ROL
Public Member Functions | Private Attributes | List of all members
ROL::TruncatedGaussian< Real > Class Template Reference

#include <ROL_TruncatedGaussian.hpp>

+ Inheritance diagram for ROL::TruncatedGaussian< Real >:

Public Member Functions

 TruncatedGaussian (const Real lo=-1., const Real up=1., const Real mean=0., const Real sdev=1.)
 
 TruncatedGaussian (ROL::ParameterList &parlist)
 
Real evaluatePDF (const Real input) const
 
Real evaluateCDF (const Real input) const
 
Real integrateCDF (const Real input) const
 
Real invertCDF (const Real input) const
 
Real moment (const size_t m) const
 
Real lowerBound (void) const
 
Real upperBound (void) const
 
void test (std::ostream &outStream=std::cout) const
 
- Public Member Functions inherited from ROL::Distribution< Real >
virtual ~Distribution (void)
 

Private Attributes

Real a_
 
Real b_
 
Real mean_
 
Real sdev_
 
ROL::Ptr< Gaussian< Real > > gauss_
 
Real alpha_
 
Real beta_
 
Real phi_
 
Real Z_
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::Distribution< Real >
void test (const std::vector< Real > &X, const std::vector< int > &T, std::ostream &outStream=std::cout) const
 

Detailed Description

template<class Real>
class ROL::TruncatedGaussian< Real >

Definition at line 21 of file ROL_TruncatedGaussian.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::TruncatedGaussian< Real >::TruncatedGaussian ( const Real  lo = -1.,
const Real  up = 1.,
const Real  mean = 0.,
const Real  sdev = 1. 
)
inline

Definition at line 37 of file ROL_TruncatedGaussian.hpp.

References ROL::TruncatedGaussian< Real >::a_, ROL::TruncatedGaussian< Real >::alpha_, ROL::TruncatedGaussian< Real >::b_, ROL::TruncatedGaussian< Real >::beta_, ROL::TruncatedGaussian< Real >::gauss_, ROL::TruncatedGaussian< Real >::mean_, ROL::TruncatedGaussian< Real >::phi_, ROL::TruncatedGaussian< Real >::sdev_, and ROL::TruncatedGaussian< Real >::Z_.

template<class Real >
ROL::TruncatedGaussian< Real >::TruncatedGaussian ( ROL::ParameterList &  parlist)
inline

Definition at line 49 of file ROL_TruncatedGaussian.hpp.

References ROL::TruncatedGaussian< Real >::a_, ROL::TruncatedGaussian< Real >::alpha_, ROL::TruncatedGaussian< Real >::b_, ROL::TruncatedGaussian< Real >::beta_, ROL::TruncatedGaussian< Real >::gauss_, ROL::TruncatedGaussian< Real >::mean_, ROL::TruncatedGaussian< Real >::phi_, ROL::TruncatedGaussian< Real >::sdev_, ROL::TruncatedGaussian< Real >::Z_, and zero.

Member Function Documentation

template<class Real >
Real ROL::TruncatedGaussian< Real >::evaluatePDF ( const Real  input) const
inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 71 of file ROL_TruncatedGaussian.hpp.

References ROL::TruncatedGaussian< Real >::a_, ROL::TruncatedGaussian< Real >::b_, ROL::TruncatedGaussian< Real >::gauss_, ROL::TruncatedGaussian< Real >::mean_, ROL::TruncatedGaussian< Real >::sdev_, ROL::TruncatedGaussian< Real >::Z_, and zero.

template<class Real >
Real ROL::TruncatedGaussian< Real >::evaluateCDF ( const Real  input) const
inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 77 of file ROL_TruncatedGaussian.hpp.

References ROL::TruncatedGaussian< Real >::a_, ROL::TruncatedGaussian< Real >::b_, ROL::TruncatedGaussian< Real >::gauss_, ROL::TruncatedGaussian< Real >::mean_, ROL::TruncatedGaussian< Real >::phi_, ROL::TruncatedGaussian< Real >::sdev_, ROL::TruncatedGaussian< Real >::Z_, and zero.

template<class Real >
Real ROL::TruncatedGaussian< Real >::integrateCDF ( const Real  input) const
inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 83 of file ROL_TruncatedGaussian.hpp.

template<class Real >
Real ROL::TruncatedGaussian< Real >::invertCDF ( const Real  input) const
inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 89 of file ROL_TruncatedGaussian.hpp.

References ROL::TruncatedGaussian< Real >::gauss_, ROL::TruncatedGaussian< Real >::mean_, ROL::TruncatedGaussian< Real >::phi_, ROL::TruncatedGaussian< Real >::sdev_, and ROL::TruncatedGaussian< Real >::Z_.

template<class Real >
Real ROL::TruncatedGaussian< Real >::moment ( const size_t  m) const
inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 94 of file ROL_TruncatedGaussian.hpp.

References ROL::TruncatedGaussian< Real >::alpha_, ROL::TruncatedGaussian< Real >::beta_, ROL::TruncatedGaussian< Real >::gauss_, ROL::TruncatedGaussian< Real >::mean_, ROL::TruncatedGaussian< Real >::sdev_, and ROL::TruncatedGaussian< Real >::Z_.

template<class Real >
Real ROL::TruncatedGaussian< Real >::lowerBound ( void  ) const
inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 111 of file ROL_TruncatedGaussian.hpp.

References ROL::TruncatedGaussian< Real >::a_.

template<class Real >
Real ROL::TruncatedGaussian< Real >::upperBound ( void  ) const
inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 115 of file ROL_TruncatedGaussian.hpp.

References ROL::TruncatedGaussian< Real >::b_.

template<class Real >
void ROL::TruncatedGaussian< Real >::test ( std::ostream &  outStream = std::cout) const
inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 119 of file ROL_TruncatedGaussian.hpp.

References ROL::TruncatedGaussian< Real >::a_, ROL::TruncatedGaussian< Real >::b_, and ROL::Distribution< Real >::test().

Member Data Documentation

template<class Real >
Real ROL::TruncatedGaussian< Real >::a_
private

Definition at line 23 of file ROL_TruncatedGaussian.hpp.

Referenced by ROL::TruncatedGaussian< Real >::evaluateCDF(), ROL::TruncatedGaussian< Real >::evaluatePDF(), ROL::TruncatedGaussian< Real >::lowerBound(), ROL::TruncatedGaussian< Real >::test(), and ROL::TruncatedGaussian< Real >::TruncatedGaussian().

template<class Real >
Real ROL::TruncatedGaussian< Real >::b_
private

Definition at line 24 of file ROL_TruncatedGaussian.hpp.

Referenced by ROL::TruncatedGaussian< Real >::evaluateCDF(), ROL::TruncatedGaussian< Real >::evaluatePDF(), ROL::TruncatedGaussian< Real >::test(), ROL::TruncatedGaussian< Real >::TruncatedGaussian(), and ROL::TruncatedGaussian< Real >::upperBound().

template<class Real >
Real ROL::TruncatedGaussian< Real >::mean_
private

Definition at line 25 of file ROL_TruncatedGaussian.hpp.

Referenced by ROL::TruncatedGaussian< Real >::evaluateCDF(), ROL::TruncatedGaussian< Real >::evaluatePDF(), ROL::TruncatedGaussian< Real >::invertCDF(), ROL::TruncatedGaussian< Real >::moment(), and ROL::TruncatedGaussian< Real >::TruncatedGaussian().

template<class Real >
Real ROL::TruncatedGaussian< Real >::sdev_
private

Definition at line 26 of file ROL_TruncatedGaussian.hpp.

Referenced by ROL::TruncatedGaussian< Real >::evaluateCDF(), ROL::TruncatedGaussian< Real >::evaluatePDF(), ROL::TruncatedGaussian< Real >::invertCDF(), ROL::TruncatedGaussian< Real >::moment(), and ROL::TruncatedGaussian< Real >::TruncatedGaussian().

template<class Real >
ROL::Ptr<Gaussian<Real> > ROL::TruncatedGaussian< Real >::gauss_
private

Definition at line 28 of file ROL_TruncatedGaussian.hpp.

Referenced by ROL::TruncatedGaussian< Real >::evaluateCDF(), ROL::TruncatedGaussian< Real >::evaluatePDF(), ROL::TruncatedGaussian< Real >::invertCDF(), ROL::TruncatedGaussian< Real >::moment(), and ROL::TruncatedGaussian< Real >::TruncatedGaussian().

template<class Real >
Real ROL::TruncatedGaussian< Real >::alpha_
private

Definition at line 30 of file ROL_TruncatedGaussian.hpp.

Referenced by ROL::TruncatedGaussian< Real >::moment(), and ROL::TruncatedGaussian< Real >::TruncatedGaussian().

template<class Real >
Real ROL::TruncatedGaussian< Real >::beta_
private

Definition at line 31 of file ROL_TruncatedGaussian.hpp.

Referenced by ROL::TruncatedGaussian< Real >::moment(), and ROL::TruncatedGaussian< Real >::TruncatedGaussian().

template<class Real >
Real ROL::TruncatedGaussian< Real >::phi_
private

Definition at line 32 of file ROL_TruncatedGaussian.hpp.

Referenced by ROL::TruncatedGaussian< Real >::evaluateCDF(), ROL::TruncatedGaussian< Real >::invertCDF(), and ROL::TruncatedGaussian< Real >::TruncatedGaussian().

template<class Real >
Real ROL::TruncatedGaussian< Real >::Z_
private

Definition at line 33 of file ROL_TruncatedGaussian.hpp.

Referenced by ROL::TruncatedGaussian< Real >::evaluateCDF(), ROL::TruncatedGaussian< Real >::evaluatePDF(), ROL::TruncatedGaussian< Real >::invertCDF(), ROL::TruncatedGaussian< Real >::moment(), and ROL::TruncatedGaussian< Real >::TruncatedGaussian().

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