SG++
python.uq.dists.MultivariateNormal.MultivariateNormal Class Reference
Inheritance diagram for python.uq.dists.MultivariateNormal.MultivariateNormal:

Public Member Functions

def __init__ (self, mu, cov, a, b)
 
def __str__ (self)
 
def fromJson (cls, jsonObject)
 
def getBounds (self)
 
def getDim (self)
 
def pdf (self, x)
 
def rvs (self, n=1)
 
def toJson (self)
 

Public Attributes

 corr
 
 cov_inv
 
 dist
 
 L
 
 norm
 

Detailed Description

Represents a multivariate normal distribution

Constructor & Destructor Documentation

def python.uq.dists.MultivariateNormal.MultivariateNormal.__init__ (   self,
  mu,
  cov,
  a,
  b 
)
Constructor
@param mu: mean of 1d gaussians
@param cov: covariance matrix
@param a: lower boundary
@param b: upper boundary

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__cov, python.uq.dists.J.J.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.dists.Lognormal.Lognormal.__mu, and python.uq.dists.MultivariateNormal.MultivariateNormal.__mu.

Member Function Documentation

def python.uq.dists.MultivariateNormal.MultivariateNormal.__str__ (   self)

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.J.J.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, and python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim.

def python.uq.dists.MultivariateNormal.MultivariateNormal.fromJson (   cls,
  jsonObject 
)
Restores the TNormal object from the json object with its
attributes.
@param jsonObject: json object
@return: the restored TNormal object

Referenced by python.uq.sampler.asgc.ASGCSampler.ASGCSampler.setMemento(), python.uq.learner.Learner.Learner.setMemento(), and python.uq.uq_setting.UQSetting.UQSetting.setMemento().

def python.uq.dists.MultivariateNormal.MultivariateNormal.getBounds (   self)

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.J.J.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, and python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim.

def python.uq.dists.MultivariateNormal.MultivariateNormal.getDim (   self)

References python.uq.dists.J.J.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, and python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim.

Referenced by python.uq.parameters.ParameterSet.ParameterSet.extractActiveSubset(), and python.uq.uq_setting.UQSetting.UQSetting.getDim().

def python.uq.dists.MultivariateNormal.MultivariateNormal.pdf (   self,
  x 
)

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.Lognormal.Lognormal.__mu, python.uq.dists.MultivariateNormal.MultivariateNormal.__mu, python.uq.dists.MultivariateNormal.MultivariateNormal.cov_inv, python.uq.dists.MultivariateNormal.MultivariateNormal.norm, and sgpp::combigrid::LevelInfo.norm.

def python.uq.dists.MultivariateNormal.MultivariateNormal.rvs (   self,
  n = 1 
)

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__cov, python.uq.dists.J.J.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.dists.Lognormal.Lognormal.__mu, python.uq.dists.MultivariateNormal.MultivariateNormal.__mu, and python.uq.dists.MultivariateNormal.MultivariateNormal.L.

Member Data Documentation

python.uq.dists.MultivariateNormal.MultivariateNormal.corr
python.uq.dists.MultivariateNormal.MultivariateNormal.cov_inv
python.uq.dists.MultivariateNormal.MultivariateNormal.dist
python.uq.dists.MultivariateNormal.MultivariateNormal.L
python.uq.dists.MultivariateNormal.MultivariateNormal.norm

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