44 #ifndef ROL_KUMARASWAMY_HPP 45 #define ROL_KUMARASWAMY_HPP 48 #include "Teuchos_ParameterList.hpp" 63 size_t nchoosek(
const size_t n,
const size_t k)
const {
64 return ((k==0) ? 1 : (n*
nchoosek(n-1,k-1))/k);
69 const Real exp1 = 0.5,
const Real exp2 = 0.5)
70 : a_(std::min(a,b)), b_(std::max(a,b)),
71 exp1_((exp1>0.) ? exp1 : 0.5), exp2_((exp2>0.) ? exp2 : 0.5) {
72 bGAMMAb_ = exp2_*tgamma(exp2_);
76 a_ = parlist.sublist(
"SOL").sublist(
"Distribution").sublist(
"Kumaraswamy").get(
"Lower Bound",0.);
77 b_ = parlist.sublist(
"SOL").sublist(
"Distribution").sublist(
"Kumaraswamy").get(
"Upper Bound",1.);
80 b_ = std::max(b_,tmp);
82 exp1_ = parlist.sublist(
"SOL").sublist(
"Distribution").sublist(
"Kumaraswamy").get(
"Exponent 1",0.5);
83 exp2_ = parlist.sublist(
"SOL").sublist(
"Distribution").sublist(
"Kumaraswamy").get(
"Exponent 2",0.5);
84 exp1_ = (exp1_ > 0.) ? exp1_ : 0.5;
85 exp2_ = (exp2_ > 0.) ? exp2_ : 0.5;
87 bGAMMAb_ = exp2_*tgamma(exp2_);
91 Real x = (input -
a_)/(b_-a_);
92 return ((x <= 0.) ? 0. : ((x >= 1.) ? 0. :
93 exp1_*exp2_*std::pow(x,exp1_-1)*std::pow(1.-std::pow(x,exp1_),exp2_-1)));
97 Real x = (input -
a_)/(b_-a_);
98 return ((x <= 0.) ? 0. : ((x >= 1.) ? 1. : 1.-std::pow(1.-std::pow(x,exp1_),exp2_)));
102 TEUCHOS_TEST_FOR_EXCEPTION(
true, std::invalid_argument,
103 ">>> ERROR (ROL::Kumaraswamy): Kumaraswamy integrateCDF not implemented!");
104 return ((input < 0.5*(a_+b_)) ? 0.0 : input - 0.5*(a_+b_));
108 Real x = std::pow(1.-std::pow(1.-input,1./exp2_),1./exp1_);
109 return x*(b_-
a_) + a_;
113 Real val = 0., binom = 0.,
moment = 0.;
114 for (
size_t i = 0; i < m+1; i++) {
115 moment = bGAMMAb_*tgamma(1.+(Real)i/exp1_)/tgamma(1.+exp2_+(Real)i/exp1_);
117 val += binom*std::pow(a_,m-i)*std::pow(b_-a_,i+1)*
moment;
130 void test(std::ostream &outStream = std::cout )
const {
132 std::vector<Real> X(size,0.);
133 std::vector<int> T(size,0);
134 X[0] = a_-4.*(Real)rand()/(Real)RAND_MAX;
138 X[2] = (b_-
a_)*(Real)rand()/(Real)RAND_MAX + a_;
142 X[4] = b_+4.0*(Real)rand()/(Real)RAND_MAX;
Kumaraswamy(const Real a=0., const Real b=1., const Real exp1=0.5, const Real exp2=0.5)
Real invertCDF(const Real input) const
Real integrateCDF(const Real input) const
Real moment(const size_t m) const
size_t nchoosek(const size_t n, const size_t k) const
Real lowerBound(void) const
virtual void test(std::ostream &outStream=std::cout) const
Real upperBound(void) const
Real evaluatePDF(const Real input) const
void test(std::ostream &outStream=std::cout) const
Real evaluateCDF(const Real input) const
Kumaraswamy(Teuchos::ParameterList &parlist)