A templated (base) class to accommodate scalar covariance functions (of random variables). More...

#include <ScalarCovarianceFunction.h>

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

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

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

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

Math methods
const VectorSet< V, M > &	basicDomainSet () const
	Domain set; access to private attribute m_basicDomainSet. More...

virtual double	value (const V &domainVector1, const V &domainVector2) const =0
	The value of the covariance function. See template specialization. More...

Protected Attributes
const BaseEnvironment &	m_env

std::string	m_prefix

const VectorSet< V, M > &	m_basicDomainSet

Detailed Description

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

A templated (base) class to accommodate scalar covariance functions (of random variables).

This class allows the mathematical definition of the covariance function of a random variable Covariance provides a measure of the strength of the correlation between two or more sets of random variates. The covariance for two random variates $ X $ and $ Y $ , each with sample size $ N $ , is defined by the expectation value: $cov (X,Y) = <(X-\mu_X)(Y-\mu_Y)> = < X Y > - \mu_X \mu_Y$ where $\mu_X$ and $\mu_Y$ are the respective means, which can be written out explicitly as

$cov (X,Y) = \sum_{i=1}^{N} \frac{(x_i - \bar{x})(y_i - \bar{y})}{N}$

Definition at line 53 of file ScalarCovarianceFunction.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::BaseScalarCovarianceFunction< V, M >::BaseScalarCovarianceFunction	(	const char *	prefix,
		const VectorSet< V, M > &	basicDomainSet
	)

Default constructor.

Instantiates an object of the class given a prefix and the domain set.

Definition at line 31 of file ScalarCovarianceFunction.C.

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

   :
   m_env           (basicDomainSet.env()),
   m_prefix        ((std::string)(prefix)+"cov_func_"),
   m_basicDomainSet(basicDomainSet)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering BaseScalarCovarianceFunction<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving BaseScalarCovarianceFunction<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

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

virtual

Virtual destructor.

Definition at line 53 of file ScalarCovarianceFunction.C.

 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering BaseScalarCovarianceFunction<V,M>::destructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving BaseScalarCovarianceFunction<V,M>::destructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }