/usr/include/openturns/FunctionalChaosRandomVector.hxx is in libopenturns-dev 1.5-7build2.
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/**
* @file FunctionalChaosRandomVector.hxx
* @brief An implementation class for functionalChaos random vectors
*
* Copyright 2005-2015 Airbus-EDF-IMACS-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 lebrun
* @date 2008-04-09 00:01:15 +0200 (mer. 09 avril 2008)
*/
#ifndef OPENTURNS_FUNCTIONALCHAOSRANDOMVECTOR_HXX
#define OPENTURNS_FUNCTIONALCHAOSRANDOMVECTOR_HXX
#include "CompositeRandomVector.hxx"
#include "FunctionalChaosResult.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class FunctionalChaosRandomVector
*
* An implementation class for functionalChaos random vectors
*/
class OT_API FunctionalChaosRandomVector
: public CompositeRandomVector
{
CLASSNAME;
public:
/** Some typedefs to ease reading */
/** Default constructor */
FunctionalChaosRandomVector(const FunctionalChaosResult & functionalChaosResult);
/** Virtual constructor */
virtual FunctionalChaosRandomVector * clone() const;
/** String converter */
String __repr__() const;
/* Here is the interface that all derived class must implement */
/** Mean accessor */
NumericalPoint getMean() const;
/** Covariance accessor */
CovarianceMatrix getCovariance() const;
/** Sobol index accessor */
NumericalScalar getSobolIndex(const Indices & variableIndices,
const UnsignedInteger marginalIndex = 0) const;
NumericalScalar getSobolIndex(const UnsignedInteger variableIndex,
const UnsignedInteger marginalIndex = 0) const;
/** Sobol total index accessor */
NumericalScalar getSobolTotalIndex(const Indices & variableIndices,
const UnsignedInteger marginalIndex = 0) const;
NumericalScalar getSobolTotalIndex(const UnsignedInteger variableIndex,
const UnsignedInteger marginalIndex = 0) const;
/** Functional chaos result accessor */
FunctionalChaosResult getFunctionalChaoResult() 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:
friend class Factory<FunctionalChaosRandomVector>;
/** Default constructor */
FunctionalChaosRandomVector() : CompositeRandomVector() {};
private:
/** Compute the covariance */
void computeCovariance() const;
/** Scalar value of the covariance */
mutable CovarianceMatrix covariance_;
/** Flag to tell if the covariance has already been computed */
mutable Bool isAlreadyComputedCovariance_;
/** The functional chaos result tht allows to build the random vector */
FunctionalChaosResult functionalChaosResult_;
}; /* class FunctionalChaosRandomVector */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_FUNCTIONALCHAOSRANDOMVECTOR_HXX */
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