1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2017 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
12 //
13 // This library is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
18 // You should have received a copy of the GNU Lesser General Public
19 // License along with this library; if not, write to the Free Software
20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA  02110-1301  USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_INVGAMMA_REALIZER_H
26 #define UQ_INVGAMMA_REALIZER_H
27 
28 #include <queso/VectorRealizer.h>
29 #include <queso/VectorSequence.h>
30 #include <queso/Environment.h>
31 #include <math.h>
32 
33 namespace QUESO {
34 
35 class GslVector;
36 class GslMatrix;
37 
38 //*****************************************************
39 // InverseGamma class [R-07]
40 //*****************************************************
41 /*!
42  * \class InverseGammaVectorRealizer
43  * \brief A class for handling sampling from an Inverse Gamma probability density distribution.
44  *
45  * This class handles sampling from an Inverse Gamma probability density distribution, of
46  * parameters \c alpha and \c beta.*/
47 
48 template <class V = GslVector, class M = GslMatrix>
49 class InverseGammaVectorRealizer : public BaseVectorRealizer<V,M> {
50 public:
51   //! @name Constructor/Destructor methods
52   //@{
53   //! Constructor
54   /*! Constructs a new object, given a prefix, the image set of the vector realizer, and the
55    * Beta distribution parameters \c a and \c b, which are assigned to private attributes
56    * m_alpha and m_beta.  */
57   InverseGammaVectorRealizer(const char*                  prefix,
58                                     const VectorSet<V,M>& unifiedImageSet,
59                                     const V&                     alpha,
60                                     const V&                     beta);
61   //! Destructor
62   ~InverseGammaVectorRealizer();
63   //@}
64 
65      //! @name Realization-related methods
66   //@{
67   //! Draws a realization.
68   /*! This function draws a realization of an Inverse Gamma distribution and saves it in \c nextValues.
69    * It internally checks whether the image set, where the realization should be drawn, belongs
70    * to the interval (0, infinity) - which is the range where Gamma distribution is defined over. */
71   void realization(V& nextValues) const;
72   //@}
73 
74 private:
75   using BaseVectorRealizer<V,M>::m_env;
76   using BaseVectorRealizer<V,M>::m_prefix;
77   using BaseVectorRealizer<V,M>::m_unifiedImageSet;
78   using BaseVectorRealizer<V,M>::m_subPeriod;
79 
80   V m_alpha;
81   V m_beta;
82 };
83 
84 }  // End namespace QUESO
85 
86 #endif // UQ_INVGAMMA_REALIZER_H
87