CMP++: Uncertainty Quantification & Bayesian Calibration
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cmp::distribution::ProposalDistribution< Derived > Class Template Reference

#include <distribution.h>

Inheritance diagram for cmp::distribution::ProposalDistribution< Derived >:
Collaboration diagram for cmp::distribution::ProposalDistribution< Derived >:

Public Member Functions

double logJumpPDF (const Eigen::Ref< const Eigen::VectorXd > &jump)
 
Eigen::VectorXd sample (std::default_random_engine &rng, const double &gamma)
 
double squaredMahalanobis (const Eigen::Ref< const Eigen::VectorXd > &jump) const
 
Eigen::VectorXd sample (std::default_random_engine &rng)
 
Eigen::VectorXd get () const
 
void set (const Eigen::Ref< const Eigen::VectorXd > &x)
 
- Public Member Functions inherited from cmp::distribution::MultivariateDistribution< Derived >
double logPDF (const Eigen::Ref< const Eigen::VectorXd > &x) const
 Computes the joint log probability density function (log-PDF) of the distribution.
 
Eigen::VectorXd sample (std::default_random_engine &rng)
 Draws a single vector sample from the joint distribution.
 
Eigen::MatrixXd toCanonical (const Eigen::MatrixXd &x) const
 Transforms physical samples to standard canonical space.
 
Eigen::MatrixXd fromCanonical (const Eigen::MatrixXd &x) const
 Transforms standard canonical samples back to physical space.
 
size_t dimension () const
 Returns the dimensionality of the multivariate space.
 

Member Function Documentation

◆ get()

template<typename Derived >
Eigen::VectorXd cmp::distribution::ProposalDistribution< Derived >::get ( ) const
inline

◆ logJumpPDF()

template<typename Derived >
double cmp::distribution::ProposalDistribution< Derived >::logJumpPDF ( const Eigen::Ref< const Eigen::VectorXd > &  jump)
inline

◆ sample() [1/2]

template<typename Derived >
Eigen::VectorXd cmp::distribution::ProposalDistribution< Derived >::sample ( std::default_random_engine &  rng)
inline

◆ sample() [2/2]

template<typename Derived >
Eigen::VectorXd cmp::distribution::ProposalDistribution< Derived >::sample ( std::default_random_engine &  rng,
const double gamma 
)
inline

◆ set()

template<typename Derived >
void cmp::distribution::ProposalDistribution< Derived >::set ( const Eigen::Ref< const Eigen::VectorXd > &  x)
inline

◆ squaredMahalanobis()

template<typename Derived >
double cmp::distribution::ProposalDistribution< Derived >::squaredMahalanobis ( const Eigen::Ref< const Eigen::VectorXd > &  jump) const
inline

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