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

Public Member Functions

 __init__ (self)
 
 mean (self, grid, alpha, U, T, dd)
 

Public Attributes

 linearForm
 

Constructor & Destructor Documentation

◆ __init__()

python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.__init__ (   self)

References python.controller.InfoToScreenRegressor.InfoToScreenRegressor.__class__, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.__class__, python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.__class__, python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.__class__, python.uq.learner.builder.SimulationLearnerBuilder.SimulationLearnerBuilder.__class__, python.uq.learner.Regressor.Regressor.__class__, python.uq.learner.SimulationLearnerSpecification.SimulationLearnerSpecification.__class__, python.uq.quadrature.bilinearform.DiscreteBilinearScipyQuadratureStrategy.DiscreteBilinearScipyQuadratureStrategy.__class__, python.uq.quadrature.bilinearform.PiecewiseConstantQuadratureStrategy.PiecewiseConstantQuadratureStrategy.__class__, python.uq.quadrature.bilinearform.SparseGridQuadratureStrategy.SparseGridQuadratureStrategy.__class__, python.uq.quadrature.bilinearform.UniformQuadratureStrategy.UniformQuadratureStrategy.__class__, python.uq.refinement.RefinementStrategy.AnchoredWeightedL2OptRanking.__class__, python.uq.refinement.RefinementStrategy.WeightedL2OptRanking.__class__, python.uq.refinement.RefinementStrategy.AnchoredExpectationValueOptRanking.__class__, python.uq.refinement.RefinementStrategy.ExpectationValueOptRanking.__class__, python.uq.refinement.RefinementStrategy.VarianceOptRanking.__class__, python.uq.refinement.RefinementStrategy.AnchoredVarianceOptRanking.__class__, python.uq.refinement.RefinementStrategy.MeanSquaredOptRanking.__class__, python.uq.refinement.RefinementStrategy.AnchoredMeanSquaredOptRanking.__class__, python.uq.refinement.RefinementStrategy.SquaredSurplusBFRanking.__class__, python.uq.refinement.RefinementStrategy.WeightedL2BFRanking.__class__, python.uq.refinement.RefinementStrategy.VarianceBFRanking.__class__, python.uq.refinement.RefinementStrategy.ExpectationValueBFRanking.__class__, python.uq.refinement.RefinementStrategy.LinearSurplusEstimationRanking.__class__, python.uq.refinement.RefinementStrategy.PredictiveRanking.__class__, python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__class__, python.uq.sampler.MCSampler.MCSampler.__class__, and python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.__init__().

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

Member Function Documentation

◆ mean()

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.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.linearForm, and python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.linearForm.

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments(), python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), python.uq.dists.LibAGFDist.LibAGFDist.var(), and python.uq.dists.SGDEdist.SGDEdist.var().

Member Data Documentation

◆ linearForm


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