ROL::Gaussian< Real > Class Template Reference

#include <ROL_Gaussian.hpp>

Inheritance diagram for ROL::Gaussian< Real >:

Public Member Functions
	Gaussian (const Real mean=0., const Real variance=1.)
	Gaussian (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 Member Functions
Real	erfi (const Real p) const

Private Attributes
Real	mean_
Real	variance_
std::vector< Real >	a_
std::vector< Real >	b_
std::vector< Real >	c_
std::vector< Real >	d_

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::Gaussian< Real >

Definition at line 53 of file ROL_Gaussian.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::Gaussian< Real >::Gaussian ( const Real  mean = 0., const Real  variance = 1.  )

inline

Definition at line 82 of file ROL_Gaussian.hpp.

References ROL::Gaussian< Real >::a_, ROL::Gaussian< Real >::b_, ROL::Gaussian< Real >::c_, and ROL::Gaussian< Real >::d_.

template<class Real >

ROL::Gaussian< Real >::Gaussian ( ROL::ParameterList &  parlist )

inline

Definition at line 92 of file ROL_Gaussian.hpp.

References ROL::Gaussian< Real >::a_, ROL::Gaussian< Real >::b_, ROL::Gaussian< Real >::c_, ROL::Gaussian< Real >::d_, ROL::Gaussian< Real >::mean_, and ROL::Gaussian< Real >::variance_.

Member Function Documentation

template<class Real >

Real ROL::Gaussian< Real >::erfi ( const Real  p ) const

inlineprivate

Definition at line 63 of file ROL_Gaussian.hpp.

References ROL::Gaussian< Real >::a_, ROL::Gaussian< Real >::b_, ROL::Gaussian< Real >::c_, ROL::Gaussian< Real >::d_, and zero.

template<class Real >

Real ROL::Gaussian< Real >::evaluatePDF ( const Real  input ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 104 of file ROL_Gaussian.hpp.

References ROL::Gaussian< Real >::mean_, and ROL::Gaussian< Real >::variance_.

template<class Real >

Real ROL::Gaussian< Real >::evaluateCDF ( const Real  input ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 108 of file ROL_Gaussian.hpp.

References ROL::Gaussian< Real >::mean_, and ROL::Gaussian< Real >::variance_.

Referenced by ROL::Gaussian< Real >::invertCDF().

template<class Real >

Real ROL::Gaussian< Real >::integrateCDF ( const Real  input ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 113 of file ROL_Gaussian.hpp.

References ROL::Gaussian< Real >::mean_.

template<class Real >

Real ROL::Gaussian< Real >::invertCDF ( const Real  input ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 119 of file ROL_Gaussian.hpp.

References ROL::Gaussian< Real >::evaluateCDF(), ROL::Gaussian< Real >::mean_, ROL::Gaussian< Real >::variance_, and zero.

template<class Real >

Real ROL::Gaussian< Real >::moment ( const size_t  m ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 160 of file ROL_Gaussian.hpp.

References ROL::Gaussian< Real >::mean_, and ROL::Gaussian< Real >::variance_.

template<class Real >

Real ROL::Gaussian< Real >::lowerBound ( void  ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 193 of file ROL_Gaussian.hpp.

template<class Real >

Real ROL::Gaussian< Real >::upperBound ( void  ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 197 of file ROL_Gaussian.hpp.

template<class Real >

void ROL::Gaussian< Real >::test ( std::ostream &  outStream = std::cout ) const

inlinevirtual

Reimplemented from ROL::Distribution< Real >.

Definition at line 201 of file ROL_Gaussian.hpp.

References ROL::Distribution< Real >::test().

Member Data Documentation

template<class Real >

Real ROL::Gaussian< Real >::mean_

private

Definition at line 55 of file ROL_Gaussian.hpp.

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

template<class Real >

Real ROL::Gaussian< Real >::variance_

private

Definition at line 56 of file ROL_Gaussian.hpp.

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

template<class Real >

std::vector<Real> ROL::Gaussian< Real >::a_

private

Definition at line 58 of file ROL_Gaussian.hpp.

Referenced by ROL::Gaussian< Real >::erfi(), and ROL::Gaussian< Real >::Gaussian().

template<class Real >

std::vector<Real> ROL::Gaussian< Real >::b_

private

Definition at line 59 of file ROL_Gaussian.hpp.

Referenced by ROL::Gaussian< Real >::erfi(), and ROL::Gaussian< Real >::Gaussian().

template<class Real >

std::vector<Real> ROL::Gaussian< Real >::c_

private

Definition at line 60 of file ROL_Gaussian.hpp.

Referenced by ROL::Gaussian< Real >::erfi(), and ROL::Gaussian< Real >::Gaussian().

template<class Real >

std::vector<Real> ROL::Gaussian< Real >::d_

private

Definition at line 61 of file ROL_Gaussian.hpp.

Referenced by ROL::Gaussian< Real >::erfi(), and ROL::Gaussian< Real >::Gaussian().

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

• ROL_Gaussian.hpp