ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
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

◆ Gaussian() [1/2]

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 a_, b_, c_, d_, mean_, and variance_.

◆ Gaussian() [2/2]

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

Definition at line 92 of file ROL_Gaussian.hpp.

References a_, b_, c_, d_, mean_, and variance_.

Member Function Documentation

◆ erfi()

template<class Real>
Real ROL::Gaussian< Real >::erfi ( const Real p) const
inlineprivate

Definition at line 63 of file ROL_Gaussian.hpp.

References a_, b_, c_, d_, ROL::ROL::ScalarTraits< Real >::pi(), and zero.

◆ evaluatePDF()

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 mean_, ROL::ROL::ScalarTraits< Real >::pi(), and variance_.

◆ evaluateCDF()

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 mean_, and variance_.

Referenced by invertCDF().

◆ integrateCDF()

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.

◆ invertCDF()

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

Reimplemented from ROL::Distribution< Real >.

Definition at line 118 of file ROL_Gaussian.hpp.

References evaluateCDF(), mean_, variance_, and zero.

◆ moment()

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

Reimplemented from ROL::Distribution< Real >.

Definition at line 159 of file ROL_Gaussian.hpp.

References mean_, and variance_.

◆ lowerBound()

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

Reimplemented from ROL::Distribution< Real >.

Definition at line 192 of file ROL_Gaussian.hpp.

References ROL::ROL_NINF().

◆ upperBound()

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

Reimplemented from ROL::Distribution< Real >.

Definition at line 196 of file ROL_Gaussian.hpp.

References ROL::ROL_INF().

◆ test()

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

Reimplemented from ROL::Distribution< Real >.

Definition at line 200 of file ROL_Gaussian.hpp.

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

Member Data Documentation

◆ mean_

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

Definition at line 55 of file ROL_Gaussian.hpp.

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

◆ variance_

template<class Real>
Real ROL::Gaussian< Real >::variance_
private

Definition at line 56 of file ROL_Gaussian.hpp.

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

◆ a_

template<class Real>
std::vector<Real> ROL::Gaussian< Real >::a_
private

Definition at line 58 of file ROL_Gaussian.hpp.

Referenced by erfi(), Gaussian(), and Gaussian().

◆ b_

template<class Real>
std::vector<Real> ROL::Gaussian< Real >::b_
private

Definition at line 59 of file ROL_Gaussian.hpp.

Referenced by erfi(), Gaussian(), and Gaussian().

◆ c_

template<class Real>
std::vector<Real> ROL::Gaussian< Real >::c_
private

Definition at line 60 of file ROL_Gaussian.hpp.

Referenced by erfi(), Gaussian(), and Gaussian().

◆ d_

template<class Real>
std::vector<Real> ROL::Gaussian< Real >::d_
private

Definition at line 61 of file ROL_Gaussian.hpp.

Referenced by erfi(), Gaussian(), and Gaussian().

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