Class for operations with moments. More...
#include <src/core/moments.h>
Public Member Functions | |
| moments () | |
| Class constructor with unspecified size. | |
| moments (size_t a) | |
| Class constructor with specified size. | |
| quadpts | product_difference (size_t dimension, size_t num_points) const |
| Function that computes the quadrature points and weights from the moments using the product-difference algorithm. | |
| quadpts | three_term_recurrence (size_t dimension, size_t num_points) const |
| Function that computes the quadrature points and weights from the moments using the three term recurrence relation. | |
| quadpts | get_quadpts_univariate_Gaussian (size_t dimension, size_t num_points) const |
| Function that computes the quadrature points and weights from the raw moments of the Gaussian distribution. | |
| quadpts | get_quadpts (size_t dimension, size_t num_points) const |
| Function that computes the quadrature points and weights from the moments using Newton's method. | |
| vector | get_source (size_t dimension, size_t num_points) const |
| Function that computes the source term for the moment equations. | |
| void | solve (size_t dimension, size_t num_points, double dt, long int num_steps, int print_interval) |
| Function that solves the moment equations. | |
| void | solve_with_gsl (size_t dimension, size_t num_points, double dt, long int num_steps, int print_interval) |
| void | post_process_moments (size_t dimension, size_t num_points, double time) const |
| Function that post processes the moment solution to get desired quantities of interest. | |
| moments | beta (size_t dimension, size_t num_points, double b1, double b2) |
| Function that generates moments of the univariate beta distribution. | |
| moments | generalized_beta (size_t dimension, size_t num_points, double b1, double b2, double b3) |
| Function that generates moments of the univariate generalized beta distribution. | |
| moments | exp_t3 (size_t dimension, size_t num_points) |
| Function that generates moments of the distribution exp(-x^3/3) discussed in Gautschi BIT 23 (1983), 209-216. | |
| matrix | get_cdf_gld (size_t num_intervals, char *param_type) const |
| Function that gets the cdf of the reconstructed GLD distribution from given moments. | |
| moments | univariate_lognormal (size_t dimension, size_t num_points, double mu_g, double std_g) |
| Function that generates moments of the univariate lognormal distribution. | |
| moments | univariate_lognormal_fractional (size_t dimension, size_t num_points, double mu_g, double std_g, double start, double increment) |
| Function that generates fractional moments of the univariate lognormal distribution. | |
| moments | univariate_gaussian_raw (size_t dimension, size_t num_points, double mu, double std_dev) |
| Function that generates raw moments of the univariate normal (Gaussian) distribution. | |
| moments | uniform_distribution (size_t dimension, size_t num_points, double left, double right) |
| Function that generates moments of the univariate uniform distribution. | |
| moments | get_moments_upto_order (size_t dimension, size_t orig_dimension) |
| Function that returns multivariate moments upto order d. | |
| vector | parameters () const |
| Function that computes the four parameters required for the GLD reconstruction problem. | |
| vector | get_gld_four_lambdas (char *param_type) const |
| Function that computes the four lamdas in the GLD reconstruction problem. | |
Private Attributes | |
| vector | moms |
| Declaration of moments object moms. | |
Class for operations with moments.
Derived from the vector double class.
1.7.2
