,M>::constructor()"
  //                         << std::endl;
  //}
}

template<class V , class M >

QUESO::ArrayOfSequences< V, M >::~ArrayOfSequences

(

)

Destructor.

Definition at line 63 of file ArrayOfSequences.C.

{
  for (unsigned int i = 0; i < (unsigned int) m_scalarSequences.MyLength(); ++i) {
    if (m_scalarSequences(i,0)) delete m_scalarSequences(i,0);
  }
}

Member Function Documentation

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::autoCorrViaDef ( unsigned int  initialPos, unsigned int  numPos, unsigned int  lag, V &  corrVec  ) const

virtual

Calculates autocorrelation via definition.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 310 of file ArrayOfSequences.C.

{
  V subChainMean              (m_vectorSpace.zeroVector());
  V subChainAutoCovarianceLag0(m_vectorSpace.zeroVector());

  this->mean(initialPos,
             numPos,
             subChainMean);
  this->autoCovariance(initialPos,
                       numPos,
                       subChainMean,
                       0, // lag
                       subChainAutoCovarianceLag0);

  this->autoCovariance(initialPos,
                       numPos,
                       subChainMean,
                       lag,
                       corrVec);
  corrVec /= subChainAutoCovarianceLag0;

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::autoCorrViaFft ( unsigned int  initialPos, unsigned int  numPos, const std::vector< unsigned int > &  lags, std::vector< V * > &  corrVecs  ) const

virtual

Calculates autocorrelation via Fast Fourier transforms (FFT). TODO: Implement me!

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 338 of file ArrayOfSequences.C.

{
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::autoCorrViaFft ( unsigned int  initialPos, unsigned int  numPos, unsigned int  numSum, V &  autoCorrsSumVec  ) const

virtual

Calculates autocorrelation via Fast Fourier transforms (FFT). TODO: Implement me!

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 347 of file ArrayOfSequences.C.

References QUESO::ScalarSequence< T >::autoCorrViaFft(), and queso_require_msg.

{
#if 0
  bool bRC = ((initialPos             <  this->subSequenceSize()) &&
              (0                      <  numPos                 ) &&
              ((initialPos+numPos)    <= this->subSequenceSize()) &&
              (autoCorrsSumVec.size() == this->vectorSize()     ));
  queso_require_msg(bRC, "invalid input data");

  ScalarSequence<double> data(m_env,0);

  unsigned int numParams = this->vectorSize();
  for (unsigned int i = 0; i < numParams; ++i) {
    this->extractScalarSeq(initialPos,
                           1, // spacing
                           numPos,
                           i,
                           data);

    data.autoCorrViaFft(0,
                        numPos,
                        autoCorrsSumVec[i]);
  }
#endif
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::autoCovariance ( unsigned int  initialPos, unsigned int  numPos, const V &  meanVec, unsigned int  lag, V &  covVec  ) const

virtual

Calculates the autocovariance.

The autocovariance is the covariance of a variable with itself at some other time. It is calculated over a sequence of arrays with initial position initialPos, considering numPos positions, a lag of lag, with mean given by meanVec. The results are saved in the output vector covVec/

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 268 of file ArrayOfSequences.C.

References QUESO::ArrayOfSequences< V, M >::m_scalarSequences, and queso_require_msg.

{
  bool bRC = ((0                     <= initialPos                 ) &&
              (0                     <  numPos                     ) &&
              ((initialPos+numPos-1) <= (this->subSequenceSize()-1)));
  queso_require_msg(bRC, "invalid initial position or number of positions");

  bRC = (numPos > lag);
  queso_require_msg(bRC, "lag is too large");

  bRC = (this->vectorSize() == covVec.size());
  queso_require_msg(bRC, "incompatible sizes between covVec vector and vectors in sequence");

  bRC = (this->vectorSize() == meanVec.size());
  queso_require_msg(bRC, "incompatible sizes between meanVec vector and vectors in sequence");

  unsigned int loopSize      = numPos - lag;
  unsigned int finalPosPlus1 = initialPos + loopSize;
  double doubleLoopSize = (double) loopSize;
  covVec.cwSet(0.);

  ArrayOfSequences<V,M>* tmp = const_cast<ArrayOfSequences<V,M>*>(this);
  for (unsigned int i = 0; i < covVec.size(); ++i) {
    const ScalarSequence<double>& seq = *(tmp->m_scalarSequences(i,0));
    double meanValue = meanVec[i];
    double result = 0;
    for (unsigned int j = initialPos; j < finalPosPlus1; ++j) {
      double diff1 = seq[j]     - meanValue;
      double diff2 = seq[j+lag] - meanValue;
      result += diff1*diff2;
    }
    covVec[i] = result/doubleLoopSize;
  }

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::erasePositions ( unsigned int  initialPos, unsigned int  numPos  )

virtual

Erases numPos elements of the sequence starting at position initialPos.

This routine deletes all stored computed vectors

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 106 of file ArrayOfSequences.C.

References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors(), and QUESO::ScalarSequence< T >::erasePositions().

{
  if (initialPos < this->subSequenceSize()) {
    for (unsigned int i = 0; i < (unsigned int) m_scalarSequences.MyLength(); ++i) {
      ScalarSequence<double>& seq = *(m_scalarSequences(i,0));
      seq.erasePositions(initialPos,numPos);
    }
  }

  BaseVectorSequence<V,M>::deleteStoredVectors();

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::extractRawData ( unsigned int  initialPos, unsigned int  spacing, unsigned int  numPos, unsigned int  paramId, std::vector< double > &  rawData  ) const

privatevirtual

Extracts the raw data.

Extracts the data from sequence of array at position paramId, with spacing spacing, and saves is in rawData. The vector rawData will have size numPos. Note that, in fact, spacing = 1.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 622 of file ArrayOfSequences.C.

References QUESO::ArrayOfSequences< V, M >::m_scalarSequences.

{
  ArrayOfSequences<V,M>* tmp = const_cast<ArrayOfSequences<V,M>*>(this);
  ScalarSequence<double>& seq = *(tmp->m_scalarSequences(paramId,0));

  rawData.resize(numPos);
  if (spacing == 1) {
    for (unsigned int j = 0; j < numPos; ++j) {
      rawData[j] = seq[paramId];
    }
  }
  else {
    for (unsigned int j = 0; j < numPos; ++j) {
      rawData[j] = seq[paramId];
    }
  }

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::extractScalarSeq ( unsigned int  initialPos, unsigned int  spacing, unsigned int  numPos, unsigned int  paramId, ScalarSequence< double > &  scalarSeq  ) const

virtual

Extracts a sequence of scalars of size numPos, from position paramId of the array of sequences.

In this method, the parameter initialPos is unused and the parameter spacing is always equal to one

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 596 of file ArrayOfSequences.C.

References QUESO::ArrayOfSequences< V, M >::m_scalarSequences, and QUESO::ScalarSequence< T >::resizeSequence().

{
  ArrayOfSequences<V,M>* tmp = const_cast<ArrayOfSequences<V,M>*>(this);
  ScalarSequence<double>& seq = *(tmp->m_scalarSequences(paramId,0));

  scalarSeq.resizeSequence(numPos);
  if (spacing == 1) {
    for (unsigned int j = 0; j < numPos; ++j) {
      scalarSeq[j] = seq[paramId];
    }
  }
  else {
    for (unsigned int j = 0; j < numPos; ++j) {
      scalarSeq[j] = seq[paramId];
    }
  }

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::filter ( unsigned int  initialPos, unsigned int  spacing  )

virtual

Filters positions in the sequence of vectors, starting at initialPos, and with spacing given by spacing.

TODO: implement me!

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 589 of file ArrayOfSequences.C.

{
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::gaussianKDE	(	const V &	evaluationParamVec,
		V &	densityVec
	)		const

Gaussian kernel for the KDE estimate of the sequence.

TODO: implement me!

Definition at line 497 of file ArrayOfSequences.C.

{
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::gaussianKDE	(	unsigned int	initialPos,
		const V &	scales,
		const std::vector< V * > &	evaluationParamVecs,
		std::vector< V * > &	densityVecs
	)		const

TODO: Gaussian kernel for the KDE of the sequence.

Todo:

: implement me! The density estimator will be:

where is a Gaussian kernel.

Definition at line 504 of file ArrayOfSequences.C.

References k, and QUESO::MiscGaussianDensity().

{
#if 0
  unsigned int dataSize = sequence.size() - initialPos;
  unsigned int numEstimationsPerParam = evaluationParamVecs.size();

  for (unsigned int j = 0; j < numEstimationsPerParam; ++j) {
    densityVecs[j] = new V(*(sequence[0]));
  }

  unsigned int numParams = sequence[0]->size();
  for (unsigned int i = 0; i < numParams; ++i) {
    double scaleInv = 1./scales[i];
    for (unsigned int j = 0; j < numEstimationsPerParam; ++j) {
      double x = (*(evaluationParamVecs[j]))[i];
      double value = 0.;
      for (unsigned int k = 0; k < dataSize; ++k) {
        double xk = (*(sequence[initialPos+k]))[i];
        value += MiscGaussianDensity((x-xk)*scaleInv,0.,1.);
      }
      (*(densityVecs[j]))[i] = scaleInv * (value/(double) numEstimationsPerParam);
    }
  }

#endif
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::getPositionValues ( unsigned int  posId, V &  vec  ) const

virtual

Gets the values of the sequence at position posId and stores them at vec.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 122 of file ArrayOfSequences.C.

References QUESO::ArrayOfSequences< V, M >::m_scalarSequences.

{
  ArrayOfSequences<V,M>* tmp = const_cast<ArrayOfSequences<V,M>*>(this);
  for (unsigned int i = 0; i < (unsigned int) m_scalarSequences.MyLength(); ++i) {
    vec[i] = (*(tmp->m_scalarSequences(i,0)))[posId];
  }

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::histogram	(	unsigned int	initialPos,
		const V &	minVec,
		const V &	maxVec,
		std::vector< V * > &	centersForAllBins,
		std::vector< V * > &	quanttsForAllBins
	)		const

Calculates the histogram of the sequence.

TODO: implement me!

Definition at line 393 of file ArrayOfSequences.C.

References queso_require_equal_to_msg.

{
#if 0
  queso_require_equal_to_msg(centersForAllBins.size(), quanttsForAllBins.size(), "vectors 'centers' and 'quantts' have different sizes");

  for (unsigned int j = 0; j < quanttsForAllBins.size(); ++j) {
    centersForAllBins[j] = new V(*(sequence[0]));
    quanttsForAllBins [j] = new V(*(sequence[0]));
  }

  unsigned int dataSize = sequence.size() - initialPos;
  unsigned int numParams = sequence[0]->size();
  for (unsigned int i = 0; i < numParams; ++i) {
    ScalarSequence<double> data(dataSize,0.);
    for (unsigned int j = 0; j < dataSize; ++j) {
      data[j] = (*(sequence[initialPos+j]))[i];
    }

    std::vector<double> centers(centersForAllBins.size(),0.);
    std::vector<double> quantts(quanttsForAllBins.size(),0.);
    data.histogram(minVec[i],
                   maxVec[i],
                   centers,
                   quantts);

    for (unsigned int j = 0; j < quantts.size(); ++j) {
      (*(centersForAllBins[j]))[i] = centers[j];
      (*(quanttsForAllBins[j]))[i] = quantts[j];
    }
  }

#endif
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::interQuantileRange	(	unsigned int	initialPos,
		V &	iqrs
	)		const

Returns the interquartile range of the values in the sequence.

TODO: implement me!

Definition at line 433 of file ArrayOfSequences.C.

{
#if 0
  unsigned int dataSize = sequence.size() - initialPos;

  ArrayOfSequences sortedSequence(dataSize,m_vectorSpace.zeroVector());
  this->sort(initialPos,
             sortedSequence);

  unsigned int pos1 = (unsigned int) ( (((double) dataSize) + 1.)*1./4. - 1. );
  unsigned int pos3 = (unsigned int) ( (((double) dataSize) + 1.)*3./4. - 1. );

  double fraction1 = (((double) dataSize) + 1.)*1./4. - 1. - ((double) pos1);
  double fraction3 = (((double) dataSize) + 1.)*3./4. - 1. - ((double) pos3);

  unsigned int numParams = sequence[0]->size();
  for (unsigned int i = 0; i < numParams; ++i) {
    double value1 = (1.-fraction1) * (*sortedSequence[pos1])[i] + fraction1 * (*sortedSequence[pos1+1])[i];
    double value3 = (1.-fraction3) * (*sortedSequence[pos3])[i] + fraction3 * (*sortedSequence[pos3+1])[i];
    iqrs[i] = value3 - value1;
  }

#endif
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::mean	(	unsigned int	initialPos,
		unsigned int	numPos,
		V &	meanVec
	)		const

Finds the mean value of the sub-sequence, considering numPos positions starting at position initialPos.

Definition at line 172 of file ArrayOfSequences.C.

References QUESO::ArrayOfSequences< V, M >::m_scalarSequences, queso_require_msg, and QUESO::ScalarSequence< T >::subMeanExtra().

{
  bool bRC = ((0                     <= initialPos                 ) &&
              (0                     <  numPos                     ) &&
              ((initialPos+numPos-1) <= (this->subSequenceSize()-1)));
  queso_require_msg(bRC, "invalid initial position or number of positions");

  bRC = (this->vectorSize() == meanVec.size());
  queso_require_msg(bRC, "incompatible sizes between meanVec vector and vectors in sequence");

  meanVec.cwSet(0.);
  ArrayOfSequences<V,M>* tmp = const_cast<ArrayOfSequences<V,M>*>(this);
  for (unsigned int i = 0; i < meanVec.size(); ++i) {
    const ScalarSequence<double>& seq = *(tmp->m_scalarSequences(i,0));
    meanVec[i] = seq.subMeanExtra(initialPos, numPos);
  }

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::minMax	(	unsigned int	initialPos,
		V &	minVec,
		V &	maxVec
	)		const

Given an initial position initialPos, finds the minimum and the maximum values of the sequence.

Definition at line 378 of file ArrayOfSequences.C.

References QUESO::ArrayOfSequences< V, M >::m_scalarSequences, and QUESO::ScalarSequence< T >::subMinMaxExtra().

{
  ArrayOfSequences<V,M>* tmp = const_cast<ArrayOfSequences<V,M>*>(this);

  unsigned int numParams = this->vectorSize();
  for (unsigned int i = 0; i < numParams; ++i) {
    ScalarSequence<double>& seq = *(tmp->m_scalarSequences(i,0));
    seq.subMinMaxExtra(initialPos,minVec[i],maxVec[i]);
  }

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::populationVariance	(	unsigned int	initialPos,
		unsigned int	numPos,
		const V &	meanVec,
		V &	popVec
	)		const

Finds the population variance of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec.

Definition at line 231 of file ArrayOfSequences.C.

References QUESO::ArrayOfSequences< V, M >::m_scalarSequences, and queso_require_msg.

{
  bool bRC = ((0                     <= initialPos                 ) &&
              (0                     <  numPos                     ) &&
              ((initialPos+numPos-1) <= (this->subSequenceSize()-1)));
  queso_require_msg(bRC, "invalid initial position or number of positions");

  bRC = (this->vectorSize() == popVec.size());
  queso_require_msg(bRC, "incompatible sizes between popVec vector and vectors in sequence");

  bRC = (this->vectorSize() == meanVec.size());
  queso_require_msg(bRC, "incompatible sizes between meanVec vector and vectors in sequence");

  unsigned int loopSize      = numPos;
  unsigned int finalPosPlus1 = initialPos + loopSize;
  double doubleLoopSize = (double) loopSize;
  popVec.cwSet(0.);

  ArrayOfSequences<V,M>* tmp = const_cast<ArrayOfSequences<V,M>*>(this);
  for (unsigned int i = 0; i < popVec.size(); ++i) {
    const ScalarSequence<double>& seq = *(tmp->m_scalarSequences(i,0));
    double                               tmpMean = meanVec[i];
    double                               result = 0.;
    for (unsigned int j = initialPos; j < finalPosPlus1; ++j) {
      double diff = seq[j] - tmpMean;
      result += diff*diff;
    }
    popVec[i] = result/doubleLoopSize;
  }

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::resetValues ( unsigned int  initialPos, unsigned int  numPos  )

virtual

Resets a total of numPos values of the sequence starting at position initialPos.

This routine deletes all stored computed vectors

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 93 of file ArrayOfSequences.C.

References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors().

{
  for (unsigned int i = 0; i < (unsigned int) m_scalarSequences.MyLength(); ++i) {
    m_scalarSequences(i,0)->resetValues(initialPos,numPos);
  }

  BaseVectorSequence<V,M>::deleteStoredVectors();

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::resizeSequence ( unsigned int  newSubSequenceSize )

virtual

Resizes the sequence.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 80 of file ArrayOfSequences.C.

References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors().

{
  if (newSubSequenceSize != this->subSequenceSize()) {
    for (unsigned int i = 0; i < (unsigned int) m_scalarSequences.MyLength(); ++i) {
      m_scalarSequences(i,0)->resizeSequence(newSubSequenceSize);
    }
  }

  BaseVectorSequence<V,M>::deleteStoredVectors();
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::sampleVariance	(	unsigned int	initialPos,
		unsigned int	numPos,
		const V &	meanVec,
		V &	samVec
	)		const

Finds the sample variance of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec.

Definition at line 194 of file ArrayOfSequences.C.

References QUESO::ArrayOfSequences< V, M >::m_scalarSequences, and queso_require_msg.

{
  bool bRC = ((0                     <= initialPos                 ) &&
              (0                     <  numPos                     ) &&
              ((initialPos+numPos-1) <= (this->subSequenceSize()-1)));
  queso_require_msg(bRC, "invalid initial position or number of positions");

  bRC = (this->vectorSize() == samVec.size());
  queso_require_msg(bRC, "incompatible sizes between samVec vector and vectors in sequence");

  bRC = (this->vectorSize() == meanVec.size());
  queso_require_msg(bRC, "incompatible sizes between meanVec vector and vectors in sequence");

  unsigned int loopSize      = numPos;
  unsigned int finalPosPlus1 = initialPos + loopSize;
  double doubleLoopSize = (double) loopSize;
  samVec.cwSet(0.);

  ArrayOfSequences<V,M>* tmp = const_cast<ArrayOfSequences<V,M>*>(this);
  for (unsigned int i = 0; i < samVec.size(); ++i) {
    const ScalarSequence<double>& seq = *(tmp->m_scalarSequences(i,0));
    double                               tmpMean = meanVec[i];
    double                               result = 0.;
    for (unsigned int j = initialPos; j < finalPosPlus1; ++j) {
      double diff = seq[j] - tmpMean;
      result += diff*diff;
    }
    samVec[i] = result/(doubleLoopSize - 1.);
  }

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::scalesForKDE	(	unsigned int	initialPos,
		const V &	iqrs,
		unsigned int	kdeDimension,
		V &	scales
	)		const

Selects the scales (bandwidth, scaleVec) for the kernel density estimation, of the sequence.

TODO: implement me!

Definition at line 461 of file ArrayOfSequences.C.

{
#if 0
  unsigned int dataSize = sequence.size() - initialPos;

  V mean(*(sequence[0]));
  VectorSequenceMean(sequence,
                       initialPos,
                       dataSize,
                       mean);

  V samVec(*(sequence[0]));
  VectorSequenceSampleVariance(sequence,
                                 initialPos,
                                 dataSize,
                                 mean,
                                 samVec);

  unsigned int numParams = sequence[0]->size();
  for (unsigned int i = 0; i < numParams; ++i) {
    if (iqrs[i] <= 0.) {
      scales[i] = 1.06*std::sqrt(samVec[i])/std::pow(dataSize,1./5.);
    }
    else {
      scales[i] = 1.06*std::min(std::sqrt(samVec[i]),iqrs[i]/1.34)/std::pow(dataSize,1./5.);
    }
  }

#endif
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::select ( const std::vector< unsigned int > &  idsOfUniquePositions )

virtual

Select positions in the sequence of vectors.

TODO: implement me!

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 582 of file ArrayOfSequences.C.

{
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::setGaussian	(	const V &	meanVec,
		const V &	stdDevVec
	)

Sets the values of the sequence as a Gaussian distribution of mean given by meanVec and standard deviation by stdDevVec.

This routine deletes all stored computed vectors

Definition at line 146 of file ArrayOfSequences.C.

References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors(), and QUESO::ScalarSequence< T >::setGaussian().

{
  for (unsigned int i = 0; i < (unsigned int) m_scalarSequences.MyLength(); ++i) {
    ScalarSequence<double>& seq = *(m_scalarSequences(i,0));
    seq.setGaussian(meanVec[i],stdDevVec[i]);
  }

  BaseVectorSequence<V,M>::deleteStoredVectors();

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::setPositionValues ( unsigned int  posId, const V &  vec  )

virtual

Set the values of vec at position posId of the sequence.

This routine deletes all stored computed vectors

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 133 of file ArrayOfSequences.C.

References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors().

{
  for (unsigned int i = 0; i < (unsigned int) m_scalarSequences.MyLength(); ++i) {
    ScalarSequence<double>& seq = *(m_scalarSequences(i,0));
    seq[posId] = vec[i];
  }

  BaseVectorSequence<V,M>::deleteStoredVectors();

  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::setUniform	(	const V &	aVec,
		const V &	bVec
	)

Sets the values of the sequence as a uniform distribution between the values given by vectors aVec and bVec.

This routine deletes all stored computed vectors

Definition at line 159 of file ArrayOfSequences.C.

References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors(), and QUESO::ScalarSequence< T >::setUniform().

{
  for (unsigned int i = 0; i < (unsigned int) m_scalarSequences.MyLength(); ++i) {
    ScalarSequence<double>& seq = *(m_scalarSequences(i,0));
    seq.setUniform(aVec[i],bVec[i]);
  }

  BaseVectorSequence<V,M>::deleteStoredVectors();

  return;
}

template<class V , class M >

unsigned int QUESO::ArrayOfSequences< V, M >::subSequenceSize ( ) const

virtual

Size of the sub-sequence of arrays.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 72 of file ArrayOfSequences.C.

References QUESO::ArrayOfSequences< V, M >::m_scalarSequences.

Referenced by QUESO::ArrayOfSequences< V, M >::ArrayOfSequences().

{
  ArrayOfSequences<V,M>* tmp = const_cast<ArrayOfSequences<V,M>*>(this);

  return tmp->m_scalarSequences(0,0)->subSequenceSize();
}

template<class V = GslVector, class M = GslMatrix>

void QUESO::ArrayOfSequences< V, M >::unifiedMean	(	unsigned int	initialPos,
		unsigned int	numPos,
		V &	unifiedMeanVec
	)		const

Finds the mean value of the unified sequence of numPos positions starting at position initialPos. See template specialization.

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::unifiedReadContents ( const std::string &  fileName, const std::string &  fileType, const unsigned int  subSequenceSize  )

virtual

Reads the unified sequence from a file.

TODO: implement me!

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 573 of file ArrayOfSequences.C.

References queso_not_implemented.

{
  queso_not_implemented();
  return;
}

template<class V = GslVector, class M = GslMatrix>

void QUESO::ArrayOfSequences< V, M >::unifiedSampleVariance	(	unsigned int	initialPos,
		unsigned int	numPos,
		const V &	meanVec,
		V &	samVec
	)		const

Finds the sample variance of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec.

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::unifiedWriteContents

(

std::ofstream &

ofsvar

)

const

Writes info of the unified sequence to a file.

TODO: implement me!

Definition at line 558 of file ArrayOfSequences.C.

References queso_not_implemented.

{
  queso_not_implemented();
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::unifiedWriteContents ( const std::string &  fileName, const std::string &  fileType  ) const

virtual

Writes info of the unified sequence to a file.

TODO: implement me!

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 565 of file ArrayOfSequences.C.

References queso_not_implemented.

{
  queso_not_implemented();
  return;
}

template<class V , class M >

void QUESO::ArrayOfSequences< V, M >::writeContents

(

std::ofstream &

ofsvar

)

const

Write contents of the chain to a file.

Definition at line 536 of file ArrayOfSequences.C.

{
  // Write chain
  ofsvar << m_name << "_sub" << m_env.subIdString() << " = zeros(" << this->subSequenceSize()
         << ","                                                    << this->vectorSize()
         << ");"
         << std::endl;
  ofsvar << m_name << "_sub" << m_env.subIdString() << " = [";

  V tmpVec(m_vectorSpace.zeroVector());
  unsigned int chainSize = this->subSequenceSize();
  for (unsigned int j = 0; j < chainSize; ++j) {
    this->getPositionValues(j,tmpVec);
    ofsvar << tmpVec
           << std::endl;
  }
  ofsvar << "];\n";

  return;
}

Member Data Documentation

template<class V = GslVector, class M = GslMatrix>

DistArray<ScalarSequence<double>*> QUESO::ArrayOfSequences< V, M >::m_scalarSequences

private

Sequence of scalars.

Definition at line 264 of file ArrayOfSequences.h.

Referenced by QUESO::ArrayOfSequences< V, M >::ArrayOfSequences(), QUESO::ArrayOfSequences< V, M >::autoCovariance(), QUESO::ArrayOfSequences< V, M >::extractRawData(), QUESO::ArrayOfSequences< V, M >::extractScalarSeq(), QUESO::ArrayOfSequences< V, M >::getPositionValues(), QUESO::ArrayOfSequences< V, M >::mean(), QUESO::ArrayOfSequences< V, M >::minMax(), QUESO::ArrayOfSequences< V, M >::populationVariance(), QUESO::ArrayOfSequences< V, M >::sampleVariance(), and QUESO::ArrayOfSequences< V, M >::subSequenceSize().

---

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

• src/basic/inc/ArrayOfSequences.h
• src/basic/src/ArrayOfSequences.C