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RandomNormCorrTuplesT< RK > Class Template Reference

#include <abkrand.h>

Collaboration diagram for RandomNormCorrTuplesT< RK >:

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List of all members.

Public Member Functions

 RandomNormCorrTuplesT (const vector< double > &means, const vector< double > &stdDevs, const vector< vector< double > > &corrs, const char *locIdent, unsigned counterOverride=UINT_MAX, Verbosity verb=Verbosity("silent"))
 ~RandomNormCorrTuplesT ()
void getTuple (vector< double > &tuple)
bool bad () const

Private Member Functions

bool _findBasis (const vector< vector< double > > &_rho_ij, vector< vector< double > > &_v_ij)

Private Attributes

const unsigned _n
vector< RandomNormalT< RK > * > _norm_j
vector< double > _y_j
const vector< double > _mu_i
const vector< double > _sigma_i
vector< vector< double > > _v_ij
bool _bad

template<class RK>
class RandomNormCorrTuplesT< RK >

Constructor & Destructor Documentation

template<class RK>
RandomNormCorrTuplesT< RK >::RandomNormCorrTuplesT< RK > (  const vector< double > &  means,
const vector< double > &  stdDevs,
const vector< vector< double > > &  corrs,
const char *  locIdent,
unsigned  counterOverride = UINT_MAX,
Verbosity  verb = Verbosity("silent")
) 
 

template<class RK>
RandomNormCorrTuplesT< RK >::~RandomNormCorrTuplesT (   ) 
 

Definition at line 147 of file abkrand_templ.cxx.

References RandomNormCorrTuplesT< RK >::_norm_j. 

00148 {
00149     unsigned j;
00150     for (j=0;j<_norm_j.size();j++)
00151         delete _norm_j[j];
00152 }

Member Function Documentation

template<class RK>
bool RandomNormCorrTuplesT< RK >::_findBasis (  const vector< vector< double > > &  _rho_ij,
vector< vector< double > > &  _v_ij
)  [private]
 

Definition at line 107 of file abkrand_templ.cxx. 

00109 {
00110     _v_ij.clear();
00111     const unsigned n=_rho_ij.size()+1;
00112     vector<double> zeros(n,0);
00113     _v_ij.insert(_v_ij.end(),n,zeros);
00114     _v_ij[0][0]=1;
00115     unsigned i,j,k;
00116     for (i=1;i<n;i++)
00117     {
00118         double sumsq=0;
00119         for (j=0;j<i;j++)
00120         {
00121             // dot product of v_i with v_j = rho_ij, that
00122             // is _rho_ij[j][i-j-i]
00123             double val=_rho_ij[j][i-j-1];
00124             for (k=0;k<j;k++)
00125             {
00126                 val -= _v_ij[i][k]*_v_ij[j][k];
00127             }
00128             val /= _v_ij[j][j];
00129 
00130             _v_ij[i][j]=val;
00131             sumsq += val*val;
00132         }
00133 
00134         if (sumsq >= 1) return false; //If sumsq>1, can't get new
00135                                       //length-1 vector with correct
00136                                       //correlations; if sumsq==1, could,
00137                                       //but vecs would be lin. dep.
00138 
00139         _v_ij[i][i] = sqrt(1-sumsq); //make vector have length 1
00140 
00141     }
00142 
00143     return true;
00144 }

template<class RK>
bool RandomNormCorrTuplesT< RK >::bad (   )  const [inline]
 

Definition at line 545 of file abkrand.h.

References RandomNormCorrTuplesT< RK >::_bad. 

00545 {return _bad;}

template<class RK>
void RandomNormCorrTuplesT< RK >::getTuple (  vector< double > &  tuple  ) 
 

Definition at line 195 of file abkrand_templ.cxx.

References RandomNormCorrTuplesT< RK >::_bad, RandomNormCorrTuplesT< RK >::_mu_i, RandomNormCorrTuplesT< RK >::_n, RandomNormCorrTuplesT< RK >::_norm_j, RandomNormCorrTuplesT< RK >::_sigma_i, RandomNormCorrTuplesT< RK >::_v_ij, RandomNormCorrTuplesT< RK >::_y_j, and abkfatal. 

00196 {
00197     abkfatal(tuple.size()==_n,"Bad tuple size");
00198     abkfatal(!_bad,"Attempt to get tuple from bad RNG");
00199     unsigned i,j;
00200     for (j=0;j<_n;j++)
00201         _y_j[j]=_norm_j[j]->operator double();
00202 
00203     for (i=0;i<_n;i++)
00204     {
00205         double val=0;
00206         const vector<double> &v_i=_v_ij[i];
00207         for (j=0;j<=i;j++)
00208             val += v_i[j]*_y_j[j];
00209         val *= _sigma_i[i];
00210         val += _mu_i[i];
00211         tuple[i]=val;
00212     }
00213 }

Member Data Documentation

template<class RK>
bool RandomNormCorrTuplesT< RK >::_bad [private]
 

Definition at line 527 of file abkrand.h.

Referenced by RandomNormCorrTuplesT< RK >::bad(), and RandomNormCorrTuplesT< RK >::getTuple().

template<class RK>
const vector<double> RandomNormCorrTuplesT< RK >::_mu_i [private]
 

Definition at line 523 of file abkrand.h.

Referenced by RandomNormCorrTuplesT< RK >::getTuple().

template<class RK>
const unsigned RandomNormCorrTuplesT< RK >::_n [private]
 

Definition at line 519 of file abkrand.h.

Referenced by RandomNormCorrTuplesT< RK >::getTuple().

template<class RK>
vector<RandomNormalT<RK>*> RandomNormCorrTuplesT< RK >::_norm_j [private]
 

Definition at line 520 of file abkrand.h.

Referenced by RandomNormCorrTuplesT< RK >::getTuple(), and RandomNormCorrTuplesT< RK >::~RandomNormCorrTuplesT().

template<class RK>
const vector<double> RandomNormCorrTuplesT< RK >::_sigma_i [private]
 

Definition at line 524 of file abkrand.h.

Referenced by RandomNormCorrTuplesT< RK >::getTuple().

template<class RK>
vector<vector<double> > RandomNormCorrTuplesT< RK >::_v_ij [private]
 

Definition at line 525 of file abkrand.h.

Referenced by RandomNormCorrTuplesT< RK >::getTuple().

template<class RK>
vector<double> RandomNormCorrTuplesT< RK >::_y_j [private]
 

Definition at line 521 of file abkrand.h.

Referenced by RandomNormCorrTuplesT< RK >::getTuple().

The documentation for this class was generated from the following files:
Generated on Mon Apr 25 01:15:26 2005 for Parquete by doxygen 1.3.2