ProbabilityDist::ContinuousInversion Class Reference

Class which uses PENELOPE's RITA inversion sampling algorithm to sample from a continuous distribution. More...

#include <probability_dist.h>

Collaboration diagram for ProbabilityDist::ContinuousInversion:

Public Member Functions
	ContinuousInversion (std::function< double(double, double)> &PDF, Eigen::VectorXd &energies, double x_min, double x_max, double err_thresh=1E-4)
	Constructor for the ContinuousInversion class.
double	sample (double E) const
	Returns a sample from the continuous distribution.

Private Member Functions
void	normalizePDF (double E)
double	getXFromY (int energy_index, double y) const
void	initializeCDFAndInterpolationParameters ()
Eigen::Array< double, Eigen::Dynamic, 2 >	calculateInterpolationParametersPerEnergy (double E, Eigen::Array< double, Eigen::Dynamic, 2 > CDF_RITA_PER_ENERGY)
Eigen::Array< double, Eigen::Dynamic, 2 >	getMinimizedErrorCDFPerEnergy (double E, double err_thresh)
Eigen::Array< double, Eigen::Dynamic, 2 >	generateCDFPerEnergy (double E, Eigen::VectorXd x_grid)
double	getInterpErrorOverInterval (double E, IntervalData id) const
double	getPDFFromCDFOverInterval (double E, double x, IntervalData id) const
double	getEta (double x, IntervalData id) const

Private Attributes
std::function< double(double, double)>	PDF_
std::function< double(double, double)>	normalized_PDF_
std::vector< Eigen::Array< double, Eigen::Dynamic, 2 > >	CDF_
Eigen::VectorXd	energies_
std::vector< Eigen::Array< double, Eigen::Dynamic, 2 > >	interp_parameters_
double	x_min_
double	x_max_
double	err_thresh_
ProbabilityDist::Uniform	uniform_dist_

Detailed Description

Class which uses PENELOPE's RITA inversion sampling algorithm to sample from a continuous distribution.

Definition at line 112 of file probability_dist.h.

Constructor & Destructor Documentation

ContinuousInversion()

ProbabilityDist::ContinuousInversion::ContinuousInversion ( std::function< double(double, double)> & PDF, Eigen::VectorXd & energies, double x_min, double x_max, double err_thresh = 1E-4 )

explicit

Constructor for the ContinuousInversion class.

Parameters

PDF	The probability density function to sample from.
energies	The energies at which to generate the CDF.
x_min	The minimum value of the distribution.
x_max	The maximum value of the distribution.
err_thresh	The maximum error allowed for the between the interpolated PDF and the actual PDF.

Member Function Documentation

sample()

double ProbabilityDist::ContinuousInversion::sample

(

double

E

)

const

Returns a sample from the continuous distribution.

Parameters

E	The energy at which to sample from the distribution.

Returns

A sample from the continuous distribution.

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Member Data Documentation

CDF_

std::vector<Eigen::Array<double, Eigen::Dynamic, 2> > ProbabilityDist::ContinuousInversion::CDF_

private

Definition at line 138 of file probability_dist.h.

energies_

Eigen::VectorXd ProbabilityDist::ContinuousInversion::energies_

private

Definition at line 139 of file probability_dist.h.

err_thresh_

double ProbabilityDist::ContinuousInversion::err_thresh_

private

Definition at line 143 of file probability_dist.h.

interp_parameters_

std::vector<Eigen::Array<double, Eigen::Dynamic, 2> > ProbabilityDist::ContinuousInversion::interp_parameters_

private

Definition at line 140 of file probability_dist.h.

normalized_PDF_

std::function<double(double, double)> ProbabilityDist::ContinuousInversion::normalized_PDF_

private

Definition at line 137 of file probability_dist.h.

PDF_

std::function<double(double, double)> ProbabilityDist::ContinuousInversion::PDF_

private

Definition at line 136 of file probability_dist.h.

uniform_dist_

ProbabilityDist::Uniform ProbabilityDist::ContinuousInversion::uniform_dist_

private

Definition at line 144 of file probability_dist.h.

x_max_

double ProbabilityDist::ContinuousInversion::x_max_

private

Definition at line 142 of file probability_dist.h.

x_min_

double ProbabilityDist::ContinuousInversion::x_min_

private

Definition at line 141 of file probability_dist.h.

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

• include/MIDSX/Core/probability_dist.h