| 1 | %> @file mexEpdf.m |
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| 2 | %> @brief File mappring root class of epdf from BDM |
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| 3 | % ====================================================================== |
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| 4 | %> @brief Abstract class of unconditional probability density function (epdf) |
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| 5 | % |
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| 6 | %> This class provides a bridge between bdm::epdf and Matlab |
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| 7 | % ====================================================================== |
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| 8 | classdef mexEpdf |
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| 9 | properties |
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| 10 | %> Description of random variable (see definitiopn of RV) |
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| 11 | rv=RV; |
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| 12 | end |
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| 13 | methods |
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| 14 | %> Function returning mean value of this epdf |
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| 15 | function m=mean(p) |
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| 16 | error('define how to compute mean') |
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| 17 | end |
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| 18 | %> This function is called before using the object. It should check consistency of the properties and fill default values. |
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| 19 | function validate(p) |
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| 20 | error('check if the density is consistent') |
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| 21 | end |
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| 22 | %> Tell the world around it dimension of the random variable |
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| 23 | function dim=dimension(p) |
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| 24 | error('return dimension of the density') |
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| 25 | end |
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| 26 | %> Function returning variance of this epdf |
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| 27 | function v=variance(p) |
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| 28 | error('define how to compute mean') |
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| 29 | end |
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| 30 | %> Function returning logarithm of likelihood function in point x |
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| 31 | function l=evallog(p,x) |
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| 32 | error('define how to evaluate log of this density at point x') |
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| 33 | end |
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| 34 | %> Function returning a signle sample from this density |
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| 35 | function l=sample(p) |
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| 36 | error('define how to sample from this density') |
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| 37 | end |
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| 38 | |
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| 39 | %%% default functions -- no need to redefine %%% |
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| 40 | |
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| 41 | %> Function returning logarithm of NON-normalized likelihood function in point x (speed optimization) |
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| 42 | function l=evallog_nn(p,x) |
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| 43 | % define how to evaluate non-normalized log of this density at point x |
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| 44 | % makes sense if faster than normalized |
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| 45 | l=evallog(p,x); |
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| 46 | end |
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| 47 | |
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| 48 | function r=get_rv(p) |
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| 49 | r=p.rv; |
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| 50 | end |
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| 51 | %> Function returning a matrix of n samples from this density, |
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| 52 | function m = samplemat(obj, n) |
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| 53 | m = zeros(obj.dimension, n); |
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| 54 | for i=1:n |
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| 55 | m(:,i) = obj.sample; |
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| 56 | end |
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| 57 | end |
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| 58 | end |
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| 59 | end |
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