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UserDefinedRV.cpp Go to the documentation of this file. /* ****************************************************************** ** ** OpenSees - Open System for Earthquake Engineering Simulation ** ** Pacific Earthquake Engineering Research Center ** ** ** ** ** ** (C) Copyright 2001, The Regents of the University of California ** ** All Rights Reserved. ** ** ** ** Commercial use of this program without express permission of the ** ** University of California, Berkeley, is strictly prohibited. See ** ** file 'COPYRIGHT' in main directory for information on usage and ** ** redistribution, and for a DISCLAIMER OF ALL WARRANTIES. ** ** ** ** Developed by: ** ** Frank McKenna (fmckenna@ce.berkeley.edu) ** ** Gregory L. Fenves (fenves@ce.berkeley.edu) ** ** Filip C. Filippou (filippou@ce.berkeley.edu) ** ** ** ** Reliability module developed by: ** ** Terje Haukaas (haukaas@ce.berkeley.edu) ** ** Armen Der Kiureghian (adk@ce.berkeley.edu) ** ** ** ** ****************************************************************** */ // $Revision: 1.1 $ // $Date: 2003/10/27 23:04:39 $ // $Source: /usr/local/cvs/OpenSees/SRC/reliability/domain/distributions/UserDefinedRV.cpp,v $ // // Written by Terje Haukaas (haukaas@ce.berkeley.edu) // #include <UserDefinedRV.h> #include <math.h> #include <string.h> #include <classTags.h> #include <OPS_Globals.h> #include <Vector.h> UserDefinedRV::UserDefinedRV(int passedTag, Vector pxPoints, Vector pPDFpoints, double pStartValue) :RandomVariable(passedTag, RANDOM_VARIABLE_userdefined) { xPoints = new Vector(pxPoints); PDFpoints = new Vector(pPDFpoints); startValue = pStartValue; } UserDefinedRV::UserDefinedRV(int passedTag, Vector pxPoints, Vector pPDFpoints) :RandomVariable(passedTag, RANDOM_VARIABLE_userdefined) { xPoints = new Vector(pxPoints); PDFpoints = new Vector(pPDFpoints); startValue = getMean(); } UserDefinedRV::~UserDefinedRV() { if (xPoints != 0) { delete xPoints; } if (PDFpoints != 0) { delete PDFpoints; } } void UserDefinedRV::Print(OPS_Stream &s, int flag) { } double UserDefinedRV::getPDFvalue(double x) { double ok = -1.0; if ( x < (*xPoints)(0) ) { return 0.0; } else if ( x > (*xPoints)(xPoints->Size()-1) ) { return 0.0; } else { for ( int i=1; i<xPoints->Size(); i++ ) { if ( x <= (*xPoints)(i) ) { double a = ((*PDFpoints)(i)-(*PDFpoints)(i-1))/((*xPoints)(i)-(*xPoints)(i-1)); ok = ( a * (x-(*xPoints)(i-1)) + (*PDFpoints)(i-1) ); break; } } if (ok<0.0) { opserr << "ERROR: UserDefinedRV::getPDFvalue() -- distribution function seems to be invalid." << endln; } return ok; } } double UserDefinedRV::getCDFvalue(double x) { double ok = -1.0; if ( x < (*xPoints)(0) ) { return 0.0; } else if ( x > (*xPoints)(xPoints->Size()-1) ) { return 1.0; } else { double sum = 0.0; for ( int i=1; i<xPoints->Size(); i++ ) { if ( x <= (*xPoints)(i) ) { ok = ( sum + 0.5 * (getPDFvalue(x)+(*PDFpoints)(i-1)) * (x-(*xPoints)(i-1)) ); break; } sum += 0.5 * ((*PDFpoints)(i)+(*PDFpoints)(i-1)) * ((*xPoints)(i)-(*xPoints)(i-1)); } if (ok<0.0) { opserr << "ERROR: UserDefinedRV::getPDFvalue() -- distribution function seems to be invalid." << endln; } return ok; } } double UserDefinedRV::getInverseCDFvalue(double p) { if (p < 0.0 || p > 1.0) { opserr << "ERROR: Illegal probability value input to UserDefinedRV::getInverseCDFvalue()" << endln; return 0.0; } else if (p == 0.0) { return ((*xPoints)(0)); } double ok; for ( int i=1; i<xPoints->Size(); i++ ) { if ( getCDFvalue((*xPoints)(i)) > p) { double a = (getPDFvalue((*xPoints)(i))-getPDFvalue((*xPoints)(i-1)))/((*xPoints)(i)-(*xPoints)(i-1)); if ( a==0.0 && getPDFvalue((*xPoints)(i-1))==0.0 ) { opserr << "ERROR: An inside region of PDF is constant zero..." << endln; } else if (a==0.0) { ok = (p-getCDFvalue((*xPoints)(i-1))+getPDFvalue((*xPoints)(i-1))*(*xPoints)(i-1))/getPDFvalue((*xPoints)(i-1)); } else { double A = 0.5*a; double B = getPDFvalue((*xPoints)(i-1)); double C = getCDFvalue((*xPoints)(i-1)) - p; double x_minus_x_i_1 = (-B+sqrt(B*B-4.0*A*C))/(2.0*A); ok = x_minus_x_i_1 + ((*xPoints)(i-1)); } break; } } return ok; } const char * UserDefinedRV::getType() { return "USERDEFINED"; } double UserDefinedRV::getMean() { double sum = 0.0; double a, b; for ( int i=1; i<xPoints->Size(); i++ ) { a = ((*PDFpoints)(i)-(*PDFpoints)(i-1))/((*xPoints)(i)-(*xPoints)(i-1)); b = (*PDFpoints)(i-1) - a * (*xPoints)(i-1); sum += a*((*xPoints)(i))*((*xPoints)(i))*((*xPoints)(i))/3.0 + 0.5*b*((*xPoints)(i))*((*xPoints)(i)) - a*((*xPoints)(i-1))*((*xPoints)(i-1))*((*xPoints)(i-1))/3.0 - 0.5*b*((*xPoints)(i-1))*((*xPoints)(i-1)); } return sum; } double UserDefinedRV::getStdv() { double sum = 0.0; double a, b; double mu = getMean(); for ( int i=1; i<xPoints->Size(); i++ ) { a = ((*PDFpoints)(i)-(*PDFpoints)(i-1))/((*xPoints)(i)-(*xPoints)(i-1)); b = (*PDFpoints)(i-1) - a * (*xPoints)(i-1); double x1 = (*xPoints)(i-1); double x2 = (*xPoints)(i); sum += 0.25*a*x2*x2*x2*x2 - 2.0/3.0*mu*a*x2*x2*x2 + mu*mu*b*x2 - mu*b*x2*x2 + b*x2*x2*x2/3.0 + 0.5*mu*mu*a*x2*x2 - 0.25*a*x1*x1*x1*x1 + 2.0/3.0*mu*a*x1*x1*x1 - mu*mu*b*x1 + mu*b*x1*x1 - b*x1*x1*x1/3.0 - 0.5*mu*mu*a*x1*x1; } return sqrt(sum); } double UserDefinedRV::getStartValue() { return startValue; } double UserDefinedRV::getParameter1() {opserr<<"No such parameter in r.v. #"<<tag<<endln; return 0.0;} double UserDefinedRV::getParameter2() {opserr<<"No such parameter in r.v. #"<<tag<<endln; return 0.0;} double UserDefinedRV::getParameter3() {opserr<<"No such parameter in r.v. #"<<tag<<endln; return 0.0;} double UserDefinedRV::getParameter4() {opserr<<"No such parameter in r.v. #"<<tag<<endln; return 0.0;} Generated on Mon Oct 23 15:05:26 2006 for OpenSees by  1.5.0

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