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

#include <GenericJointPdf.h>

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

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

Public Member Functions
Constructor/Destructor methods
	GenericJointPdf (const char *prefix, const BaseScalarFunction< V, M > &scalarFunction)
	Default constructor. More...

	~GenericJointPdf ()
	Destructor. More...

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

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

double	computeLogOfNormalizationFactor (unsigned int numSamples, bool updateFactorInternally) const
	Computes the logarithm of the normalization factor. See template specialization. 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	distributionMean (V &meanVector) const

virtual void	distributionVariance (M &covMatrix) const

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
const BaseScalarFunction< V, M > &	m_scalarFunction

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::GenericJointPdf< V, M >

A class for handling generic joint PDFs.

This class allows the mathematical definition of a generic Joint PDF, such as the posterior PDF.

Definition at line 50 of file GenericJointPdf.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::GenericJointPdf< V, M >::GenericJointPdf	(	const char *	prefix,
		const BaseScalarFunction< V, M > &	scalarFunction
	)

Default constructor.

Instantiates an object of this class given a prefix and a scalar function. The domain of the scalar function is assigned to the protected attribute m_domainSet, and the scalar function is also itself copied to the protected attribute m_scalarFunction.

Definition at line 33 of file GenericJointPdf.C.

   :
   BaseJointPdf<V,M>(((std::string)(prefix)+"gen").c_str(),scalarFunction.domainSet()),
   m_scalarFunction(scalarFunction)
 {
 }

template<class V , class M >

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

Destructor.

Definition at line 43 of file GenericJointPdf.C.

44 {

45 }

Member Function Documentation

template<class V , class M >

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

virtual

Actual value of the PDF (scalar function).

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 49 of file GenericJointPdf.C.

 {
   return ((exp(m_logOfNormalizationFactor))*m_scalarFunction.actualValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect)); // [PDF-01]
 }

template<class V , class M >

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

virtual

Computes the logarithm of the normalization factor. See template specialization.

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 73 of file GenericJointPdf.C.

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

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

template<class V , class M >

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

virtual

Logarithm of the value of the scalar function. Deprecated.

Pointers will be NULL if derivative information is not required by QUESO.

Default implementation throws an exception.

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

Definition at line 61 of file GenericJointPdf.C.

 {
   return (m_logOfNormalizationFactor + m_scalarFunction.lnValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect)); // [PDF-01]
 }

Member Data Documentation

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

const BaseScalarFunction<V,M>& QUESO::GenericJointPdf< V, M >::m_scalarFunction

protected

Definition at line 78 of file GenericJointPdf.h.

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

src/stats/inc/GenericJointPdf.h
src/stats/src/GenericJointPdf.C

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

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