Base class for canned Gaussian likelihoods. More...
#include <GaussianLikelihood.h>
Public Member Functions | |
| virtual void | evaluateModel (const V &domainVector, const V *domainDirection, V &modelOutput, V *gradVector, M *hessianMatrix, V *hessianEffect) const =0 |
Evaluates the user's model at the point domainVector. More... | |
Constructor/Destructor methods. | |
| BaseGaussianLikelihood (const char *prefix, const VectorSet< V, M > &domainSet, const V &observations) | |
| Default constructor. More... | |
| virtual | ~BaseGaussianLikelihood () |
| Destructor. More... | |
 Public Member Functions inherited from QUESO::BaseScalarFunction< V, M > | |
| BaseScalarFunction (const char *prefix, const VectorSet< V, M > &domainSet) | |
| Default constructor. More... | |
| virtual | ~BaseScalarFunction () |
| Destructor. More... | |
| const VectorSet< V, M > & | domainSet () const |
Access to the protected attribute m_domainSet: domain set of the scalar function. More... | |
| virtual double | actualValue (const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const =0 |
| Actual value of the scalar function. More... | |
| virtual double | lnValue (const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const =0 |
| Logarithm of the value of the scalar function. More... | |
Protected Attributes | |
| const V & | m_observations |
| Protected Attributes inherited from QUESO::BaseScalarFunction< V, M > | |
| const BaseEnvironment & | m_env |
| std::string | m_prefix |
| const VectorSet< V, M > & | m_domainSet |
| Domain set of the scalar function. More... | |
Detailed Description
template<class V = GslVector, class M = GslMatrix>
class QUESO::BaseGaussianLikelihood< V, M >
Base class for canned Gaussian likelihoods.
This class is an abstract base class for 'canned' Gaussian likelihoods. All this class does is add a pure virtual function called evaluateModel that the user will implement to interact with the forward code.
Definition at line 48 of file GaussianLikelihood.h.
Constructor & Destructor Documentation
| QUESO::BaseGaussianLikelihood< V, M >::BaseGaussianLikelihood | ( | const char * | prefix, |
| const VectorSet< V, M > & | domainSet, | ||
| const V & | observations | ||
| ) |
Default constructor.
The vector of observations must be passed. This will be used when evaluating the likelihood functional
Definition at line 33 of file GaussianLikelihood.C.
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virtual |
Member Function Documentation
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pure virtual |
Evaluates the user's model at the point domainVector.
This is pure virtual, so the user must implement this when subclassing a Gaussian likelihood class. Note that void is returned. The user will fill up the modelOutput vector with output from the model. This represents a vector of synthetic observations that will be to compare to actual observations when computing the likelihood functional.
The first n components of domainVector are the model parameters. The rest of domainVector contains the hyperparameters, if any. For example, in GaussianLikelihoodFullCovarainceRandomCoefficient, the last component of domainVector contains the multiplicative coefficient of the observational covariance matrix. In this case, the user need not concern themselves with this parameter as it is handled not in the model evaluation but by the likelihood evaluation.
Member Data Documentation
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protected |
Definition at line 86 of file GaussianLikelihood.h.
The documentation for this class was generated from the following files:
- src/stats/inc/GaussianLikelihood.h
- src/stats/src/GaussianLikelihood.C