probability.h

Go to the documentation of this file.

/* =====================================================================================
 
                      The UQ Toolkit (UQTk) version 3.1.1
                          Copyright (2021) NTESS
                        https://www.sandia.gov/UQToolkit/
                        https://github.com/sandialabs/UQTk
 
     Copyright 2021 National Technology & Engineering Solutions of Sandia, LLC (NTESS).
     Under the terms of Contract DE-NA0003525 with NTESS, the U.S. Government
     retains certain rights in this software.
 
     This file is part of The UQ Toolkit (UQTk)
 
     UQTk is open source software: you can redistribute it and/or modify
     it under the terms of BSD 3-Clause License
 
     UQTk is distributed in the hope that it will be useful,
     but WITHOUT ANY WARRANTY; without even the implied warranty of
     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
     BSD 3 Clause License for more details.
 
     You should have received a copy of the BSD 3 Clause License
     along with UQTk. If not, see https://choosealicense.com/licenses/bsd-3-clause/.
 
     Questions? Contact the UQTk Developers at <uqtk-developers@software.sandia.gov>
     Sandia National Laboratories, Livermore, CA, USA
===================================================================================== */
#ifndef PROBABILITY_H
#define PROBABILITY_H
 
#include "Array1D.h"
#include "Array2D.h"
 
#define DSFMT_DO_NOT_USE_OLD_NAMES
#include "dsfmt_add.h"
 
#include "KCenterClustering.h"
#include "figtree_internal.h"
 
 
double erff(const double x);
 
// The website (http://www.boutell.com/lsm/lsmbyid.cgi/000626) states copying policy=freely distributable as of July 2012
//  \note modified by Sandia UQTk group to scale the input to [-1,1]
double inverf(double y0);
 
double invnormcdf(double y);
 
double normcdf(double y);
 
double normcdfc(double y);
 
void generate_uniform(double* rvar,int ns, int nd, int zSeed);
 
void generate_uniform(Array2D<double>& rvar,int zSeed);
 
void generate_uniform(double *rvar, int ns, int nd, dsfmt_t *rnstate);
 
void generate_uniform(Array2D<double> &rvar, dsfmt_t *rnstate);
 
void generate_uniform_lhs(double* rvar,int ns, int nd, int zSeed);
 
void generate_uniform_lhs(Array2D<double>& rvar,int zSeed);
 
void generate_uniform_lhs(double *rvar, int ns, int nd, dsfmt_t *rnstate);
 
void generate_uniform_lhs(Array2D<double> &rvar, dsfmt_t *rnstate);
 
void generate_normal(Array2D<double>& rvar,int zSeed);
 
void generate_normal_lhs(Array2D<double>& rvar,int zSeed);
 
double get_median(const Array1D<double>& data);
 
double get_mean(const Array1D<double>& data);
 
double get_mean(const Array2D<double>& data);
 
double get_std(const Array1D<double>& data);
 
double get_var(const Array1D<double>& data);
 
double getMean_Variance(Array2D<double>& data_c, Array1D<double>& w, Array1D<double>& mean);
 
void getMean(Array2D<double>& data_c, Array1D<double>& mean);
 
void getMean(Array2D<double>& data_c, Array1D<double>& mean, char *RC);
 
void rperm(int n, int *a, dsfmt_t *rnstate);
 
void getPdf_figtree(Array2D<double>& source,Array2D<double>& target,Array1D<double>& sig, Array1D<double>& density, Array1D<double>& weight);
 
void getPdf_cl(Array2D<double>& data, Array2D<double>& points, Array1D<double>& dens,int ncl, double sfac);
 
double covariance(Array1D<double>& x1, Array1D<double>& x2,Array1D<double>& param, string covtype);
 
 
void ihsU(Array2D<double> &rndnos, int dfac, dsfmt_t *rnstate) ;
 
void ihsU(int ns, int np, double *rndnos, int dfac, dsfmt_t *rnstate) ;
 
void ihsP(int ns, int np, int *rpos, int dfac, dsfmt_t *rnstate);
 
void distCorr(const Array2D<double> &spl, Array2D<double> &dCor) ;
 
//---------------------------------------------------------------------------------------
#endif // PROBABILITY_H