A class used to generate a truncated normal distribution. More...

#include <TruncatedNormal.h>

Inheritance diagram for TruncatedNormal:

Public Types
typedef DataFileName	DataFileParameterType

Public Member Functions
	TruncatedNormal (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 &mean, const Real &std_dev, const Real &lower_bound, const Real &upper_bound)

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

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

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_bound
	The lower bound for the distribution. More...

const Real &	_upper_bound
	The upper bound for the distribution. 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 truncated normal distribution.

Definition at line 17 of file TruncatedNormal.h.

Constructor & Destructor Documentation

◆ TruncatedNormal()

TruncatedNormal::TruncatedNormal ( const InputParameters & parameters )

Definition at line 26 of file TruncatedNormal.C.

   : Normal(parameters),
     _lower_bound(getParam<Real>("lower_bound")),
     _upper_bound(getParam<Real>("upper_bound"))
 {
   if (_lower_bound >= _upper_bound)
     mooseError("lower_bound in truncated normal distribution must be less than upper_bound.");
 }

Member Function Documentation

◆ cdf() [1/3]

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

overridevirtual

Reimplemented from Normal.

Definition at line 85 of file TruncatedNormal.C.

 {
   return cdf(x, _mean, _standard_deviation, _lower_bound, _upper_bound);
 }

◆ 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 TruncatedNormal::cdf	(	const Real &	x,
		const Real &	mean,
		const Real &	std_dev,
		const Real &	lower_bound,
		const Real &	upper_bound
	)

static

Definition at line 50 of file TruncatedNormal.C.

 {
 
   if (x <= lower_bound || x >= upper_bound)
     return 0.0;
   else
     return (Normal::cdf(x, mean, std_dev) - Normal::cdf(lower_bound, mean, std_dev)) /
            (Normal::cdf(upper_bound, mean, std_dev) - Normal::cdf(lower_bound, mean, std_dev));
 }

◆ pdf() [1/3]

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

overridevirtual

Reimplemented from Normal.

Definition at line 79 of file TruncatedNormal.C.

Referenced by TruncatedGaussian::function().

 {
   return pdf(x, _mean, _standard_deviation, _lower_bound, _upper_bound);
 }

◆ pdf() [2/3]

Real TruncatedNormal::pdf	(	const Real &	x,
		const Real &	mean,
		const Real &	std_dev,
		const Real &	lower_bound,
		const Real &	upper_bound
	)

static

Definition at line 36 of file TruncatedNormal.C.

 {
   if (x <= lower_bound || x >= upper_bound)
     return 0.0;
   else
     return (Normal::pdf(x, mean, std_dev)) /
            (Normal::cdf(upper_bound, mean, std_dev) - Normal::cdf(lower_bound, mean, std_dev));
 }

◆ pdf() [3/3]

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));
 }

◆ quantile() [1/3]

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

overridevirtual

Reimplemented from Normal.

Definition at line 91 of file TruncatedNormal.C.

Referenced by IndependentGaussianMH::proposeSamples().

 {
   return quantile(p, _mean, _standard_deviation, _lower_bound, _upper_bound);
 }

◆ 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 TruncatedNormal::quantile	(	const Real &	p,
		const Real &	mean,
		const Real &	std_dev,
		const Real &	lower_bound,
		const Real &	upper_bound
	)

static

Definition at line 65 of file TruncatedNormal.C.

 {
   return Normal::quantile(
       Normal::cdf(lower_bound, mean, std_dev) +
           p * (Normal::cdf(upper_bound, mean, std_dev) - Normal::cdf(lower_bound, mean, std_dev)),
       mean,
       std_dev);
 }

◆ validParams()

InputParameters TruncatedNormal::validParams ( )

static

Definition at line 15 of file TruncatedNormal.C.

Referenced by TruncatedNormalDistribution::validParams().

 {
   InputParameters params = Normal::validParams();
   params.addClassDescription("Truncated normal distribution");
   params.addParam<Real>(
       "lower_bound", -std::numeric_limits<Real>::max(), "Lower bound of the distribution ");
   params.addParam<Real>(
       "upper_bound", std::numeric_limits<Real>::max(), "Upper bound of the distribution ");
   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().

◆ _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_bound

const Real& TruncatedNormal::_lower_bound

protected

The lower bound for the distribution.

Definition at line 46 of file TruncatedNormal.h.

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

◆ _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(), cdf(), Normal::pdf(), pdf(), Normal::quantile(), and 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(), cdf(), Normal::pdf(), pdf(), Normal::quantile(), and quantile().

◆ _upper_bound

const Real& TruncatedNormal::_upper_bound

protected

The upper bound for the distribution.

Definition at line 49 of file TruncatedNormal.h.

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

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

stochastic_tools/include/distributions/TruncatedNormal.h
stochastic_tools/src/distributions/TruncatedNormal.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

◆ TruncatedNormal()

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

◆ _b

◆ _lower_bound

◆ _mean

◆ _standard_deviation

◆ _upper_bound