queso-0.53.0
GammaJointPdf.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
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_GAMMA_JOINT_PROB_DENSITY_H
26 #define UQ_GAMMA_JOINT_PROB_DENSITY_H
27 
28 #include <cmath>
29 
30 #include <boost/math/special_functions.hpp> // for Boost isnan. Note parentheses are important in function call.
31 
32 #include <queso/JointPdf.h>
33 #include <queso/Environment.h>
34 #include <queso/ScalarFunction.h>
35 #include <queso/BoxSubset.h>
36 
37 namespace QUESO {
38 
39 class GslVector;
40 class GslMatrix;
41 
42 //*****************************************************
43 // Gamma probability density class [PDF-06]
44 //*****************************************************
51 template <class V = GslVector, class M = GslMatrix>
52 class GammaJointPdf : public BaseJointPdf<V,M> {
53 public:
55 
56 
59  GammaJointPdf(const char* prefix,
61  const V& a,
62  const V& b);
66 
68 
69 
71  double actualValue(const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
72 
74 
79  double lnValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
80 
82 
83  double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const;
85 protected:
91 
92  V m_a;
93  V m_b;
94 };
95 
96 } // End namespace QUESO
97 
98 #endif // UQ_GAMMA_JOINT_PROB_DENSITY_H
A templated class for handling sets.
Definition: VectorSet.h:52
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the Gamma PDF.
Definition: GammaJointPdf.C:80
A templated (base) class for handling joint PDFs.
Definition: JointPdf.h:56
GammaJointPdf(const char *prefix, const VectorSet< V, M > &domainSet, const V &a, const V &b)
Constructor.
Definition: GammaJointPdf.C:33
A templated (base) class for handling scalar functions.
double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Computes the logarithm of the normalization factor.
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
A class for handling Gamma joint PDFs.
Definition: GammaJointPdf.h:52
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the Gamma PDF.
Definition: GammaJointPdf.C:63
~GammaJointPdf()
Destructor.
Definition: GammaJointPdf.C:57

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