/usr/include/openturns/PosteriorDistribution.hxx is in libopenturns-dev 1.7-3.
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/**
* @brief The PosteriorDistribution distribution
*
* 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_POSTERIORDISTRIBUTION_HXX
#define OPENTURNS_POSTERIORDISTRIBUTION_HXX
#include "OTprivate.hxx"
#include "ContinuousDistribution.hxx"
#include "ConditionalDistribution.hxx"
#include "ResourceMap.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class PosteriorDistribution
*
* The PosteriorDistribution distribution.
*/
class OT_API PosteriorDistribution
: public ContinuousDistribution
{
CLASSNAME;
public:
/** Default constructor */
PosteriorDistribution();
/** Parameters constructor */
PosteriorDistribution(const ConditionalDistribution & conditionalDistribution,
const NumericalSample & observations);
/** Comparison operator */
Bool operator ==(const PosteriorDistribution & other) const;
/** String converter */
String __repr__() const;
String __str__(const String & offset = "") const;
/* Interface inherited from Distribution */
/** Virtual constructor */
virtual PosteriorDistribution * clone() const;
/** Get the PDF of the distribution */
using ContinuousDistribution::computePDF;
NumericalScalar computePDF(const NumericalPoint & point) const;
/** Get the CDF of the distribution */
using ContinuousDistribution::computeCDF;
NumericalScalar computeCDF(const NumericalPoint & point) const;
/** Parameters value and description accessor */
NumericalPointWithDescriptionCollection getParametersCollection() const;
using ContinuousDistribution::setParametersCollection;
void setParametersCollection(const NumericalPointCollection & parametersCollection);
/* Interface specific to PosteriorDistribution */
/** Conditional distribution accessor */
void setConditionalDistribution(const ConditionalDistribution & conditionalDistribution);
ConditionalDistribution getConditionalDistribution() const;
/** Observations accessor */
void setObservations(const NumericalSample & observations);
NumericalSample getObservations() const;
/** Log normalization factor accessor */
NumericalScalar getLogNormalizationFactor() const;
/** Get the standard deviation of the distribution */
NumericalPoint getStandardDeviation() const;
/** Get the skewness of the distribution */
NumericalPoint getSkewness() const;
/** Get the kurtosis of the distribution */
NumericalPoint getKurtosis() 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);
/** Compute the likelihood of the observations */
NumericalPoint computeLikelihood(const NumericalPoint & theta) const;
protected:
private:
/** Compute the numerical range of the distribution given the parameters values */
void computeRange();
/** Compute the mean of the distribution */
void computeMean() const;
/** Compute the covariance of the distribution */
void computeCovariance() const;
/** The underlying conditional distribution */
ConditionalDistribution conditionalDistribution_;
/** The observations */
NumericalSample observations_;
/** The Bayes normalization constant */
NumericalScalar logNormalizationFactor_;
}; /* class PosteriorDistribution */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_POSTERIORDISTRIBUTION_HXX */
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