A class representing a vector RV constructed via Beta distribution. More...

#include <BetaVectorRV.h>

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

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

Public Member Functions
Constructor/Destructor methods
	BetaVectorRV (const char *prefix, const VectorSet< V, M > &imageSet, const V &alpha, const V &beta)
	Default Constructor. More...

virtual	~BetaVectorRV ()
	Virtual destructor. More...

I/O methods
void	print (std::ostream &os) const
	TODO: Prints the vector RV. More...

Public Member Functions inherited from QUESO::BaseVectorRV< V, M >
	BaseVectorRV (const char *prefix, const VectorSet< V, M > &imageSet)
	Constructor. More...

virtual	~BaseVectorRV ()
	Virtual destructor. More...

const BaseEnvironment &	env () const
	QUESO environment; access to private attribute m_env. More...

const VectorSet< V, M > &	imageSet () const
	Image set of the vector RV; access to private attribute m_imageSet. More...

const BaseJointPdf< V, M > &	pdf () const
	Posterior Density Function of the vector RV; access to private attribute m_pdf. More...

const BaseVectorRealizer< V, M > &	realizer () const
	Finds a realization (sample) of the PDF of this vector RV; access to private attribute m_realizer. More...

const BaseVectorCdf< V, M > &	subCdf () const
	Finds the Cumulative Distribution Function of this vector RV, considering only the sub-sequence of data; access to private attribute m_subCdf. More...

const BaseVectorCdf< V, M > &	unifiedCdf () const
	Finds the Cumulative Distribution Function of this vector RV, considering the unified sequence of data; access to private attribute m_unifiedCdf. More...

const BaseVectorMdf< V, M > &	mdf () const
	Finds the Mass Density Function of this vector RV; access to private attribute m_mdf. More...

Additional Inherited Members
Protected Attributes inherited from QUESO::BaseVectorRV< V, M >
const BaseEnvironment &	m_env

std::string	m_prefix

const VectorSet< V, M > &	m_imageSet

BaseJointPdf< V, M > *	m_pdf

BaseVectorRealizer< V, M > *	m_realizer

const BaseVectorCdf< V, M > *	m_subCdf

const BaseVectorCdf< V, M > *	m_unifiedCdf

const BaseVectorMdf< V, M > *	m_mdf

Detailed Description

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

A class representing a vector RV constructed via Beta distribution.

This class allows the user to compute the value of a Beta PDF and to generate realizations (samples) from it.
The beta probability density function for a given value x and given pair of parameters a and b is:

$y=f(x|a,b)= \frac{1}{B(a,b)} x^{a-1}(1-x)^{b-1},$

where B(·) is the Beta function:

$B(a,b)=\frac{\Gamma(a)\Gamma(b)}{\Gamma(a+b)}=\frac{(a-1)!(b-1)!}{(a+b-1)!}.$

The parameters a and b must all be positive, and the values x must lie on the interval [0, 1].

Definition at line 64 of file BetaVectorRV.h.

Constructor & Destructor Documentation

template<class V, class M>

QUESO::BetaVectorRV< V, M >::BetaVectorRV	(	const char *	prefix,
		const VectorSet< V, M > &	imageSet,
		const V &	alpha,
		const V &	beta
	)

Default Constructor.

Construct a Beta vector RV with parameters a>0 and b>0, whose variates live in imageSet. The constructor will check whether or not the data provided via imageSet belongs to [0,1], which is a requirement imposed by the Beta distribution. If this condition is not satisfied, an error message will be displayed and the program will exit.

Definition at line 36 of file BetaVectorRV.C.

   :
   BaseVectorRV<V,M>(((std::string)(prefix)+"uni").c_str(),imageSet)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering BetaVectorRV<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
 // begin kemelli 2013-April-22 : --------------------------
 
   const BoxSubset<V,M>* imageBox = dynamic_cast<const BoxSubset<V,M>* >(&imageSet);
 
   double smallerOfMaxValues = imageBox->maxValues().getMinValue();
   double biggerOfMaxValues = imageBox->maxValues().getMaxValue();
   double smallerOfMinValues = imageBox->minValues().getMinValue();
   double biggerOfMinValues = imageBox->minValues().getMaxValue();
 
  // Beta dist is defined only in [0,1]
  if( (smallerOfMinValues < 0) || ( biggerOfMaxValues > 1 ) )
  {
    std::cerr << "In BetaVectorRV<V,M>::constructor()\n"
        << "Beta distribution is defined only in [0, 1].\n"
        << "The data provided is: \n"
        << *imageBox
          << "Sampling will not cover all interval.\n"
          << std::endl;
 
  // if at least one of the min values > 1 then exit
     queso_require_less_equal_msg(biggerOfMinValues, 1, "invalid input: Beta distribution is only defined in [0, 1], and max(m_minValues)>1");
  // if at least one of the max values < 0 then exit
     queso_require_greater_equal_msg(smallerOfMaxValues, 0, "invalid input: Beta distribution is only defined in [0, 1], and min(m_maxValues)<0");
  }
   // end kemelli 2013-April-22 --------------------------
 
   m_pdf        = new BetaJointPdf<V,M>(m_prefix.c_str(),
                                               m_imageSet,
                                               alpha,
                                               beta);
   m_realizer   = new BetaVectorRealizer<V,M>(m_prefix.c_str(),
                                                     m_imageSet,
                                                     alpha,
                                                     beta);
   m_subCdf     = NULL; // FIX ME: complete code
   m_unifiedCdf = NULL; // FIX ME: complete code
   m_mdf        = NULL; // FIX ME: complete code
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving BetaVectorRV<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

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

virtual

Virtual destructor.

Definition at line 96 of file BetaVectorRV.C.

 {
   delete m_mdf;
   delete m_unifiedCdf;
   delete m_subCdf;
   delete m_realizer;
   delete m_pdf;
 }

Member Function Documentation

template<class V , class M >

void QUESO::BetaVectorRV< V, M >::print ( std::ostream & os ) const

virtual

TODO: Prints the vector RV.

Todo:: : implement me!

Implements QUESO::BaseVectorRV< V, M >.

Definition at line 107 of file BetaVectorRV.C.

 {
   os << "BetaVectorRV<V,M>::print() says, 'Please implement me.'" << std::endl;
   return;
 }

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

src/stats/inc/BetaVectorRV.h
src/stats/src/BetaVectorRV.C

Public Member Functions

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

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