SG++

Marginalize Probability Density Function. More...

#include <OperationDensityConditionalLinear.hpp>

## Public Member Functions

void doConditional (base::DataVector &alpha, base::Grid *&mg, base::DataVector &malpha, unsigned int mdim, double xbar)
Marginalizes (Density) Functions. More...

OperationDensityConditionalLinear (base::Grid *grid)

virtual ~OperationDensityConditionalLinear ()

Public Member Functions inherited from sgpp::datadriven::OperationDensityConditional
OperationDensityConditional ()

virtual ~OperationDensityConditional ()

base::Gridgrid

## Detailed Description

Marginalize Probability Density Function.

## Constructor & Destructor Documentation

 sgpp::datadriven::OperationDensityConditionalLinear::OperationDensityConditionalLinear ( base::Grid * grid )
inlineexplicit
inlinevirtual

References alpha, and doConditional().

## Member Function Documentation

 void sgpp::datadriven::OperationDensityConditionalLinear::doConditional ( base::DataVector & alpha, base::Grid *& mg, base::DataVector & malpha, unsigned int mdim, double xbar )
virtual

Marginalizes (Density) Functions.

Parameters
 alpha Coefficient vector for current grid mg Referenz of grid pointer malpha Coefficient vector for new grid (mg). Will be resized. mdim Marginalize in dimension mdim xbar Point at which to conditionalize

Assume: mdim = 1 Compute vector with values (phi_{l1,i1}(xbar) = phi_{l1,i1}(xbar)*phi_{l2,i2}(0.5)

Compute theta = theta + alpha_{l,i}*zeta_{l,i}*int{phi_{l2, i_2}}

Generate d - 1 dimensional grid, as in marginalize

Note: Because of adaptively refined sparse grids, we cannot simply generate a regular grid. Thus, we need to add point after point to the new grid mg

Compute coefficients malpha for grid mg

Referenced by ~OperationDensityConditionalLinear().