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

OpenTURNS::Uncertainty::Model::EllipticalDistribution Class Reference

#include <EllipticalDistribution.hxx>

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List of all members.

Public Types

typedef
Base::Stat::CorrelationMatrix 
CorrelationMatrix
typedef
ContinuousDistribution::CovarianceMatrix 
CovarianceMatrix
typedef Base::Type::Description Description
typedef Base::Graph::Graph Graph
typedef
ContinuousDistribution::Implementation 
Implementation
typedef
ContinuousDistribution::Indices 
Indices
typedef
DistributionImplementation::InternalException 
InternalException
typedef Base::Type::Interval Interval
typedef
ContinuousDistribution::InvalidArgumentException 
InvalidArgumentException
typedef
ContinuousDistribution::InvalidDimensionException 
InvalidDimensionException
typedef
ContinuousDistribution::InverseIsoProbabilisticTransformation 
InverseIsoProbabilisticTransformation
typedef
ContinuousDistribution::IsoProbabilisticTransformation 
IsoProbabilisticTransformation
typedef
ContinuousDistribution::NotDefinedException 
NotDefinedException
typedef
ContinuousDistribution::NumericalPoint 
NumericalPoint
typedef
UsualDistribution::NumericalPointCollection 
NumericalPointCollection
typedef
Base::Type::NumericalPointWithDescription 
NumericalPointWithDescription
typedef
ContinuousDistribution::NumericalPointWithDescriptionCollection 
NumericalPointWithDescriptionCollection
typedef
ContinuousDistribution::NumericalSample 
NumericalSample
typedef Base::Type::SquareMatrix SquareMatrix
typedef
ContinuousDistribution::StorageManager 
StorageManager
typedef Base::Type::SymmetricMatrix SymmetricMatrix

Public Member Functions

virtual EllipticalDistributionclone () const
virtual NumericalScalar computeCDF (const NumericalScalar scalar, const Bool tail=false) const
virtual NumericalScalar computeCDF (const NumericalPoint &point, const Bool tail=false) const
virtual NumericalSample computeCDF (const NumericalSample &sample, const Bool tail=false) const
virtual NumericalPoint computeCDFGradient (const NumericalPoint &point) const
virtual NumericalComplex computeCharacteristicFunction (const NumericalPoint &point) const
virtual NumericalComplex computeCharacteristicFunction (const NumericalScalar x) const
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 NumericalPoint &point) const
virtual NumericalScalar computePDF (const NumericalScalar scalar) const
virtual NumericalSample computePDF (const NumericalSample &sample) const
virtual NumericalPoint computePDFGradient (const NumericalPoint &point) const
virtual NumericalScalar computeProbability (const Interval &interval) const
virtual NumericalPoint computeQuantile (const NumericalScalar prob) const
virtual NumericalScalar computeRadialDistributionCDF (const NumericalScalar radius) const
NumericalPoint denormalize (const NumericalPoint &u) 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 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 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)
 EllipticalDistribution (const String &name=OT::DefaultName)
 EllipticalDistribution (const NumericalPoint &mean, const NumericalPoint &sigma, const CorrelationMatrix &R, const String &name=OT::DefaultName)
NumericalScalar getCDFEpsilon () const
SquareMatrix getCholesky () const
virtual Implementation getCopula () const
CorrelationMatrix getCorrelationMatrix () const
CovarianceMatrix getCovariance () const throw (NotDefinedException)
Description getDescription () const
UnsignedLong getDimension () const
NumericalScalar getDispersionIndicator () const
NumericalSample getGaussNodesAndWeights () const
Id getId () const
UnsignedLong getIntegrationNodesNumber () const
SquareMatrix getInverseCholesky () const
SquareMatrix getInverseCorrelation () const
InverseIsoProbabilisticTransformation getInverseIsoProbabilisticTransformation () const
IsoProbabilisticTransformation getIsoProbabilisticTransformation () const
virtual NumericalPoint getKurtosis () const throw (NotDefinedException)
virtual Implementation getMarginal (const Indices &indices) const throw (InvalidArgumentException)
virtual Implementation getMarginal (const UnsignedLong i) const throw (InvalidArgumentException)
NumericalPoint getMean () const throw (NotDefinedException)
String getName () const
virtual NumericalSample getNumericalSample (const UnsignedLong size) const
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
NumericalPoint getSigma () const
virtual NumericalPoint getSkewness () const throw (NotDefinedException)
NumericalPoint getStandardDeviation () const throw (NotDefinedException)
virtual Implementation getStandardDistribution () const
Bool getVisibility () const
NumericalScalar getWeight () 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)
NumericalPoint normalize (const NumericalPoint &x) const
Bool operator== (const PersistentObject &other) const
Bool operator== (const ContinuousDistribution &other) const
Bool operator== (const EllipticalDistribution &other) const
Bool operator== (const UsualDistribution &other) const
Bool operator== (const DistributionImplementation &other) const
void save (const StorageManager::Advocate &adv) const
void save (const StorageManager &mgr, bool fromStudy=false) const
void setCorrelationMatrix (const CorrelationMatrix &R) throw (InvalidArgumentException)
void setDescription (const Description &description)
void setIntegrationNodesNumber (const UnsignedLong integrationNodesNumber)
void setMean (const NumericalPoint &mean) throw (InvalidArgumentException)
void setName (const String &name)
virtual void setRange (const Interval &range)
void setShadowedId (Id id)
void setSigma (const NumericalPoint &sigma) throw (InvalidArgumentException)
void setVisibility (Bool visible)
void setWeight (NumericalScalar w) throw (InvalidArgumentException)
String str () const
virtual ~EllipticalDistribution ()

Static Public Attributes

static const NumericalScalar DefaultCDFEpsilon = 1e-14
static const UnsignedLong DefaultLevelNumber = 10
static const NumericalScalar DefaultPDFEpsilon = 1e-14
static const UnsignedLong DefaultPointNumber = 129
static const NumericalScalar DefaultQuantileEpsilon = 1e-12
static const UnsignedLong DefaultQuantileIteration = 10
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 NumericalComplex computeCharacteristicFunction (const UnsignedLong index, const NumericalScalar step) const
virtual void computeCovariance () const throw (NotDefinedException)
virtual void computeGaussNodesAndWeights () const
virtual void computeMean () const throw (NotDefinedException)
virtual NumericalSample computePDF (const NumericalScalar xMin, const NumericalScalar xMax, const UnsignedLong pointNumber) const
virtual void computeRange ()
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_
SquareMatrix cholesky_
CovarianceMatrix covariance_
NumericalSample gaussNodesAndWeights_
UnsignedLong integrationNodesNumber_
SquareMatrix inverseCholesky_
SymmetricMatrix inverseR_
Bool isAlreadyComputedCovariance_
Bool isAlreadyComputedGaussNodesAndWeights_
Bool isAlreadyComputedMean_
NumericalPoint mean_
NumericalScalar normalizationFactor_
NumericalScalar pdfEpsilon_
NumericalScalar quantileEpsilon_
CorrelationMatrix R_
NumericalPoint sigma_

Private Member Functions

void update ()

Private Attributes

 CLASSNAME

Detailed Description

A subclass for elliptical usual distributions.

Definition at line 44 of file EllipticalDistribution.hxx.


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

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