A class used to generate a Gamma distribution. More...

#include <Gamma.h>

Inheritance diagram for Gamma:

Public Types
typedef DataFileName	DataFileParameterType

Public Member Functions
	Gamma (const InputParameters &parameters)

virtual Real	pdf (const Real &x) const override

virtual Real	cdf (const Real &x) const override

virtual Real	quantile (const Real &p) const override

virtual Real	median () const

virtual bool	enabled () const

std::shared_ptr< MooseObject >	getSharedPtr ()

std::shared_ptr< const MooseObject >	getSharedPtr () const

bool	isKokkosObject () const

MooseApp &	getMooseApp () const

const std::string &	type () const

const std::string &	name () const

std::string	typeAndName () const

MooseObjectParameterName	uniqueParameterName (const std::string &parameter_name) const

MooseObjectName	uniqueName () const

const InputParameters &	parameters () const

const hit::Node *	getHitNode () const

bool	hasBase () const

const std::string &	getBase () const

const T &	getParam (const std::string &name) const

std::vector< std::pair< T1, T2 > >	getParam (const std::string &param1, const std::string &param2) const

const T *	queryParam (const std::string &name) const

const T &	getRenamedParam (const std::string &old_name, const std::string &new_name) const

T	getCheckedPointerParam (const std::string &name, const std::string &error_string="") const

bool	isParamValid (const std::string &name) const

bool	isParamSetByUser (const std::string &name) const

void	connectControllableParams (const std::string &parameter, const std::string &object_type, const std::string &object_name, const std::string &object_parameter) const

void	paramError (const std::string &param, Args... args) const

void	paramWarning (const std::string &param, Args... args) const

void	paramWarning (const std::string &param, Args... args) const

void	paramInfo (const std::string &param, Args... args) const

std::string	messagePrefix (const bool hit_prefix=true) const

std::string	errorPrefix (const std::string &) const

void	mooseError (Args &&... args) const

void	mooseDocumentedError (const std::string &repo_name, const unsigned int issue_num, Args &&... args) const

void	mooseErrorNonPrefixed (Args &&... args) const

void	mooseWarning (Args &&... args) const

void	mooseWarning (Args &&... args) const

void	mooseWarningNonPrefixed (Args &&... args) const

void	mooseWarningNonPrefixed (Args &&... args) const

void	mooseDeprecated (Args &&... args) const

void	mooseDeprecated (Args &&... args) const

void	mooseDeprecatedNoTrace (Args &&... args) const

void	mooseInfo (Args &&... args) const

void	callMooseError (std::string msg, const bool with_prefix, const hit::Node *node=nullptr, const bool show_trace=true) const

std::string	getDataFileName (const std::string &param) const

std::string	getDataFileNameByName (const std::string &relative_path) const

std::string	getDataFilePath (const std::string &relative_path) const

PerfGraph &	perfGraph ()

const Parallel::Communicator &	comm () const

processor_id_type	n_processors () const

processor_id_type	processor_id () const

Static Public Member Functions
static InputParameters	validParams ()

static Real	pdf (const Real &x, const Real &alpha, const Real &beta)

static Real	cdf (const Real &x, const Real &alpha, const Real &beta)

static Real	quantile (const Real &p, const Real &alpha, const Real &beta)

static Real	incompleteGamma (const Real &a, const Real &x)
	Lower incomplete gamma function.

static Real	incompleteGammaInv (const Real &a, const Real &p)
	Inverse of lower incomplete gamma function.

static void	callMooseError (MooseApp const app, const InputParameters &params, std::string msg, const bool with_prefix, const hit::Node node, const bool show_trace=true)

Public Attributes
	usingCombinedWarningSolutionWarnings

const ConsoleStream	_console

Static Public Attributes
static const std::string	type_param

static const std::string	name_param

static const std::string	unique_name_param

static const std::string	app_param

static const std::string	moose_base_param

static const std::string	kokkos_object_param

Protected Member Functions
void	flagInvalidSolutionInternal (const InvalidSolutionID invalid_solution_id) const

InvalidSolutionID	registerInvalidSolutionInternal (const std::string &message, const bool warning) const

PerfID	registerTimedSection (const std::string &section_name, const unsigned int level) const

PerfID	registerTimedSection (const std::string &section_name, const unsigned int level, const std::string &live_message, const bool print_dots=true) const

std::string	timedSectionName (const std::string &section_name) const

Protected Attributes
const Real &	_alpha
	Shape.

const Real &	_theta
	Scaling.

const bool &	_enabled

MooseApp &	_app

Factory &	_factory

ActionFactory &	_action_factory

const std::string &	_type

const std::string &	_name

const InputParameters &	_pars

MooseApp &	_pg_moose_app

const std::string	_prefix

const Parallel::Communicator &	_communicator

Static Private Member Functions
static const hit::Node *	getHitNode (const InputParameters &params)

static std::string	messagePrefix (const InputParameters &params, const bool hit_prefix)

Private Attributes
const ParallelParamObject &	_parent

const MooseBase &	_si_moose_base

const FEProblemBase *	_si_problem

Detailed Description

A class used to generate a Gamma distribution.

Definition at line 17 of file Gamma.h.

Constructor & Destructor Documentation

◆ Gamma()

Gamma::Gamma ( const InputParameters & parameters )

Definition at line 27 of file Gamma.C.

  : Distribution(parameters), _alpha(getParam<Real>("shape")), _theta(getParam<Real>("scale"))
{
}

Member Function Documentation

◆ cdf() [1/2]

Real Gamma::cdf ( const Real & x ) const

overridevirtual

Implements Distribution.

Definition at line 64 of file Gamma.C.

{
  return cdf(x, _alpha, 1.0 / _theta);
}

Referenced by cdf().

◆ cdf() [2/2]

Real Gamma::cdf	(	const Real &	x,
		const Real &	alpha,
		const Real &	beta
	)

static

Definition at line 43 of file Gamma.C.

{
  if (x <= 0.0)
    return 0.0;
  else
    return incompleteGamma(alpha, beta * x);
}

◆ incompleteGamma()

Real Gamma::incompleteGamma	(	const Real &	a,
		const Real &	x
	)

static

Lower incomplete gamma function.

Non-boost implementation from: Temme, N. (1994). A Set of Algorithms for the Incomplete Gamma Functions. Probability in the Engineering and Informational Sciences, 8(2), 291-307.

Definition at line 76 of file Gamma.C.

{
  const Real tol = 1e-14;
  const unsigned int max_iter = 1e6;
  const Real coef = std::pow(x, a) * std::exp(-x) / std::tgamma(a + 1.0);
  Real cn = 1.0;
  Real an = a;
  Real val = 1.0;
  for (unsigned int i = 0; i < max_iter; ++i)
  {
    an += 1.0;
    cn *= x / an;
    val += cn;
    if (std::abs(cn / val) < tol)
      return coef * val;
  }
 
  mooseAssert(false, "Could not compute incomplete gamma function.");
  return coef * val;
}

Referenced by cdf(), and incompleteGammaInv().

◆ incompleteGammaInv()

Real Gamma::incompleteGammaInv	(	const Real &	a,
		const Real &	p
	)

static

Inverse of lower incomplete gamma function.

Non-boost implementation uses Newton-Raphson to find root of incompleteGamma(a, x) - p

Definition at line 98 of file Gamma.C.

{
  Real x = a > 1.0 ? a : std::pow(p * std::tgamma(a + 1.0), 1.0 / a);
  const Real scale = std::tgamma(a);
  const Real tol = 1e-14;
  const unsigned int max_iter = 1e6;
  Real f;
  Real df;
  for (unsigned int i = 0; i < max_iter; ++i)
  {
    f = incompleteGamma(a, x) - p;
    if (std::abs(f) < tol)
      return x;
    df = std::pow(x, a - 1.0) * std::exp(-x) / scale;
    x -= f / df;
  }
 
  mooseAssert(false, "Could not find inverse of incomplete gamma function.");
  return x;
}

Referenced by quantile().

◆ pdf() [1/2]

Real Gamma::pdf ( const Real & x ) const

overridevirtual

Implements Distribution.

Definition at line 58 of file Gamma.C.

{
  return pdf(x, _alpha, 1.0 / _theta);
}

Referenced by pdf().

◆ pdf() [2/2]

Real Gamma::pdf	(	const Real &	x,
		const Real &	alpha,
		const Real &	beta
	)

static

Definition at line 33 of file Gamma.C.

{
  if (x <= 0.0)
    return 0.0;
  else
    return std::pow(beta, alpha) * std::pow(x, alpha - 1.0) * std::exp(-beta * x) /
           std::tgamma(alpha);
}

◆ quantile() [1/2]

Real Gamma::quantile ( const Real & p ) const

overridevirtual

Implements Distribution.

Definition at line 70 of file Gamma.C.

{
  return quantile(p, _alpha, 1.0 / _theta);
}

Referenced by quantile().

◆ quantile() [2/2]

Real Gamma::quantile	(	const Real &	p,
		const Real &	alpha,
		const Real &	beta
	)

static

Definition at line 52 of file Gamma.C.

{
  return incompleteGammaInv(alpha, p) / beta;
}

◆ validParams()

InputParameters Gamma::validParams ( )

static

Definition at line 17 of file Gamma.C.

{
  InputParameters params = Distribution::validParams();
  params.addClassDescription("Gamma distribution");
  params.addRequiredRangeCheckedParam<Real>("shape", "shape > 0", "Shape parameter (k or alpha).");
  params.addRangeCheckedParam<Real>(
      "scale", 1.0, "scale > 0", "Scale parameter (theta or 1/beta).");
  return params;
}

Member Data Documentation

◆ _alpha

const Real& Gamma::_alpha

protected

Shape.

Definition at line 47 of file Gamma.h.

Referenced by cdf(), pdf(), and quantile().

◆ _theta

const Real& Gamma::_theta

protected

Scaling.

Definition at line 49 of file Gamma.h.

Referenced by cdf(), pdf(), and quantile().

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

stochastic_tools/include/distributions/Gamma.h
stochastic_tools/src/distributions/Gamma.C

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Static Public Attributes

Protected Member Functions

Protected Attributes

Static Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ Gamma()

Member Function Documentation

◆ cdf() [1/2]

◆ cdf() [2/2]

◆ incompleteGamma()

◆ incompleteGammaInv()

◆ pdf() [1/2]

◆ pdf() [2/2]

◆ quantile() [1/2]

◆ quantile() [2/2]

◆ validParams()

Member Data Documentation

◆ _alpha

◆ _theta