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Public Types | Public Member Functions | Static Public Attributes | Protected Member Functions | Protected Attributes | Private Member Functions | Private Attributes | Friends

OpenTURNS::Uncertainty::Distribution::RandomMixture Class Reference

#include <RandomMixture.hxx>

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List of all members.

Public Types

typedef
Base::Stat::CovarianceMatrix 
CovarianceMatrix
typedef Base::Type::Description Description
typedef Base::Type::Collection
< Model::Distribution
DistributionCollection
typedef
Model::DistributionImplementation 
DistributionImplementation
typedef
Base::Type::PersistentCollection
< Model::Distribution
DistributionPersistentCollection
typedef Base::Graph::Graph Graph
typedef
DistributionImplementation::Implementation 
Implementation
typedef
DistributionImplementation::Indices 
Indices
typedef
Base::Common::InternalException 
InternalException
typedef Base::Type::Interval Interval
typedef
DistributionImplementation::InvalidArgumentException 
InvalidArgumentException
typedef
Base::Common::InvalidDimensionException 
InvalidDimensionException
typedef
IsoProbabilisticTransformation 
InverseIsoProbabilisticTransformation
typedef
Base::Func::NumericalMathFunction 
IsoProbabilisticTransformation
typedef
DistributionImplementation::NotDefinedException 
NotDefinedException
typedef
Base::Type::PersistentCollection
< NumericalComplex
NumericalComplexPersistentCollection
typedef
DistributionImplementation::NumericalPoint 
NumericalPoint
typedef
Base::Type::PersistentCollection
< NumericalPoint
NumericalPointCollection
typedef
Base::Type::NumericalPointWithDescription 
NumericalPointWithDescription
typedef
DistributionImplementation::NumericalPointWithDescriptionCollection 
NumericalPointWithDescriptionCollection
typedef
DistributionImplementation::NumericalSample 
NumericalSample
typedef
DistributionImplementation::StorageManager 
StorageManager

Public Member Functions

virtual RandomMixtureclone () const
virtual NumericalScalar computeCDF (const NumericalScalar scalar, const Bool tail=false) const
virtual NumericalSample computeCDF (const NumericalSample &sample, const Bool tail=false) const
virtual NumericalScalar computeCDF (const NumericalPoint &point, const Bool tail=false) const
virtual NumericalPoint computeCDFGradient (const NumericalPoint &point) const
virtual NumericalComplex computeCharacteristicFunction (const NumericalScalar x) const
NumericalComplex computeCharacteristicFunction (const NumericalPoint &point) const
virtual NumericalScalar computeConditionalCDF (const NumericalScalar x, const NumericalPoint &y) const
virtual NumericalScalar computeConditionalDDF (const NumericalScalar x, const NumericalPoint &y) const
virtual NumericalScalar computeConditionalPDF (const NumericalScalar x, const NumericalPoint &y) const
virtual NumericalScalar computeConditionalQuantile (const NumericalScalar q, const NumericalPoint &y) const
virtual NumericalPoint computeDDF (const NumericalPoint &point) const
virtual NumericalScalar computeDDF (const NumericalScalar scalar) const
virtual NumericalSample computeDDF (const NumericalSample &sample) const
virtual NumericalScalar computeDensityGenerator (const NumericalScalar betaSquare) const
virtual NumericalScalar computeDensityGeneratorDerivative (const NumericalScalar betaSquare) const
virtual NumericalScalar computeDensityGeneratorSecondDerivative (const NumericalScalar betaSquare) const
virtual NumericalScalar computePDF (const NumericalScalar scalar) const
virtual NumericalScalar computePDF (const NumericalPoint &point) const
virtual NumericalSample computePDF (const NumericalSample &sample) const
virtual NumericalPoint computePDFGradient (const NumericalPoint &point) const
NumericalScalar computeProbability (const Interval &interval) const
virtual NumericalPoint computeQuantile (const NumericalScalar prob) const
virtual NumericalScalar computeRadialDistributionCDF (const NumericalScalar radius) const
virtual Graph drawCDF () const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber=DefaultPointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const UnsignedLong pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalPoint &xMin, const NumericalPoint &xMax) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawCDF (const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawMarginal1DCDF (const UnsignedLong marginalIndex, const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const throw (InvalidArgumentException)
virtual Graph drawMarginal1DPDF (const UnsignedLong marginalIndex, const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const throw (InvalidArgumentException)
virtual Graph drawMarginal2DCDF (const UnsignedLong firstMarginal, const UnsignedLong secondMarginal, const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidArgumentException)
virtual Graph drawMarginal2DPDF (const UnsignedLong firstMarginal, const UnsignedLong secondMarginal, const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidArgumentException)
virtual Graph drawPDF () const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber=DefaultPointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const UnsignedLong pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalPoint &xMin, const NumericalPoint &xMax) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalPoint &xMin, const NumericalPoint &xMax, const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
virtual Graph drawPDF (const NumericalPoint &pointNumber) const throw (InvalidDimensionException, InvalidArgumentException)
NumericalScalar getAlpha () const
NumericalScalar getBeta () const
UnsignedLong getBlockMax () const
UnsignedLong getBlockMin () const
NumericalScalar getCDFEpsilon () const
NumericalScalar getConstant () const
virtual Implementation getCopula () const
virtual CovarianceMatrix getCovariance () const throw (NotDefinedException)
Description getDescription () const
UnsignedLong getDimension () const
NumericalScalar getDispersionIndicator () const
const DistributionCollectiongetDistributionCollection () const
NumericalSample getGaussNodesAndWeights () const
Id getId () const
UnsignedLong getIntegrationNodesNumber () const
virtual
InverseIsoProbabilisticTransformation 
getInverseIsoProbabilisticTransformation () const
virtual
IsoProbabilisticTransformation 
getIsoProbabilisticTransformation () const
virtual Implementation getMarginal (const UnsignedLong i) const throw (InvalidArgumentException)
virtual Implementation getMarginal (const Indices &indices) const throw (InvalidArgumentException)
UnsignedLong getMaxSize () const
virtual NumericalPoint getMean () const throw (NotDefinedException)
String getName () const
virtual NumericalSample getNumericalSample (const UnsignedLong size) const
virtual
NumericalPointWithDescriptionCollection 
getParametersCollection () const
virtual UnsignedLong getParametersNumber () const
NumericalScalar getPDFEpsilon () const
NumericalScalar getPositionIndicator () const
virtual Interval getRange () const
virtual NumericalPoint getRealization () const
virtual NumericalScalar getRoughness () const
Id getShadowedId () const
virtual Implementation getStandardDistribution () const
Bool getVisibility () const
NumericalScalar getWeight () const
NumericalPoint getWeights () const
virtual Bool hasEllipticalCopula () const
virtual Bool hasIndependentCopula () const
Bool is (const PersistentObject &other) const
virtual Bool isContinuous () const
virtual Bool isElliptical () const
void load (const StorageManager::Advocate &adv)
Bool operator== (const DistributionImplementation &other) const
Bool operator== (const PersistentObject &other) const
Bool operator== (const RandomMixture &other) const
 RandomMixture (const DistributionCollection &coll, const NumericalScalar constant=0.0) throw (InvalidArgumentException)
void save (const StorageManager::Advocate &adv) const
void save (const StorageManager &mgr, bool fromStudy=false) const
void setAlpha (const NumericalScalar alpha)
void setBlockMax (const UnsignedLong blockMax)
void setBlockMin (const UnsignedLong blockMin)
void setConstant (const NumericalScalar constant)
void setDescription (const Description &description)
void setDistributionCollection (const DistributionCollection &coll) throw (InvalidArgumentException)
void setIntegrationNodesNumber (const UnsignedLong integrationNodesNumber)
void setMaxSize (const UnsignedLong maxSize)
void setName (const String &name)
virtual void setRange (const Interval &range)
void setShadowedId (Id id)
void setVisibility (Bool visible)
void setWeight (NumericalScalar w) throw (InvalidArgumentException)
void setWeights (const NumericalPoint &weights)
String str () const

Static Public Attributes

static const NumericalScalar DefaultAlpha = 5.0
static const UnsignedLong DefaultBlockMax = 16
static const UnsignedLong DefaultBlockMin = 3
static const NumericalScalar DefaultCDFEpsilon = 1e-10
static const UnsignedLong DefaultIntegrationNodesNumber = 255
static const UnsignedLong DefaultLevelNumber = 10
static const UnsignedLong DefaultMaxSize = 65536
static const NumericalScalar DefaultPDFEpsilon = 1e-10
static const UnsignedLong DefaultPointNumber = 129
static const NumericalScalar DefaultQuantileEpsilon = 1e-12
static const UnsignedLong DefaultQuantileIteration = 10
static const NumericalScalar GraphCDFEpsilon = 1e-5
static const NumericalScalar GraphPDFEpsilon = 1e-5
static const NumericalScalar QMax = 8.5e-1
static const NumericalScalar QMin = 1.5e-1

Protected Member Functions

virtual NumericalSample computeCDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber, const Bool tail=false) const
virtual void computeGaussNodesAndWeights () const
virtual NumericalScalar computeScalarQuantile (const NumericalScalar prob, const NumericalScalar initialGuess=0.0, const NumericalScalar initialStep=1.0) const
void setDimension (UnsignedLong dim) throw (InvalidArgumentException)

Protected Attributes

NumericalScalar cdfEpsilon_
CovarianceMatrix covariance_
NumericalSample gaussNodesAndWeights_
UnsignedLong integrationNodesNumber_
Bool isAlreadyComputedCovariance_
Bool isAlreadyComputedGaussNodesAndWeights_
Bool isAlreadyComputedMean_
NumericalPoint mean_
NumericalScalar pdfEpsilon_
NumericalScalar quantileEpsilon_

Private Member Functions

NumericalScalar adjustBandwidth (const NumericalScalar bandwidth) const
void computeBeta ()
virtual NumericalSample computeCDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const
NumericalComplex computeCharacteristicFunction (const UnsignedLong index, const NumericalScalar step) const
void computeCovariance () const throw (NotDefinedException)
void computeDispersionIndicator () const
void computeMean () const throw (NotDefinedException)
virtual NumericalSample computePDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const
void computePositionIndicator () const
void computeRange ()
void computeReferenceBandwidth ()
NumericalPoint getKurtosis () const throw (NotDefinedException)
NumericalPoint getSkewness () const throw (NotDefinedException)
NumericalPoint getStandardDeviation () const throw (NotDefinedException)
 RandomMixture ()

Private Attributes

NumericalScalar alpha_
NumericalScalar beta_
UnsignedLong blockMax_
UnsignedLong blockMin_
NumericalScalar cdfPrecision_
NumericalComplexPersistentCollection characteristicValuesCache_
 CLASSNAME
NumericalScalar constant_
NumericalScalar dispersionIndicator_
DistributionPersistentCollection distributionCollection_
Bool isAlreadyComputedDispersionIndicator_
Bool isAlreadyComputedPositionIndicator_
UnsignedLong maxSize_
NumericalScalar pdfPrecision_
NumericalScalar positionIndicator_
NumericalScalar referenceBandwidth_
UnsignedLong storedSize_

Friends

class Base::Common::Factory< RandomMixture >

Detailed Description

The class describes the probabilistic concept of RandomMixture.

Definition at line 47 of file RandomMixture.hxx.


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

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