moments.h

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//

//--------------------------------------------------------------------------
//--------------------------------------------------------------------------
//  
//  libMoM Library - a library for stochastic simulations in engineering.
// 
//  Copyright (C) 2010 Rochan R. Upadhyay
// 
//  This library is free software; you can redistribute it and/or
//  modify it under the terms of the Version 2.1 GNU Lesser General
//  Public License as published by the Free Software Foundation.
// 
//  This library is distributed in the hope that it will be useful,
//  but WITHOUT ANY WARRANTY; without even the implied warranty of
//  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
//  Lesser General Public License for more details.
// 
//  You should have received a copy of the GNU Lesser General Public
//  License along with this library; if not, write to the Free Software
//  Foundation, Inc. 51 Franklin Street, Fifth Floor, 
//  Boston, MA  02110-1301  USA
// 
//--------------------------------------------------------------------------


#ifndef _MOMENTS_H
#define _MOMENTS_H

#include <stdio.h>
#include <stdlib.h>
#include <gsl/gsl_multiroots.h>
#include "gsl_vector_integer.h"
#include "gsl_vector_double.h"
#include "gsl_matrix_double.h"
#include "gsl_matrix_integer.h"
#include "gsl_vector_matrix_ops.h"
#include "gsl_multidim_fminimizer.h"
#include "gsl_special_functions.h"
#include "sobol_sequences.h"
#include "quadpts.h" 

class quadpts;

//

class moments : public vector
{

 private: 
 
//
 
 vector moms;
 
 public:
 
 //
 
 moments();
 
 // 
 //
 
 moments( size_t a );
 
 //
 //
 
 quadpts product_difference( size_t dimension, size_t num_points ) const;

 //
 //
 
 quadpts three_term_recurrence (size_t dimension, size_t num_points) const;

 //
 //
 
 quadpts get_quadpts_univariate_Gaussian (size_t dimension, size_t num_points) const;
 
 //
 // 
 
 quadpts get_quadpts( size_t dimension, size_t num_points) const;

//
//
 
 vector get_source ( size_t dimension, size_t num_points ) const;

//
//
 
 void solve ( size_t dimension, size_t num_points, 
                                  double dt, long int num_steps, int print_interval );
                                  
 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;

//
//
//
 
 moments beta( size_t dimension, size_t num_points, double b1, double b2);

//
//
//

 moments generalized_beta( size_t dimension, size_t num_points, double b1, double b2, double b3);
 
//
 
 
 moments exp_t3(  size_t dimension, size_t num_points );

//
//
//

 matrix get_cdf_gld(size_t num_intervals, char* param_type) const; 

//
//
//

 moments univariate_lognormal ( size_t dimension, size_t num_points, double mu_g, double std_g);
 
//
//
//

 moments univariate_lognormal_fractional ( size_t dimension, size_t num_points, double mu_g, double std_g, double start, double increment);

//
//
//
 
 moments univariate_gaussian_raw ( size_t dimension, size_t num_points, double mu, double std_dev);

//
//
//
 
 moments uniform_distribution( size_t dimension, size_t num_points, double left, double right);

//
//

 moments get_moments_upto_order(size_t dimension, size_t orig_dimension);

//
//
 
 vector parameters () const;
 
//
//
 
 vector get_gld_four_lambdas(char* param_type) const;
 
};

//

class multivariate_moments : public matrix
{

 private: 
 
 matrix multivar_moms;
 
 public:
 
//
 
 multivariate_moments();

// 
// 
 
 multivariate_moments( size_t a, size_t b );   
  
//
//

 moments multivariate_moment_set_independent (size_t return_order);  
 
//
//
 
 moments extract_univariate_moments (size_t row_number);
 
};

//

class my_multimin_f_fmkl : public multimin_f
{
   public:
   
//
//
   
   double operator()(const vector& x);
   
};

//

class my_multimin_f_rs : public multimin_f
{
   public:
   
//
//   
   
   double operator()(const vector& x);
   
};

class my_qmom_ode_function : public ode_function
{
   public:   

   vector operator()(double time, const vector& x);   

};

#endif // MOMENTS_H