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3 | <title>mixpp: bdm::eDirich Class Reference</title> |
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27 | <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1eDirich.html">eDirich</a> |
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30 | <div class="contents"> |
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31 | <h1>bdm::eDirich Class Reference</h1><!-- doxytag: class="bdm::eDirich" --><!-- doxytag: inherits="bdm::eEF" -->Dirichlet posterior density. |
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32 | <a href="#_details">More...</a> |
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33 | <p> |
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34 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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35 | <p> |
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36 | <div class="dynheader"> |
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37 | Inheritance diagram for bdm::eDirich:</div> |
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38 | <div class="dynsection"> |
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39 | <p><center><img src="classbdm_1_1eDirich__inherit__graph.png" border="0" usemap="#bdm_1_1eDirich__inherit__map" alt="Inheritance graph"></center> |
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40 | <map name="bdm_1_1eDirich__inherit__map"> |
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41 | <area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="21,161,101,188"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="19,84,104,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"></map> |
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42 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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43 | <div class="dynheader"> |
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44 | Collaboration diagram for bdm::eDirich:</div> |
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45 | <div class="dynsection"> |
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46 | <p><center><img src="classbdm_1_1eDirich__coll__graph.png" border="0" usemap="#bdm_1_1eDirich__coll__map" alt="Collaboration graph"></center> |
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47 | <map name="bdm_1_1eDirich__coll__map"> |
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48 | <area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="16,263,96,289"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="13,183,99,209"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="72,87,147,113"></map> |
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49 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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50 | |
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51 | <p> |
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52 | <a href="classbdm_1_1eDirich-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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53 | <tr><td></td></tr> |
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54 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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55 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ae893fe9167f67bca09bc159acbf957"></a><!-- doxytag: member="bdm::eDirich::eDirich" ref="2ae893fe9167f67bca09bc159acbf957" args="(const RV &rv, const vec &beta0)" --> |
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56 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#2ae893fe9167f67bca09bc159acbf957">eDirich</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>, const vec &beta0)</td></tr> |
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57 | |
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58 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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59 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="31cc8bf709552c9e7286ac16b27c8e2c"></a><!-- doxytag: member="bdm::eDirich::eDirich" ref="31cc8bf709552c9e7286ac16b27c8e2c" args="(const eDirich &D0)" --> |
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60 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#31cc8bf709552c9e7286ac16b27c8e2c">eDirich</a> (const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> &D0)</td></tr> |
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61 | |
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62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br></td></tr> |
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63 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3290613d31d58daa8a45a54b003871fc"></a><!-- doxytag: member="bdm::eDirich::sample" ref="3290613d31d58daa8a45a54b003871fc" args="() const " --> |
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64 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#3290613d31d58daa8a45a54b003871fc">sample</a> () const </td></tr> |
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65 | |
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66 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> |
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67 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cb343355ec791298bb5a3404cd482fb6"></a><!-- doxytag: member="bdm::eDirich::mean" ref="cb343355ec791298bb5a3404cd482fb6" args="() const " --> |
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68 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#cb343355ec791298bb5a3404cd482fb6">mean</a> () const </td></tr> |
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69 | |
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70 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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71 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="43c547a2507e233706f92712d8c2aacc"></a><!-- doxytag: member="bdm::eDirich::variance" ref="43c547a2507e233706f92712d8c2aacc" args="() const " --> |
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72 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#43c547a2507e233706f92712d8c2aacc">variance</a> () const </td></tr> |
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73 | |
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74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
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75 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e09a24938e80c3d94b0ee842d1552318"></a><!-- doxytag: member="bdm::eDirich::evallog_nn" ref="e09a24938e80c3d94b0ee842d1552318" args="(const vec &val) const " --> |
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76 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#e09a24938e80c3d94b0ee842d1552318">evallog_nn</a> (const vec &val) const </td></tr> |
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77 | |
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78 | <tr><td class="mdescLeft"> </td><td class="mdescRight">In this instance, val is ... <br></td></tr> |
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79 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="279a99f6266c82fe2273e83841f19eb2"></a><!-- doxytag: member="bdm::eDirich::lognc" ref="279a99f6266c82fe2273e83841f19eb2" args="() const " --> |
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80 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2">lognc</a> () const </td></tr> |
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81 | |
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82 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr> |
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83 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="175e0add26d2105c28d8121eefb9e324"></a><!-- doxytag: member="bdm::eDirich::_beta" ref="175e0add26d2105c28d8121eefb9e324" args="()" --> |
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84 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#175e0add26d2105c28d8121eefb9e324">_beta</a> ()</td></tr> |
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85 | |
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86 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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87 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a06af2376976a33e1eceaed7e8da75a5"></a><!-- doxytag: member="bdm::eDirich::set_parameters" ref="a06af2376976a33e1eceaed7e8da75a5" args="(const vec &beta0)" --> |
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88 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#a06af2376976a33e1eceaed7e8da75a5">set_parameters</a> (const vec &beta0)</td></tr> |
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89 | |
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90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set internal parameters. <br></td></tr> |
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91 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::eDirich::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &v)" --> |
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92 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &v)</td></tr> |
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93 | |
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94 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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95 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::eDirich::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &val) const " --> |
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96 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &val) const </td></tr> |
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97 | |
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98 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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99 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::eDirich::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &Val) const " --> |
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100 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">evallog</a> (const mat &Val) const </td></tr> |
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101 | |
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102 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
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103 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::eDirich::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" --> |
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104 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
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105 | |
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106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
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107 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eDirich::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
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108 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
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109 | |
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110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> |
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111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::eDirich::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &Val) const " --> |
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112 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &Val) const </td></tr> |
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113 | |
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114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::eDirich::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &rv) const " --> |
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116 | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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117 | |
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118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr> |
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119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::eDirich::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &rv) const " --> |
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120 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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121 | |
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122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> |
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123 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eDirich::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
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124 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
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125 | |
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126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function, possibly dangerous! <br></td></tr> |
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127 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62e88cbce0ce77a8692f5e15d76e805f"></a><!-- doxytag: member="bdm::eDirich::_renewrv" ref="62e88cbce0ce77a8692f5e15d76e805f" args="(const RV &in_rv)" --> |
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128 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62e88cbce0ce77a8692f5e15d76e805f">_renewrv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &in_rv)</td></tr> |
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129 | |
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130 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr> |
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131 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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132 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f25886a49b4667af61245de81c83b5d2"></a><!-- doxytag: member="bdm::eDirich::beta" ref="f25886a49b4667af61245de81c83b5d2" args="" --> |
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133 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2">beta</a></td></tr> |
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134 | |
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135 | <tr><td class="mdescLeft"> </td><td class="mdescRight">sufficient statistics <br></td></tr> |
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136 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ee9db192a6f0ab7b29c33b2a18a5e1b4"></a><!-- doxytag: member="bdm::eDirich::gamma" ref="ee9db192a6f0ab7b29c33b2a18a5e1b4" args="" --> |
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137 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html#ee9db192a6f0ab7b29c33b2a18a5e1b4">gamma</a></td></tr> |
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138 | |
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139 | <tr><td class="mdescLeft"> </td><td class="mdescRight">speedup variable <br></td></tr> |
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140 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eDirich::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
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141 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
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142 | |
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143 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Identified of the random variable. <br></td></tr> |
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144 | </table> |
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145 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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146 | Dirichlet posterior density. |
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147 | <p> |
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148 | Continuous Dirichlet density of <img class="formulaInl" alt="$n$" src="form_73.png">-dimensional variable <img class="formulaInl" alt="$x$" src="form_28.png"> <p class="formulaDsp"> |
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149 | <img class="formulaDsp" alt="\[ f(x|\beta) = \frac{\Gamma[\gamma]}{\prod_{i=1}^{n}\Gamma(\beta_i)} \prod_{i=1}^{n}x_i^{\beta_i-1} \]" src="form_76.png"> |
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150 | <p> |
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151 | where <img class="formulaInl" alt="$\gamma=\sum_i \beta_i$" src="form_77.png">. <hr>The documentation for this class was generated from the following file:<ul> |
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152 | <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
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153 | </div> |
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154 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:05 2009 for mixpp by |
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155 | <a href="http://www.doxygen.org/index.html"> |
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156 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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157 | </body> |
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158 | </html> |
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