/usr/include/openturns/MarginalTransformationEvaluation.hxx is in libopenturns-dev 1.2-2.
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/**
* @file MarginalTransformationEvaluation.hxx
* @brief Class for the Nataf transformationEvaluation evaluation for elliptical
*
* Copyright (C) 2005-2013 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 3 of the License, or
* (at your option) any later version.
*
* 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
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2012-04-18 17:56:46 +0200 (Wed, 18 Apr 2012)
*/
#ifndef OPENTURNS_MARGINALTRANSFORMATIONEVALUATION_HXX
#define OPENTURNS_MARGINALTRANSFORMATIONEVALUATION_HXX
#include "OTprivate.hxx"
#include "NumericalMathEvaluationImplementation.hxx"
#include "NumericalMathFunction.hxx"
#include "Matrix.hxx"
#include "NumericalPoint.hxx"
#include "Collection.hxx"
#include "PersistentCollection.hxx"
#include "Distribution.hxx"
#include "StorageManager.hxx"
#include "ResourceMap.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class MarginalTransformationEvaluation
*
* This class offers an interface for the Nataf function for elliptical distributions
*/
class MarginalTransformationEvaluation
: public NumericalMathEvaluationImplementation
{
CLASSNAME;
public:
typedef Collection<Distribution> DistributionCollection;
typedef PersistentCollection<Distribution> DistributionPersistentCollection;
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,
const Bool simplify = true);
/** Virtual constructor */
virtual MarginalTransformationEvaluation * clone() const;
/** Evaluation */
NumericalPoint operator () (const NumericalPoint & inP) const;
/** Gradient according to the marginal parameters */
Matrix parametersGradient(const NumericalPoint & inP) const;
/** Accessor for input point dimension */
UnsignedLong getInputDimension() const;
/** Accessor for output point dimension */
UnsignedLong getOutputDimension() const;
/** 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;
/** Simplifications accessor */
Collection<UnsignedLong> getSimplifications() const;
/** Expressions accessor */
Collection<NumericalMathFunction> getExpressions() const;
/** String converter */
String __repr__() const;
virtual String __str__(const String & offset = "") const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(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_;
// Flag to tell if simpler expressions are available
Collection<UnsignedLong> simplifications_;
// Collection of simpler expressions
Collection<NumericalMathFunction> expressions_;
}; /* MarginalTransformationEvaluation */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_MARGINALTRANSFORMATIONEVALUATION_HXX */
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