post.h

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/* =====================================================================================
 
                      The UQ Toolkit (UQTk) version 3.1.5
                          Copyright (2024) NTESS
                        https://www.sandia.gov/UQToolkit/
                        https://github.com/sandialabs/UQTk
 
     Copyright 2024 National Technology & Engineering Solutions of Sandia, LLC (NTESS).
     Under the terms of Contract DE-NA0003525 with NTESS, the U.S. Government
     retains certain rights in this software.
 
     This file is part of The UQ Toolkit (UQTk)
 
     UQTk is open source software: you can redistribute it and/or modify
     it under the terms of BSD 3-Clause License
 
     UQTk 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
     BSD 3 Clause License for more details.
 
     You should have received a copy of the BSD 3 Clause License
     along with UQTk. If not, see https://choosealicense.com/licenses/bsd-3-clause/.
 
     Questions? Contact the UQTk Developers at https://github.com/sandialabs/UQTk/discussions
     Sandia National Laboratories, Livermore, CA, USA
===================================================================================== */
 
#ifndef POST_H_SEEN
#define POST_H_SEEN
 
#include "Array1D.h"
#include "Array2D.h"
#include "mrv.h"
 
#include <iostream>
#include <string.h>
#include <stdio.h>
#include <sstream>
 
using namespace std; // needed for python string conversion
 
 
class Post {
public:
 
  Post();
  ~Post() {}
 
  void setData(Array2D<double>& xdata,Array2D<double>& ydata);
  void setData(Array2D<double>& xdata,Array1D<Array1D<double> >& ydata);
  void setDataNoise(Array1D<double>& sigma);
  void inferDataNoise();
  void inferLogDataNoise();
  Array1D<double> dataSigma(double m_last);
  void setModel(Array1D< Array2D<double> (*)(Array2D<double>&, Array2D<double>&, Array2D<double>&, void *) > forwardFuncs, Array2D<double>& fixindnom, void* funcInfo);
  void setModelRVinput(int pdim, int order, Array1D<int>& rndInd,string pdfType,string pcType);
  int getChainDim();
  void setPrior(string priorType, double priora, double priorb);
  double evalLogPrior(Array1D<double>& m);
  Array2D<double> getParamPCcf(Array1D<double>& m);
  Array2D<double> samParam(Array1D<double>& m, int ns);
  void momParam(Array1D<double>& m, Array1D<double>& parMean, Array1D<double>& parVar, bool covFlag, Array2D<double>& parCov);
  Array2D<double> samForwardFcn(Array2D<double> (*forwardFunc)(Array2D<double>&, Array2D<double>&, Array2D<double>&, void*),Array1D<double>& m, Array2D<double>& xgrid, int ns);
  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);
  void momForwardFcn(Array1D<double>& m, Array2D<double>& xgrid, Array1D<double>& fcnMean, Array1D<double>& fcnVar, bool covflag, Array2D<double>& fcnCov);
  virtual double evalLogLik(Array1D<double>& m){return 0;};
 
 
protected:
  Array2D<double> xData_;
  Array1D<Array1D<double>> yData_;
  Array1D<double> yDatam_;
  int nData_;
  Array1D<int> nEachs_;
  int xDim_;
  int pDim_;
  int chDim_;
  bool inferDataNoise_;
  bool dataNoiseLogFlag_;
  Array1D<double> dataNoiseSig_;
  //Array2D<double> (*forwardFcn_)(Array2D<double>&, Array2D<double>&, Array2D<double>&, void*);
  Array1D< Array2D<double> (*)(Array2D<double>&, Array2D<double>&, Array2D<double>&, void *) > forwardFcns_;
  void* funcinfo_;
  int extraInferredParams_;
  int ncat_;
 
  Mrv * Mrv_;
  Array1D<int> rndInd_;
  Array2D<double> fixIndNom_;
  Array1D<double> lower_,upper_;
  string pdfType_;
  string rvpcType_;
  string priorType_;
  double priora_;
  double priorb_;
 
 private:
 
  int verbosity_;
 
};
 
/*******************************************************************/
/*******************************************************************/
/*******************************************************************/
 
class Lik_Full: public Post {
public:
  Lik_Full(double bdw,int nsam){this->bdw_=bdw; this->nsam_=nsam; return;}
  ~Lik_Full(){};
 
  double evalLogLik(Array1D<double>& m);
 
  private:
    double bdw_;
    int nsam_;
};
 
/*******************************************************************/
/*******************************************************************/
/*******************************************************************/
 
class Lik_Marg: public Post {
public:
  Lik_Marg(double bdw,int nsam){this->bdw_=bdw; this->nsam_=nsam; return;}
  ~Lik_Marg(){};
 
  double evalLogLik(Array1D<double>& m);
 
  private:
    double bdw_;
    int nsam_;
 
};
 
/*******************************************************************/
/*******************************************************************/
/*******************************************************************/
 
class Lik_MVN: public Post {
public:
  Lik_MVN(double nugget){this->nugget_=nugget; return;}
  ~Lik_MVN(){};
 
  double evalLogLik(Array1D<double>& m);
 
  private:
    double nugget_;
 
};
 
/*******************************************************************/
 
class Lik_GausMarg: public Post {
public:
  Lik_GausMarg(){return;}
  ~Lik_GausMarg(){};
 
  double evalLogLik(Array1D<double>& m);
 
};
 
/*******************************************************************/
 
class Lik_GausMargD: public Post {
public:
  Lik_GausMargD(){return;}
  ~Lik_GausMargD(){};
 
  double evalLogLik(Array1D<double>& m);
 
};
 
/*******************************************************************/
 
class Lik_ABC: public Post {
public:
  Lik_ABC(double eps){this->abceps_=eps; return;}
  ~Lik_ABC(){};
 
  double evalLogLik(Array1D<double>& m);
 
private:
  double abceps_;
 
};
 
/*******************************************************************/
 
class Lik_ABCm: public Post {
public:
  Lik_ABCm(double eps){this->abceps_=eps; return;}
  ~Lik_ABCm(){};
 
  double evalLogLik(Array1D<double>& m);
 
private:
  double abceps_;
 
};
 
/*******************************************************************/
 
class Lik_Koh: public Post {
public:
  Lik_Koh(double corLength){  this->extraInferredParams_=1;this->corLength_=corLength; return;}
  ~Lik_Koh(){};
 
  double evalLogLik(Array1D<double>& m);
private:
  double corLength_;
 
};
 
/*******************************************************************/
 
class Lik_Classical: public Post {
public:
  Lik_Classical(){ return;}
  ~Lik_Classical(){};
 
  double evalLogLik(Array1D<double>& m);
 
 
};
 
/*******************************************************************/
class Lik_Eov: public Post {
public:
  Lik_Eov(){ return;}
  ~Lik_Eov(){};
 
  double evalLogLik(Array1D<double>& m);
 
 
};
 
/*******************************************************************/
 
#endif /* POST_H_SEEN */