Five points numerical derivative function wrapper. More...

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

Inheritance diagram for bpp::FivePointsNumericalDerivative:

Collaboration diagram for bpp::FivePointsNumericalDerivative:

Public Member Functions
	FivePointsNumericalDerivative (std::shared_ptr< FunctionInterface > function)

	FivePointsNumericalDerivative (std::shared_ptr< FirstOrderDerivable > function)

	FivePointsNumericalDerivative (std::shared_ptr< SecondOrderDerivable > function)

virtual	~FivePointsNumericalDerivative ()

FivePointsNumericalDerivative *	clone () const override
	Create a copy of this object and send a pointer to it. More...

double	getValue () const override
	Get the value of the function at the current point. More...

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

void	setInterval (double h) override
	Set the interval value used in numerical approximation. More...

double	getInterval () const override

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

void	enableSecondOrderCrossDerivatives (bool yn)

bool	enableSecondOrderCrossDerivatives () const

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

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

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

const ParameterList &	getParameters () const override
	Get all parameters available. More...

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

const Parameter &	parameter (const std::string &name) const override
	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...

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

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

void	removeConstraint (const std::string &name) override
	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...

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

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

size_t	getNumberOfParameters () const override
	Get the number of parameters. More...

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

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

virtual std::string	getNamespace () const =0

std::string	getNamespace () const override

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

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

The DerivableFirstOrder interface
void	enableFirstOrderDerivatives (bool yn) override
	Tell if derivatives must be computed. More...

bool	enableFirstOrderDerivatives () const override
	Tell if derivatives must be computed. More...

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

The DerivableSecondOrder interface
void	enableSecondOrderDerivatives (bool yn) override
	Tell if derivatives must be computed. More...

bool	enableSecondOrderDerivatives () const override
	Tell if derivatives must be computed. More...

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

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

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

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

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

void	setParametersValues (const ParameterList &parameters) override
	Update the parameters from parameters. More...

bool	matchParametersValues (const ParameterList &parameters) override
	Update the parameters from parameters. More...

Protected Member Functions
void	updateDerivatives (const ParameterList &parameters) override
	Compute derivatives. More...

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

ParameterList &	getParameters_ () override
	Get all parameters available. More...

Protected Attributes
std::shared_ptr< FirstOrderDerivable >	function1_

std::shared_ptr< SecondOrderDerivable >	function2_

double	h_

std::vector< std::string >	variables_

std::map< std::string, size_t >	index_

std::vector< double >	der1_

std::vector< double >	der2_

RowMatrix< double >	crossDer2_

bool	computeD1_

bool	computeD2_

bool	computeCrossD2_

std::shared_ptr< FunctionInterface >	function_

Private Attributes
double	f1_

double	f2_

double	f3_

double	f4_

double	f5_

Detailed Description

Five points numerical derivative function wrapper.

Numerical derivatives use three points to compute the derivatives. $x_0$ is the focus point, $x_{-2} = x_0-2h$ , $x_{-1} = x_0-h$ , $x_{+1}=x_0+h$ and $x_{+2} = x_0+2h$ are other points, with function values $f_0$ , $f_{-2}$ , $f_{-1}$ , $f_{+1}$ and $f_{+2}$ respectively. The derivatives are then computed using the central formulas:

$\begin{eqnarray*} \dfrac{\partial f}{\partial x } &=& \dfrac{f_{-2}-8f_{-1}+8f_{+1}-f_{+2}}{12h}\\ \dfrac{\partial^2 f}{\partial x^2} &=& \dfrac{-f_{-2}+16f_{-1}-30f_0+16f_{+1}-f_{+2}}{12h^2}\\ \end{eqnarray*}$

In case of border limit (when $x_{-2}$ or $x_{+2}$ are not computable), the foreward and backward three points computations are performed, respectively:

$\begin{eqnarray*} \dfrac{\partial f}{\partial x } &=& \dfrac{f_{+1}-f_0}{h}\\ \dfrac{\partial^2 f}{\partial x^2} &=& \dfrac{f_{+2}-2f_{+1}+f_0}{h^2}\\ \end{eqnarray*}$

and

$\begin{eqnarray*} \dfrac{\partial f}{\partial x } &=& \dfrac{f_0-f_{-1}}{h}\\ \dfrac{\partial^2 f}{\partial x^2} &=& \dfrac{f_0-2f_{-1}+f_{-2}}{h^2}\\ \end{eqnarray*}$

The $h$ parameter is computed in a parameter dependent manner: $h = x \times e$ , with $x \neq 0$ being the current parameter value. If $x = 0$ , $h = e$ . Default value is provided for $e$ and corresponds to the _h field. The default value works fine in most cases, but you may want to change it using the setInterval method.

Warning: cross second order derivatives are not implemented with the five points method.

See also: AbstractNumericalDerivative

Definition at line 51 of file FivePointsNumericalDerivative.h.

Constructor & Destructor Documentation

◆ FivePointsNumericalDerivative() [1/3]

bpp::FivePointsNumericalDerivative::FivePointsNumericalDerivative ( std::shared_ptr< FunctionInterface > function )

inline

Definition at line 58 of file FivePointsNumericalDerivative.h.

Referenced by clone().

◆ FivePointsNumericalDerivative() [2/3]

bpp::FivePointsNumericalDerivative::FivePointsNumericalDerivative ( std::shared_ptr< FirstOrderDerivable > function )

inline

Definition at line 65 of file FivePointsNumericalDerivative.h.

◆ FivePointsNumericalDerivative() [3/3]

bpp::FivePointsNumericalDerivative::FivePointsNumericalDerivative ( std::shared_ptr< SecondOrderDerivable > function )

inline

Definition at line 72 of file FivePointsNumericalDerivative.h.

◆ ~FivePointsNumericalDerivative()

virtual bpp::FivePointsNumericalDerivative::~FivePointsNumericalDerivative ( )

inlinevirtual

Definition at line 79 of file FivePointsNumericalDerivative.h.

Member Function Documentation

◆ clone()

FivePointsNumericalDerivative* bpp::FivePointsNumericalDerivative::clone ( ) const

inlineoverridevirtual

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

Returns: A pointer toward the copy object.

Implements bpp::AbstractNumericalDerivative.

Definition at line 81 of file FivePointsNumericalDerivative.h.

References FivePointsNumericalDerivative().

◆ 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]

void bpp::AbstractNumericalDerivative::enableFirstOrderDerivatives ( bool yn )

inlineoverridevirtualinherited

Tell if derivatives must be computed.

Parameters

yn yes/no

Implements bpp::FirstOrderDerivable.

Definition at line 144 of file NumericalDerivative.h.

◆ enableFirstOrderDerivatives() [2/2]

bool bpp::AbstractNumericalDerivative::enableFirstOrderDerivatives ( ) const

inlineoverridevirtualinherited

Tell if derivatives must be computed.

Returns: yes/no

Implements bpp::FirstOrderDerivable.

Definition at line 145 of file NumericalDerivative.h.

◆ enableSecondOrderCrossDerivatives() [1/2]

void bpp::AbstractNumericalDerivative::enableSecondOrderCrossDerivatives ( bool yn )

inlineinherited

Definition at line 235 of file NumericalDerivative.h.

◆ enableSecondOrderCrossDerivatives() [2/2]

bool bpp::AbstractNumericalDerivative::enableSecondOrderCrossDerivatives ( ) const

inlineinherited

Definition at line 236 of file NumericalDerivative.h.

◆ enableSecondOrderDerivatives() [1/2]

void bpp::AbstractNumericalDerivative::enableSecondOrderDerivatives ( bool yn )

inlineoverridevirtualinherited

Tell if derivatives must be computed.

Parameters

yn yes/no

Implements bpp::SecondOrderDerivable.

Definition at line 165 of file NumericalDerivative.h.

◆ enableSecondOrderDerivatives() [2/2]

bool bpp::AbstractNumericalDerivative::enableSecondOrderDerivatives ( ) const

inlineoverridevirtualinherited

Tell if derivatives must be computed.

Returns: yes/no

Implements bpp::SecondOrderDerivable.

Definition at line 166 of file NumericalDerivative.h.

◆ f()

double bpp::AbstractNumericalDerivative::f ( const ParameterList & parameters )

inlineoverridevirtualinherited

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 from bpp::FunctionWrapper.

Definition at line 199 of file NumericalDerivative.h.

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

◆ getFirstOrderDerivative()

double bpp::AbstractNumericalDerivative::getFirstOrderDerivative ( const std::string & variable ) const

inlineoverridevirtualinherited

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.

Implements bpp::FirstOrderDerivable.

Definition at line 147 of file NumericalDerivative.h.

◆ getInterval()

double bpp::AbstractNumericalDerivative::getInterval ( ) const

inlineoverridevirtualinherited

Returns: The interval value used in numerical approximation.

Implements bpp::NumericalDerivativeInterface.

Definition at line 124 of file NumericalDerivative.h.

◆ getNamespace() [1/2]

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().

◆ getNamespace() [2/2]

std::string bpp::FunctionWrapper::getNamespace ( ) const

inlineoverridevirtualinherited

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

Implements bpp::Parametrizable.

Definition at line 322 of file Functions.h.

◆ getNumberOfParameters() [1/2]

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().

◆ getNumberOfParameters() [2/2]

size_t bpp::FunctionWrapper::getNumberOfParameters ( ) const

inlineoverridevirtualinherited

Get the number of parameters.

See also: getNumberOfIndependentParameters If some parameters are aliased.

Returns: The number of parameters.

Implements bpp::Parametrizable.

Definition at line 312 of file Functions.h.

◆ getParameterNameWithoutNamespace() [1/2]

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().

◆ getParameterNameWithoutNamespace() [2/2]

std::string bpp::FunctionWrapper::getParameterNameWithoutNamespace ( const std::string & name ) const

inlineoverridevirtualinherited

Resolves a parameter name according to the current namespace.

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

Implements bpp::Parametrizable.

Definition at line 327 of file Functions.h.

◆ getParameters() [1/2]

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() [2/2]

const ParameterList& bpp::FunctionWrapper::getParameters ( ) const

inlineoverridevirtualinherited

Get all parameters available.

See also: getIndependentParameters if some parameters are aliased.

Returns: A list with all parameters available.

Implements bpp::Parametrizable.

Definition at line 257 of file Functions.h.

◆ getParameters_() [1/2]

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().

◆ getParameters_() [2/2]

ParameterList& bpp::FunctionWrapper::getParameters_ ( )

inlineoverrideprotectedvirtualinherited

Get all parameters available.

See also: getIndependentParameters if some parameters are aliased.

Returns: A list with all parameters available.

Implements bpp::Parametrizable.

Definition at line 333 of file Functions.h.

◆ getParameterValue() [1/2]

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().

◆ getParameterValue() [2/2]

double bpp::FunctionWrapper::getParameterValue ( const std::string & name ) const

inlineoverridevirtualinherited

Get the value for parameter of name 'name'.

Parameters

name	The name of the parameter.

Returns: the value of parameter name.

Implements bpp::Parametrizable.

Definition at line 277 of file Functions.h.

◆ getSecondOrderDerivative() [1/2]

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

inlineoverridevirtual

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.

Implements bpp::SecondOrderDerivable.

Definition at line 89 of file FivePointsNumericalDerivative.h.

References updateDerivatives().

◆ getSecondOrderDerivative() [2/2]

double bpp::AbstractNumericalDerivative::getSecondOrderDerivative ( const std::string & variable ) const

inlineoverridevirtualinherited

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.

Implements bpp::SecondOrderDerivable.

Reimplemented in bpp::TwoPointsNumericalDerivative.

Definition at line 168 of file NumericalDerivative.h.

◆ getValue()

double bpp::FivePointsNumericalDerivative::getValue ( ) const

inlineoverridevirtual

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.

Implements bpp::FunctionInterface.

Definition at line 84 of file FivePointsNumericalDerivative.h.

References f3_.

◆ hasParameter() [1/2]

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().

◆ hasParameter() [2/2]

bool bpp::FunctionWrapper::hasParameter ( const std::string & name ) const

inlineoverridevirtualinherited

Tell if there is a parameter with specified name.

Parameters

name	The name of the parameter to look for.

Returns: y/n.

Implements bpp::Parametrizable.

Definition at line 247 of file Functions.h.

◆ matchParametersValues()

bool bpp::AbstractNumericalDerivative::matchParametersValues ( const ParameterList & parameters )

inlineoverridevirtualinherited

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.

Reimplemented from bpp::FunctionWrapper.

Definition at line 227 of file NumericalDerivative.h.

◆ parameter() [1/2]

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().

◆ parameter() [2/2]

const Parameter& bpp::FunctionWrapper::parameter ( const std::string & name ) const

inlineoverridevirtualinherited

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.

Implements bpp::Parametrizable.

Definition at line 262 of file Functions.h.

◆ removeConstraint() [1/2]

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().

◆ removeConstraint() [2/2]

void bpp::FunctionWrapper::removeConstraint ( const std::string & name )

inlineoverridevirtualinherited

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.

Implements bpp::Parametrizable.

Definition at line 302 of file Functions.h.

◆ setAllParametersValues()

void bpp::AbstractNumericalDerivative::setAllParametersValues ( const ParameterList & parameters )

inlineoverridevirtualinherited

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.

Reimplemented from bpp::FunctionWrapper.

Definition at line 209 of file NumericalDerivative.h.

◆ setConstraint() [1/2]

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().

◆ setConstraint() [2/2]

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

inlineoverridevirtualinherited

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.

Implements bpp::Parametrizable.

Definition at line 307 of file Functions.h.

◆ setInterval()

void bpp::AbstractNumericalDerivative::setInterval ( double h )

inlineoverridevirtualinherited

Set the interval value used in numerical approximation.

Default value is 0.0001.

Parameters

h	Interval value.

Implements bpp::NumericalDerivativeInterface.

Definition at line 122 of file NumericalDerivative.h.

◆ setNamespace() [1/2]

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().

◆ setNamespace() [2/2]

void bpp::FunctionWrapper::setNamespace ( const std::string & prefix )

inlineoverridevirtualinherited

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.

Implements bpp::Parametrizable.

Definition at line 317 of file Functions.h.

◆ setParameters()

void bpp::AbstractNumericalDerivative::setParameters ( const ParameterList & parameters )

inlineoverridevirtualinherited

Set the point where the function must be computed.

Parameters

parameters The parameter set to pass to the function.

Reimplemented from bpp::FunctionWrapper.

Definition at line 204 of file NumericalDerivative.h.

◆ setParametersToDerivate()

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

inlineoverridevirtualinherited

Set the list of parameters to derivate numerically.

Parameters

variables A list of all parameter names.

Implements bpp::NumericalDerivativeInterface.

Definition at line 126 of file NumericalDerivative.h.

References bpp::RowMatrix< Scalar >::resize().

◆ setParametersValues()

void bpp::AbstractNumericalDerivative::setParametersValues ( const ParameterList & parameters )

inlineoverridevirtualinherited

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.

Reimplemented from bpp::FunctionWrapper.

Definition at line 221 of file NumericalDerivative.h.

◆ setParameterValue()

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

inlineoverridevirtualinherited

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.

Reimplemented from bpp::FunctionWrapper.

Definition at line 215 of file NumericalDerivative.h.

◆ updateDerivatives()

void FivePointsNumericalDerivative::updateDerivatives ( const ParameterList & parameters )

overrideprotectedvirtual

Compute derivatives.

Parameters

parameters The point where to compute derivatives. It is NOT passed as references, as the inner parameters of the function will be changed when computing the numerical derivatives.

Implements bpp::AbstractNumericalDerivative.

Definition at line 10 of file FivePointsNumericalDerivative.cpp.

References bpp::ParameterList::createSubList(), bpp::ParameterList::getParameterValue(), bpp::ParameterList::hasParameter(), and bpp::ParameterList::setParameters().

Referenced by getSecondOrderDerivative().

Member Data Documentation

◆ computeCrossD2_

bool bpp::AbstractNumericalDerivative::computeCrossD2_

protectedinherited

Definition at line 77 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

◆ computeD1_

bool bpp::AbstractNumericalDerivative::computeD1_

protectedinherited

Definition at line 77 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

◆ computeD2_

bool bpp::AbstractNumericalDerivative::computeD2_

protectedinherited

Definition at line 77 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

◆ crossDer2_

RowMatrix<double> bpp::AbstractNumericalDerivative::crossDer2_

protectedinherited

Definition at line 76 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

◆ der1_

std::vector<double> bpp::AbstractNumericalDerivative::der1_

protectedinherited

Definition at line 74 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

◆ der2_

std::vector<double> bpp::AbstractNumericalDerivative::der2_

protectedinherited

Definition at line 75 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

◆ f1_

double bpp::FivePointsNumericalDerivative::f1_

private

Definition at line 55 of file FivePointsNumericalDerivative.h.

◆ f2_

double bpp::FivePointsNumericalDerivative::f2_

private

Definition at line 55 of file FivePointsNumericalDerivative.h.

◆ f3_

double bpp::FivePointsNumericalDerivative::f3_

private

Definition at line 55 of file FivePointsNumericalDerivative.h.

Referenced by getValue().

◆ f4_

double bpp::FivePointsNumericalDerivative::f4_

private

Definition at line 55 of file FivePointsNumericalDerivative.h.

◆ f5_

double bpp::FivePointsNumericalDerivative::f5_

private

Definition at line 55 of file FivePointsNumericalDerivative.h.

◆ function1_

std::shared_ptr<FirstOrderDerivable> bpp::AbstractNumericalDerivative::function1_

protectedinherited

Definition at line 69 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

◆ function2_

std::shared_ptr<SecondOrderDerivable> bpp::AbstractNumericalDerivative::function2_

protectedinherited

Definition at line 70 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

◆ function_

std::shared_ptr<FunctionInterface> bpp::FunctionWrapper::function_

protectedinherited

Definition at line 235 of file Functions.h.

Referenced by bpp::FunctionWrapper::operator=().

◆ h_

double bpp::AbstractNumericalDerivative::h_

protectedinherited

Definition at line 71 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

◆ index_

std::map<std::string, size_t> bpp::AbstractNumericalDerivative::index_

mutableprotectedinherited

Definition at line 73 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

◆ variables_

std::vector<std::string> bpp::AbstractNumericalDerivative::variables_

protectedinherited

Definition at line 72 of file NumericalDerivative.h.

Referenced by bpp::AbstractNumericalDerivative::operator=().

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

Bpp/Numeric/Function/FivePointsNumericalDerivative.h
Bpp/Numeric/Function/FivePointsNumericalDerivative.cpp

Public Member Functions

Protected Member Functions

Protected Attributes

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ FivePointsNumericalDerivative() [1/3]

◆ FivePointsNumericalDerivative() [2/3]

◆ FivePointsNumericalDerivative() [3/3]

◆ ~FivePointsNumericalDerivative()

Member Function Documentation

◆ clone()

◆ d2f() [1/2]

◆ d2f() [2/2]

◆ df()

◆ enableFirstOrderDerivatives() [1/2]

◆ enableFirstOrderDerivatives() [2/2]

◆ enableSecondOrderCrossDerivatives() [1/2]

◆ enableSecondOrderCrossDerivatives() [2/2]

◆ enableSecondOrderDerivatives() [1/2]

◆ enableSecondOrderDerivatives() [2/2]

◆ f()

◆ getFirstOrderDerivative()

◆ getInterval()

◆ getNamespace() [1/2]

◆ getNamespace() [2/2]

◆ getNumberOfParameters() [1/2]

◆ getNumberOfParameters() [2/2]

◆ getParameterNameWithoutNamespace() [1/2]

◆ getParameterNameWithoutNamespace() [2/2]

◆ getParameters() [1/2]

◆ getParameters() [2/2]

◆ getParameters_() [1/2]

◆ getParameters_() [2/2]

◆ getParameterValue() [1/2]

◆ getParameterValue() [2/2]

◆ getSecondOrderDerivative() [1/2]

◆ getSecondOrderDerivative() [2/2]

◆ getValue()

◆ hasParameter() [1/2]

◆ hasParameter() [2/2]

◆ matchParametersValues()

◆ parameter() [1/2]

◆ parameter() [2/2]

◆ removeConstraint() [1/2]

◆ removeConstraint() [2/2]

◆ setAllParametersValues()

◆ setConstraint() [1/2]

◆ setConstraint() [2/2]

◆ setInterval()

◆ setNamespace() [1/2]

◆ setNamespace() [2/2]

◆ setParameters()

◆ setParametersToDerivate()

◆ setParametersValues()

◆ setParameterValue()

◆ updateDerivatives()

Member Data Documentation

◆ computeCrossD2_

◆ computeD1_

◆ computeD2_

◆ crossDer2_

◆ der1_

◆ der2_

◆ f1_

◆ f2_

◆ f3_

◆ f4_

◆ f5_

◆ function1_

◆ function2_

◆ function_

◆ h_

◆ index_

◆ variables_