sgpp::base::DistributionLogNormal Class Reference

#include <DistributionLogNormal.hpp>

Inheritance diagram for sgpp::base::DistributionLogNormal:

Public Member Functions
	DistributionLogNormal (double mean, double stddev)
	Constructor.
double	eval (double x)
sgpp::base::DataVector	getBounds ()
	See DistributionNormal.cpp: 2*Phi(z)-1 of a normal distirbutions mass lie inside the interval [mean-z*sigma,mean+z*sigma].
sgpp::base::DataVector	getCharacteristics ()
	return all relevant characteristic values (e.g.
sgpp::base::DistributionType	getType ()
double	sample ()
virtual	~DistributionLogNormal ()
	Destructor.
Public Member Functions inherited from sgpp::base::Distribution
	Distribution (typename std::chrono::system_clock::duration::rep seed=777)
	Constructor.
sgpp::base::DataVector	samples (size_t num)
virtual	~Distribution ()
	Destructor.

Additional Inherited Members
Protected Attributes inherited from sgpp::base::Distribution
std::default_random_engine	gen

Constructor & Destructor Documentation

DistributionLogNormal()

sgpp::base::DistributionLogNormal::DistributionLogNormal ( double  mean, double  stddev  )

inline

Constructor.

~DistributionLogNormal()

virtual sgpp::base::DistributionLogNormal::~DistributionLogNormal ( )

inlinevirtual

Destructor.

Member Function Documentation

eval()

double sgpp::base::DistributionLogNormal::eval ( double  x )

inlinevirtual

Implements sgpp::base::Distribution.

References M_PI.

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::estimateDensity().

getBounds()

sgpp::base::DataVector sgpp::base::DistributionLogNormal::getBounds ( )

inlinevirtual

See DistributionNormal.cpp: 2*Phi(z)-1 of a normal distirbutions mass lie inside the interval [mean-z*sigma,mean+z*sigma].

Therefore corresponding accuracies for logNormal distribution are achieved in an interval [exp(mean-z*sigma),exp(mean+z*sigma)] As for the normal distribution, we choose z=9 for precision of ~ 10^(-18)

Implements sgpp::base::Distribution.

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

getCharacteristics()

sgpp::base::DataVector sgpp::base::DistributionLogNormal::getCharacteristics ( )

inlinevirtual

return all relevant characteristic values (e.g.

mean and standarddeviation for normal distribution)

Implements sgpp::base::Distribution.

getType()

sgpp::base::DistributionType sgpp::base::DistributionLogNormal::getType ( )

inlinevirtual

Implements sgpp::base::Distribution.

References sgpp::base::Lognormal.

sample()

double sgpp::base::DistributionLogNormal::sample ( )

inlinevirtual

Implements sgpp::base::Distribution.

References sgpp::base::Distribution::gen.

Referenced by python.uq.uq_setting.UQSettingManager.UQSettingManager::do_sampleList().

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

• base/src/sgpp/base/tools/DistributionLogNormal.hpp