Esempi in C++ (Cpp) per obsSpace

Esempio n. 1

File: fullCovarianceRandomCoefficient.C Progetto: EricDoug/queso

int main(int argc, char ** argv) {
  MPI_Init(&argc, &argv);

  QUESO::FullEnvironment env(MPI_COMM_WORLD, argv[1], "", NULL);

  QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> paramSpace(env,
      "param_", 2, NULL);

  double min_val = 0.0;
  double max_val = 1.0;

  QUESO::GslVector paramMins(paramSpace.zeroVector());
  QUESO::GslVector paramMaxs(paramSpace.zeroVector());

  // Model parameter between 0 and 1
  paramMins[0] = 0.0;
  paramMaxs[0] = 1.0;

  // Hyperparameter (multiplicative coefficient of observational error
  // covariance matrix) between 0.0 and \infty
  paramMins[1] = 0.0;
  paramMaxs[1] = INFINITY;

  QUESO::BoxSubset<QUESO::GslVector, QUESO::GslMatrix> paramDomain("param_",
      paramSpace, paramMins, paramMaxs);

  QUESO::UniformVectorRV<QUESO::GslVector, QUESO::GslMatrix> priorRv("prior_",
      paramDomain);

  // Set up observation space
  QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> obsSpace(env,
      "obs_", 2, NULL);

  // Fill up observation vector
  QUESO::GslVector observations(obsSpace.zeroVector());
  observations[0] = 1.0;
  observations[1] = 1.0;

  // Fill up covariance 'matrix'
  QUESO::GslMatrix covariance(obsSpace.zeroVector());
  covariance(0, 0) = 1.0;
  covariance(0, 1) = 0.0;
  covariance(1, 0) = 0.0;
  covariance(1, 1) = 1.0;

  // Pass in observations to Gaussian likelihood object
  Likelihood<QUESO::GslVector, QUESO::GslMatrix> lhood("llhd_", paramDomain,
      observations, covariance);

  QUESO::GenericVectorRV<QUESO::GslVector, QUESO::GslMatrix>
    postRv("post_", paramSpace);

  QUESO::StatisticalInverseProblem<QUESO::GslVector, QUESO::GslMatrix>
    ip("", NULL, priorRv, lhood, postRv);

  QUESO::GslVector paramInitials(paramSpace.zeroVector());

  paramInitials[0] = 0.0;

  QUESO::GslMatrix proposalCovMatrix(paramSpace.zeroVector());

  for (unsigned int i = 0; i < 1; i++) {
    proposalCovMatrix(i, i) = 0.1;
  }

  ip.solveWithBayesMetropolisHastings(NULL, paramInitials, &proposalCovMatrix);

  MPI_Finalize();

  return 0;
}

Esempio n. 2

File: scalarCovariance.C Progetto: dmcdougall/queso

int main(int argc, char ** argv) {
#ifdef QUESO_HAS_MPI
  MPI_Init(&argc, &argv);
  QUESO::FullEnvironment env(MPI_COMM_WORLD, argv[1], "", NULL);
#else
  QUESO::FullEnvironment env(argv[1], "", NULL);
#endif

  QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> paramSpace(env,
      "param_", 1, NULL);

  double min_val = 0.0;
  double max_val = 1.0;

  QUESO::GslVector paramMins(paramSpace.zeroVector());
  paramMins.cwSet(min_val);
  QUESO::GslVector paramMaxs(paramSpace.zeroVector());
  paramMaxs.cwSet(max_val);

  QUESO::BoxSubset<QUESO::GslVector, QUESO::GslMatrix> paramDomain("param_",
      paramSpace, paramMins, paramMaxs);

  QUESO::UniformVectorRV<QUESO::GslVector, QUESO::GslMatrix> priorRv("prior_",
      paramDomain);

  // Set up observation space
  QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> obsSpace(env,
      "obs_", 2, NULL);

  // Fill up observation vector
  QUESO::GslVector observations(obsSpace.zeroVector());
  observations[0] = 1.0;
  observations[1] = 1.0;

  // Pass in observations to Gaussian likelihood object
  Likelihood<QUESO::GslVector, QUESO::GslMatrix> lhood("llhd_", paramDomain,
      observations, 1.0);

  QUESO::GenericVectorRV<QUESO::GslVector, QUESO::GslMatrix>
    postRv("post_", paramSpace);

  QUESO::StatisticalInverseProblem<QUESO::GslVector, QUESO::GslMatrix>
    ip("", NULL, priorRv, lhood, postRv);

  QUESO::GslVector paramInitials(paramSpace.zeroVector());

  paramInitials[0] = 0.0;

  QUESO::GslMatrix proposalCovMatrix(paramSpace.zeroVector());

  for (unsigned int i = 0; i < 1; i++) {
    proposalCovMatrix(i, i) = 0.1;
  }

  ip.solveWithBayesMetropolisHastings(NULL, paramInitials, &proposalCovMatrix);

#ifdef QUESO_HAS_MPI
  MPI_Finalize();
#endif

  return 0;
}

Esempio n. 3

File: test_diagonalCovariance.C Progetto: EricDoug/queso

int main(int argc, char ** argv) {
  MPI_Init(&argc, &argv);

  QUESO::FullEnvironment env(MPI_COMM_WORLD, "test_gaussian_likelihoods/queso_input.txt", "", NULL);

  QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> paramSpace(env,
      "param_", 1, NULL);

  double min_val = -INFINITY;
  double max_val = INFINITY;

  QUESO::GslVector paramMins(paramSpace.zeroVector());
  paramMins.cwSet(min_val);
  QUESO::GslVector paramMaxs(paramSpace.zeroVector());
  paramMaxs.cwSet(max_val);

  QUESO::BoxSubset<QUESO::GslVector, QUESO::GslMatrix> paramDomain("param_",
      paramSpace, paramMins, paramMaxs);

  // Set up observation space
  QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> obsSpace(env,
      "obs_", 2, NULL);

  // Fill up observation vector
  QUESO::GslVector observations(obsSpace.zeroVector());
  observations[0] = 1.0;
  observations[1] = 1.0;

  // Fill up covariance 'matrix'
  QUESO::GslVector covariance(obsSpace.zeroVector());
  covariance[0] = 1.0;
  covariance[1] = 2.0;

  // Pass in observations to Gaussian likelihood object
  Likelihood<QUESO::GslVector, QUESO::GslMatrix> lhood("llhd_", paramDomain,
      observations, covariance);

  double lhood_value;
  double truth_value;
  QUESO::GslVector point(paramSpace.zeroVector());
  point[0] = 0.0;
  lhood_value = lhood.actualValue(point, NULL, NULL, NULL, NULL);
  truth_value = std::exp(-3.0);

  if (std::abs(lhood_value - truth_value) > TOL) {
    std::cerr << "Scalar Gaussian test case failure." << std::endl;
    std::cerr << "Computed likelihood value is: " << lhood_value << std::endl;
    std::cerr << "Likelihood value should be: " << truth_value << std::endl;
    queso_error();
  }

  point[0] = -2.0;
  lhood_value = lhood.actualValue(point, NULL, NULL, NULL, NULL);
  truth_value = 1.0;

  if (std::abs(lhood_value - truth_value) > TOL) {
    std::cerr << "Scalar Gaussian test case failure." << std::endl;
    std::cerr << "Computed likelihood value is: " << lhood_value << std::endl;
    std::cerr << "Likelihood value should be: " << truth_value << std::endl;
    queso_error();
  }

  MPI_Finalize();

  return 0;
}

Esempio n. 4

File: test_scalarCovariance.C Progetto: pbauman/queso

int main(int argc, char ** argv) {
  std::string inputFileName = "test_gaussian_likelihoods/queso_input.txt";
  const char * test_srcdir = std::getenv("srcdir");
  if (test_srcdir)
    inputFileName = test_srcdir + ('/' + inputFileName);

#ifdef QUESO_HAS_MPI
  MPI_Init(&argc, &argv);
  QUESO::FullEnvironment env(MPI_COMM_WORLD, inputFileName, "", NULL);
#else
  QUESO::FullEnvironment env(inputFileName, "", NULL);
#endif

  QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> paramSpace(env,
      "param_", 1, NULL);

  double min_val = -INFINITY;
  double max_val = INFINITY;

  QUESO::GslVector paramMins(paramSpace.zeroVector());
  paramMins.cwSet(min_val);
  QUESO::GslVector paramMaxs(paramSpace.zeroVector());
  paramMaxs.cwSet(max_val);

  QUESO::BoxSubset<QUESO::GslVector, QUESO::GslMatrix> paramDomain("param_",
      paramSpace, paramMins, paramMaxs);

  // Set up observation space
  QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> obsSpace(env,
      "obs_", 1, NULL);

  // Fill up observation vector
  QUESO::GslVector observations(obsSpace.zeroVector());
  observations[0] = 1.0;

  // Pass in observations to Gaussian likelihood object
  Likelihood<QUESO::GslVector, QUESO::GslMatrix> lhood("llhd_", paramDomain,
      observations, 1.0);

  double lhood_value;
  double truth_value;
  QUESO::GslVector point(paramSpace.zeroVector());
  point[0] = 0.0;
  lhood_value = lhood.actualValue(point, NULL, NULL, NULL, NULL);
  truth_value = std::exp(-2.0);

  if (std::abs(lhood_value - truth_value) > TOL) {
    std::cerr << "Scalar Gaussian test case failure." << std::endl;
    std::cerr << "Computed likelihood value is: " << lhood_value << std::endl;
    std::cerr << "Likelihood value should be: " << truth_value << std::endl;
    queso_error();
  }

  point[0] = -2.0;
  lhood_value = lhood.actualValue(point, NULL, NULL, NULL, NULL);
  truth_value = 1.0;

  if (std::abs(lhood_value - truth_value) > TOL) {
    std::cerr << "Scalar Gaussian test case failure." << std::endl;
    std::cerr << "Computed likelihood value is: " << lhood_value << std::endl;
    std::cerr << "Likelihood value should be: " << truth_value << std::endl;
    queso_error();
  }

#ifdef QUESO_HAS_MPI
  MPI_Finalize();
#endif

  return 0;
}