/usr/include/openturns/PosteriorDistribution.hxx is in libopenturns-dev 1.5-7build2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 | // -*- C++ -*-
/**
* @file PosteriorDistribution.hxx
* @brief The PosteriorDistribution distribution
*
* 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 schueller
* @date 2009-10-27 17:42:46 +0100 (mar. 27 oct. 2009)
*/
#ifndef OPENTURNS_POSTERIORDISTRIBUTION_HXX
#define OPENTURNS_POSTERIORDISTRIBUTION_HXX
#include "OTprivate.hxx"
#include "ContinuousDistribution.hxx"
#include "ConditionalDistribution.hxx"
#include "ResourceMap.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class PosteriorDistribution
*
* The PosteriorDistribution distribution.
*/
class OT_API PosteriorDistribution
: public ContinuousDistribution
{
CLASSNAME;
public:
/** Default constructor */
PosteriorDistribution();
/** Parameters constructor */
PosteriorDistribution(const ConditionalDistribution & conditionalDistribution,
const NumericalSample & observations);
/** Comparison operator */
Bool operator ==(const PosteriorDistribution & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual PosteriorDistribution * clone() const;
/** Get the PDF of the distribution */
using ContinuousDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using ContinuousDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using ContinuousDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/* Interface specific to PosteriorDistribution */
/** Conditional distribution accessor */
void setConditionalDistribution(const ConditionalDistribution & conditionalDistribution);
ConditionalDistribution getConditionalDistribution() const;
/** Observations accessor */
void setObservations(const NumericalSample & observations);
NumericalSample getObservations() const;
/** Log normalization factor accessor */
NumericalScalar getLogNormalizationFactor() const;
/** Get the standard deviation of the distribution */
NumericalPoint getStandardDeviation() const;
/** Get the skewness of the distribution */
NumericalPoint getSkewness() const;
/** Get the kurtosis of the distribution */
NumericalPoint getKurtosis() 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);
/** Compute the likelihood of the observations */
NumericalPoint computeLikelihood(const NumericalPoint & theta) const;
protected:
private:
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** The underlying conditional distribution */
ConditionalDistribution conditionalDistribution_;
/** The observations */
NumericalSample observations_;
/** The Bayes normalization constant */
NumericalScalar logNormalizationFactor_;
}; /* class PosteriorDistribution */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_POSTERIORDISTRIBUTION_HXX */
|