Documentation / Developer's manual
Available modules
Calibration,  DataServer,  Launcher,  MetaModelOptim,  Modeler,  Optimizer,  ReLauncher,  Reliability,  ReOptimizer,  Sampler,  Sensitivity,  UncertModeler,  XmlProblem,  ![]() |
Uranie / DataServer
v4.10.0
|
Description of the class TInvGammaDistribution. More...
#include <TInvGammaDistribution.h>


Public Member Functions | |
Constructor and Destructor | |
| TInvGammaDistribution () | |
| Default constructor. More... | |
| TInvGammaDistribution (TString name) | |
| Constructor setting the name. More... | |
| TInvGammaDistribution (TString name, Double_t alpha, Double_t scale=1.0, Double_t location=0.0) | |
| Constructor setting name, scale and location. More... | |
| TInvGammaDistribution (URANIE::DataServer::TAttribute *att, Double_t alpha, Double_t scale=1.0, Double_t location=0.0) | |
| Construction of a TInvGammaDistribution from an existing TAttribute object. More... | |
| virtual | ~TInvGammaDistribution () |
| Default destructor. More... | |
Getters and Setters parameters | |
The inverse-gamma distribution has three parameters: the shape \( \alpha \), a scale parameter (default equal to 1) and a location parameter (default equal to 0). | |
| Double_t | getParameterAlpha () |
| Return the shape parameter. More... | |
| Double_t | getParameterScale () |
| Return the scale parameter. More... | |
| Double_t | getParameterLocation () |
| Return the location parameter. More... | |
| virtual void | setParameters (Double_t alpha, Double_t scale=1.0, Double_t location=0, Bool_t recompute=kTRUE) |
| Set all the parameters. More... | |
| void | setParameterAlpha (Double_t alpha, Bool_t recompute=kTRUE) |
| Set alpha value. More... | |
| void | setParameterScale (Double_t scale, Bool_t recompute=kTRUE) |
| Set scale value. More... | |
| void | setParameterLocation (Double_t location, Bool_t recompute=kTRUE) |
| Set location value. More... | |
Distribution specific methods | |
PDF, CDF, etc. | |
| virtual void | computeTheoreticalInformation () |
| Computes the theoretical values of various statistical measures. More... | |
| virtual Double_t | getPDF (Double_t x) |
| Returns the probability density for the value x. More... | |
| virtual Double_t | getCDF (Double_t x) |
| Returns the cumulative distribution for the value x. More... | |
| virtual Double_t | getInvCDF (Double_t p) |
| Returns the value corresponding to the cumulative density p. More... | |
Printing Log | |
| virtual void | printLog (Option_t *option="") |
Public Member Functions inherited from URANIE::DataServer::TInfiniteDistribution | |
| TInfiniteDistribution () | |
| Default Constructor. More... | |
| TInfiniteDistribution (TString str) | |
| Constructor setting the name. More... | |
| TInfiniteDistribution (TString str, ELawType value) | |
| Constructor setting the name and the law type. More... | |
| TInfiniteDistribution (TAttribute *object, ELawType value) | |
| Construction of a TInfiniteDistribution from an existing TAttribute object. More... | |
| virtual | ~TInfiniteDistribution () |
| Default Destructor. More... | |
| virtual void | printLog () |
| Display information specific to this class. More... | |
| virtual void | setLowerBound (Double_t val) |
| Sets the lower bound of the attribute. More... | |
| virtual void | setUpperBound (Double_t val) |
| Sets the upper bound of the attribute. More... | |
| virtual void | setBounds (Double_t lower, Double_t upper) |
| Sets the lower and upper bounds of the attribute. More... | |
Public Member Functions inherited from URANIE::DataServer::TStochasticAttribute | |
| TStochasticAttribute () | |
| Default Constructor. More... | |
| TStochasticAttribute (TString str) | |
| Constructor setting the name. More... | |
| TStochasticAttribute (TString str, ELawType value) | |
| Constructor setting the name and the law type. More... | |
| TStochasticAttribute (TString str, ELawType value, Double_t min, Double_t max) | |
| Constructor setting the name, the law type, and the range (lower and upper bounds) More... | |
| TStochasticAttribute (TAttribute *object, ELawType value) | |
| Construction of a TStochasticAttribute from an existing TAttribute object. More... | |
| virtual | ~TStochasticAttribute () |
| Default Destructor. More... | |
| double | getPDFforTF1 (double *x) |
| double | getCDFforTF1 (double *x) |
| double | getInvCDFforTF1 (double *x) |
| virtual Double_t | getTheoreticalMean () |
| Returns the theoretical value of the mean. More... | |
| virtual Double_t | getTheoreticalStdDev () |
| Returns the theoretical value of the standard deviation. More... | |
| virtual Double_t | getTheoreticalMode () |
| Returns the theoretical value of the mode. More... | |
| void | setLawType (ELawType value) |
| Sets the law type from an integer value. More... | |
| void | setLawType (TString name) |
| Sets the law type from a law name. More... | |
| int | getLawType () |
| Returns the law type as an integer. More... | |
| void | setStochasticBasis (EStochasticBasis n) |
| Defines an orthogonal polynomial family to represent the stochastic attribute. More... | |
| void | setDefaultStochasticBasis () |
| Sets the default orthogonal polynomial family representing the stochastic attribute. More... | |
| EStochasticBasis | getStochasticBasis () const |
| Returns the orthogonal polynomial which is used to represent the attribute. More... | |
| virtual Double_t | getPMin () |
| Returns the minimum value of the cumulative distribution function. More... | |
| virtual Double_t | getPMax () |
| Returns the maximum value of the cumulative distribution function. More... | |
Public Member Functions inherited from URANIE::DataServer::TAttribute | |
| TAttribute () | |
| Default constructor. More... | |
| TAttribute (const char *name, const char *title) | |
| TAttribute (TString name) | |
| Constructor by name only. More... | |
| TAttribute (TString name, EType type) | |
| Constructor by name and type only. More... | |
| TAttribute (TString name, TString value, EType type) | |
| Constructor by name and range. More... | |
| TAttribute (TString name, Double_t lower, Double_t upper) | |
| Constructor by name and range. More... | |
| TAttribute (const TAttribute &attr) | |
| Copy constructor. More... | |
| TAttribute * | Clone (const char *newname) const |
| Clone an attribute with a new name. More... | |
| virtual | ~TAttribute () |
| Default destructor. More... | |
| void | checkSizeBeforePush (const char *type, int iel, Double_t val) |
| Internal method used to check the validity of all setters when dealing with vectors. More... | |
| Double_t | checkSizeBeforeGet (const char *type, int iel=0) |
| Internal method used to check the validity of all getters when dealing with vectors and return the request. More... | |
| void | setQuantile (double prob, double quantile, int iel=0) |
| Set the quantile value. More... | |
| void | getQuantilesSize (int &nb, int iel=0) |
| Returns the number of quantile computed and stored for element iel. More... | |
| void | getQuantiles (double *prob, double *quantile, int iel=0) |
| Returns all the probabilities and corresponding quantiles computed for element iel. More... | |
| void | getQuantile (double &prob, double &quantile, int iel=0) |
| Returns the value of the quantile for element iel, given the probability. More... | |
| void | getQuantileVector (double &prob, vector< double > &quantile) |
| Returns the vector of quantile given the probability. More... | |
| Double_t | getMinimum (int iel=0) |
| Double_t | getMinimumSize () |
| Returns the size of the vector of minimum. More... | |
| Bool_t | hasDefault () |
| Details whether this attribute has a default value. More... | |
| void | setMinimum (Double_t val, int iel=0) |
| Set the minimum value oef element iel. More... | |
| Double_t | getMaximum (int iel=0) |
| Double_t | getMaximumSize () |
| Returns the size of the vector of maximum. More... | |
| void | setMaximum (Double_t val, int iel=0) |
| Set the maximum value oef element iel. More... | |
| void | getStatisticalVector (const char *type, vector< double > &vec) |
| Returns the vector of considered statistical value. More... | |
| Double_t | getMean (int iel=0) |
| Double_t | getMeanSize () |
| Returns the size of the vector of mean. More... | |
| void | setMean (Double_t val, int iel=0) |
| Set the mean value oef element iel. More... | |
| Double_t | getStd (int iel=0) |
| Double_t | getStdSize () |
| Returns the size of the vector of std. More... | |
| void | setStd (Double_t val, int iel=0) |
| Set the std value oef element iel. More... | |
| void | setSlurmOption (TString value) |
| EType | getDataType () const |
| Returns the datatype of the considered attribute. More... | |
| TString | getDataTypeStr () |
| Returns the datatype as TString. More... | |
| void | setTitle (const char *title) |
| Defines the title of the attribute. More... | |
| void | setTitle (TString str) |
| TString | getTitle () |
| void | setDataType (EType thetype) |
| Change the type of data. More... | |
| void | setDataType (TString name) |
| Change the type of data. More... | |
| TString | getLegend () |
| Returns the legend of the attribut. More... | |
| TString | getUnit () |
| void | setUnit (TString str) |
| TString | getUnity () |
| void | setUnity (TString str) |
| TString | getNote () |
| void | setNote (TString str) |
| Bool_t | setDefault (TString value) |
| TString | getDefault (TString format="%e") |
| Bool_t | setDefaultValue (Double_t val) |
| Bool_t | getDefaultValue (Double_t &val) |
| Bool_t | hasDefaultValue () |
| Bool_t | setDefaultVector (vector< double > &vec) |
| Bool_t | getDefaultVector (vector< double > *val) |
| Bool_t | hasDefaultVector () |
| Bool_t | setDefaultString (TString str) |
| Bool_t | getDefaultString (string &str) |
| Bool_t | hasDefaultString () |
| void | setStepValue (Double_t val) |
| Bool_t | getStepValue (Double_t &val) |
| TString | getSlurmOption () |
| EOrigin | getOrigin () |
| void | setOrigin (EOrigin ind) |
| Int_t | getShare () |
| void | setOutput () |
| Sets the attribute as an output attribute. More... | |
| void | setInput () |
| Sets the attribute as Input. More... | |
| EAttribute | getInputOutput () |
| Returns the input/Output information of the attribute. More... | |
| void | setFileNameOfKey (TString str) |
| Sets the file name for a key. More... | |
| list< URANIE::DataServer::TAttributeFileKey * > | getKeyList () |
| Gets KeyList for the attribute. More... | |
| void | setFieldOfKey (Int_t ind) |
| Sets index ind in the unique field related to a unique key. More... | |
| void | setFieldOfKey (Int_t sIndex, Int_t ind) |
| void | setFileKey (TString sfile, TString skey="", TString sformatToSubstitute="%e", TAttributeFileKey::EFileType FileType=TAttributeFileKey::kKey) |
| Defines the input files and eventually others informations like key, format to substitute. More... | |
| void | setFileFlag (TString sfile, TString skey="", TString sformatToSubstitute="%e") |
| Defines the input files as in the "flag" format and eventually others informations like key, format to substitute. More... | |
| void | setFileXMLAttribute (TString sfile, TString sXPathAttribute, TString sformatToSubstitute="%e") |
| Defines the input files as an "XML" input file with XPath attribute format and eventually the format to substitute. More... | |
| void | setFileXMLField (TString sfile, TString sXPathField, TString sformatToSubstitute="%e") |
| Defines the input files as an "XML" input file with XPath field and eventually the format to substitute. More... | |
| void | setFileFMU (TString sfile, TString sXPathField, TString sformatToSubstitute="%e") |
| const char * | getFormatToSubstitute () |
| Returns the format of substitution. More... | |
| void | setFormatToSubstitute (TString str) |
| Sets the format of substitution. More... | |
| Bool_t | isInput () |
| Tests if the attribute is an input attribute. More... | |
| Bool_t | isOutput () |
| Tests if the attribute is an output attribute. More... | |
| void | addShare () |
| void | delShare () |
| void | initShare () |
| void | clearVectors () |
| virtual void | setLowerBound (Double_t val, bool internalcall=false) |
| Sets the lower bound value of the attribute. More... | |
| Double_t | getLowerBound () |
| Gets the lower bound value of the attribute. More... | |
| Bool_t | isLowerBounded () |
| Returns a boolean if the attribute have a lower bound. More... | |
| virtual void | setUpperBound (Double_t val, bool internalcall=false) |
| Sets the upper bound value of the attribute. More... | |
| Double_t | getUpperBound () |
| Gets the upper bound value of the attribute. More... | |
| Bool_t | isUpperBounded () |
| Returns a boolean if the attribute have an upper bound. More... | |
| Bool_t | isBounded () |
| Returns a boolean if the attribute have a lower AND an upper bounds. More... | |
| void | setLog () |
| void | unsetLog () |
| void | changeLog () |
| Bool_t | getLog () |
| TAttribute * | getSonAttribute () |
| void | setSonAttribute (TAttribute *tatt) |
| void | removeSonAttribute () |
| Int_t | getLevel () |
| void | setLevel (Int_t nlevel) |
| Bool_t | haveSon () |
Private Attributes | |
| Double_t | _dparameterAlpha |
| the shape parameter More... | |
| Double_t | _dparameterScale |
| the scale parameter More... | |
| Double_t | _dparameterLocation |
| the location parameter More... | |
Additional Inherited Members | |
Public Types inherited from URANIE::DataServer::TStochasticAttribute | |
| enum | ELawType { kUniform, kLogUniform, kNormal, kStudent, kLogNormal, kTrapezium, kTriangular, kLogTriangular, kExponential, kBeta, kGamma, kInvGamma, kCauchy, kUniformByParts, kWeibull, kGumbel, kMultinomial, kGenPareto, kGeneralizedNormal, kGeneralizedNormalV2, kCompose, kUnknown } |
| The list of laws that a TStochasticAttribute can follow. More... | |
| enum | EStochasticBasis { kUnknownBasis, kHermite, kLegendre, kLaguerre, kJacobi } |
| The list of orthogonal polynomial families that can represent a given TStochasticAttribute. More... | |
Public Types inherited from URANIE::DataServer::TAttribute | |
| enum | EOrigin { kInternal, kIterator, kConstant, kAttribute, kDeleted } |
| enum | EAttribute { kInput, kOutput } |
| enum | EType { kDefault, kReal, kVector, kString, kCategory, kInconnu } |
Protected Attributes inherited from URANIE::DataServer::TStochasticAttribute | |
| ELawType | _lawType |
| The law type ELawType. More... | |
| Double_t | _dtheoreticalMean |
| The theoretical mean. More... | |
| Double_t | _dtheoreticalStdDev |
| The theoretical standard deviation. More... | |
| Double_t | _dtheoreticalMode |
| The theoretical mode. More... | |
| Double_t | _pmin |
| The min value of cumulative density function. More... | |
| Double_t | _pmax |
| The max value of cumulative density function. More... | |
| EStochasticBasis | _nStochasticBasis |
| The stochastic representation of an orthogonal basis. More... | |
Protected Attributes inherited from URANIE::DataServer::TAttribute | |
| EOrigin | _norigin |
| The origin of the attribute (Internal of uranie, attribute or Input, Output...) More... | |
| EAttribute | _nAttribute |
| The nature of attributes : kInput (default) or kOutput. More... | |
| EType | _nType |
| The type of attribute: real (double), vector (of double), string... More... | |
| TString | _sunity |
| Unity. More... | |
| TString | _snote |
| Note. More... | |
| Bool_t | _blog |
| Log printing. More... | |
| Int_t | _nshare |
| The number of time this attribute is shared in TDataServer. More... | |
| TAttribute * | _attSon |
| Son attribute. More... | |
| Int_t | _nlevel |
| level to its "father" More... | |
| Bool_t | _haveSon |
| true if the attribute have a son More... | |
| TString | _sFormatSubstitute |
| Format to substitute the value. More... | |
| list< TEventList * > | _nfields |
| List of all TEventLists created for the attribute. More... | |
| list< TAttributeFileKey * > | _KeyList |
| List of Keys Attributes structures. More... | |
| Double_t | upperBound |
| Upper bound. More... | |
| Bool_t | _bHaveUpperBound |
| If have an upper bound. More... | |
| Double_t | lowerBound |
| Lower bound. More... | |
| Bool_t | _bHaveLowerBound |
| If have a lower bound. More... | |
| Double_t | _defaultValue |
| Default value. More... | |
| Bool_t | _bHaveDefaultValue |
| If have a default value. More... | |
| vector< double > | _defaultVector |
| Default value for vector. More... | |
| Bool_t | _bHaveDefaultVector |
| If have a default value for vector. More... | |
| string | _defaultString |
| Default value for string. More... | |
| Bool_t | _bHaveDefaultString |
| If have a default value for string. More... | |
| Double_t | _stepValue |
| Step value when using in Optimization. More... | |
| Bool_t | _bHaveStepValue |
| If have a step value. More... | |
| vector< Double_t > | _vminimum |
| All minimun calculated. More... | |
| vector< Double_t > | _vmaximum |
| All maximun calculated. More... | |
| vector< Double_t > | _vmean |
| All mean calculated. More... | |
| vector< Double_t > | _vstd |
| All std calculated. More... | |
| vector< Double_t > * | _vbuffer |
| vector< map< double, double > *> | _vquantile |
More... | |
| TString | _slurmValue |
Detailed Description
Description of the class TInvGammaDistribution.
This class defines a stochastic attribute following an InvGamma distribution.
The distribution is defined over the interval \( ]0,+\infty [ \). It only depends on a shape parameter \( \alpha>0 \) in the standardized form. To scale and/or shift the distribution, one can use the scale parameter and the location parameter respectively.
- Probability Density Function (PDF):
- \( f(x) = x^{-\alpha - 1} / \Gamma(\alpha) \times exp{(-1/x)} \) is the standardized form. To shift and/or scale the distribution use the \( loc \) and \( scale \) parameters. The density becomes \( \frac{f(y)}{scale} \) where \( y=(x-loc)/scale \) .
- Cumulative Distribution Function (CDF):
- \( F(x) = \frac{\gamma(\alpha,scale/(x-loc))}{\Gamma(\alpha)}\) where the numerator is the upper incomplete gamma function.
- Inverse CDF:
- There is no analytical representation of the Inverse CDF of the Invgamma distribution. The value \( F^{-1}(p) \) is estimated by dichotomy from the CDF.
Constructor & Destructor Documentation
◆ TInvGammaDistribution() [1/4]
| URANIE::DataServer::TInvGammaDistribution::TInvGammaDistribution | ( | ) |
Default constructor.
Default shape is 1.0, default scale and location are 1.0 and 0.0 respectively.
Referenced by ClassImp().
◆ TInvGammaDistribution() [2/4]
| URANIE::DataServer::TInvGammaDistribution::TInvGammaDistribution | ( | TString | name | ) |
Constructor setting the name.
Default shape is 1.0, default scale and location are 1.0 and 0.0 respectively.
- Parameters
-
name (TString) Name of the attribute
◆ TInvGammaDistribution() [3/4]
| URANIE::DataServer::TInvGammaDistribution::TInvGammaDistribution | ( | TString | name, |
| Double_t | alpha, | ||
| Double_t | scale = 1.0, |
||
| Double_t | location = 0.0 |
||
| ) |
Constructor setting name, scale and location.
- Parameters
-
name (TString) Name of the attribute alpha (Double_t) the shape parameter \( \alpha \) scale (Double_t) the scale parameter (Default = 0.0) location (Double_t) the location parameter (Default = 0.0)
◆ TInvGammaDistribution() [4/4]
| URANIE::DataServer::TInvGammaDistribution::TInvGammaDistribution | ( | URANIE::DataServer::TAttribute * | att, |
| Double_t | alpha, | ||
| Double_t | scale = 1.0, |
||
| Double_t | location = 0.0 |
||
| ) |
Construction of a TInvGammaDistribution from an existing TAttribute object.
- Warning
- this copy constructor is incomplete. Please do not use. (Nicolas Gilardi, 2010.06.11)
- Parameters
-
att (TAttribute *) Pointer to an existing TAttribute object alpha (Double_t) the shape parameter \( \alpha \) scale (Double_t) the scale parameter (Default = 0.0) location (Double_t) the location parameter (Default = 0.0)
◆ ~TInvGammaDistribution()
|
virtual |
Default destructor.
Referenced by ClassImp().
Member Function Documentation
◆ computeTheoreticalInformation()
|
virtual |
Computes the theoretical values of various statistical measures.
Implements URANIE::DataServer::TStochasticAttribute.
Referenced by ClassImp().
◆ getCDF()
|
virtual |
Returns the cumulative distribution for the value x.
- Parameters
-
x (Double_t) An acceptable value for the attribute
Implements URANIE::DataServer::TStochasticAttribute.
Referenced by ClassImp().
◆ getInvCDF()
|
virtual |
Returns the value corresponding to the cumulative density p.
- Parameters
-
p (Double_t) A valid probability
- Exceptions
-
UErrorExceptions if p is outside of the interval [0,1]
Implements URANIE::DataServer::TStochasticAttribute.
Referenced by ClassImp().
◆ getParameterAlpha()
|
inline |
Return the shape parameter.
◆ getParameterLocation()
|
inline |
Return the location parameter.
References _dparameterLocation.
◆ getParameterScale()
|
inline |
Return the scale parameter.
References _dparameterScale.
◆ getPDF()
|
virtual |
Returns the probability density for the value x.
- Parameters
-
x (Double_t) An acceptable value for the attribute
Implements URANIE::DataServer::TStochasticAttribute.
Referenced by ClassImp().
◆ printLog()
|
virtual |
◆ setParameterAlpha()
| void URANIE::DataServer::TInvGammaDistribution::setParameterAlpha | ( | Double_t | alpha, |
| Bool_t | recompute = kTRUE |
||
| ) |
Set alpha value.
- Parameters
-
alpha (double) : value of alpha to be used recompute (bool, default=true) : recompute the theoretical properties
Referenced by ClassImp().
◆ setParameterLocation()
| void URANIE::DataServer::TInvGammaDistribution::setParameterLocation | ( | Double_t | location, |
| Bool_t | recompute = kTRUE |
||
| ) |
Set location value.
Change the minimum used (default being 0)
- Parameters
-
location (double) : value of location to be used recompute (bool, default=true) : recompute the theoretical properties
Referenced by ClassImp().
◆ setParameters()
|
virtual |
Set all the parameters.
- Parameters
-
lambda (Double_t) the rate parameter \( \lambda \) mode (Double_t) the mode parameter \( x_{min} \) (Default = 0.0)
recompute (Bool_t) should we recompute the theoretical information ? (Default = kTRUE)
Referenced by ClassImp().
◆ setParameterScale()
| void URANIE::DataServer::TInvGammaDistribution::setParameterScale | ( | Double_t | scale, |
| Bool_t | recompute = kTRUE |
||
| ) |
Set scale value.
- Parameters
-
scale (double) : value of scale to be used recompute (bool, default=true) : recompute the theoretical properties
Referenced by ClassImp().
Member Data Documentation
◆ _dparameterAlpha
|
private |
the shape parameter
Referenced by ClassImp().
◆ _dparameterLocation
|
private |
the location parameter
Referenced by ClassImp(), and getParameterLocation().
◆ _dparameterScale
|
private |
the scale parameter
Referenced by ClassImp(), and getParameterScale().

Public Member Functions inherited from