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

◆ TruncatedGaussian() [1/2]

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 a_, alpha_, b_, beta_, gauss_, mean_, phi_, sdev_, and Z_.

◆ TruncatedGaussian() [2/2]

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

Definition at line 49 of file ROL_TruncatedGaussian.hpp.

References a_, alpha_, b_, beta_, gauss_, mean_, phi_, sdev_, Z_, and zero.

Member Function Documentation

◆ evaluatePDF()

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 a_, b_, gauss_, mean_, sdev_, Z_, and zero.

◆ evaluateCDF()

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 a_, b_, gauss_, mean_, phi_, sdev_, Z_, and zero.

◆ integrateCDF()

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.

◆ invertCDF()

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 gauss_, mean_, phi_, sdev_, and Z_.

◆ moment()

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 alpha_, beta_, gauss_, mean_, sdev_, and Z_.

◆ lowerBound()

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 a_.

◆ upperBound()

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 b_.

◆ test()

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

Member Data Documentation

◆ a_

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

Definition at line 23 of file ROL_TruncatedGaussian.hpp.

Referenced by evaluateCDF(), evaluatePDF(), lowerBound(), test(), TruncatedGaussian(), and TruncatedGaussian().

◆ b_

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

Definition at line 24 of file ROL_TruncatedGaussian.hpp.

Referenced by evaluateCDF(), evaluatePDF(), test(), TruncatedGaussian(), TruncatedGaussian(), and upperBound().

◆ mean_

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

Definition at line 25 of file ROL_TruncatedGaussian.hpp.

Referenced by evaluateCDF(), evaluatePDF(), invertCDF(), moment(), TruncatedGaussian(), and TruncatedGaussian().

◆ sdev_

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

Definition at line 26 of file ROL_TruncatedGaussian.hpp.

Referenced by evaluateCDF(), evaluatePDF(), invertCDF(), moment(), TruncatedGaussian(), and TruncatedGaussian().

◆ gauss_

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

Definition at line 28 of file ROL_TruncatedGaussian.hpp.

Referenced by evaluateCDF(), evaluatePDF(), invertCDF(), moment(), TruncatedGaussian(), and TruncatedGaussian().

◆ alpha_

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

Definition at line 30 of file ROL_TruncatedGaussian.hpp.

Referenced by moment(), TruncatedGaussian(), and TruncatedGaussian().

◆ beta_

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

Definition at line 31 of file ROL_TruncatedGaussian.hpp.

Referenced by moment(), TruncatedGaussian(), and TruncatedGaussian().

◆ phi_

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

Definition at line 32 of file ROL_TruncatedGaussian.hpp.

Referenced by evaluateCDF(), invertCDF(), TruncatedGaussian(), and TruncatedGaussian().

◆ Z_

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

Definition at line 33 of file ROL_TruncatedGaussian.hpp.

Referenced by evaluateCDF(), evaluatePDF(), invertCDF(), moment(), TruncatedGaussian(), and TruncatedGaussian().

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