npstat::GridInterpolatedDistribution Class Reference

#include <GridInterpolatedDistribution.hh>

Inheritance diagram for npstat::GridInterpolatedDistribution:

Public Member Functions
	GridInterpolatedDistribution (const std::vector< GridAxis > &axes, unsigned distributionDimension, bool interpolateCopulas, bool useNearestGridCellOnly=false)
	GridInterpolatedDistribution (const GridInterpolatedDistribution &)
GridInterpolatedDistribution &	operator= (const GridInterpolatedDistribution &)
virtual GridInterpolatedDistribution *	clone () const
void	setGridDistro (const unsigned *cell, unsigned lenCell, AbsDistributionND *distro, bool assumeOwnership=true)
void	setLinearDistro (unsigned long idx, AbsDistributionND *distro, bool assumeOwnership=true)
const AbsDistributionND *	getGridDistro (const unsigned *cell, unsigned lenCell) const
const AbsDistributionND *	getLinearDistro (unsigned long idx) const
void	setGridCoords (const double *coords, unsigned lenCoords)
void	interpolateCopulas (bool b)
void	useSingleCell (bool b)
unsigned	nAxes () const
const GridAxis &	getAxis (const unsigned i) const
unsigned long	nDistros () const
ArrayShape	gridShape () const
bool	interpolatingCopulas () const
bool	usingSingleCell () const
double	density (const double *x, unsigned dim) const
void	unitMap (const double *rnd, unsigned len, double *x) const
bool	mappedByQuantiles () const
double	marginalDensity (unsigned idim, double x) const
double	marginalCdf (unsigned idim, double x) const
double	marginalExceedance (unsigned idim, double x) const
double	marginalQuantile (unsigned idim, double x) const
double	copulaDensity (const double *x, unsigned dim) const
double	productOfTheMarginals (const double *x, unsigned dim) const
virtual gs::ClassId	classId () const
virtual bool	write (std::ostream &of) const
Public Member Functions inherited from npstat::AbsDistributionND
	AbsDistributionND (const unsigned dim)
	AbsDistributionND (const AbsDistributionND &r)
AbsDistributionND &	operator= (const AbsDistributionND &r)
bool	operator== (const AbsDistributionND &r) const
bool	operator!= (const AbsDistributionND &r) const
unsigned	dim () const
virtual unsigned	random (AbsRandomGenerator &g, double *x, unsigned lenX) const

Static Public Member Functions
static const char *	classname ()
static unsigned	version ()
static GridInterpolatedDistribution *	read (const gs::ClassId &id, std::istream &in)
Static Public Member Functions inherited from npstat::AbsDistributionND
static const char *	classname ()
static unsigned	version ()
static AbsDistributionND *	read (const gs::ClassId &id, std::istream &)

Protected Member Functions
virtual bool	isEqual (const AbsDistributionND &r) const

Additional Inherited Members
Protected Attributes inherited from npstat::AbsDistributionND
const unsigned	dim_

Detailed Description

This class interpolates between probability distributions placed at the points of a rectangular (not necessarily equidistant) grid. The weights in the interpolations are determined in the multilinear fashion. Multivariate quantile or copula interpolation method can be used, depending on the types of interpolated densities.

Constructor & Destructor Documentation

GridInterpolatedDistribution()

npstat::GridInterpolatedDistribution::GridInterpolatedDistribution	(	const std::vector< GridAxis > &	axes,
		unsigned	distributionDimension,
		bool	interpolateCopulas,
		bool	useNearestGridCellOnly = false
	)

Constructor arguments "axes" and "distributionDimension" are, respectively, the collection of parameter grid axes and the dimensionality of the associated distributions.

If "interpolateCopulas" is true, copula interpolation method will be used (as implemented by class CopulaInterpolationND), otherwise unit map interpolation will be used.

If "useNearestGridCellOnly" is true, interpolation will be disabled and only the distribution corresponding to the nearest grid cell will be used.

Member Function Documentation

classId()

virtual gs::ClassId npstat::GridInterpolatedDistribution::classId ( ) const

inlinevirtual

Prototype needed for I/O

Implements npstat::AbsDistributionND.

clone()

virtual GridInterpolatedDistribution* npstat::GridInterpolatedDistribution::clone ( ) const

inlinevirtual

"Virtual copy constructor"

Implements npstat::AbsDistributionND.

density()

double npstat::GridInterpolatedDistribution::density ( const double *  x, unsigned  dim  ) const

virtual

Method inherited from AbsDistributionND

Implements npstat::AbsDistributionND.

getGridDistro()

const AbsDistributionND* npstat::GridInterpolatedDistribution::getGridDistro	(	const unsigned *	cell,
		unsigned	lenCell
	)		const

Get the distribution associated with the given parameter grid cell. Note that null pointer will be returned in case the cell has not been set yet.

getLinearDistro()

const AbsDistributionND* npstat::GridInterpolatedDistribution::getLinearDistro

(

unsigned long

idx

)

const

Get the distribution associated with the given parameter grid cell using a linear index for the cell. Note that null pointer will be returned in case the cell has not been set yet.

interpolateCopulas()

void npstat::GridInterpolatedDistribution::interpolateCopulas

(

bool

b

)

Switch between unit map interpolation and copula interpolation

mappedByQuantiles()

bool npstat::GridInterpolatedDistribution::mappedByQuantiles ( ) const

virtual

The following method should return "true" in case the "unitMap" method is implemented by a sequence of conditional quantile functions. Distributions with such maps permit quantile-based interpolation procedures.

Implements npstat::AbsDistributionND.

marginalDensity()

double npstat::GridInterpolatedDistribution::marginalDensity	(	unsigned	idim,
		double	x
	)		const

This method works for copula interpolation only. Naturally, all interpolated distributions in this case must be of type (or must inherit from) CompositeDistributionND.

nAxes()

unsigned npstat::GridInterpolatedDistribution::nAxes ( ) const

inline

Inspect object properties

setGridCoords()

void npstat::GridInterpolatedDistribution::setGridCoords	(	const double *	coords,
		unsigned	lenCoords
	)

The following function must be called before calculating the density. The length of the coordinates array must be equal to the number of grid axes.

setGridDistro()

void npstat::GridInterpolatedDistribution::setGridDistro	(	const unsigned *	cell,
		unsigned	lenCell,
		AbsDistributionND *	distro,
		bool	assumeOwnership = true
	)

Associate a distribution with the given parameter grid cell.

This object will assume the ownership of the "distro" pointer if "assumeOwnership" is true and will make a copy of it if "assumeOwnership" is false. All distributions must be set before density can be calculated on all points inside and outside the grid.

setLinearDistro()

void npstat::GridInterpolatedDistribution::setLinearDistro	(	unsigned long	idx,
		AbsDistributionND *	distro,
		bool	assumeOwnership = true
	)

Associate a distribution with the given parameter grid cell using a linear index for the cell

unitMap()

void npstat::GridInterpolatedDistribution::unitMap ( const double *  rnd, unsigned  bufLen, double *  x  ) const

virtual

Mapping from the unit hypercube into the density support region. Note that "bufLen" does not have to be equal to the dimensionality of the function. There may be an efficient way to generate just the leading dimensions in case "bufLen" is smaller than the dimensionality.

Implements npstat::AbsDistributionND.

useSingleCell()

void npstat::GridInterpolatedDistribution::useSingleCell

(

bool

b

)

Switch between normal interpolation and using just one cell

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

• stat/GridInterpolatedDistribution.hh