python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy Class Reference

Inheritance diagram for python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy:

Public Member Functions
def	__init__ (self)
def	mean (self, grid, alpha, U, T, dd)

Public Attributes
	linearForm

Constructor & Destructor Documentation

__init__()

def python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.__init__

(

self

)

Member Function Documentation

mean()

def python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.mean	(		self,
			grid,
			alpha,
			U,
			T,
			dd
	)

Extraction of the expectation the given sparse grid function
interpolating the product of function value and pdf.

\int\limits_{[0, 1]^d} f_N(x) * pdf(x) dx

@param grid: Grid
@param alpha: DataVector coefficients
@param U: J joint pdf
@param T: Transformation, joint transformation
@param dd: dimensions over which to be integrated
@return: expectation value

References python.uq.estimators.SparseGridEstimationStrategy.SparseGridEstimationStrategy._extractPDFforMomentEstimation(), python.uq.quadrature.marginalization.marginalization.doMarginalize(), python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.linearForm, and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.linearForm.

Referenced by python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), and python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments().

Member Data Documentation

linearForm

python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.linearForm

Referenced by python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.mean().

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

• datadriven/python/uq/estimators/MarginalAnalyticEstimationStrategy.py