A templated (base) class for handling joint PDFs. More...

#include <JointPdf.h>

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

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

Public Member Functions
Constructor/Destructor methods
	BaseJointPdf (const char *prefix, const VectorSet< V, M > &domainSet)
	Default constructor. More...

virtual	~BaseJointPdf ()
	Destructor. More...

Mathematical methods
virtual double	actualValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const =0
	Actual value of the PDF (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 function. More...

virtual void	setNormalizationStyle (unsigned int value) const
	Sets a value to be used in the normalization style (stored in the protected attribute m_normalizationStyle.) More...

void	setLogOfNormalizationFactor (double value) const
	Sets a logarithmic value to be used in the normalization factor (stored in the protected attribute m_normalizationStyle.) More...

virtual double	computeLogOfNormalizationFactor (unsigned int numSamples, bool m_logOfNormalizationFactor) const =0
	Computes the logarithm of the normalization factor. See template specialization. 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...

Protected Member Functions
double	commonComputeLogOfNormalizationFactor (unsigned int numSamples, bool updateFactorInternally) const
	Common method (to the derived classes) to compute the logarithm of the normalization factor. More...

Protected Attributes
unsigned int	m_normalizationStyle

double	m_logOfNormalizationFactor

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::BaseJointPdf< V, M >

A templated (base) class for handling joint PDFs.

This class allows the mathematical definition of a Joint PDF, which is a scalar function such as * $\pi: B \subset R^n \rightarrow R$ ; ie a function of one or more variables that has always one-dimensional range. QUESO currently supports basic PDFs such as uniform and Gaussian and also more complex PDFs, such as the ones coming from a Bayesian analysis. They are implemented in the derived classes UniformJointPdf, GaussianJointPdf, and BayesianJointPdf, respectively. The posterior PDF may be represented within QUESO by GenericJointPdf.

Definition at line 56 of file JointPdf.h.

Constructor & Destructor Documentation

template<class V, class M>

QUESO::BaseJointPdf< V, M >::BaseJointPdf	(	const char *	prefix,
		const VectorSet< V, M > &	domainSet
	)

Default constructor.

Instantiates an object of the class, i.e. a scalar function, given a prefix and its domain.

Definition at line 33 of file JointPdf.C.

References QUESO::BaseEnvironment::displayVerbosity(), QUESO::BaseScalarFunction< V, M >::m_env, QUESO::BaseScalarFunction< V, M >::m_prefix, and QUESO::BaseEnvironment::subDisplayFile().

   :
   BaseScalarFunction<V,M>(((std::string)(prefix)+"pd_").c_str(), domainSet),
   m_normalizationStyle(0),
   m_logOfNormalizationFactor(0.)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering BaseJointPdf<V,M>::constructor() [3]"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving BaseJointPdf<V,M>::constructor() [3]"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

QUESO::BaseJointPdf< V, M >::~BaseJointPdf ( )

virtual

Destructor.

Definition at line 55 of file JointPdf.C.

56 {

57 }

Member Function Documentation

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

virtual double QUESO::BaseJointPdf< V, M >::actualValue	(	const V &	domainVector,
		const V *	domainDirection,
		V *	gradVector,
		M *	hessianMatrix,
		V *	hessianEffect
	)		const

pure virtual

Actual value of the PDF (scalar function).

Implements QUESO::BaseScalarFunction< V, M >.

Implemented in QUESO::InvLogitGaussianJointPdf< V, M >, QUESO::ConcatenatedJointPdf< V, M >, QUESO::GaussianJointPdf< V, M >, QUESO::LogNormalJointPdf< V, M >, QUESO::BayesianJointPdf< V, M >, QUESO::PoweredJointPdf< V, M >, QUESO::GammaJointPdf< V, M >, QUESO::InverseGammaJointPdf< V, M >, QUESO::GenericJointPdf< V, M >, QUESO::BetaJointPdf< V, M >, QUESO::WignerJointPdf< V, M >, QUESO::JeffreysJointPdf< V, M >, and QUESO::UniformJointPdf< V, M >.

template<class V , class M >

double QUESO::BaseJointPdf< V, M >::commonComputeLogOfNormalizationFactor	(	unsigned int	numSamples,
		bool	updateFactorInternally
	)		const

protected

Common method (to the derived classes) to compute the logarithm of the normalization factor.

The normalization factor is calculated by finding the max and min values of the domain set and then drawing numSamples samples from a uniform distribution varying from min to max. Such samples are averaged and the logarithmic value is assigned to protected attribute m_logOfNormalizationFactor if the parameter m_logOfNormalizationFactor is true.

Definition at line 77 of file JointPdf.C.

References QUESO::BoxSubset< V, M >::maxValues(), and QUESO::BoxSubset< V, M >::minValues().

 {
   double value = 0.;
 
   double volume = m_domainSet.volume();
   if (((boost::math::isnan)(volume)) ||
       (volume == -INFINITY         ) ||
       (volume ==  INFINITY         ) ||
       (volume <= 0.                )) {
     // Do nothing
   }
   else {
     const BoxSubset<V,M>* boxSubset = dynamic_cast<const BoxSubset<V,M>* >(&m_domainSet);
     if (boxSubset == NULL) {
       // Do nothing
     }
     else {
       V tmpVec(m_domainSet.vectorSpace().zeroVector());
       double sum = 0.;
       for (unsigned int i = 0; i < numSamples; ++i) {
         tmpVec.cwSetUniform(boxSubset->minValues(),boxSubset->maxValues());
         sum += this->actualValue(tmpVec,NULL,NULL,NULL,NULL);
       }
       double avgValue = sum/((double) numSamples);
       value = -( log(avgValue) + log(volume) );
       if (updateFactorInternally) {
         m_logOfNormalizationFactor = value;
       }
     }
   }
 
   return value;
 }

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

virtual double QUESO::BaseJointPdf< V, M >::computeLogOfNormalizationFactor	(	unsigned int	numSamples,
		bool	m_logOfNormalizationFactor
	)		const

pure virtual

Computes the logarithm of the normalization factor. See template specialization.

Implemented in QUESO::InvLogitGaussianJointPdf< V, M >, QUESO::ConcatenatedJointPdf< V, M >, QUESO::GaussianJointPdf< V, M >, QUESO::PoweredJointPdf< V, M >, QUESO::BayesianJointPdf< V, M >, QUESO::GammaJointPdf< V, M >, QUESO::LogNormalJointPdf< V, M >, QUESO::BayesianJointPdf< P_V, P_M >, QUESO::JeffreysJointPdf< V, M >, QUESO::BetaJointPdf< V, M >, QUESO::InverseGammaJointPdf< V, M >, QUESO::WignerJointPdf< V, M >, QUESO::UniformJointPdf< V, M >, and QUESO::GenericJointPdf< V, M >.

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

virtual double QUESO::BaseJointPdf< V, M >::lnValue	(	const V &	domainVector,
		const V *	domainDirection,
		V *	gradVector,
		M *	hessianMatrix,
		V *	hessianEffect
	)		const

pure virtual

Logarithm of the value of the function.

Implements QUESO::BaseScalarFunction< V, M >.

Implemented in QUESO::InvLogitGaussianJointPdf< V, M >, QUESO::GaussianJointPdf< V, M >, QUESO::ConcatenatedJointPdf< V, M >, QUESO::BayesianJointPdf< V, M >, QUESO::GammaJointPdf< V, M >, QUESO::LogNormalJointPdf< V, M >, QUESO::PoweredJointPdf< V, M >, QUESO::BetaJointPdf< V, M >, QUESO::InverseGammaJointPdf< V, M >, QUESO::JeffreysJointPdf< V, M >, QUESO::WignerJointPdf< V, M >, QUESO::GenericJointPdf< V, M >, and QUESO::UniformJointPdf< V, M >.

template<class V , class M >

void QUESO::BaseJointPdf< V, M >::setLogOfNormalizationFactor ( double value ) const

Sets a logarithmic value to be used in the normalization factor (stored in the protected attribute m_normalizationStyle.)

Definition at line 69 of file JointPdf.C.

 {
   m_logOfNormalizationFactor = value;
   return;
 }

template<class V , class M >

void QUESO::BaseJointPdf< V, M >::setNormalizationStyle ( unsigned int value ) const

virtual

Sets a value to be used in the normalization style (stored in the protected attribute m_normalizationStyle.)

Reimplemented in QUESO::ConcatenatedJointPdf< V, M >, QUESO::BayesianJointPdf< V, M >, QUESO::BayesianJointPdf< P_V, P_M >, and QUESO::PoweredJointPdf< V, M >.

Definition at line 61 of file JointPdf.C.

 {
   m_normalizationStyle = value;
   return;
 }

Member Data Documentation

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

double QUESO::BaseJointPdf< V, M >::m_logOfNormalizationFactor

mutableprotected

Definition at line 100 of file JointPdf.h.

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

unsigned int QUESO::BaseJointPdf< V, M >::m_normalizationStyle

mutableprotected

Definition at line 99 of file JointPdf.h.

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

src/stats/inc/JointPdf.h
src/stats/src/JointPdf.C

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

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