A class used to generate a KernelDensity1D distribution. More...

#include <KernelDensity1D.h>

Inheritance diagram for KernelDensity1D:

Public Types
typedef DataFileName	DataFileParameterType

Public Member Functions
	KernelDensity1D (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 &bandwidth, const std::vector< Real > &data, const MooseEnum &kernel_function)

static Real	cdf (const Real &x, const Real &bandwidth, const std::vector< Real > &data, const MooseEnum &kernel_function)

static Real	quantile (const Real &p, const Real &bandwidth, const std::vector< Real > &data, const MooseEnum &kernel_function)

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 MooseEnum &	_bandwidth_rule
	bandwidth_rule helps the user select between the different ways to define the bandwith More...

const MooseEnum &	_kernel_function
	kernel_function helps the user select between the different kernel functions that are available More...

Real	_bandwidth
	The bandwith parameter which controls the smoothness of the distribution. More...

std::vector< Real >	_data
	data helps get the vector data for building the kernel density 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

Detailed Description

A class used to generate a KernelDensity1D distribution.

Definition at line 17 of file KernelDensity1D.h.

Constructor & Destructor Documentation

◆ KernelDensity1D()

KernelDensity1D::KernelDensity1D ( const InputParameters & parameters )

Definition at line 45 of file KernelDensity1D.C.

   : Distribution(parameters),
     _bandwidth_rule(getParam<MooseEnum>("bandwidth_rule")),
     _kernel_function(getParam<MooseEnum>("kernel_function")),
     _bandwidth(getParam<Real>("bandwidth"))
 {
   if (isParamValid("data") && isParamValid("file_name"))
     paramError("data", "data and file_name both cannot be set at the same time.");
   else if (isParamValid("file_name"))
   {
     MooseUtils::DelimitedFileReader reader(getParam<FileName>("file_name"));
     reader.read();
     if (isParamValid("file_column_name"))
       _data = reader.getData(getParam<std::string>("file_column_name"));
     else
       _data = reader.getData(0);
   }
   else if (isParamValid("data"))
     _data = getParam<std::vector<Real>>("data");
   else
     mooseError("Either 'data' or 'file_name' parameters must be specified to represent input data");
   Real mu = 0;
   Real sd = 0;
   for (unsigned i = 0; i < _data.size(); ++i)
   {
     mu += _data[i] / _data.size();
   }
   for (unsigned i = 0; i < _data.size(); ++i)
   {
     sd += Utility::pow<2>((_data[i] - mu)) / _data.size();
   }
   sd = std::pow(sd, 0.5);
   if (_bandwidth_rule == "silverman")
   {
     _bandwidth = 1.06 * sd * std::pow(_data.size(), -0.2);
   }
   else if (_bandwidth_rule == "standarddeviation")
   {
     _bandwidth = sd;
   }
 }

Member Function Documentation

◆ cdf() [1/2]

Real KernelDensity1D::cdf ( const Real & x ) const

overridevirtual

Implements Distribution.

Definition at line 168 of file KernelDensity1D.C.

 {
   return cdf(x, _bandwidth, _data, _kernel_function);
 }

◆ cdf() [2/2]

Real KernelDensity1D::cdf	(	const Real &	x,
		const Real &	bandwidth,
		const std::vector< Real > &	data,
		const MooseEnum &	kernel_function
	)

static

Definition at line 114 of file KernelDensity1D.C.

 {
   Real value = 0;
   if (kernel_function == "gaussian")
   {
     for (unsigned i = 0; i < data.size(); ++i)
     {
       value += 1.0 / (data.size()) * Normal::cdf(x, data[i], bandwidth);
     }
   }
   else if (kernel_function == "uniform")
   {
     for (unsigned i = 0; i < data.size(); ++i)
     {
       value += 1.0 / (data.size()) * Uniform::cdf((x - data[i]) / bandwidth, -1.0, 1.0);
     }
   }
   else
     ::mooseError("Invalid kernel function type ", std::string(kernel_function));
   return value;
 }

◆ pdf() [1/2]

Real KernelDensity1D::pdf ( const Real & x ) const

overridevirtual

Implements Distribution.

Definition at line 162 of file KernelDensity1D.C.

 {
   return pdf(x, _bandwidth, _data, _kernel_function);
 }

◆ pdf() [2/2]

Real KernelDensity1D::pdf	(	const Real &	x,
		const Real &	bandwidth,
		const std::vector< Real > &	data,
		const MooseEnum &	kernel_function
	)

static

Definition at line 88 of file KernelDensity1D.C.

 {
   Real value = 0;
   if (kernel_function == "gaussian")
   {
     for (unsigned i = 0; i < data.size(); ++i)
     {
       value += 1 / (data.size() * bandwidth) * Normal::pdf(((x - data[i]) / bandwidth), 0.0, 1.0);
     }
   }
   else if (kernel_function == "uniform")
   {
     for (unsigned i = 0; i < data.size(); ++i)
     {
       value += 1 / (data.size() * bandwidth) * Uniform::pdf(((x - data[i]) / bandwidth), -1.0, 1.0);
     }
   }
   else
     ::mooseError("Invalid kernel function type ", std::string(kernel_function));
   return value;
 }

◆ quantile() [1/2]

Real KernelDensity1D::quantile ( const Real & p ) const

overridevirtual

Implements Distribution.

Definition at line 174 of file KernelDensity1D.C.

 {
   return quantile(p, _bandwidth, _data, _kernel_function);
 }

◆ quantile() [2/2]

Real KernelDensity1D::quantile	(	const Real &	p,
		const Real &	bandwidth,
		const std::vector< Real > &	data,
		const MooseEnum &	kernel_function
	)

static

Definition at line 140 of file KernelDensity1D.C.

 {
   Real value = 0;
   if (kernel_function == "gaussian")
   {
     int index = std::round(p * (data.size() - 1));
     value = (Normal::quantile(p, data[index], bandwidth));
   }
   else if (kernel_function == "uniform")
   {
     int index = std::round(p * (data.size() - 1));
     value = (Uniform::quantile(p, -1.0, 1.0) * bandwidth + data[index]);
   }
   else
     ::mooseError("Invalid kernel function type ", std::string(kernel_function));
   return value;
 }

◆ validParams()

InputParameters KernelDensity1D::validParams ( )

static

Definition at line 22 of file KernelDensity1D.C.

 {
   InputParameters params = Distribution::validParams();
   MooseEnum bandwidth_rule("silverman standarddeviation userdefined");
   MooseEnum kernel_function("gaussian uniform");
   params.addClassDescription("KernelDensity1D distribution");
   params.addRequiredParam<MooseEnum>(
       "bandwidth_rule", bandwidth_rule, "Bandwidth rule for evaluating the bandwith.");
   params.addRequiredParam<MooseEnum>(
       "kernel_function",
       kernel_function,
       "Kernel function determines the shape of the underlying kernel for the kernel density.");
   params.addRangeCheckedParam<Real>("bandwidth",
                                     1.0,
                                     "bandwidth > 0",
                                     "Bandwidth controls the smoothness of the kernel density.");
   params.addParam<std::vector<Real>>("data", "The data vector.");
   params.addParam<FileName>("file_name", "Name of the CSV file.");
   params.addParam<std::string>(
       "file_column_name", "Name of column in csv file to use, by default first column is used.");
   return params;
 }

Member Data Documentation

◆ _bandwidth

Real KernelDensity1D::_bandwidth

protected

The bandwith parameter which controls the smoothness of the distribution.

Definition at line 49 of file KernelDensity1D.h.

Referenced by cdf(), KernelDensity1D(), pdf(), and quantile().

◆ _bandwidth_rule

const MooseEnum& KernelDensity1D::_bandwidth_rule

protected

bandwidth_rule helps the user select between the different ways to define the bandwith

Definition at line 43 of file KernelDensity1D.h.

Referenced by KernelDensity1D().

◆ _data

std::vector<Real> KernelDensity1D::_data

protected

data helps get the vector data for building the kernel density

Definition at line 52 of file KernelDensity1D.h.

Referenced by cdf(), KernelDensity1D(), pdf(), and quantile().

◆ _kernel_function

const MooseEnum& KernelDensity1D::_kernel_function

protected

kernel_function helps the user select between the different kernel functions that are available

Definition at line 46 of file KernelDensity1D.h.

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

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

stochastic_tools/include/distributions/KernelDensity1D.h
stochastic_tools/src/distributions/KernelDensity1D.C

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ KernelDensity1D()

Member Function Documentation

◆ cdf() [1/2]

◆ cdf() [2/2]

◆ pdf() [1/2]

◆ pdf() [2/2]

◆ quantile() [1/2]

◆ quantile() [2/2]

◆ validParams()

Member Data Documentation

◆ _bandwidth

◆ _bandwidth_rule

◆ _data

◆ _kernel_function