The Histogram class is used to compute statistics. More...

#include <ocsHistogram.hh>

Public Member Functions
	Histogram ()
	Histogram (int qtBins2, double MinRange2, double MaxRange2)
	Histogram constructor.
	Histogram (string InFileName)
	Histogram constructor: Reads parameters from a file.
void	InitHistogram (string InFileName)
	~Histogram ()
	Histogram destructor.
void	ReleaseMemory (void)
	Called by destructor ~Histogram().
void	ClearHistogram (void)
	Reinitializes histogram.
void	AddSample (double vSample)
	Adds a sample to the histogram.
void	AddImportantSample (double vSample, double LikelihoodRatio)
	Adds a sample to the histogram. Used in importance sampling.
void	ImportData (string InFileName, int Column, int qtColumns)
void	ImportData (string InFileName)
void	SetFileNameWithSamples (string FileNameWithSamples2)
void	Obtain_pdf (void)
	Converts a histogram into a probability density function (pdf).
void	MultipleHeuristicBalanceImport (string InFileName, int Convert2dB_Scale)
	The method of choice for merging in multiple importance sampling.
void	MergeMultipleConditionalHeuristicBalance (string InFileName, double z_min, double z_max, int Convert2dB_Scale)
void	MergeMultipleConditionalHeuristicBalance (string InFileName, double z_min, double z_max, double w_min, double w_max, int Convert2dB_Scale)
void	MultipleWeightedImport (string InFileName)
	NOT USED AT MOMENT.
void	MultipleSelectMaxRelNumHitsImport (string InFileName, int Convert2dB_Scale)
void	MultipleSelectiveImport (string InFileName)
void	ConditionalMultipleSelectiveImport (string InFileName, int Convert2dB_Scale)
	NOT USED AT MOMENT.
void	MultipleImport (string InFileName, int Convert2dB_Scale)
	NOT USED AT MOMENT.
void	MultipleUnbiasedImport (string InFileName)
	By JZ Aug 2004.
void	WriteFile_pdf (string OutFileName)
void	WriteFile_cdf (string OutFileName)
void	WriteFile_cdfc (string OutFileName)
void	WriteFileQtSamplesBin (string OutFileName)
	Write the number of hits per bin to a file.
void	WriteFileBinValues (string OutFileName)
	Write the values in the bins to a file.
void	WriteFilePDF (string OutFileName)
	Old code. Do not use!
void	WriteFileMaxwell_pdf (string OutFileName, int qtPoints)
void	WriteFileSndOrderPDV_pdf (string OutFileName, int qtPoints)
	Not used by Reduced Model!
void	WriteFileGaussian_pdf (string OutFileName, int qtPoints)
void	WriteFileGaussian_cdf (string OutFileName, int qtPoints)
void	WriteFileGaussian_cdfc (string OutFileName, int qtPoints)
int	GetQtBins (void)
double	GetMinRange (void)
double	GetMaxRange (void)
long	GetQtSamples (void)
long	GetQtSamplesInRange (void)
void	SetBin (int NumBin, double ValueBin)
double	GetBin (int NumBin)
double	Get_cdfBin (int NumBin)
double	Get_cdfcBin (int NumBin)
int	GetIndex_pdf (double vSample)
long	GetQtSamplesBin (int NumBin)
double	GetSumLikelihoodRatio (void)
double	GetMean (void)
double	GetMeanSquare (void)
double	GetStdDev (void)
	Get the standard deviation where normalize by qtSamples - 1.
double	GetMinSample ()
double	GetMaxSample ()
double	GetSumProbabilities (void)
	Get the sum of all the probabilities. Use for debugging.
double	Get_pdfX (int ii)
double	Get_pdfY (int ii)
double	Get_pdfConfidence (int ii)
double	Get_cdfConfidence (int ii)
double	Get_cdfcConfidence (int ii)
Private Member Functions
void	InitHistogram (int qtBins2, double MinRange2, double MaxRange2)
	Private method called by Histogram constructors.
Private Attributes
int	ObjectInitialized
int	Index_pdf
int	MakeFileWithSamples
string	FileNameWithSamples
string	HistInFileName
	Name of the input parameter file for Histogram class.
int	qtBins
	The number of bins in the histogram.
int	qtBinsLast
double	MinRange
	The minimum value in the domain of the histogram (double).
double	MaxRange
	The maximum value in the domain of the histogram (double).
double *	Bin
double *	BinSquare
double *	cdfBin
double *	cdfcBin
double *	cdfBinSquare
double *	cdfcBinSquare
long *	qtSamplesBin
long	qtSamples
	The total number of samples used to construct the histogram.
long	qtSamplesInRange
	The total number of samples that fall in the domain of the histogram.
double	SumLikelihoodRatio
	The sum of all likelihood ratios. Used in importance sampling.
double	SumUnitaryLikelihoodRatio
double *	pdfX
	Double array of X-values of pdf. Computed by Obtain_pdf().
double *	pdfY
double *	pdfConfidence
	Double array giving size of confidence interval. Computed by Obtain_pdf().
int	PreviouslyComputed_pdfConfidenceFlag
double *	cdfConfidence
double *	cdfcConfidence
double	MeanTmp
double	MeanSquareTmp
double	MinSample
	The minimum value of all samples. May lie outside domain of histogram!
double	MaxSample
	The maximum value of all samples. May lie outside domain of histogram!
ofstream *	OutFileWithSamples
double *	ExpPolynomialCoef
int	DebugLevel
	DebugLevel = 0 gives no output to LogFile.

Detailed Description

The Histogram class is used to compute statistics.

The Histogram class is used to compute statistics and probability density functions. It can be used for standard Monte Carlo simulations or Monte Carlo simulations with importance sampling

Constructor & Destructor Documentation

Histogram::Histogram ( ) [inline]

Vacuous constructor that can be used when constructing an array of Histogram objects

Referenced by MergeMultipleConditionalHeuristicBalance(), MultipleHeuristicBalanceImport(), MultipleImport(), MultipleSelectiveImport(), MultipleSelectMaxRelNumHitsImport(), MultipleUnbiasedImport(), and MultipleWeightedImport().

Histogram::Histogram	(	int	qtBins2,
		double	MinRange2,
		double	MaxRange2
	)

Histogram constructor.

This constructor calls the private method InitHistogram

Parameters:

	qtBins2	The number of bins in the histogram
	MinRange2	Minimum value of the domain of the Histogram
	MaxRange2	Maximum value of the domain of the Histogram

See also:: Histogram(string InFileName) ~Histogram() InitHistogram(int qtBins2,double MinRange2, double MaxRange2)

References InitHistogram(), MakeFileWithSamples, and ObjectInitialized.

Histogram::Histogram ( string InFileName )

Histogram constructor: Reads parameters from a file.

This constructor reads parameters from the file

Parameters:

InFileName,:

Name of parameter input file (a C++ string)

This constructor just calls InitHistogram(string InFileName).

See also:: InitHistogram(string InFileName) Histogram(int qtBins2,double MinRange2, double MaxRange2) ~Histogram() InitHistogram AddImportantSample MakeFileWithSamples FileNameWithSamples

References InitHistogram().

Histogram::~Histogram ( )

Histogram destructor.

See also:: ReleaseMemory

References ReleaseMemory().

Member Function Documentation

void Histogram::AddImportantSample	(	double	vSample,
		double	LikelihoodRatio
	)

Adds a sample to the histogram. Used in importance sampling.

Algorithm:

If the flag MakeFileWithSamples == 1, then writes sample and likelihood ratio to the file whose name is given by the string FileNameWithSamples
If the sample is in the domain of the histogram, the variables used internally to compute the mean and standard deviation of the histogram are updated
If the sample is in the domain of the histogram, the histogram itself is updated by placing the sample in the correct bin a weight that is given by the LikelihoodRatio
The histogram of the squares of the samples is also updated.
If the sample is out of range the MinSample and MaxSample values are updated.

Parameters:

	vSample,:	Value of sample to be added (double)
	LikelihoodRatio,:	Likelihood this sample would occur in a standard Monte Carlo simulation

See also:: MakeFileWithSamples Bin

References Bin, BinSquare, cdfBin, cdfBinSquare, cdfcBin, cdfcBinSquare, GetIndex_pdf(), Index_pdf, MakeFileWithSamples, MaxRange, MaxSample, MeanSquareTmp, MeanTmp, MinRange, MinSample, OutFileWithSamples, qtBins, qtSamples, qtSamplesBin, qtSamplesInRange, sq(), SumLikelihoodRatio, and SumUnitaryLikelihoodRatio.

Referenced by AddSample(), ConditionalMultipleSelectiveImport(), ImportData(), MergeMultipleConditionalHeuristicBalance(), MultipleHeuristicBalanceImport(), MultipleImport(), MultipleSelectiveImport(), MultipleSelectMaxRelNumHitsImport(), MultipleUnbiasedImport(), and MultipleWeightedImport().

void Histogram::AddSample ( double vSample )

Adds a sample to the histogram.

Used for standard Monte Carlo simulation. Calls AddImportantSample with parameter LikelihoodRatio = 1.

Parameters:

vSample,:

the value of the sample to be added (double)

See also:: AddImportantSample

References AddImportantSample().

Referenced by PulseEvolutionAnalyzer::ComputePulseEnergyStats(), and ImportData().

void Histogram::ClearHistogram ( void )

void Histogram::ConditionalMultipleSelectiveImport	(	string	InFileName,
		int	Convert2dB_Scale
	)

NOT USED AT MOMENT.

References AddImportantSample(), ClearHistogram(), Linear2dB(), qtSamples, and sgn().

double Histogram::Get_cdfBin ( int NumBin ) [inline]

double Histogram::Get_cdfcBin ( int NumBin ) [inline]

double Histogram::Get_cdfcConfidence ( int ii ) [inline]

Referenced by MergeMultipleConditionalHeuristicBalance(), and MultipleHeuristicBalanceImport().

double Histogram::Get_cdfConfidence ( int ii ) [inline]

Referenced by MergeMultipleConditionalHeuristicBalance(), and MultipleHeuristicBalanceImport().

double Histogram::Get_pdfConfidence ( int ii ) [inline]

Referenced by MergeMultipleConditionalHeuristicBalance(), MultipleHeuristicBalanceImport(), MultipleImport(), MultipleSelectiveImport(), and MultipleSelectMaxRelNumHitsImport().

double Histogram::Get_pdfX ( int ii ) [inline]

double Histogram::Get_pdfY ( int ii ) [inline]

Referenced by MultipleWeightedImport().

double Histogram::GetBin ( int NumBin ) [inline]

Referenced by MultipleSelectMaxRelNumHitsImport().

int Histogram::GetIndex_pdf ( double vSample )

References MaxRange, MinRange, and qtBins.

Referenced by AddImportantSample().

double Histogram::GetMaxRange ( void ) [inline]

double Histogram::GetMaxSample ( ) [inline]

Referenced by Obtain_pdf().

double Histogram::GetMean ( void ) [inline]

Referenced by GetStdDev(), WriteFileGaussian_cdf(), WriteFileGaussian_cdfc(), WriteFileGaussian_pdf(), WriteFileMaxwell_pdf(), WriteFileSndOrderPDV_pdf(), and PulseEvolutionAnalyzer::WriteMeanZerosStdDevOnes().

double Histogram::GetMeanSquare ( void ) [inline]

Referenced by GetStdDev().

double Histogram::GetMinRange ( void ) [inline]

double Histogram::GetMinSample ( ) [inline]

Referenced by Obtain_pdf().

int Histogram::GetQtBins ( void ) [inline]

long Histogram::GetQtSamples ( void ) [inline]

Referenced by MultipleSelectMaxRelNumHitsImport().

long Histogram::GetQtSamplesBin ( int NumBin ) [inline]

Referenced by MultipleSelectMaxRelNumHitsImport(), and MultipleWeightedImport().

long Histogram::GetQtSamplesInRange ( void ) [inline]

double Histogram::GetStdDev ( void )

Get the standard deviation where normalize by qtSamples - 1.

References GetMean(), GetMeanSquare(), qtSamples, sq(), and sqrt().

Referenced by WriteFileGaussian_cdf(), WriteFileGaussian_cdfc(), WriteFileGaussian_pdf(), and PulseEvolutionAnalyzer::WriteMeanZerosStdDevOnes().

double Histogram::GetSumLikelihoodRatio ( void ) [inline]

double Histogram::GetSumProbabilities ( void )

Get the sum of all the probabilities. Use for debugging.

References MaxRange, MinRange, Obtain_pdf(), pdfY, and qtBins.

void Histogram::ImportData	(	string	InFileName,
		int	Column,
		int	qtColumns
	)

Imports data from a file. Used when merge biased pdfs in importance sampling.

Imports a column of sample data from the file and adds the samples to the Histogram.

Parameters:

	InFileName,:	Name of input file (string)
	Column,:	The index of the column of data to be input
	qtColumns,:	The number of columns in the file

See also:: ImportData(string InFileName, int Column,int qtColumns) AddSample

References AddSample().

void Histogram::ImportData ( string InFileName )

Imports data from a file. Used when merge biased pdfs in importance sampling.

Imports (Sample,LikelihoodRatio)-pairs from the file.

Parameters:

InFileName,:

The input file name (string)

See also:: ImportData(string InFileName, int Column,int qtColumns) AddImportantSample

References AddImportantSample().

void Histogram::InitHistogram ( string InFileName )

Like Histogram::Histogram(string InFileName), but can be used to initialize an element of an array of Histograms

This method reads parameters from the file

Parameters:

InFileName,:

Name of parameter input file (a C++ string)

This constructor calls InitHistogram(int qtBins2,double MinRange2, double MaxRange2). It also initializes the flag MakeFileWithSamples and the output file name FileNameWithSamples

See also:: InitHistogram(string InFileName) Histogram(int qtBins2,double MinRange2, double MaxRange2) ~Histogram() InitHistogram AddImportantSample MakeFileWithSamples FileNameWithSamples

References DebugLevel, FileNameWithSamples, HistInFileName, LogFile, LogFileSeparator(), LOWER_AND_UPPER, LOWER_ONLY, MakeFileWithSamples, NO_BOUNDS, ObjectInitialized, OPTIONAL_WARNING, OutFileWithSamples, ReadDouble(), ReadInt(), and ReadString().

Referenced by Histogram().

void Histogram::InitHistogram	(	int	qtBins2,
		double	MinRange2,
		double	MaxRange2
	)			`[private]`

Private method called by Histogram constructors.

Reads in parameters and calls method ClearHistogram

See also:: qtBins MinRange MaxRange ClearHistogram Histogram(int qtBins2 ,double MinRange2,double MaxRange2) Histogram(string InFileName)

References Bin, BinSquare, cdfBin, cdfBinSquare, cdfcBin, cdfcBinSquare, cdfcConfidence, cdfConfidence, ClearHistogram(), ExpPolynomialCoef, MaxRange, MinRange, ObjectInitialized, pdfConfidence, pdfX, pdfY, PreviouslyComputed_pdfConfidenceFlag, qtBins, qtBinsLast, qtSamplesBin, and ReleaseMemory().

void Histogram::MergeMultipleConditionalHeuristicBalance	(	string	InFileName,
		double	z_min,
		double	z_max,
		double	w_min,
		double	w_max,
		int	Convert2dB_Scale
	)

Computes the probability density function f(X=x| z_min < Z < z_max, w_min < W < w_max), Samples of the random variables X,Z,W have been obtained from an importance sampling simulation, and that the names of the files containing the samples are stored in the file InFileName.

References AddImportantSample(), cdfcConfidence, cdfConfidence, ClearHistogram(), Get_cdfcConfidence(), Get_cdfConfidence(), Get_pdfConfidence(), Histogram(), Linear2dB(), MaxRange, MinRange, Obtain_pdf(), pdfConfidence, PreviouslyComputed_pdfConfidenceFlag, qtBins, sq(), and sqrt().

void Histogram::MergeMultipleConditionalHeuristicBalance	(	string	InFileName,
		double	z_min,
		double	z_max,
		int	Convert2dB_Scale
	)

Computes the probability density function f(X=x| z_min < Z < z_max), Samples of the random variables X,Z have been obtained from an importance sampling simulation, and that the names of the files containing the samples are stored in the file InFileName.

References AddImportantSample(), cdfcConfidence, cdfConfidence, ClearHistogram(), Get_cdfcConfidence(), Get_cdfConfidence(), Get_pdfConfidence(), Histogram(), Linear2dB(), MaxRange, MinRange, Obtain_pdf(), pdfConfidence, PreviouslyComputed_pdfConfidenceFlag, qtBins, sq(), and sqrt().

void Histogram::MultipleHeuristicBalanceImport	(	string	InFileName,
		int	Convert2dB_Scale
	)

The method of choice for merging in multiple importance sampling.

References AddImportantSample(), cdfcConfidence, cdfConfidence, ClearHistogram(), Get_cdfcConfidence(), Get_cdfConfidence(), Get_pdfConfidence(), Histogram(), Linear2dB(), MaxRange, MinRange, Obtain_pdf(), pdfConfidence, PreviouslyComputed_pdfConfidenceFlag, qtBins, sq(), and sqrt().

void Histogram::MultipleImport	(	string	InFileName,
		int	Convert2dB_Scale
	)

NOT USED AT MOMENT.

References AddImportantSample(), ClearHistogram(), Get_pdfConfidence(), Histogram(), Linear2dB(), MaxRange, MinRange, Obtain_pdf(), pdfConfidence, PreviouslyComputed_pdfConfidenceFlag, qtBins, sq(), and sqrt().

void Histogram::MultipleSelectiveImport ( string InFileName )

This method appears to be outdated code and is not used by the reduced model

References AddImportantSample(), ClearHistogram(), Get_pdfConfidence(), Histogram(), MaxRange, MinRange, Obtain_pdf(), pdfConfidence, PreviouslyComputed_pdfConfidenceFlag, qtBins, sq(), and sqrt().

void Histogram::MultipleSelectMaxRelNumHitsImport	(	string	InFileName,
		int	Convert2dB_Scale
	)

Merges biased pdfs created using importance sampling into a single pdf. This is Ivan Lima's Maximum Number of Hits Heuristic.

The biased pdf's are assumed to have been previously generated by calls to methods like Histogram::WriteFile_pdf(string OutFileName).

Parameters:

	InFileName,:	Name of file that contains a list of the files containing the biased pdf's. All biased pdf's are assumed to have the same discretized domain.
	Convert2dB_Scale,:	Flag that specifies whether or not to convert the pdfs to be merged from a linear to dB scale.

The method does the following:

Reads in the file names of the pdf's from InFileName. You can have up to 100 files.
For each input pdf construct a Histogram object and add (Sample, LikelihoodRatio) pairs to the histogram by reading in data from the file
Call Histogram::Obtain_pdf for each input pdf.

Next for each bin in the domain of the histograms:

For each of the input biased pdf's compute the number of samples in the bin relative to the total number of samples in the input biased pdf. Call this number the Relative Number of Hits in the given bin for the given biased pdf.
For this histogram, (the one that is calling this method) set the value of the bin in question to be the maximum of the Relative Number of Hits, where we maximize over all the biased pdfs.

Finally, we normalize the histogram by forcing the number of samples to be 1. This will give us the correct statistics WHY???.

Note that because of the way the histogram has been constructed we can't use the methods GetMean(), GetMax(), GetQtSamples(), etc.

References AddImportantSample(), Bin, cdfBin, cdfcBin, ClearHistogram(), Get_pdfConfidence(), GetBin(), GetQtSamples(), GetQtSamplesBin(), HistInFileName, Histogram(), Linear2dB(), LogFile, Obtain_pdf(), pdfConfidence, PreviouslyComputed_pdfConfidenceFlag, qtBins, qtSamples, qtSamplesInRange, SumLikelihoodRatio, and SumUnitaryLikelihoodRatio.

void Histogram::MultipleUnbiasedImport ( string InFileName )

By JZ Aug 2004.

Imports the data from files created by the histogram class and merge multiple sets of files. This method is useful to merge all the samples of independent unbiased simulations, i.e., we assume LikelihoodRatio=1.0

By: Ivan Lima (12/5/01). Adapted by JZ Aug 2004

References AddImportantSample(), ClearHistogram(), Histogram(), MaxRange, MinRange, Obtain_pdf(), and qtBins.

void Histogram::MultipleWeightedImport ( string InFileName )

NOT USED AT MOMENT.

References AddImportantSample(), Bin, ClearHistogram(), Get_pdfY(), GetQtSamplesBin(), HistInFileName, Histogram(), LogFile, MaxRange, MinRange, Obtain_pdf(), qtBins, qtSamples, qtSamplesInRange, SumLikelihoodRatio, and SumUnitaryLikelihoodRatio.

void Histogram::Obtain_pdf ( void )

Converts a histogram into a probability density function (pdf).

This method converts the discrete histogram data into a pdf.
It sets the values of three arrays:

pdfX: Stores the discrete values of the independent variable of the pdf. These values are computed using the centers of the bins.
pdfY: Stores the dependent values of the pdf. The pdf is normalized to have integral 1.
pdfConfidence: ASK IVAN

References Bin, BinSquare, cdfBin, cdfBinSquare, cdfcBin, cdfcBinSquare, cdfcConfidence, cdfConfidence, GetMaxSample(), GetMinSample(), MaxRange, MinRange, pdfConfidence, pdfX, pdfY, PreviouslyComputed_pdfConfidenceFlag, qtBins, qtSamples, qtSamplesInRange, sq(), and sqrt().

Referenced by GetSumProbabilities(), MergeMultipleConditionalHeuristicBalance(), MultipleHeuristicBalanceImport(), MultipleImport(), MultipleSelectiveImport(), MultipleSelectMaxRelNumHitsImport(), MultipleUnbiasedImport(), MultipleWeightedImport(), WriteFile_cdf(), WriteFile_cdfc(), WriteFile_pdf(), WriteFilePDF(), and WriteFileQtSamplesBin().

void Histogram::ReleaseMemory ( void )

Called by destructor ~Histogram().

References Bin, BinSquare, cdfBin, cdfBinSquare, cdfcBin, cdfcBinSquare, cdfcConfidence, cdfConfidence, ExpPolynomialCoef, MakeFileWithSamples, OutFileWithSamples, pdfConfidence, pdfX, pdfY, and qtSamplesBin.

Referenced by InitHistogram(), and ~Histogram().

void Histogram::SetBin	(	int	NumBin,
		double	ValueBin
	)			`[inline]`

void Histogram::SetFileNameWithSamples ( string FileNameWithSamples2 )

References FileNameWithSamples, LogFile, MakeFileWithSamples, and OutFileWithSamples.

void Histogram::WriteFile_cdf ( string OutFileName )

Writes the cumulative density function (cdf) computed by the histogram object to a file

The method first calls Obtain_pdf to compute the pdf

The output file is a matrix of size qtBins by 3:

Column 1 is the vector pdfX
Column 2 is the cdf vector
Column 3 is the vector pdfConfidence, currently set to zero.

See also:: Obtain_pdf

References cdfBin, cdfConfidence, MaxRange, MinRange, Obtain_pdf(), pdfX, qtBins, and qtSamples.

void Histogram::WriteFile_cdfc ( string OutFileName )

Writes the complement of the cumulative density function (cdf) computed by the histogram object to a file

This method is used in applications to compute outage probabilities!

The method first calls Obtain_pdf to compute the pdf

The output file is a matrix of size qtBins by 3:

Column 1 is the vector pdfX
Column 2 is the cdfc vector
Column 3 is the vector pdfConfidence, currently set to zero.

See also:: Obtain_pdf

References cdfcBin, cdfcConfidence, MaxRange, MinRange, Obtain_pdf(), pdfX, qtBins, and qtSamples.

void Histogram::WriteFile_pdf ( string OutFileName )

Writes the probability density function (pdf) computed by the histogram object to a file

The method first calls Obtain_pdf to compute the pdf

The output file is a matrix of size qtBins by 3:

Column 1 is the vector pdfX
Column 2 is the vector pdfY
Column 3 is the vector pdfConfidence (relative to the pdf)

See also:: Obtain_pdf

References Obtain_pdf(), pdfConfidence, pdfX, pdfY, and qtBins.

void Histogram::WriteFileBinValues ( string OutFileName )

Write the values in the bins to a file.

References Bin, pdfX, and qtBins.

void Histogram::WriteFileGaussian_cdf	(	string	OutFileName,
		int	qtPoints
	)

References GetMean(), GetStdDev(), MaxRange, MinRange, pi, sq(), and sqrt().

void Histogram::WriteFileGaussian_cdfc	(	string	OutFileName,
		int	qtPoints
	)

References GetMean(), GetStdDev(), MaxRange, MinRange, pi, sq(), and sqrt().

void Histogram::WriteFileGaussian_pdf	(	string	OutFileName,
		int	qtPoints
	)

Computes a Gaussian pdf with same mean and standard devaition as Histogram's pdf and writes it to a file

The domain of the Gaussian pdf is the same as the domain of the histogram

Parameters:

	OutFileName,:	Name of the output file for the Gaussian pdf
	qtPoints,:	Number of points in the discretization of the Gaussian pdf

The first column of the output is the discretized domain of the histogram. The second column are the values of the pdf.

References GetMean(), GetStdDev(), MaxRange, MinRange, pi, sq(), and sqrt().

void Histogram::WriteFileMaxwell_pdf	(	string	OutFileName,
		int	qtPoints
	)

Computes a Maxwellian pdf with same mean as Histogram's pdf and writes it to a file

The domain of the Maxwellian pdf is the same as the domain of the histogram

Parameters:

	OutFileName,:	Name of the output file for the Maxwellian pdf
	qtPoints,:	Number of points in the discretization of the Maxwellian pdf

References cube(), GetMean(), MaxRange, MinRange, pi, sq(), and sqrt().

void Histogram::WriteFilePDF ( string OutFileName )

Old code. Do not use!

References Obtain_pdf(), pdfX, pdfY, qtBins, qtSamples, and qtSamplesInRange.

void Histogram::WriteFileQtSamplesBin ( string OutFileName )

Write the number of hits per bin to a file.

The method first calls Obtain_pdf to compute the pdf

The output file is a matrix of size qtBins by 3:

Column 1 is the vector pdfX
Column 2 is the number of hits per bin
Column 3 is the vector pdfConfidence (not necessarily debugged)

See also:: Obtain_pdf

References Obtain_pdf(), pdfConfidence, pdfX, qtBins, and qtSamplesBin.

void Histogram::WriteFileSndOrderPDV_pdf	(	string	OutFileName,
		int	qtPoints
	)

Not used by Reduced Model!

Writes to a file the theoretical pdf of the length of the second order component of the polarization dispersion vector, with the same mean as that of the Histogram

References GetMean(), MaxRange, MinRange, pi, and sq().

Member Data Documentation

double* Histogram::Bin [private]

Double array of length qtBins used to store the binned samples of the histogram, weighted by their likelihood.

Each bin of the histogram has an associated indicator function. The indicator function I_i of the i-th bin is a binary function on samples. It takes the value 1 if the sample is placed in the i-th bin and the value 0 otherwise. In other words I_i is a binary random variable. The mean of I_i gives the probability of being in the bin. The standard deviation of I_i is a measure of how close the mean of I_i is to the true value of the pdf. The confidence interval of the i-th bin in a histogram is [mean(I_i) - std_dev(I_i), mean(I_i) + std_dev(I_i)]. There is a large chance that the true probability of being in the i-th bin lies in the confidence interval. So the smaller std_dev(I_i)/mean(I_i) the more accurately the histogram estimates the true pdf.

In standard Monte Carlo the probability of being in [a,b] is the sum over all samples of the indicator function of [a,b] evaluated at the sample, divided by the number of samples.

In importance sampling the probability of being in [a,b] is the sum over all samples of the product of the indicator function of [a,b] evaluated at the sample and the likelihood that the sample would actually occur, divided by the number of samples.

Referenced by AddImportantSample(), ClearHistogram(), InitHistogram(), MultipleSelectMaxRelNumHitsImport(), MultipleWeightedImport(), Obtain_pdf(), ReleaseMemory(), and WriteFileBinValues().

double* Histogram::BinSquare [private]

Double array of length qtBins used to store the squares of the binned samples of the histogram, weighted by their likelihood.

Used to compute confidence intervals.

See also:: Bin

Referenced by AddImportantSample(), ClearHistogram(), InitHistogram(), Obtain_pdf(), and ReleaseMemory().

double* Histogram::cdfBin [private]

Integer array containing the number of samples that have been placed in a bin.

For standard Monte Carlo qtSamplesBin[i] = Bin[i], but this is not true for importance sampling, since the binned samples are weighted by their Likelihood ratio.

Referenced by AddImportantSample(), ClearHistogram(), InitHistogram(), MultipleSelectMaxRelNumHitsImport(), Obtain_pdf(), ReleaseMemory(), and WriteFile_cdf().

double* Histogram::cdfBinSquare [private]

Referenced by AddImportantSample(), ClearHistogram(), InitHistogram(), Obtain_pdf(), and ReleaseMemory().

double* Histogram::cdfcBin [private]

Referenced by AddImportantSample(), ClearHistogram(), InitHistogram(), MultipleSelectMaxRelNumHitsImport(), Obtain_pdf(), ReleaseMemory(), and WriteFile_cdfc().

double* Histogram::cdfcBinSquare [private]

Referenced by AddImportantSample(), ClearHistogram(), InitHistogram(), Obtain_pdf(), and ReleaseMemory().

double* Histogram::cdfcConfidence [private]

Referenced by ClearHistogram(), InitHistogram(), MergeMultipleConditionalHeuristicBalance(), MultipleHeuristicBalanceImport(), Obtain_pdf(), ReleaseMemory(), and WriteFile_cdfc().

double* Histogram::cdfConfidence [private]

Referenced by ClearHistogram(), InitHistogram(), MergeMultipleConditionalHeuristicBalance(), MultipleHeuristicBalanceImport(), Obtain_pdf(), ReleaseMemory(), and WriteFile_cdf().

int Histogram::DebugLevel [private]

DebugLevel = 0 gives no output to LogFile.

Referenced by InitHistogram().

double* Histogram::ExpPolynomialCoef [private]

Referenced by InitHistogram(), and ReleaseMemory().

string Histogram::FileNameWithSamples [private]

Name of the output file to which (sample,likelihood ratio)-pairs are written. Used in importance sampling.

See also:: MakeFileWithSamples AddImportantSample

Referenced by InitHistogram(), and SetFileNameWithSamples().

string Histogram::HistInFileName [private]

Name of the input parameter file for Histogram class.

See also:: Histogram(string InFileName)

Referenced by InitHistogram(), MultipleSelectMaxRelNumHitsImport(), and MultipleWeightedImport().

int Histogram::Index_pdf [private]

Referenced by AddImportantSample().

int Histogram::MakeFileWithSamples [private]

Flag that controls whether (sample,likelihood ratio)-pairs are written to the output file named string FileNameWithSamples. Used in importance sampling