Inheritance diagram for python.uq.dists.MultivariateNormal.MultivariateNormal:

Public Member Functions
	__init__ (self, mu, cov, a, b)

	__str__ (self)

	fromJson (cls, jsonObject)

	getBounds (self)

	getDim (self)

	pdf (self, x)

	rvs (self, n=1)

	toJson (self)

Public Attributes
	corr

	cov_inv

	dist

	L

	norm

Detailed Description

Represents a multivariate normal distribution

Constructor & Destructor Documentation

◆ init()

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.dists.MultivariateNormal.MultivariateNormal.__a, python.uq.dists.Normal.Normal.__a, python.uq.dists.TLognormal.TLognormal.__a, python.uq.dists.TNormal.TNormal.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.Normal.Normal.__b, python.uq.dists.TLognormal.TLognormal.__b, python.uq.dists.TNormal.TNormal.__b, python.uq.dists.Uniform.Uniform.__b, python.uq.transformation.LinearTransformation.LinearTransformation.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__cov, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.learner.builder.GridDescriptor.GridDescriptor.__dim, python.uq.parameters.ParameterSet.ParameterSet.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__init__(), python.uq.dists.Lognormal.Lognormal.__mu, python.uq.dists.MultivariateNormal.MultivariateNormal.__mu, python.uq.dists.Normal.Normal.__mu, python.uq.dists.TLognormal.TLognormal.__mu, and python.uq.dists.TNormal.TNormal.__mu.

Referenced by python.uq.dists.MultivariateNormal.MultivariateNormal.__init__().

Member Function Documentation

◆ str()

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

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

◆ fromJson()

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.learner.Learner.Learner.setMemento(), python.uq.analysis.asgc.ASGCKnowledge.ASGCKnowledge.setMemento(), python.uq.learner.Learner.Learner.setMemento(), python.uq.sampler.asgc.ASGCSampler.ASGCSampler.setMemento(), and python.uq.uq_setting.UQSetting.UQSetting.setMemento().

◆ getBounds()

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

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

Referenced by python.uq.dists.J.J.discretize(), and python.uq.dists.Dist.Dist.l2error().

◆ getDim()

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

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

Referenced by python.uq.dists.SGDEdist.SGDEdist.__str__(), python.uq.dists.Dist.Dist.cov(), python.uq.parameters.ParameterSet.ParameterSet.extractActiveSubset(), python.uq.dists.KDEDist.KDEDist.getBandwidths(), python.uq.dists.EstimatedDist.EstimatedDist.getBounds(), and python.uq.uq_setting.UQSetting.UQSetting.getDim().

◆ pdf()

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

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.dists.MultivariateNormal.MultivariateNormal.__a, python.uq.dists.Normal.Normal.__a, python.uq.dists.TLognormal.TLognormal.__a, python.uq.dists.TNormal.TNormal.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.Normal.Normal.__b, python.uq.dists.TLognormal.TLognormal.__b, python.uq.dists.TNormal.TNormal.__b, python.uq.dists.Uniform.Uniform.__b, python.uq.transformation.LinearTransformation.LinearTransformation.__b, python.uq.dists.Lognormal.Lognormal.__mu, python.uq.dists.MultivariateNormal.MultivariateNormal.__mu, python.uq.dists.Normal.Normal.__mu, python.uq.dists.TLognormal.TLognormal.__mu, python.uq.dists.TNormal.TNormal.__mu, python.uq.dists.MultivariateNormal.MultivariateNormal.cov_inv, python.uq.dists.MultivariateNormal.MultivariateNormal.norm, sgpp::datadriven::GaussianKernel.norm(), sgpp::datadriven::EpanechnikovKernel.norm(), sgpp::datadriven::Kernel.norm(), sgpp::datadriven::KernelDensityEstimator.norm, sgpp::solver::StepsizeControl.norm(), and sgpp::solver::StepsizeControlEJ.norm().

Referenced by python.uq.dists.Dist.Dist.crossEntropy(), python.uq.dists.J.J.discretize(), python.uq.dists.Dist.Dist.klDivergence(), and python.uq.dists.Dist.Dist.l2error().

◆ rvs()

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

References python.uq.dists.Lognormal.Lognormal.__a, python.uq.dists.MultivariateNormal.MultivariateNormal.__a, python.uq.dists.Normal.Normal.__a, python.uq.dists.TLognormal.TLognormal.__a, python.uq.dists.TNormal.TNormal.__a, python.uq.dists.Uniform.Uniform.__a, python.uq.transformation.LinearTransformation.LinearTransformation.__a, python.uq.dists.Lognormal.Lognormal.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__b, python.uq.dists.Normal.Normal.__b, python.uq.dists.TLognormal.TLognormal.__b, python.uq.dists.TNormal.TNormal.__b, python.uq.dists.Uniform.Uniform.__b, python.uq.transformation.LinearTransformation.LinearTransformation.__b, python.uq.dists.MultivariateNormal.MultivariateNormal.__cov, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.learner.builder.GridDescriptor.GridDescriptor.__dim, python.uq.parameters.ParameterSet.ParameterSet.__dim, python.uq.dists.Lognormal.Lognormal.__mu, python.uq.dists.MultivariateNormal.MultivariateNormal.__mu, python.uq.dists.Normal.Normal.__mu, python.uq.dists.TLognormal.TLognormal.__mu, python.uq.dists.TNormal.TNormal.__mu, sgpp::base::DistributionLogNormal.dist, sgpp::base::DistributionNormal.dist, sgpp::base::DistributionTruncExponential.dist, sgpp::base::DistributionTruncGamma.dist, sgpp::base::DistributionTruncNormal.dist, sgpp::base::DistributionUniform.dist, python.uq.dists.KDEDist.KDEDist.dist, python.uq.dists.MultivariateNormal.MultivariateNormal.dist, python.uq.dists.MultivariateNormal.MultivariateNormal.L, python.uq.operations.natafTransformation.NatafTransformation.L, sgpp::solver::FistaBase.L, and python.uq.dists.MultivariateNormal.MultivariateNormal.rvs().

Referenced by python.uq.dists.MultivariateNormal.MultivariateNormal.rvs().

◆ toJson()

python.uq.dists.MultivariateNormal.MultivariateNormal.toJson ( self )

Referenced by python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__str__(), python.uq.uq_setting.UQSetting.UQSetting.__str__(), python.uq.analysis.asgc.ASGCKnowledge.ASGCKnowledge.createMemento(), python.uq.sampler.asgc.ASGCSampler.ASGCSampler.createMemento(), and python.uq.uq_setting.UQSetting.UQSetting.createMemento().

Member Data Documentation

◆ corr

python.uq.dists.MultivariateNormal.MultivariateNormal.corr

◆ cov_inv

python.uq.dists.MultivariateNormal.MultivariateNormal.cov_inv

Referenced by python.uq.dists.MultivariateNormal.MultivariateNormal.pdf().

◆ dist

python.uq.dists.MultivariateNormal.MultivariateNormal.dist

◆ L

python.uq.dists.MultivariateNormal.MultivariateNormal.L

Referenced by python.uq.dists.MultivariateNormal.MultivariateNormal.rvs(), and python.uq.operations.natafTransformation.NatafTransformation.trans_U_to_Z().

◆ norm

python.uq.dists.MultivariateNormal.MultivariateNormal.norm