org.opensha.sra.calc.portfolioLEC
Class AbstractPortfolioLECCalculator

java.lang.Object
  org.opensha.sra.calc.portfolioLEC.AbstractPortfolioLECCalculator

Direct Known Subclasses:

MomentMatchingPortfolioLECCalculator, MonteCarloPortfolioLECCalculator

public abstract class AbstractPortfolioLECCalculator
extends Object

Nested Class Summary

protected class

AbstractPortfolioLECCalculator.ShakingResult

Field Summary

static boolean	D
protected static double	interEventFactor
protected static double	valueCoefficientOfVariation

Constructor Summary

AbstractPortfolioLECCalculator()

Method Summary

void	calcFrequencyOfExceedanceCurve(ScalarIMR imr, ERF erf, Portfolio portfolio, DiscretizedFunc function)
protected double	calcMedDamage(double meanDamage, double deltaJ)
protected void	calcProbabilityOfExceedanceCurve(DiscretizedFunc[][] funcs, ERF erf, DiscretizedFunc function)
void	calcProbabilityOfExceedanceCurve(ScalarIMR imr, ERF erf, Portfolio portfolio, DiscretizedFunc function)
protected abstract DiscretizedFunc[][]	calcRuptureLECs(ScalarIMR imr, ERF erf, Portfolio portfolio, DiscretizedFunc function)
protected AbstractPortfolioLECCalculator.ShakingResult	calcShaking(ScalarIMR imr)
protected double	getMaxSiteSourceDistance()
protected void	populateValues(Portfolio portfolio, double[] mValue, double[] betaVJs, double[] medValue, double[] hValue, double[] lValue)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

D

public static final boolean D

See Also:

Constant Field Values

valueCoefficientOfVariation

protected static double valueCoefficientOfVariation

interEventFactor

protected static double interEventFactor

Constructor Detail

AbstractPortfolioLECCalculator

public AbstractPortfolioLECCalculator()

Method Detail

calcRuptureLECs

protected abstract DiscretizedFunc[][] calcRuptureLECs(ScalarIMR imr,
                                                       ERF erf,
                                                       Portfolio portfolio,
                                                       DiscretizedFunc function)

calcProbabilityOfExceedanceCurve

protected void calcProbabilityOfExceedanceCurve(DiscretizedFunc[][] funcs,
                                                ERF erf,
                                                DiscretizedFunc function)

calcProbabilityOfExceedanceCurve

public void calcProbabilityOfExceedanceCurve(ScalarIMR imr,
                                             ERF erf,
                                             Portfolio portfolio,
                                             DiscretizedFunc function)

calcFrequencyOfExceedanceCurve

public void calcFrequencyOfExceedanceCurve(ScalarIMR imr,
                                           ERF erf,
                                           Portfolio portfolio,
                                           DiscretizedFunc function)

getMaxSiteSourceDistance

protected final double getMaxSiteSourceDistance()

populateValues

protected void populateValues(Portfolio portfolio,
                              double[] mValue,
                              double[] betaVJs,
                              double[] medValue,
                              double[] hValue,
                              double[] lValue)

calcShaking

protected AbstractPortfolioLECCalculator.ShakingResult calcShaking(ScalarIMR imr)

calcMedDamage

protected double calcMedDamage(double meanDamage,
                               double deltaJ)