Numerical derivative function wrapper. More...

#include <Bpp/Numeric/Function/NumericalDerivative.h>

Inheritance diagram for bpp::NumericalDerivativeInterface:

Collaboration diagram for bpp::NumericalDerivativeInterface:

Public Member Functions
virtual void	setInterval (double h)=0
	Set the interval value used in numerical approximation. More...

virtual double	getInterval () const =0

virtual void	setParametersToDerivate (const std::vector< std::string > &variables)=0
	Set the list of parameters to derivate numerically. More...

SecondOrderDerivable *	clone () const =0
	Create a copy of this object and send a pointer to it. More...

virtual void	enableSecondOrderDerivatives (bool yn)=0
	Tell if derivatives must be computed. More...

virtual bool	enableSecondOrderDerivatives () const =0
	Tell if derivatives must be computed. More...

virtual double	getSecondOrderDerivative (const std::string &variable) const =0
	Get the second order derivative of the function at the current point. More...

virtual double	getSecondOrderDerivative (const std::string &variable1, const std::string &variable2) const =0
	Get the value of the cross derivative of the function according to a given set of parameters. More...

virtual double	d2f (const std::string &variable, const ParameterList &parameters)
	Get the value of the second order derivative of the function according to a given set of parameters. More...

virtual double	d2f (const std::string &variable1, const std::string &variable2, const ParameterList &parameters)
	Get the value of the cross derivative of the function according to a given set of parameters. More...

virtual void	enableFirstOrderDerivatives (bool yn)=0
	Tell if derivatives must be computed. More...

virtual bool	enableFirstOrderDerivatives () const =0
	Tell if derivatives must be computed. More...

virtual double	getFirstOrderDerivative (const std::string &variable) const =0
	Get the derivative of the function at the current point. More...

virtual double	df (const std::string &variable, const ParameterList &parameters)
	Get the value of the first derivative of the function according to a given set of parameters. More...

virtual void	setParameters (const ParameterList &parameters)=0
	Set the point where the function must be computed. More...

virtual double	getValue () const =0
	Get the value of the function at the current point. More...

virtual double	f (const ParameterList &parameters)
	Get the value of the function according to a given set of parameters. More...

virtual bool	hasParameter (const std::string &name) const =0
	Tell if there is a parameter with specified name. More...

virtual const ParameterList &	getParameters () const =0
	Get all parameters available. More...

virtual const Parameter &	parameter (const std::string &name) const =0
	Get the parameter with specified name. More...

virtual double	getParameterValue (const std::string &name) const =0
	Get the value for parameter of name 'name'. More...

virtual void	setAllParametersValues (const ParameterList &parameters)=0
	Set the parameters values to be equals to those of parameters. More...

virtual void	setParameterValue (const std::string &name, double value)=0
	Set the value of parameter with name name to be equal to value. More...

virtual void	setParametersValues (const ParameterList &parameters)=0
	Update the parameters from parameters. More...

virtual bool	matchParametersValues (const ParameterList &parameters)=0
	Update the parameters from parameters. More...

virtual void	removeConstraint (const std::string &name)=0
	Remove the constraint associated with one parameter, if any. More...

virtual void	setConstraint (const std::string &name, std::shared_ptr< ConstraintInterface > constraint)=0
	Set/Change the constraint associated with one parameter. More...

virtual size_t	getNumberOfParameters () const =0
	Get the number of parameters. More...

virtual void	setNamespace (const std::string &prefix)=0
	Set the namespace for the parameter names. More...

virtual std::string	getNamespace () const =0

virtual std::string	getParameterNameWithoutNamespace (const std::string &name) const =0
	Resolves a parameter name according to the current namespace. More...

Protected Member Functions
virtual ParameterList &	getParameters_ ()=0
	Get all parameters available. More...

Detailed Description

Numerical derivative function wrapper.

This interface provides a wrapper for Function object, implementing the DerivableSecondOrder interface. Derivations of this class can be used as full DerivableSecondOrder objects, with derivative functions.

Definition at line 25 of file NumericalDerivative.h.

Member Function Documentation

◆ clone()

SecondOrderDerivable* bpp::SecondOrderDerivable::clone ( ) const

pure virtualinherited

Create a copy of this object and send a pointer to it.

Returns: A pointer toward the copy object.

Implements bpp::FirstOrderDerivable.

Implemented in bpp::ReparametrizationDerivableSecondOrderWrapper, bpp::LogsumHmmLikelihood, bpp::RescaledHmmLikelihood, bpp::LowMemoryRescaledHmmLikelihood, bpp::AbstractNumericalDerivative, bpp::ThreePointsNumericalDerivative, bpp::FivePointsNumericalDerivative, bpp::TwoPointsNumericalDerivative, and bpp::HmmLikelihood.

Referenced by bpp::AbstractNumericalDerivative::~AbstractNumericalDerivative().

◆ d2f() [1/2]

virtual double bpp::SecondOrderDerivable::d2f	(	const std::string &	variable,
		const ParameterList &	parameters
	)

inlinevirtualinherited

Get the value of the second order derivative of the function according to a given set of parameters.

Parameters

variable	The name of the variable in $\frac{\partial^2 f}{\partial x^2}$ .
parameters	The parameter set to pass to the function.

Returns: The value of the function with the given parameter set.

Exceptions

Exception If an error occured.

Definition at line 193 of file Functions.h.

References bpp::FunctionInterface::setParameters().

◆ d2f() [2/2]

virtual double bpp::SecondOrderDerivable::d2f	(	const std::string &	variable1,
		const std::string &	variable2,
		const ParameterList &	parameters
	)

inlinevirtualinherited

Get the value of the cross derivative of the function according to a given set of parameters.

Parameters

variable1	The name of the variable in $\frac{\partial^2 f}{\partial x \partial y}$ .
variable2	The name of the variable in $\frac{\partial^2 f}{\partial x \partial y}$ .
parameters	The parameter set to pass to the function.

Returns: The value of the function with the given parameter set.

Exceptions

Exception If an error occured.

Definition at line 220 of file Functions.h.

References bpp::FunctionInterface::setParameters().

◆ df()

virtual double bpp::FirstOrderDerivable::df	(	const std::string &	variable,
		const ParameterList &	parameters
	)

inlinevirtualinherited

Get the value of the first derivative of the function according to a given set of parameters.

Parameters

variable	The name of the variable in $\frac{df}{dx}$ .
parameters	The parameter set to pass to the function.

Returns: The value of the function with the given parameter set.

Exceptions

Exception If an error occured.

Definition at line 138 of file Functions.h.

References bpp::FunctionInterface::setParameters().

◆ enableFirstOrderDerivatives() [1/2]

virtual void bpp::FirstOrderDerivable::enableFirstOrderDerivatives ( bool yn )

pure virtualinherited

Tell if derivatives must be computed.

Parameters

yn yes/no

Implemented in bpp::FirstOrderDerivableWrapper, bpp::ReparametrizationDerivableFirstOrderWrapper, bpp::AbstractNumericalDerivative, and bpp::AbstractHmmLikelihood.

Referenced by bpp::ConjugateGradientMultiDimensions::doInit(), bpp::BfgsMultiDimensions::doInit(), bpp::ConjugateGradientMultiDimensions::doStep(), and bpp::BfgsMultiDimensions::doStep().

◆ enableFirstOrderDerivatives() [2/2]

virtual bool bpp::FirstOrderDerivable::enableFirstOrderDerivatives ( ) const

pure virtualinherited

Tell if derivatives must be computed.

Returns: yes/no

Implemented in bpp::FirstOrderDerivableWrapper, bpp::ReparametrizationDerivableFirstOrderWrapper, bpp::AbstractNumericalDerivative, and bpp::AbstractHmmLikelihood.

◆ enableSecondOrderDerivatives() [1/2]

virtual void bpp::SecondOrderDerivable::enableSecondOrderDerivatives ( bool yn )

pure virtualinherited

Tell if derivatives must be computed.

Parameters

yn yes/no

Implemented in bpp::SecondOrderDerivableWrapper, bpp::ReparametrizationDerivableSecondOrderWrapper, bpp::AbstractNumericalDerivative, and bpp::AbstractHmmLikelihood.

◆ enableSecondOrderDerivatives() [2/2]

virtual bool bpp::SecondOrderDerivable::enableSecondOrderDerivatives ( ) const

pure virtualinherited

Tell if derivatives must be computed.

Returns: yes/no

Implemented in bpp::SecondOrderDerivableWrapper, bpp::ReparametrizationDerivableSecondOrderWrapper, bpp::AbstractNumericalDerivative, and bpp::AbstractHmmLikelihood.

◆ f()

virtual double bpp::FunctionInterface::f ( const ParameterList & parameters )

inlinevirtualinherited

Get the value of the function according to a given set of parameters.

Parameters

parameters The parameter set to pass to the function.

Returns: The value of the function with the given parameter set.

Exceptions

Exception If an error occured.

Reimplemented in bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, and bpp::AbstractNumericalDerivative.

Definition at line 82 of file Functions.h.

References bpp::FunctionInterface::getValue(), and bpp::FunctionInterface::setParameters().

Referenced by bpp::NumTools::uniRoot().

◆ getFirstOrderDerivative()

virtual double bpp::FirstOrderDerivable::getFirstOrderDerivative ( const std::string & variable ) const

pure virtualinherited

Get the derivative of the function at the current point.

Parameters

variable The name of the variable in $\frac{df}{dx}$ .

Returns: The value of the function.

Exceptions

Exception If no point is specified or if an error occured.

Implemented in bpp::FirstOrderDerivableWrapper, bpp::ReparametrizationDerivableFirstOrderWrapper, bpp::AbstractNumericalDerivative, and bpp::AbstractHmmLikelihood.

Referenced by bpp::NewtonOneDimension::doStep(), bpp::AbstractHmmLikelihood::enableFirstOrderDerivatives(), bpp::ConjugateGradientMultiDimensions::getGradient(), and bpp::BfgsMultiDimensions::getGradient().

◆ getInterval()

virtual double bpp::NumericalDerivativeInterface::getInterval ( ) const

pure virtual

Returns: The interval value used in numerical approximation.

Implemented in bpp::AbstractNumericalDerivative.

◆ getNamespace()

virtual std::string bpp::Parametrizable::getNamespace ( ) const

pure virtualinherited

Returns: The current namespace used. This is an empty string if no namespace is currently defined.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::Parametrizable::~Parametrizable().

◆ getNumberOfParameters()

virtual size_t bpp::Parametrizable::getNumberOfParameters ( ) const

pure virtualinherited

Get the number of parameters.

See also: getNumberOfIndependentParameters If some parameters are aliased.

Returns: The number of parameters.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, bpp::AbstractParametrizable, and bpp::DirectionFunction.

Referenced by bpp::BppODiscreteDistributionFormat::writeDiscreteDistribution(), and bpp::Parametrizable::~Parametrizable().

◆ getParameterNameWithoutNamespace()

virtual std::string bpp::Parametrizable::getParameterNameWithoutNamespace ( const std::string & name ) const

pure virtualinherited

Resolves a parameter name according to the current namespace.

Returns: The parameter name without the namespace prefix, if any.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::BppODiscreteDistributionFormat::readDiscreteDistribution(), bpp::BppOParametrizableFormat::write(), and bpp::Parametrizable::~Parametrizable().

◆ getParameters()

virtual const ParameterList& bpp::Parametrizable::getParameters ( ) const

pure virtualinherited

Get all parameters available.

See also: getIndependentParameters if some parameters are aliased.

Returns: A list with all parameters available.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, bpp::DirectionFunction, and bpp::AbstractParametrizable.

Referenced by bpp::ParameterAliasableAdapter::getIndependentParameters(), bpp::BppODiscreteDistributionFormat::readDiscreteDistribution(), bpp::BppOParametrizableFormat::write(), and bpp::Parametrizable::~Parametrizable().

◆ getParameters_()

virtual ParameterList& bpp::Parametrizable::getParameters_ ( )

protectedpure virtualinherited

Get all parameters available.

See also: getIndependentParameters if some parameters are aliased.

Returns: A list with all parameters available.

Implemented in bpp::FunctionWrapper, bpp::AbstractParametrizable, and bpp::DirectionFunction.

Referenced by bpp::Parametrizable::~Parametrizable().

◆ getParameterValue()

virtual double bpp::Parametrizable::getParameterValue ( const std::string & name ) const

pure virtualinherited

Get the value for parameter of name 'name'.

Parameters

name	The name of the parameter.

Returns: the value of parameter name.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::BppODiscreteDistributionFormat::readDiscreteDistribution(), and bpp::Parametrizable::~Parametrizable().

◆ getSecondOrderDerivative() [1/2]

virtual double bpp::SecondOrderDerivable::getSecondOrderDerivative ( const std::string & variable ) const

pure virtualinherited

Get the second order derivative of the function at the current point.

Parameters

variable The name of the variable in $\frac{\partial^2 f}{\partial x^2}$ .

Returns: The value of the function.

Exceptions

Exception If no point is specified or if an error occured.

Implemented in bpp::SecondOrderDerivableWrapper, bpp::ReparametrizationDerivableSecondOrderWrapper, bpp::AbstractNumericalDerivative, bpp::AbstractHmmLikelihood, and bpp::TwoPointsNumericalDerivative.

Referenced by bpp::NewtonOneDimension::doStep(), and bpp::AbstractHmmLikelihood::enableSecondOrderDerivatives().

◆ getSecondOrderDerivative() [2/2]

virtual double bpp::SecondOrderDerivable::getSecondOrderDerivative	(	const std::string &	variable1,
		const std::string &	variable2
	)		const

pure virtualinherited

Get the value of the cross derivative of the function according to a given set of parameters.

Parameters

variable1	The name of the variable in $\frac{\partial^2 f}{\partial x \partial y}$ .
variable2	The name of the variable in $\frac{\partial^2 f}{\partial x \partial y}$ .

Returns: The value of the function with the given parameter set.

Exceptions

Exception If an error occured.

Implemented in bpp::SecondOrderDerivableWrapper, bpp::ReparametrizationDerivableSecondOrderWrapper, bpp::AbstractNumericalDerivative, bpp::AbstractHmmLikelihood, bpp::FivePointsNumericalDerivative, and bpp::TwoPointsNumericalDerivative.

◆ getValue()

virtual double bpp::FunctionInterface::getValue ( ) const

pure virtualinherited

Get the value of the function at the current point.

Returns: The value of the function.

Exceptions

Exception If no point is specified or if an error occured.

Implemented in bpp::TestFunction, bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::LogsumHmmLikelihood, bpp::RescaledHmmLikelihood, bpp::LowMemoryRescaledHmmLikelihood, bpp::ReparametrizationFunctionWrapper, bpp::ThreePointsNumericalDerivative, bpp::FivePointsNumericalDerivative, bpp::TwoPointsNumericalDerivative, and bpp::DirectionFunction.

Referenced by bpp::FunctionInterface::f(), bpp::AbstractNumericalDerivative::f(), bpp::InfinityFunctionWrapper::f(), and bpp::FunctionInterface::~FunctionInterface().

◆ hasParameter()

virtual bool bpp::Parametrizable::hasParameter ( const std::string & name ) const

pure virtualinherited

Tell if there is a parameter with specified name.

Parameters

name	The name of the parameter to look for.

Returns: y/n.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::Parametrizable::~Parametrizable().

◆ matchParametersValues()

virtual bool bpp::Parametrizable::matchParametersValues ( const ParameterList & parameters )

pure virtualinherited

Update the parameters from parameters.

Only common parameters with parameters will be updated.

Parameters

parameters A list of parameters.

Returns: True if at least one parameter value has been changed.

Exceptions

ConstraintException If a value in parameters does not match the constraint in the corresponding parameter in the list.

Implemented in bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::AbstractNumericalDerivative, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::BppODiscreteDistributionFormat::initialize_(), bpp::TestFunction::setParameters(), and bpp::Parametrizable::~Parametrizable().

◆ parameter()

virtual const Parameter& bpp::Parametrizable::parameter ( const std::string & name ) const

pure virtualinherited

Get the parameter with specified name.

Parameters

name	The name of the parameter to look for.

Returns: The parameter with given name.

Exceptions

ParameterNotFoundException if no parameter with this name is found.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::TestFunction::getValue(), and bpp::Parametrizable::~Parametrizable().

◆ removeConstraint()

virtual void bpp::Parametrizable::removeConstraint ( const std::string & name )

pure virtualinherited

Remove the constraint associated with one parameter, if any.

Parameters

name	The name of the parameter to look for.

Exceptions

ParameterNotFoundException if no parameter with this name is found.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::Parametrizable::~Parametrizable().

◆ setAllParametersValues()

virtual void bpp::Parametrizable::setAllParametersValues ( const ParameterList & parameters )

pure virtualinherited

Set the parameters values to be equals to those of parameters.

The list must contain exactly the same parameters (ie same names) than the parameters available.

Parameters

parameters A list with all parameters.

Exceptions

ParameterNotFoundException	If a some parameter in the list is not in params.
ConstraintException	If a value in parameters does not match the constraint in the corresponding parameter in the list.

Implemented in bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::AbstractNumericalDerivative, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::Parametrizable::~Parametrizable().

◆ setConstraint()

virtual void bpp::Parametrizable::setConstraint	(	const std::string &	name,
		std::shared_ptr< ConstraintInterface >	constraint
	)

pure virtualinherited

Set/Change the constraint associated with one parameter.

Parameters

name	The name of the parameter to look for.
constraint	A pointer to the constraint (may be null)

Exceptions

ParameterNotFoundException if no parameter with this name is found.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::Parametrizable::~Parametrizable().

◆ setInterval()

virtual void bpp::NumericalDerivativeInterface::setInterval ( double h )

pure virtual

Set the interval value used in numerical approximation.

Default value is 0.0001.

Parameters

h	Interval value.

Implemented in bpp::AbstractNumericalDerivative.

◆ setNamespace()

virtual void bpp::Parametrizable::setNamespace ( const std::string & prefix )

pure virtualinherited

Set the namespace for the parameter names.

Parameters

prefix The 'namespace', that is a prefix to add to all parameter names. If parameter names are already prefixed, the new prefix will be used instead.

Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, bpp::LogsumHmmLikelihood, bpp::RescaledHmmLikelihood, bpp::LowMemoryRescaledHmmLikelihood, bpp::AbstractParameterAliasable, bpp::MixtureOfDiscreteDistributions, bpp::AbstractParametrizable, and bpp::InvariantMixedDiscreteDistribution.

Referenced by bpp::Parametrizable::~Parametrizable().

◆ setParameters()

virtual void bpp::FunctionInterface::setParameters ( const ParameterList & parameters )

pure virtualinherited

Set the point where the function must be computed.

Parameters

parameters The parameter set to pass to the function.

Implemented in bpp::TestFunction, bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::AbstractNumericalDerivative, bpp::LogsumHmmLikelihood, bpp::RescaledHmmLikelihood, bpp::LowMemoryRescaledHmmLikelihood, bpp::ReparametrizationFunctionWrapper, and bpp::DirectionFunction.

Referenced by bpp::SecondOrderDerivable::d2f(), bpp::InfinityDerivableSecondOrderWrapper::d2f(), bpp::FirstOrderDerivable::df(), bpp::InfinityDerivableFirstOrderWrapper::df(), bpp::FunctionInterface::f(), bpp::AbstractNumericalDerivative::f(), bpp::InfinityFunctionWrapper::f(), and bpp::FunctionInterface::~FunctionInterface().

◆ setParametersToDerivate()

virtual void bpp::NumericalDerivativeInterface::setParametersToDerivate ( const std::vector< std::string > & variables )

pure virtual

Set the list of parameters to derivate numerically.

Parameters

variables A list of all parameter names.

Implemented in bpp::AbstractNumericalDerivative.

◆ setParametersValues()

virtual void bpp::Parametrizable::setParametersValues ( const ParameterList & parameters )

pure virtualinherited

Update the parameters from parameters.

parameters must be a subset of all parameters available.

Parameters

parameters A list containing all parameters to update.

Exceptions

ParameterNotFoundException	If a some parameter in params is not in the list.
ConstraintException	If a value in parameters does not match the constraint in the corresponding parameter in the list.

Implemented in bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::AbstractNumericalDerivative, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::Parametrizable::~Parametrizable().

◆ setParameterValue()

virtual void bpp::Parametrizable::setParameterValue	(	const std::string &	name,
		double	value
	)

pure virtualinherited

Set the value of parameter with name name to be equal to value.

Parameters

name	the name of the parameter to set.
value	The value of the parameter.

Exceptions

ParameterNotFoundException	If no parameter in the list has the name name.
ConstraintException	If value does not match the constraint associated to parameter name.

Implemented in bpp::InfinityFunctionWrapper, bpp::FunctionWrapper, bpp::AbstractNumericalDerivative, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.

Referenced by bpp::Parametrizable::~Parametrizable().

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

Bpp/Numeric/Function/NumericalDerivative.h

Public Member Functions

Protected Member Functions

Detailed Description

Member Function Documentation

◆ clone()

◆ d2f() [1/2]

◆ d2f() [2/2]

◆ df()

◆ enableFirstOrderDerivatives() [1/2]

◆ enableFirstOrderDerivatives() [2/2]

◆ enableSecondOrderDerivatives() [1/2]

◆ enableSecondOrderDerivatives() [2/2]

◆ f()

◆ getFirstOrderDerivative()

◆ getInterval()

◆ getNamespace()

◆ getNumberOfParameters()

◆ getParameterNameWithoutNamespace()

◆ getParameters()

◆ getParameters_()

◆ getParameterValue()

◆ getSecondOrderDerivative() [1/2]

◆ getSecondOrderDerivative() [2/2]

◆ getValue()

◆ hasParameter()

◆ matchParametersValues()

◆ parameter()

◆ removeConstraint()

◆ setAllParametersValues()

◆ setConstraint()

◆ setInterval()

◆ setNamespace()

◆ setParameters()

◆ setParametersToDerivate()

◆ setParametersValues()

◆ setParameterValue()