Merge remote-tracking branch 'upstream/v0.51.0-release'

.gitignore

@@ -5,6 +5,11 @@
 *.gcda
 *.gcno
 *~
+*.log
+*.trs
+*.dirstamp
+*.aux
+queso-*tar.gz
 
 Makefile.in
 Makefile
@@ -17,6 +22,13 @@ aminclude.am
 autom4te.cache
 build-aux
 .license.stamp
+queso.pc
+queso-deps.pc
+m4/libtool.m4
+m4/ltoptions.m4
+m4/ltsugar.m4
+m4/ltversion.m4
+m4/lt~obsolete.m4
 
 _configs.sed
 config.log
@@ -27,9 +39,22 @@ config_queso.h.tmp.in
 config_queso.h.tmp.in~
 configure
 
+m4/libtool.m4
+m4/ltoptions.m4
+m4/ltsugar.m4
+m4/ltversion.m4
+m4/lt~obsolete.m4
+
 doxygen/txt_common/about_vpath.page
 doxygen/queso.dox
 docs
+manual/users/figs
+manual/users/make_all_failed
+manual/users/users.bbl
+manual/users/users.blg
+manual/users/users.out
+manual/users/users.toc
+manual/users/QUESO_users_manual.pdf
 
 examples/exInfoTheory_gsl
 examples/exSimpleStatisticalInverseProblem_gsl
@@ -45,6 +70,17 @@ examples/infinite_dim/parallel_inverse_options
 examples/inverse_problem
 examples/operator
 examples/parallel_inverse_problem
+examples/gpmsa_scalar
+examples/bimodal_gsl
+examples/exSimpleStatisticalForwardProblem_gsl
+examples/gp/scalar/outputData
+examples/gpscalar
+examples/gpscalar2
+examples/hysteretic_gsl
+examples/outputData
+examples/template_eg
+examples/template_example/outputData
+examples/template_example/template_example
 
 src/core/inc/queso.h
 src/libqueso.la
@@ -94,3 +130,34 @@ test/test_infinite/inf_options
 test/test_operator
 test/test_uqexception
 test/test_SequenceOfVectorsErase
+test/test_gpmsa_cobra
+test/test_LlhdTargetOutput
+test/test_StatisticalInverseProblem/both_input.txt
+test/test_StatisticalInverseProblem/llhdout_input.txt
+test/test_StatisticalInverseProblem/neither_input.txt
+test/test_StatisticalInverseProblem/targetout_input.txt
+test/test_StatisticalInverseProblem/test_LlhdTargetOutput.sh
+test/test_outputBoth/
+test/test_outputLlhd/
+test/test_outputNeither/
+test/test_outputTarget/
+test/test_Regression/jeffreys_input.txt
+test/test_Regression/test_jeffreys_samples.m
+test/test_Regression/test_jeffreys_samples.diff.sh
+test/test_jeffreys
+test/test_gsloptimizer
+test/test_seedwithmap
+test/test_seedwithmap_fd
+test/test_GammaVectorRVDomain
+test/test_GaussianMean1DRegression
+test/test_Regression/GaussianMean1DRegression_options
+test/test_Regression/ctf_dat.txt
+test/test_Regression/dakota_pstudy.dat
+test/test_Regression/gpmsa_cobra_input.txt
+test/test_Regression/test_cobra_samples_diff.sh
+test/test_Regression/test_gpmsa_cobra_samples.m
+test/test_Regression/adaptedcov_input.txt
+test/test_Regression/test_jeffreys_samples_diff.sh
+test/test_adaptedcov_output/
+test/test_gpmsa_cobra_output/
+test/test_logitadaptedcov

AUTHORS

@@ -1,12 +1,12 @@
-
 Contributors to QUESO Development:
 
 Paul T. Bauman
 Sai Hung Cheung
 Nicholas Malaya
 Damon McDougall 
-Todd Oliver
+Todd A. Oliver
 Ernesto E. Prudencio
 Karl W. Schulz
 Rhys Ulerich
-
+Eric Wright
+Rebecca E. Morrison

CHANGES

@@ -2,22 +2,29 @@
 QUESO: Quantification of Uncertainty for Estimation,
 Simulation, and Optimization.
 -----------------------------------------------------
+
+Version 0.51.0
+  * Add canned likelihood for scalar GPMSA use-case a la Higdon et al
+  * Add a logit-transformed transition kernel for more efficient proposals
+  * Adding jeffreys distribution as an available prior distribution
+  * Adding likelihood value caching to ML sampler
+  * Adding Eric Wright to contributors list
+
+Version 0.50.0
+  * Implemented MCMC sampling on function spaces
+  * Added function space MCMC unit tests
+  * Added serial and parallel function space MCMC examples
+  * Replace exit() calls with a macro exception handler
+
 Version 0.47.1
   * created two simple statistical examples, simpleStatisticalForwardProblem and simpleStatisticalInverseProblem
   * included description of the new examples on QUESO user's manual, including how to run and to process the generated data
   * updated QUESO user's manual to include description of validationCycle example
   * updated links for how to obtain QUESO and contact information (github/git)
-   
+
 Version 0.47.0
   * removed example statisticalInverseProblem as it has a bug - it fails to recreate the problem described in the Normal test from Laine's MCMC tool: http://helios.fmi.fi/~lainema/mcmc/ex/normalex.html.
 
-Version 0.50.0 (In progress)
-
-  * Implemented MCMC sampling on function spaces
-  * Added function space MCMC unit tests
-  * Added serial and parallel function space MCMC examples
-  * Replace exit() calls with a macro exception handler
-
 Version 0.47.1 (23 Sep 2013)
 
   * Update manual and fix broken Makefile
@@ -97,7 +104,7 @@ https://svn.ices.utexas.edu/repos/pecos/uq/queso/releases/0.44.0
   * added uqMpiCommClass
   * added uqMapClass
   * added uqDistArrayClass
-  * configure options modified to allow for optional use of Trilinos, HDF5 and GLPK; 
+  * configure options modified to allow for optional use of Trilinos, HDF5 and GLPK;
     with the change, the minimum dependencies for QUESO are Boost, GSL, and GRVY
   * improved uqScalarSequenceClass and uqSequenceOfVectorsClass
 
@@ -118,7 +125,7 @@ https://svn.ices.utexas.edu/repos/pecos/uq/queso/releases/0.42
   * fixed output runtime failure when running multiple chains in parallel
   * fixed race condition in output directory creation
   * inclusion of automatic licensing header support
-  * added minimum version requirement for autoconf 
+  * added minimum version requirement for autoconf
   * added configuration support for the GNU Linear Programming Toolkit (GLPK)
   * added interface to HDF5 for some I/O
   * added quadrature classes
@@ -140,7 +147,7 @@ https://svn.ices.utexas.edu/repos/pecos/uq/queso/releases/0.41
 
   * user likelihood routines should now return ln(value), instead of -2*ln(value)
   * inclusion of inverse Gamma random variable (in addition to standard uniform and Gaussian options)
-  * uniform pdf now returns (1/volume of domain), instead of just 1. If volume is infinite or zero, 
+  * uniform pdf now returns (1/volume of domain), instead of just 1. If volume is infinite or zero,
     then the uniform pdf returns 1.
   * random variables can be now be formed by concatenation of existing random variable
     definitions (uniform, Gaussian, inverse Gamma)

Makefile.am

@@ -14,6 +14,9 @@ include $(top_srcdir)/doxygen/aminclude.am
 AUX_DIST = build-aux/install-sh    \
            build-aux/missing
 
+pkgconfigdir = $(libdir)/pkgconfig
+pkgconfig_DATA = queso.pc queso-deps.pc
+
 if CODE_COVERAGE_ENABLED
 
 lcov_dir=$(top_builddir)/docs/html/lcov
@@ -124,6 +127,14 @@ DISTCLEANFILES += test/t01_valid_cycle/outputData/file_val_fp_qoi2.m
 DISTCLEANFILES += test/t01_valid_cycle/outputData/file_val_ip_raw2.m
 DISTCLEANFILES += test/t01_valid_cycle/outputData/tgaValOutput_sub0.m
 DISTCLEANFILES += test/t01_valid_cycle/outputData/tgaCalOutput_sub0.m
+DISTCLEANFILES += test/t01_valid_cycle/outputData/file_cal_ip_raw2_loglikelihood.m
+DISTCLEANFILES += test/t01_valid_cycle/outputData/file_cal_ip_raw2_loglikelihood_sub0.m
+DISTCLEANFILES += test/t01_valid_cycle/outputData/file_cal_ip_raw2_logtarget.m
+DISTCLEANFILES += test/t01_valid_cycle/outputData/file_cal_ip_raw2_logtarget_sub0.m
+DISTCLEANFILES += test/t01_valid_cycle/outputData/file_val_ip_raw2_loglikelihood.m
+DISTCLEANFILES += test/t01_valid_cycle/outputData/file_val_ip_raw2_loglikelihood_sub0.m
+DISTCLEANFILES += test/t01_valid_cycle/outputData/file_val_ip_raw2_logtarget.m
+DISTCLEANFILES += test/t01_valid_cycle/outputData/file_val_ip_raw2_logtarget_sub0.m
 DISTCLEANFILES += test/t04_bimodal/outputData/display_sub0.txt
 DISTCLEANFILES += test/t04_bimodal/outputData/sipOutput_ml_sub0.m
 DISTCLEANFILES += test/t04_bimodal/outputData/filtChain_ml.m
@@ -143,6 +154,14 @@ DISTCLEANFILES += test/t02_sip_sfp/outputData/ip_filt_chain_sub0.m
 DISTCLEANFILES += test/t02_sip_sfp/outputData/fp_q_seq_sub0.m
 DISTCLEANFILES += test/t02_sip_sfp/outputData/ip_filt_chain.m
 DISTCLEANFILES += test/t02_sip_sfp/outputData/fp_p_seq_sub0.m
+DISTCLEANFILES += test/t02_sip_sfp/outputData/ip_filt_chain_loglikelihood.m
+DISTCLEANFILES += test/t02_sip_sfp/outputData/ip_filt_chain_loglikelihood_sub0.m
+DISTCLEANFILES += test/t02_sip_sfp/outputData/ip_filt_chain_logtarget.m
+DISTCLEANFILES += test/t02_sip_sfp/outputData/ip_filt_chain_logtarget_sub0.m
+DISTCLEANFILES += test/t02_sip_sfp/outputData/ip_raw_chain_loglikelihood.m
+DISTCLEANFILES += test/t02_sip_sfp/outputData/ip_raw_chain_loglikelihood_sub0.m
+DISTCLEANFILES += test/t02_sip_sfp/outputData/ip_raw_chain_logtarget.m
+DISTCLEANFILES += test/t02_sip_sfp/outputData/ip_raw_chain_logtarget_sub0.m
 DISTCLEANFILES += test/outputData/*
 DISTCLEANFILES += aminclude.am
 DISTCLEANFILES += config_queso.h

README.md

@@ -83,3 +83,21 @@ feel free to ask questions on one of the mailing lists:
   list for questions regarding usage and reporting bugs
 - [queso-dev](https://groups.google.com/forum/#!forum/queso-dev) mailing list
   for discussion regarding development of `QUESO`
+
+Citing QUESO
+-------
+Please add the following citation to any paper, technical report or
+article describing the use of the `QUESO` library:
+
+```bibtex
+@inproceedings{Prudencio2012,
+  author = {Prudencio, Ernesto E and Schulz, Karl W},
+  booktitle = {Euro-Par 2011: Parallel Processing Workshops},
+  pages = {398--407},
+  publisher = {Springer},
+  title = {{The parallel C++ statistical library ‘QUESO’: Quantification of
+    Uncertainty for Estimation, Simulation and Optimization}},
+  url = {http://dx.doi.org/10.1007/978-3-642-29737-3\_44},
+  year = {2012}
+}
+```

configure.ac

@@ -2,7 +2,12 @@
 # Process this file with autoconf to produce a configure script. 
 
 AC_PREREQ(2.65)
-AC_INIT([queso], [0.50.1], [[email protected]])
+AC_INIT([queso], [0.51.0], [[email protected]])
+PACKAGE_DESCRIPTION="The parallel C++ statistical library QUESO: Quantification of uncertainty for estimation, simulation and optimization"
+AC_SUBST([PACKAGE_DESCRIPTION])
+PACKAGE_URL="https://github.com/libqueso/queso"
+AC_SUBST([PACKAGE_URL])
+
 AC_CONFIG_MACRO_DIR([m4])
 
 AC_CONFIG_HEADERS(config_queso.h.tmp)
@@ -11,7 +16,7 @@ AX_PREFIX_CONFIG_H(config_queso.h,QUESO,config_queso.h.tmp)
 
 AC_CONFIG_AUX_DIR([build-aux])
 AC_CANONICAL_TARGET()
-AM_INIT_AUTOMAKE
+AM_INIT_AUTOMAKE([color-tests subdir-objects])
 
 # Release versioning
 
@@ -171,11 +176,12 @@ AX_SUMMARIZE_ENV
 # Generate makefiles
 
 AC_CONFIG_FILES([
+  queso.pc
+  queso-deps.pc
   Makefile
   inc/queso/Makefile
   src/Makefile
   src/contrib/ANN/Makefile
-  src/contrib/ANN/lib/Makefile
   src/contrib/ANN/test/Makefile
   src/core/inc/queso.h
   examples/Makefile        
@@ -190,11 +196,41 @@ AC_CONFIG_FILES([
   test/gsl_tests/input
   test/test_Environment/copy_env
   test/test_infinite/inf_options
+  test/test_Regression/GaussianMean1DRegression_options
+  test/test_Regression/gpmsa_cobra_input.txt
+  test/test_Regression/test_cobra_samples_diff.sh
+  test/test_Regression/test_gpmsa_cobra_samples.m
+  test/test_Regression/ctf_dat.txt
+  test/test_Regression/dakota_pstudy.dat
+  test/test_StatisticalInverseProblem/test_LlhdTargetOutput.sh
+  test/test_StatisticalInverseProblem/both_input.txt
+  test/test_StatisticalInverseProblem/llhdout_input.txt
+  test/test_StatisticalInverseProblem/neither_input.txt
+  test/test_StatisticalInverseProblem/targetout_input.txt
+  test/test_Regression/jeffreys_input.txt
+  test/test_Regression/test_jeffreys_samples_diff.sh
+  test/test_Regression/test_jeffreys_samples.m
+  test/test_Regression/adaptedcov_input.txt
   doxygen/Makefile
   doxygen/queso.dox
   doxygen/txt_common/about_vpath.page
+],
+[
+  chmod +x test/test_Regression/test_cobra_samples_diff.sh
+  chmod +x test/test_StatisticalInverseProblem/test_LlhdTargetOutput.sh
+  chmod +x test/test_Regression/test_jeffreys_samples_diff.sh
 ])
 
+dnl ----------------------------------------------
+dnl Collect files for licence header stamping here
+dnl ----------------------------------------------
+_AC_SRCDIRS(.)
+
+# We have to do this by subdirectory because otherwise distcheck breaks as we
+# start picking up files in the directories that it uses
+QUESO_STAMPED_FILES=$(find $ac_abs_top_srcdir/{src,examples,test} -name "*.h" -or -name "*.C" | tr "\n" " ")
+AC_SUBST(QUESO_STAMPED_FILES)
+
 AC_OUTPUT()
 
 #---------------