muq2ithaca.H File Reference

Header file of the muq2ithaca namespace. More...

#include <iostream>
#include <Eigen/Eigen>
#include "ITHACAassert.H"
#include "Foam2Eigen.H"
#include "MUQ/Modeling/Distributions/Gaussian.h"
#include "MUQ/Modeling/Distributions/Density.h"
#include "MUQ/SamplingAlgorithms/SamplingProblem.h"
#include "MUQ/SamplingAlgorithms/SingleChainMCMC.h"
#include "MUQ/SamplingAlgorithms/MCMCFactory.h"
#include <boost/property_tree/ptree.hpp>

Go to the source code of this file.

Namespaces
namespace	ITHACAmuq
namespace	ITHACAmuq::muq2ithaca

Functions
Eigen::MatrixXd	ITHACAmuq::muq2ithaca::EnsembleKalmanFilter (Eigen::MatrixXd prior, Eigen::VectorXd measurements, Eigen::MatrixXd measurementsCov, Eigen::MatrixXd observedState)
	Ensemble Kalman Filter.
Eigen::MatrixXd	ITHACAmuq::muq2ithaca::EnsembleKalmanFilter (PtrList< volScalarField > &prior, Eigen::VectorXd measurements, Eigen::MatrixXd measurementsCov, Eigen::MatrixXd observedState)
	Ensemble Kalman Filter.
double	ITHACAmuq::muq2ithaca::quantile (Eigen::VectorXd samps, double p, int method=1)
	Returns quantile for a vector of samples.
Eigen::VectorXd	ITHACAmuq::muq2ithaca::quantile (Eigen::MatrixXd samps, double p, int method=1)
	Returns quantile for a matrix of samples.

Detailed Description

Header file of the muq2ithaca namespace.

It contains functions to

Definition in file muq2ithaca.H.