/usr/include/openturns/NatafEllipticalCopulaGradient.hxx is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @brief Class for the Nataf transformation evaluation for elliptical
*
* Copyright 2005-2015 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library 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
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_NATAFELLIPTICALCOPULAGRADIENT_HXX
#define OPENTURNS_NATAFELLIPTICALCOPULAGRADIENT_HXX
#include "OTprivate.hxx"
#include "NumericalMathGradientImplementation.hxx"
#include "Matrix.hxx"
#include "SquareMatrix.hxx"
#include "NumericalPoint.hxx"
#include "Distribution.hxx"
#include "StorageManager.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class NatafEllipticalCopulaGradient
*
* This class offers an interface for the Nataf function for elliptical distributions
*/
class OT_API NatafEllipticalCopulaGradient
: public NumericalMathGradientImplementation
{
CLASSNAME;
public:
/** Default constructor */
NatafEllipticalCopulaGradient();
/** Parameter constructor */
NatafEllipticalCopulaGradient(const Distribution & standardDistribution,
const TriangularMatrix & inverseCholesky);
/** Virtual constructor */
virtual NatafEllipticalCopulaGradient * clone() const;
/** Gradient */
Matrix gradient(const NumericalPoint & inP) const;
/** Accessor for input point dimension */
virtual UnsignedInteger getInputDimension() const;
/** Accessor for output point dimension */
virtual UnsignedInteger getOutputDimension() const;
/** String converter */
virtual String __repr__() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
private:
Distribution standardDistribution_;
TriangularMatrix inverseCholesky_;
}; /* NatafEllipticalCopulaGradient */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_NATAFELLIPTICALCOPULAGRADIENT_HXX */
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