A class for handling Beta joint PDFs. More...

#include <BetaJointPdf.h>

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

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

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

	~BetaJointPdf ()
	Destructor. More...

Math methods
double	actualValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const
	Actual value of the Beta PDF. More...

double	lnValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const
	Logarithm of the value of the Beta PDF. More...

virtual void	distributionMean (V &meanVector) const
	Mean value of the underlying random variable. More...

virtual void	distributionVariance (M &covMatrix) const
	Covariance matrix of the underlying random variable. More...

double	computeLogOfNormalizationFactor (unsigned int numSamples, bool updateFactorInternally) const
	Computes the logarithm of the normalization factor. More...

Public Member Functions inherited from QUESO::BaseJointPdf< V, M >
	BaseJointPdf (const char *prefix, const VectorSet< V, M > &domainSet)
	Default constructor. More...

virtual	~BaseJointPdf ()
	Destructor. More...

virtual void	setNormalizationStyle (unsigned int value) const

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 void	print (std::ostream &os) const
	Print method. Non-pure for backwards compatibility. More...

Public Member Functions inherited from QUESO::BaseScalarFunction< V, M >
void	setFiniteDifferenceStepSize (double fdStepSize)
	Sets the step size for finite differencing gradients. More...

void	setFiniteDifferenceStepSize (unsigned int i, double fdStepSize)

	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...

virtual double	lnValue (const V &domainVector) const
	Returns the logarithm of the function at `domainVector`. More...

virtual double	lnValue (const V &domainVector, V &gradVector) const
	Returns the logarithm of the function and its gradient at `domainVector`. More...

virtual double	lnValue (const V &domainVector, V &gradVector, const V &domainDirection, V &hessianEffect) const

Protected Attributes
V	m_alpha

V	m_beta

Protected Attributes inherited from QUESO::BaseJointPdf< V, M >
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...

Additional Inherited Members
Protected Member Functions inherited from QUESO::BaseJointPdf< V, M >
double	commonComputeLogOfNormalizationFactor (unsigned int numSamples, bool updateFactorInternally) const
	Common method (to the derived classes) to compute the logarithm of the normalization factor. More...

Detailed Description

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

A class for handling Beta joint PDFs.

This class allows the mathematical definition of a Beta Joint PDF.

Definition at line 47 of file BetaJointPdf.h.

Constructor & Destructor Documentation

template<class V , class M >

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

Constructor.

Constructs a new object of the class, given a prefix, the domain set, and the parameters alpha and beta of the Beta PDF.

Definition at line 34 of file BetaJointPdf.C.

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

   :
   BaseJointPdf<V,M>(((std::string)(prefix)+"uni").c_str(),domainSet),
   m_alpha(alpha),
   m_beta (beta)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering BetaJointPdf<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving BetaJointPdf<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

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

Destructor.

Definition at line 58 of file BetaJointPdf.C.

59 {

60 }

Member Function Documentation

template<class V , class M >

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

virtual

Actual value of the Beta PDF.

This routine calls method lnValue() and returns the exponent of the returning value of such method.

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 64 of file BetaJointPdf.C.

References QUESO::queso_require_equal_to_msg.

 {
   queso_require_equal_to_msg(domainVector.sizeLocal(), this->m_domainSet.vectorSpace().dimLocal(), "invalid input");
   queso_require_msg(!(domainDirection || hessianMatrix || hessianEffect), "incomplete code for hessianMatrix and hessianEffect calculations");
 
   // No need to multiply by exp(m_logOfNormalizationFactor) because 'lnValue()' is called
   double value = std::exp(this->lnValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect));
 
   if (gradVector) {
     // DM: This transformation may have issues near the boundary.  I haven't
     // fully explored this yet.
     //
     // This evaluation is also normalised (if m_normalizationStyle is zero) and
     // so the gradient in physical space contains the normalisation constant.
     (*gradVector) *= value;
   }
 
   return value;
 }

template<class V , class M >

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

virtual

Computes the logarithm of the normalization factor.

This routine calls BaseJointPdf::commonComputeLogOfNormalizationFactor().

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 170 of file BetaJointPdf.C.

References QUESO::BaseJointPdf< V, M >::commonComputeLogOfNormalizationFactor().

 {
   double value = 0.;
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
     *m_env.subDisplayFile() << "Entering BetaJointPdf<V,M>::computeLogOfNormalizationFactor()"
                             << std::endl;
   }
   value = BaseJointPdf<V,M>::commonComputeLogOfNormalizationFactor(numSamples, updateFactorInternally);
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
     *m_env.subDisplayFile() << "Leaving BetaJointPdf<V,M>::computeLogOfNormalizationFactor()"
                             << ", m_logOfNormalizationFactor = " << m_logOfNormalizationFactor
                             << std::endl;
   }
 
   return value;
 }

template<class V , class M >

void QUESO::BetaJointPdf< V, M >::distributionMean ( V & meanVector ) const

virtual

Mean value of the underlying random variable.

Reimplemented from QUESO::BaseJointPdf< V, M >.

Definition at line 138 of file BetaJointPdf.C.

 {
   unsigned int n_params = meanVector.sizeLocal();
   queso_assert_equal_to (n_params, m_alpha.sizeLocal());
 
   for (unsigned int i = 0; i < n_params; ++i) {
     meanVector[i] = m_alpha[i] / (m_alpha[i] + m_beta[i]);
   }
 }

template<class V , class M >

void QUESO::BetaJointPdf< V, M >::distributionVariance ( M & covMatrix ) const

virtual

Covariance matrix of the underlying random variable.

Reimplemented from QUESO::BaseJointPdf< V, M >.

Definition at line 150 of file BetaJointPdf.C.

 {
   unsigned int n_params = m_alpha.sizeLocal();
   queso_assert_equal_to (n_params, m_beta.sizeLocal());
   queso_assert_equal_to (n_params, covMatrix.numCols());
   queso_assert_equal_to (covMatrix.numCols(), covMatrix.numRowsGlobal());
 
   covMatrix.zeroLower();
   covMatrix.zeroUpper();
 
   for (unsigned int i = 0; i < n_params; ++i) {
     covMatrix(i,i) = (m_alpha[i] * m_beta[i]) /
       ((m_alpha[i] + m_beta[i]) *
        (m_alpha[i] + m_beta[i]) *
        (m_alpha[i] + m_beta[i] + 1));
   }
 }

template<class V , class M >

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

virtual

Logarithm of the value of the Beta PDF.

If the normalization style (m_normalizationStyle) is zero, then this routine calls a environment method which handles basic PDFs, e.g. basicPdfs()->betaPdfActualValue() and adds the log of the normalization factor (m_logOfNormalizationFactor) to it; otherwise the method uses the formula: $lnValue = \sum[ (alpha_i-1)*log(domainVector_i) + (beta_i-1)*log(1-domainVector_i)] + m_logOfNormalizationFactor$ .

Reimplemented from QUESO::BaseScalarFunction< V, M >.

Definition at line 91 of file BetaJointPdf.C.

 {
   queso_require_msg(!(domainDirection || hessianMatrix || hessianEffect), "incomplete code for gradVector, hessianMatrix and hessianEffect calculations");
 
   double aux = 0.;
   double result = 0.;
   for (unsigned int i = 0; i < domainVector.sizeLocal(); ++i) {
     if (m_normalizationStyle == 0) {
       aux = log(m_env.basicPdfs()->betaPdfActualValue(domainVector[i],m_alpha[i],m_beta[i]));
     }
     else {
       aux = (m_alpha[i]-1.)*log(domainVector[i]) + (m_beta[i]-1.)*log(1.-domainVector[i]);
     }
 
     // The log of the beta pdf is
     // f(x) = (alpha - 1) * log(x) + (beta - 1) * log(1 - x)
     // Therefore
     // df/dx (x) = ((alpha - 1) / x) + ((1 - beta) / (1 - x))
     if (gradVector) {
       // We're computing grad of log of p which is p' / p
       (*gradVector)[i] = (m_alpha[i] - 1.0) / domainVector[i] +
         (1.0 - m_beta[i]) / (1.0 - domainVector[i]);
     }
 
     if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 99)) {
       *m_env.subDisplayFile() << "In BetaJointPdf<V,M>::lnValue()"
                               << ", m_normalizationStyle = "      << m_normalizationStyle
                               << ": domainVector[" << i << "] = " << domainVector[i]
                               << ", m_alpha[" << i << "] = "      << m_alpha[i]
                               << ", m_beta[" << i << "] = "       << m_beta[i]
                               << ", log(pdf)= "                   << aux
                               << std::endl;
     }
     result += aux;
   }
   result += m_logOfNormalizationFactor;
 
   return result;
 }

Member Data Documentation

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

V QUESO::BetaJointPdf< V, M >::m_alpha

protected

Definition at line 92 of file BetaJointPdf.h.

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

V QUESO::BetaJointPdf< V, M >::m_beta

protected

Definition at line 93 of file BetaJointPdf.h.

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

src/stats/inc/BetaJointPdf.h
src/stats/src/BetaJointPdf.C

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

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