UQTk: Uncertainty Quantification Toolkit 3.1.5
Lik_ABCm Class Reference

Derived class for ABC-mean likelihood. More...

#include <post.h>

Inheritance diagram for Lik_ABCm:
Post

Public Member Functions

 Lik_ABCm (double eps)
 Constructor given ABC epsilon.
 
 ~Lik_ABCm ()
 Destructor.
 
double evalLogLik (Array1D< double > &m)
 Evaluate log-likelihood.
 
- Public Member Functions inherited from Post
 Post ()
 Constructor.
 
 ~Post ()
 Destructor.
 
void setData (Array2D< double > &xdata, Array2D< double > &ydata)
 Set the x- and y-data.
 
void setData (Array2D< double > &xdata, Array1D< Array1D< double > > &ydata)
 Set the x- and y-data, for the case when each datapoint have different number of measurements.
 
void setDataNoise (Array1D< double > &sigma)
 Set the magnitude of data noise.
 
void inferDataNoise ()
 Indicate inference of data noise stdev.
 
void inferLogDataNoise ()
 Indicate inference of log of data noise stdev.
 
Array1D< double > dataSigma (double m_last)
 Get data noise, whether inferred or fixed.
 
void setModel (Array1D< Array2D< double >(*)(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *) > forwardFuncs, Array2D< double > &fixindnom, void *funcInfo)
 Set a pointer to the forward model f(p,x)
 
void setModelRVinput (int pdim, int order, Array1D< int > &rndInd, string pdfType, string pcType)
 Set model input parameters' randomization scheme.
 
int getChainDim ()
 Get the dimensionailty of the posterior function.
 
void setPrior (string priorType, double priora, double priorb)
 Set the prior type and its parameters.
 
double evalLogPrior (Array1D< double > &m)
 Evaluate log-prior.
 
Array2D< double > getParamPCcf (Array1D< double > &m)
 Extract parameter PC coefficients from a posterior input.
 
Array2D< double > samParam (Array1D< double > &m, int ns)
 Sample model parameters given posterior input.
 
void momParam (Array1D< double > &m, Array1D< double > &parMean, Array1D< double > &parVar, bool covFlag, Array2D< double > &parCov)
 Get moments of parameters given posterior input.
 
Array2D< double > samForwardFcn (Array2D< double >(*forwardFunc)(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *), Array1D< double > &m, Array2D< double > &xgrid, int ns)
 Sample forward function at a given grid for given posterior input.
 
void momForwardFcn (Array2D< double >(*forwardFunc)(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *), Array1D< double > &m, Array2D< double > &xgrid, Array1D< double > &fcnMean, Array1D< double > &fcnVar, bool covflag, Array2D< double > &fcnCov)
 Get moments of forward function at a given grid for given posterior input.
 
void momForwardFcn (Array1D< double > &m, Array2D< double > &xgrid, Array1D< double > &fcnMean, Array1D< double > &fcnVar, bool covflag, Array2D< double > &fcnCov)
 Get moments of composite forward function at a given grid for given posterior input.
 

Private Attributes

double abceps_
 ABC epsilon.
 

Additional Inherited Members

- Protected Attributes inherited from Post
Array2D< double > xData_
 xdata
 
Array1D< Array1D< double > > yData_
 ydata
 
Array1D< double > yDatam_
 ydata averaged per measurement
 
int nData_
 Number of data points.
 
Array1D< int > nEachs_
 Number of samples at each input.
 
int xDim_
 Dimensionality of x-space.
 
int pDim_
 Dimensionality of parameter space (p-space)
 
int chDim_
 Dimensionality of posterior input.
 
bool inferDataNoise_
 Flag for data noise inference.
 
bool dataNoiseLogFlag_
 Flag to check if data noise logarithm is used.
 
Array1D< double > dataNoiseSig_
 Data noise stdev.
 
Array1D< Array2D< double >(*)(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *) > forwardFcns_
 Pointer to the forward function f(p,x)
 
void * funcinfo_
 Auxiliary information for function evaluation.
 
int extraInferredParams_
 Number of extra inferred parameters, such as data noise or Koh variance.
 
int ncat_
 Number of categories.
 
MrvMrv_
 Pointer to a multivariate PC RV object.
 
Array1D< int > rndInd_
 Indices of randomized inputs.
 
Array2D< double > fixIndNom_
 Indices and nominal values for fixed inputs.
 
Array1D< double > lower_
 Lower and upper bounds on parameters.
 
Array1D< double > upper_
 
string pdfType_
 Input parameter PDF type.
 
string rvpcType_
 PC type parameter for the r.v.
 
string priorType_
 Prior type.
 
double priora_
 Prior parameter #1.
 
double priorb_
 Prior parameter #2.
 

Detailed Description

Derived class for ABC-mean likelihood.

Constructor & Destructor Documentation

◆ Lik_ABCm()

Lik_ABCm::Lik_ABCm ( double eps)
inline

Constructor given ABC epsilon.

◆ ~Lik_ABCm()

Lik_ABCm::~Lik_ABCm ( )
inline

Destructor.

Member Function Documentation

◆ evalLogLik()

double Lik_ABCm::evalLogLik ( Array1D< double > & m)
virtual

Evaluate log-likelihood.

Reimplemented from Post.

Member Data Documentation

◆ abceps_

double Lik_ABCm::abceps_
private

ABC epsilon.


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