English Français

Documentation / Developer's manual

Available modules

Calibration,  DataServer,  Launcher,  MetaModelOptim,  Modeler,  Optimizer,  ReLauncher,  Reliability,  ReOptimizer,  Sampler,  Sensitivity,  UncertModeler,  XmlProblem,   Uranie / Sampler: TNormale Class Reference
Uranie / Sampler v4.9.0
/* @license-end */
TNormale Class Reference

#include <TNormale.h>

Inheritance diagram for TNormale:
Collaboration diagram for TNormale:

Public Member Functions

 TNormale ()
 
 TNormale (TVectorD M, TMatrixD A)
 Constructor of the class. M is the mean vector we want to attribute to our gaussian vector and to its matrix of "standard deviation/correlation".
 
 ~TNormale ()
 Destructor.
 
Double_t eval (TVectorD x)
 Returns the value of the density along x of a multidimensional normal law.
 
Double_t eval (Double_t x)
 Returns the value of the density along x of a real normal law.
 
void acceptationRejet ()
 Method for accepting-refusing to simulate a gaussian with a Cauchy law as instrumental distribution.
 
Double_t getObs ()
 
void simulationPolaire ()
 method of simulation of a centered reduced real normal law by the algorithme of Box-Muller
 
TVectorD vectCentreReduit ()
 Simulates a centered reduced gaussian vector.
 
TVectorD getObsMultiDim ()
 Simulates a given gaussian vector from the decomposition of Choleski

 
void simVectGaussien ()
 
 ClassDef (TNormale, ID_SAMPLER)
 
- Public Member Functions inherited from TDistribution
 TDistribution ()
 
 TDistribution (TVectorD M, TMatrixD A)
 
void initialisation (TVectorD M, TMatrixD A)
 
 ~TDistribution ()
 
TNtupleD * getTuple ()
 
void setTaille (Int_t n)
 
TRandom3 * getRandom ()
 
Int_t getTaille ()
 
Int_t getDim ()
 
TVectorD getMean ()
 
TVectorD getSigma ()
 
TMatrixD getMatEcartTypeCorrelation ()
 
TMatrixD getMatCorrelation ()
 
TMatrixD getMatCovariance ()
 
void setMean (TVectorD M)
 
void setMatEcartTypeCorrelation (TMatrixD A)
 
void setProb (Double_t proba)
 
Double_t getProb ()
 
void simulation ()
 
void verification ()
 
 ClassDef (TDistribution, ID_SAMPLER)
 

Additional Inherited Members

- Protected Attributes inherited from TDistribution
TRandom3 * _rdm
 Generator of random number.
 
Double_t _dprob
 Weight of the distribution.
 
Int_t _taille
 Sample size.
 
TNtupleD * _vect
 Tuple where simulated samples are stored.
 
Int_t _dim
 Dimension of the distribution.
 
TVectorD _vectMean
 Mean value of the distribution.
 
TMatrixD _matEcartTypeCorr
 "_matEcartTypeCorr" represents the $\sigma_i$ along the diagonal and $\rho_{i,j}$ elsewhere. Be careful the matrix must be symmetric
 

Constructor & Destructor Documentation

◆ TNormale() [1/2]

TNormale::TNormale ( )

◆ TNormale() [2/2]

TNormale::TNormale ( TVectorD  M,
TMatrixD  A 
)

Constructor of the class. M is the mean vector we want to attribute to our gaussian vector and to its matrix of "standard deviation/correlation".

References TDistribution::_dim, TDistribution::_vect, and TDistribution::initialisation().

◆ ~TNormale()

TNormale::~TNormale ( )

Destructor.

Member Function Documentation

◆ acceptationRejet()

void TNormale::acceptationRejet ( )

Method for accepting-refusing to simulate a gaussian with a Cauchy law as instrumental distribution.

References TDistribution::_matEcartTypeCorr, TDistribution::_rdm, TDistribution::_taille, TDistribution::_vect, TDistribution::_vectMean, and TDistribution::getDim().

Referenced by TMelange::simulationMelange().

◆ ClassDef()

TNormale::ClassDef ( TNormale  ,
ID_SAMPLER   
)

◆ eval() [1/2]

Double_t TNormale::eval ( Double_t  x)

Returns the value of the density along x of a real normal law.

References TDistribution::_dim, TDistribution::_matEcartTypeCorr, and TDistribution::_vectMean.

◆ eval() [2/2]

◆ getObs()

◆ getObsMultiDim()

◆ simulationPolaire()

void TNormale::simulationPolaire ( )

method of simulation of a centered reduced real normal law by the algorithme of Box-Muller

References TDistribution::_matEcartTypeCorr, TDistribution::_rdm, TDistribution::_taille, TDistribution::_vect, TDistribution::_vectMean, and TDistribution::getDim().

◆ simVectGaussien()

void TNormale::simVectGaussien ( )

◆ vectCentreReduit()

TVectorD TNormale::vectCentreReduit ( )