A class used to generate a Johnson SB distribution. More...

#include <JohnsonSB.h>

Inheritance diagram for JohnsonSB:

Public Types
typedef DataFileName	DataFileParameterType

Public Member Functions
	JohnsonSB (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

MooseApp &	getMooseApp () const

const std::string &	type () const

virtual const std::string &	name () const

std::string	typeAndName () const

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

void	callMooseError (std::string msg, const bool with_prefix) const

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

const InputParameters &	parameters () const

MooseObjectName	uniqueName () 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 &nm) const

void	paramError (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

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

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

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

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

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

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

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

void	mooseInfo (Args &&... args) 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 &a, const Real &b, const Real &alpha_1, const Real &alpha_2)

static Real	cdf (const Real &x, const Real &a, const Real &b, const Real &alpha_1, const Real &alpha_2)

static Real	quantile (const Real &p, const Real &a, const Real &b, const Real &alpha_1, const Real &alpha_2)

static Real	pdf (const Real &x, const Real &mean, const Real &std_dev)

static Real	cdf (const Real &x, const Real &mean, const Real &std_dev)

static Real	quantile (const Real &p, const Real &mean, const Real &std_dev)

Public Attributes
const ConsoleStream	_console

Protected Member Functions
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 &	_lower
	The lower location parameter, a. More...

const Real &	_upper
	The upper location parameter, b. More...

const Real &	_alpha_1
	The first shape parameter, alpha_1. More...

const Real &	_alpha_2
	The second shape parameter, alpha_2. More...

const Real &	_mean
	The mean (or expectation) of the distribution (mu) More...

const Real &	_standard_deviation
	The standard deviation of the distribution (sigma) More...

const bool &	_enabled

MooseApp &	_app

const std::string	_type

const std::string	_name

const InputParameters &	_pars

Factory &	_factory

ActionFactory &	_action_factory

MooseApp &	_pg_moose_app

const std::string	_prefix

const Parallel::Communicator &	_communicator

Static Protected Attributes

static const std::array< Real, 6 >	_a

static const std::array< Real, 6 >	_b

Detailed Description

A class used to generate a Johnson SB distribution.

Definition at line 17 of file JohnsonSB.h.

Constructor & Destructor Documentation

◆ JohnsonSB()

JohnsonSB::JohnsonSB ( const InputParameters & parameters )

Definition at line 35 of file JohnsonSB.C.

   : Normal(parameters),
     _lower(getParam<Real>("a")),
     _upper(getParam<Real>("b")),
     _alpha_1(getParam<Real>("alpha_1")),
     _alpha_2(getParam<Real>("alpha_2"))
 {
 }

Member Function Documentation

◆ cdf() [1/3]

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

overridevirtual

Reimplemented from Normal.

Definition at line 88 of file JohnsonSB.C.

 {
   return cdf(x, _lower, _upper, _alpha_1, _alpha_2);
 }

◆ cdf() [2/3]

Real Normal::cdf	(	const Real &	x,
		const Real &	mean,
		const Real &	std_dev
	)

staticinherited

Definition at line 48 of file Normal.C.

 {
   return 0.5 * (1.0 + std::erf((x - mean) / (std_dev * std::sqrt(2.0))));
 }

◆ cdf() [3/3]

Real JohnsonSB::cdf	(	const Real &	x,
		const Real &	a,
		const Real &	b,
		const Real &	alpha_1,
		const Real &	alpha_2
	)

static

Definition at line 60 of file JohnsonSB.C.

 {
   if (x <= a)
     return 0.0;
   else if (x < b)
   {
     return Normal::cdf(alpha_1 + alpha_2 * std::log((x - a) / (b - x)), 0.0, 1.0);
   }
   else
     return 0.0;
 }

◆ pdf() [1/3]

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

overridevirtual

Reimplemented from Normal.

Definition at line 82 of file JohnsonSB.C.

 {
   return pdf(x, _lower, _upper, _alpha_1, _alpha_2);
 }

◆ pdf() [2/3]

Real Normal::pdf	(	const Real &	x,
		const Real &	mean,
		const Real &	std_dev
	)

staticinherited

Definition at line 41 of file Normal.C.

 {
   return 1.0 / (std_dev * std::sqrt(2.0 * M_PI)) *
          std::exp(-0.5 * Utility::pow<2>((x - mean) / std_dev));
 }

◆ pdf() [3/3]

Real JohnsonSB::pdf	(	const Real &	x,
		const Real &	a,
		const Real &	b,
		const Real &	alpha_1,
		const Real &	alpha_2
	)

static

Definition at line 45 of file JohnsonSB.C.

 {
   if (x <= a)
     return 0.0;
   else if (x < b)
   {
     return (alpha_2 * (b - a)) / ((x - a) * (b - x) * std::sqrt(2.0 * M_PI)) *
            std::exp(-0.5 * Utility::pow<2>(alpha_1 + alpha_2 * std::log((x - a) / (b - x))));
   }
   else
     return 0.0;
 }

◆ quantile() [1/3]

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

overridevirtual

Reimplemented from Normal.

Definition at line 94 of file JohnsonSB.C.

 {
   return quantile(p, _lower, _upper, _alpha_1, _alpha_2);
 }

◆ quantile() [2/3]

Real Normal::quantile	(	const Real &	p,
		const Real &	mean,
		const Real &	std_dev
	)

staticinherited

Definition at line 54 of file Normal.C.

 {
   const Real x = (p < 0.5 ? p : 1.0 - p);
   const Real y = std::sqrt(-2.0 * std::log(x));
   const Real y2 = y * y;
   const Real y3 = y2 * y;
   const Real y4 = y3 * y;
   const Real sgn = (p - 0.5 < 0.0 ? -1.0 : 1.0);
   const Real Zp = sgn * (y + (_a[0] + _a[1] * y + _a[2] * y2 + _a[3] * y3 + _a[4] * y4) /
                                  (_b[0] + _b[1] * y + _b[2] * y2 + _b[3] * y3 + _b[4] * y4));
   return Zp * std_dev + mean;
 }

◆ quantile() [3/3]

Real JohnsonSB::quantile	(	const Real &	p,
		const Real &	a,
		const Real &	b,
		const Real &	alpha_1,
		const Real &	alpha_2
	)

static

Definition at line 74 of file JohnsonSB.C.

 {
   const Real Z = Normal::quantile(p, 0.0, 1.0);
   return (a + b * std::exp((Z - alpha_1) / alpha_2)) / (1.0 + std::exp((Z - alpha_1) / alpha_2));
 }

◆ validParams()

InputParameters JohnsonSB::validParams ( )

static

Definition at line 17 of file JohnsonSB.C.

Referenced by JohnsonSBDistribution::validParams().

 {
   InputParameters params = Normal::validParams();
   params.addClassDescription("Johnson Special Bounded (SB) distribution.");
 
   params.set<Real>("mean") = 0.0;
   params.set<Real>("standard_deviation") = 1.0;
   params.suppressParameter<Real>("mean");
   params.suppressParameter<Real>("standard_deviation");
 
   params.addRequiredParam<Real>("a", "Lower location parameter");
   params.addRequiredParam<Real>("b", "Upper location parameter");
   params.addRequiredParam<Real>("alpha_1", "Shape parameter (sometimes called a)");
   params.addRequiredParam<Real>("alpha_2", "Shape parameter (sometimes called b)");
 
   return params;
 }

Member Data Documentation

◆ _a

const std::array< Real, 6 > Normal::_a

staticprotectedinherited

Initial value:

= {

{-0.322232431088, -1.0, -0.342242088547, -0.0204231210245, -0.0000453642210148}}

Coefficients for the rational function used to approximate the quantile

Definition at line 35 of file Normal.h.

Referenced by Normal::quantile().

◆ _alpha_1

const Real& JohnsonSB::_alpha_1

protected

The first shape parameter, alpha_1.

Definition at line 43 of file JohnsonSB.h.

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

◆ _alpha_2

const Real& JohnsonSB::_alpha_2

protected

The second shape parameter, alpha_2.

Definition at line 46 of file JohnsonSB.h.

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

◆ _b

const std::array< Real, 6 > Normal::_b

staticprotectedinherited

Initial value:

= {

{0.099348462606, 0.588581570495, 0.531103462366, 0.10353775285, 0.0038560700634}}

Definition at line 36 of file Normal.h.

Referenced by Normal::quantile().

◆ _lower

const Real& JohnsonSB::_lower

protected

The lower location parameter, a.

Definition at line 37 of file JohnsonSB.h.

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

◆ _mean

const Real& Normal::_mean

protectedinherited

The mean (or expectation) of the distribution (mu)

Definition at line 40 of file Normal.h.

Referenced by Normal::cdf(), TruncatedNormal::cdf(), Normal::pdf(), TruncatedNormal::pdf(), Normal::quantile(), and TruncatedNormal::quantile().

◆ _standard_deviation

const Real& Normal::_standard_deviation

protectedinherited

The standard deviation of the distribution (sigma)

Definition at line 43 of file Normal.h.

Referenced by Normal::cdf(), TruncatedNormal::cdf(), Normal::pdf(), TruncatedNormal::pdf(), Normal::quantile(), and TruncatedNormal::quantile().

◆ _upper

const Real& JohnsonSB::_upper

protected

The upper location parameter, b.

Definition at line 40 of file JohnsonSB.h.

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

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

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

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Static Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ JohnsonSB()

Member Function Documentation

◆ cdf() [1/3]

◆ cdf() [2/3]

◆ cdf() [3/3]

◆ pdf() [1/3]

◆ pdf() [2/3]

◆ pdf() [3/3]

◆ quantile() [1/3]

◆ quantile() [2/3]

◆ quantile() [3/3]

◆ validParams()

Member Data Documentation

◆ _a

◆ _alpha_1

◆ _alpha_2

◆ _b

◆ _lower

◆ _mean

◆ _standard_deviation

◆ _upper