queso-0.53.0
SequenceStatisticalOptions.h
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1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2015 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
12 //
13 // This library is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
18 // You should have received a copy of the GNU Lesser General Public
19 // License along with this library; if not, write to the Free Software
20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA 02110-1301 USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_SEQUENCE_STATISTICAL_OPTIONS_H
26 #define UQ_SEQUENCE_STATISTICAL_OPTIONS_H
27 
28 #include <queso/Defines.h>
29 
30 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
31 
32 #include <queso/Environment.h>
33 #include <queso/BoostInputOptionsParser.h>
34 
35 #define UQ_SEQUENCE_INITIAL_DISCARDED_PORTIONS_ODV "0."
36 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
37 #define UQ_SEQUENCE_MEAN_MONITOR_PERIOD_ODV 0
38 #define UQ_SEQUENCE_BMM_RUN_ODV 0
39 #define UQ_SEQUENCE_BMM_LENGTHS_ODV "0"
40 #define UQ_SEQUENCE_BMM_DISPLAY_ODV 0
41 #define UQ_SEQUENCE_BMM_WRITE_ODV 0
42 #define UQ_SEQUENCE_FFT_COMPUTE_ODV 0
43 #define UQ_SEQUENCE_FFT_PARAM_ID_ODV 0
44 #define UQ_SEQUENCE_FFT_SIZE_ODV 2048
45 #define UQ_SEQUENCE_FFT_TEST_INVERSION_ODV 0
46 #define UQ_SEQUENCE_FFT_WRITE_ODV 0
47 #define UQ_SEQUENCE_PSD_COMPUTE_ODV 0
48 #define UQ_SEQUENCE_PSD_NUM_BLOCKS_ODV 8
49 #define UQ_SEQUENCE_PSD_HOP_SIZE_RATIO_ODV 0.
50 #define UQ_SEQUENCE_PSD_PARAM_ID_ODV 0
51 #define UQ_SEQUENCE_PSD_WRITE_ODV 0
52 #define UQ_SEQUENCE_PSD_AT_ZERO_COMPUTE_ODV 0
53 #define UQ_SEQUENCE_PSD_AT_ZERO_NUM_BLOCKS_ODV "8"
54 #define UQ_SEQUENCE_PSD_AT_ZERO_HOP_SIZE_RATIO_ODV .5
55 #define UQ_SEQUENCE_PSD_AT_ZERO_DISPLAY_ODV 0
56 #define UQ_SEQUENCE_PSD_AT_ZERO_WRITE_ODV 0
57 #define UQ_SEQUENCE_GEWEKE_COMPUTE_ODV 0
58 #define UQ_SEQUENCE_GEWEKE_NA_RATIO_ODV .1
59 #define UQ_SEQUENCE_GEWEKE_NB_RATIO_ODV .5
60 #define UQ_SEQUENCE_GEWEKE_DISPLAY_ODV 0
61 #define UQ_SEQUENCE_GEWEKE_WRITE_ODV 0
62 #define UQ_SEQUENCE_MEAN_STACC_COMPUTE_ODV 0
63 #define UQ_SEQUENCE_HIST_COMPUTE_ODV 0
64 #define UQ_SEQUENCE_HIST_NUM_INTERNAL_BINS_ODV 100
65 #define UQ_SEQUENCE_CDF_STACC_COMPUTE_ODV 0
66 #define UQ_SEQUENCE_CDF_STACC_NUM_EVAL_POSITIONS_ODV 50
67 #endif
68 #define UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_DEF_ODV 0
69 #define UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_FFT_ODV 0
70 #define UQ_SEQUENCE_AUTO_CORR_SECOND_LAG_ODV 0
71 #define UQ_SEQUENCE_AUTO_CORR_LAG_SPACING_ODV 0
72 #define UQ_SEQUENCE_AUTO_CORR_NUM_LAGS_ODV 0
73 #define UQ_SEQUENCE_AUTO_CORR_DISPLAY_ODV 0
74 #define UQ_SEQUENCE_AUTO_CORR_WRITE_ODV 0
75 #define UQ_SEQUENCE_KDE_COMPUTE_ODV 0
76 #define UQ_SEQUENCE_KDE_NUM_EVAL_POSITIONS_ODV 100
77 #define UQ_SEQUENCE_COV_MATRIX_COMPUTE_ODV 0
78 #define UQ_SEQUENCE_CORR_MATRIX_COMPUTE_ODV 0
79 
80 namespace boost {
81  namespace program_options {
82  class options_description;
83  }
84 }
85 
94 class SsOptionsValues
95 {
96 public:
98 
99 
101  SsOptionsValues ();
102 
104 
105  SsOptionsValues(const BaseEnvironment * env, const char * prefix);
106 
108 
109  SsOptionsValues (const SsOptionsValues& src);
110 
112  virtual ~SsOptionsValues ();
114 
116 
117  SsOptionsValues& operator= (const SsOptionsValues& rhs);
120 
122 
123 
124  std::string m_prefix;
125 
127  std::vector<double> m_initialDiscardedPortions;
128 
130  bool m_autoCorrComputeViaDef;
131 
133  bool m_autoCorrComputeViaFft;
134 
136  unsigned int m_autoCorrSecondLag;
137 
139  unsigned int m_autoCorrLagSpacing;
140 
142  unsigned int m_autoCorrNumLags;
143 
145  bool m_autoCorrDisplay;
146 
148  bool m_autoCorrWrite;
149 
151  bool m_kdeCompute;
152 
154  unsigned int m_kdeNumEvalPositions;
155 
157  bool m_covMatrixCompute;
158 
160  bool m_corrMatrixCompute;
161 
162 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
163  unsigned int m_meanMonitorPeriod;
164 
165  bool m_bmmRun;
166  std::vector<unsigned int> m_bmmLengths;
167  bool m_bmmDisplay;
168  bool m_bmmWrite;
169 
170  bool m_fftCompute;
171  unsigned int m_fftParamId;
172  unsigned int m_fftSize;
173  bool m_fftTestInversion;
174  bool m_fftWrite;
175 
176  bool m_psdCompute;
177  unsigned int m_psdNumBlocks;
178  double m_psdHopSizeRatio;
179  unsigned int m_psdParamId;
180  bool m_psdWrite;
181 
182  bool m_psdAtZeroCompute;
183  std::vector<unsigned int> m_psdAtZeroNumBlocks;
184  double m_psdAtZeroHopSizeRatio;
185  bool m_psdAtZeroDisplay;
186  bool m_psdAtZeroWrite;
187 
188  bool m_gewekeCompute;
189  double m_gewekeNaRatio;
190  double m_gewekeNbRatio;
191  bool m_gewekeDisplay;
192  bool m_gewekeWrite;
193 
194  bool m_meanStaccCompute;
195 
196  bool m_histCompute;
197  unsigned int m_histNumInternalBins;
198 
199  bool m_cdfStaccCompute;
200  unsigned int m_cdfStaccNumEvalPositions;
201 #endif
202 
203  // end public attributes
204 private:
205  BoostInputOptionsParser * m_parser;
206 
207  std::string m_option_help;
208  std::string m_option_initialDiscardedPortions;
209 
210  std::string m_option_autoCorr_computeViaDef;
211  std::string m_option_autoCorr_computeViaFft;
212  std::string m_option_autoCorr_secondLag;
213  std::string m_option_autoCorr_lagSpacing;
214  std::string m_option_autoCorr_numLags;
215  std::string m_option_autoCorr_display;
216  std::string m_option_autoCorr_write;
217  std::string m_option_kde_compute;
218  std::string m_option_kde_numEvalPositions;
219  std::string m_option_covMatrix_compute;
220  std::string m_option_corrMatrix_compute;
221 
222 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
223  std::string m_option_mean_monitorPeriod;
224  std::string m_option_bmm_run;
225  std::string m_option_bmm_lengths;
226  std::string m_option_bmm_display;
227  std::string m_option_bmm_write;
228  std::string m_option_fft_compute;
229  std::string m_option_fft_paramId;
230  std::string m_option_fft_size;
231  std::string m_option_fft_testInversion;
232  std::string m_option_fft_write;
233  std::string m_option_psd_compute;
234  std::string m_option_psd_numBlocks;
235  std::string m_option_psd_hopSizeRatio;
236  std::string m_option_psd_paramId;
237  std::string m_option_psd_write;
238  std::string m_option_psdAtZero_compute;
239  std::string m_option_psdAtZero_numBlocks;
240  std::string m_option_psdAtZero_hopSizeRatio;
241  std::string m_option_psdAtZero_display;
242  std::string m_option_psdAtZero_write;
243  std::string m_option_geweke_compute;
244  std::string m_option_geweke_naRatio;
245  std::string m_option_geweke_nbRatio;
246  std::string m_option_geweke_display;
247  std::string m_option_geweke_write;
248  std::string m_option_meanStacc_compute;
249  std::string m_option_hist_compute;
250  std::string m_option_hist_numInternalBins;
251  std::string m_option_cdfStacc_compute;
252  std::string m_option_cdfStacc_numEvalPositions;
253 #endif
254 
256  void copy(const SsOptionsValues& src);
257 };
258 
259 //------------------------------------------------------------------------------------------------
260 
269 class SequenceStatisticalOptions
270 {
271 public:
273 
274 
277  SequenceStatisticalOptions(const BaseEnvironment& env,
278  const std::string& prefix);
279 
281 
283  SequenceStatisticalOptions(const BaseEnvironment& env,
284  const std::string& prefix,
285  const SsOptionsValues& alternativeOptionsValues);
287  ~SequenceStatisticalOptions();
289 
291 
292 
294  const std::vector<double>& initialDiscardedPortions() const;
295 
297  bool autoCorrComputeViaDef() const;
298 
300  bool autoCorrComputeViaFft() const;
301 
303  unsigned int autoCorrSecondLag () const;
304 
306  unsigned int autoCorrLagSpacing () const;
307 
309  unsigned int autoCorrNumLags () const;
310 
312  bool autoCorrDisplay () const;
313 
315  bool autoCorrWrite () const;
316 
318  bool kdeCompute () const;
319 
321  unsigned int kdeNumEvalPositions() const;
322 
324  bool covMatrixCompute () const;
325 
327  bool corrMatrixCompute() const;
329 
331 
332  void print(std::ostream& os) const;
335 
337 
338  SsOptionsValues m_ov;
340 
341 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
342 
343  unsigned int meanMonitorPeriod() const;
344 
345  bool bmmRun () const;
346  const std::vector<unsigned int>& bmmLengths() const;
347  bool bmmDisplay() const;
348  bool bmmWrite () const;
349 
350  bool fftCompute () const;
351  unsigned int fftParamId () const;
352  unsigned int fftSize () const;
353  bool fftTestInversion() const;
354  bool fftWrite () const;
355 
356  bool psdCompute () const;
357  unsigned int psdNumBlocks () const;
358  double psdHopSizeRatio() const;
359  unsigned int psdParamId () const;
360  bool psdWrite () const;
361 
362  bool psdAtZeroCompute () const;
363  const std::vector<unsigned int>& psdAtZeroNumBlocks () const;
364  double psdAtZeroHopSizeRatio() const;
365  bool psdAtZeroDisplay () const;
366  bool psdAtZeroWrite () const;
367 
368  bool gewekeCompute() const;
369  double gewekeNaRatio() const;
370  double gewekeNbRatio() const;
371  bool gewekeDisplay() const;
372  bool gewekeWrite () const;
373 
374  bool meanStaccCompute() const;
375 
376  bool histCompute () const;
377  unsigned int histNumInternalBins() const;
378 
379  bool cdfStaccCompute () const;
380  unsigned int cdfStaccNumEvalPositions() const;
381 #endif
382 
383 private:
385  void defineMyOptions (boost::program_options::options_description& optionsDesc) const;
386 
388  void getMyOptionValues(boost::program_options::options_description& optionsDesc);
389 
390  std::string m_prefix;
391  const BaseEnvironment& m_env;
392  boost::program_options::options_description* m_optionsDesc;
393 
394  std::string m_option_help;
395  std::string m_option_initialDiscardedPortions;
396 
397  std::string m_option_autoCorr_computeViaDef;
398  std::string m_option_autoCorr_computeViaFft;
399  std::string m_option_autoCorr_secondLag;
400  std::string m_option_autoCorr_lagSpacing;
401  std::string m_option_autoCorr_numLags;
402  std::string m_option_autoCorr_display;
403  std::string m_option_autoCorr_write;
404  std::string m_option_kde_compute;
405  std::string m_option_kde_numEvalPositions;
406  std::string m_option_covMatrix_compute;
407  std::string m_option_corrMatrix_compute;
408 
409 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
410  std::string m_option_mean_monitorPeriod;
411  std::string m_option_bmm_run;
412  std::string m_option_bmm_lengths;
413  std::string m_option_bmm_display;
414  std::string m_option_bmm_write;
415  std::string m_option_fft_compute;
416  std::string m_option_fft_paramId;
417  std::string m_option_fft_size;
418  std::string m_option_fft_testInversion;
419  std::string m_option_fft_write;
420  std::string m_option_psd_compute;
421  std::string m_option_psd_numBlocks;
422  std::string m_option_psd_hopSizeRatio;
423  std::string m_option_psd_paramId;
424  std::string m_option_psd_write;
425  std::string m_option_psdAtZero_compute;
426  std::string m_option_psdAtZero_numBlocks;
427  std::string m_option_psdAtZero_hopSizeRatio;
428  std::string m_option_psdAtZero_display;
429  std::string m_option_psdAtZero_write;
430  std::string m_option_geweke_compute;
431  std::string m_option_geweke_naRatio;
432  std::string m_option_geweke_nbRatio;
433  std::string m_option_geweke_display;
434  std::string m_option_geweke_write;
435  std::string m_option_meanStacc_compute;
436  std::string m_option_hist_compute;
437  std::string m_option_hist_numInternalBins;
438  std::string m_option_cdfStacc_compute;
439  std::string m_option_cdfStacc_numEvalPositions;
440 #endif
441 
442 };
443 
444 std::ostream& operator<<(std::ostream& os, const SequenceStatisticalOptions& obj);
445 
446 #endif // ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
447 
448 #endif // UQ_SEQUENCE_STATISTICAL_OPTIONS_H
449 
QUESO::operator<<
std::ostream & operator<<(std::ostream &os, const BaseEnvironment &obj)
copy
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