/usr/include/openturns/MarginalTransformationEvaluation.hxx is in libopenturns-dev 0.15-2.
This file is owned by root:root, with mode 0o644.
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/**
* @file MarginalTransformationEvaluation.hxx
* @brief Class for the Nataf transformationEvaluation evaluation for elliptical
*
* (C) Copyright 2005-2011 EDF-EADS-Phimeca
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License.
*
* This library is distributed in the hope that it will be useful
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: souchaud $
* @date: $LastChangedDate: 2011-07-01 10:34:36 +0200 (Fri, 01 Jul 2011) $
* Id: $Id: MarginalTransformationEvaluation.hxx 1981 2011-07-01 08:34:36Z souchaud $
*/
#ifndef OPENTURNS_MARGINALTRANSFORMATIONEVALUATION_HXX
#define OPENTURNS_MARGINALTRANSFORMATIONEVALUATION_HXX
#include "OTprivate.hxx"
#include "NumericalMathEvaluationImplementation.hxx"
#include "Matrix.hxx"
#include "NumericalPoint.hxx"
#include "Collection.hxx"
#include "PersistentCollection.hxx"
#include "Distribution.hxx"
#include "Exception.hxx"
#include "StorageManager.hxx"
#include "ResourceMap.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Algorithm {
/**
* @class MarginalTransformationEvaluation
*
* This class offers an interface for the Nataf function for elliptical distributions
*/
class MarginalTransformationEvaluation
: public Base::Func::NumericalMathEvaluationImplementation
{
CLASSNAME;
public:
static const NumericalScalar DefaultTailThreshold;
typedef Base::Func::NumericalMathEvaluationImplementation NumericalMathEvaluationImplementation;
typedef Base::Type::Matrix Matrix;
typedef Base::Type::NumericalPoint NumericalPoint;
typedef Model::Distribution Distribution;
typedef Base::Type::Collection<Distribution> DistributionCollection;
typedef Base::Type::PersistentCollection<Distribution> DistributionPersistentCollection;
typedef Base::Common::InternalException InternalException;
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Base::Common::StorageManager StorageManager;
enum TranformationDirection { FROM, TO, FROMTO };
/** Default constructor */
MarginalTransformationEvaluation();
/** Parameter constructor */
MarginalTransformationEvaluation(const DistributionCollection & distributionCollection,
const UnsignedLong direction = FROM);
/** Parameter constructor */
MarginalTransformationEvaluation(const DistributionCollection & inputDistributionCollection,
const DistributionCollection & outputDistributionCollection);
/** Virtual constructor */
virtual MarginalTransformationEvaluation * clone() const;
/** Evaluation */
NumericalPoint operator () (const NumericalPoint & inP) const
/* throw (InvalidArgumentException, InternalException) */;
/** Gradient according to the marginal parameters */
Matrix parametersGradient(const NumericalPoint & inP) const;
/** Accessor for input point dimension */
UnsignedLong getInputDimension() const
/* throw(InternalException) */;
/** Accessor for output point dimension */
UnsignedLong getOutputDimension() const
/* throw(InternalException) */;
/** Direction accessor */
void setDirection(const TranformationDirection direction);
UnsignedLong getDirection() const;
/** Input distribution collection accessor */
void setInputDistributionCollection(const DistributionCollection & inputDistributionCollection);
DistributionCollection getInputDistributionCollection() const;
/** Output distribution collection accessor */
void setOutputDistributionCollection(const DistributionCollection & outputDistributionCollection);
DistributionCollection getOutputDistributionCollection() const;
/** String converter */
String __repr__() const;
virtual String __str__(const String & offset = "") const;
/** Method save() stores the object through the StorageManager */
void save(StorageManager::Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(StorageManager::Advocate & adv);
protected:
private:
// Make the gradient and the hessian friend classes of the evaluation in order to share the input and output distribution collections
friend class MarginalTransformationGradient;
friend class MarginalTransformationHessian;
// marginal distributions of the input
DistributionPersistentCollection inputDistributionCollection_;
// Marginal distributions of the output
DistributionPersistentCollection outputDistributionCollection_;
// Direction of the transformation
UnsignedLong direction_;
}; /* MarginalTransformationEvaluation */
} /* namespace Algorithm */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_MARGINALTRANSFORMATIONEVALUATION_HXX */
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