root/doc/html/classbdm_1_1eEF.html @ 280

Revision 280, 17.6 kB (checked in by smidl, 16 years ago)

progress...

RevLine 
[259]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: bdm::eEF Class Reference</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.6 -->
[271]8<script type="text/javascript">
9<!--
10function changeDisplayState (e){
11  var num=this.id.replace(/[^[0-9]/g,'');
12  var button=this.firstChild;
13  var sectionDiv=document.getElementById('dynsection'+num);
14  if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){
15    sectionDiv.style.display='block';
16    button.src='open.gif';
17  }else{
18    sectionDiv.style.display='none';
19    button.src='closed.gif';
20  }
21}
22function initDynSections(){
23  var divs=document.getElementsByTagName('div');
24  var sectionCounter=1;
25  for(var i=0;i<divs.length-1;i++){
26    if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){
27      var header=divs[i];
28      var section=divs[i+1];
29      var button=header.firstChild;
30      if (button!='IMG'){
31        divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild);
32        button=document.createElement('img');
33        divs[i].insertBefore(button,divs[i].firstChild);
34      }
35      header.style.cursor='pointer';
36      header.onclick=changeDisplayState;
37      header.id='dynheader'+sectionCounter;
38      button.src='closed.gif';
39      section.id='dynsection'+sectionCounter;
40      section.style.display='none';
41      section.style.marginLeft='14px';
42      sectionCounter++;
43    }
44  }
45}
46window.onload = initDynSections;
47-->
48</script>
[259]49<div class="navigation" id="top">
50  <div class="tabs">
51    <ul>
[271]52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
[259]53      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
54      <li><a href="modules.html"><span>Modules</span></a></li>
[261]55      <li class="current"><a href="classes.html"><span>Classes</span></a></li>
[259]56      <li><a href="files.html"><span>Files</span></a></li>
57    </ul>
58  </div>
59  <div class="tabs">
60    <ul>
[261]61      <li><a href="classes.html"><span>Alphabetical&nbsp;List</span></a></li>
[259]62      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
63      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
64      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
65    </ul>
66  </div>
[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1eEF.html">eEF</a>
[259]68  </div>
69</div>
70<div class="contents">
[270]71<h1>bdm::eEF Class Reference</h1><!-- doxytag: class="bdm::eEF" --><!-- doxytag: inherits="bdm::epdf" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
[259]72<p>
73<div class="dynheader">
74Inheritance diagram for bdm::eEF:</div>
75<div class="dynsection">
76
[271]77<p><center><img src="classbdm_1_1eEF.png" usemap="#bdm::eEF_map" border="0" alt=""></center>
78<map name="bdm::eEF_map">
79<area href="classbdm_1_1epdf.html" alt="bdm::epdf" shape="rect" coords="0,56,135,80">
80<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,135,24">
81<area href="classbdm_1_1eDirich.html" alt="bdm::eDirich" shape="rect" coords="145,168,280,192">
82<area href="classbdm_1_1egamma.html" alt="bdm::egamma" shape="rect" coords="145,224,280,248">
83<area href="classbdm_1_1egiw.html" alt="bdm::egiw" shape="rect" coords="145,280,280,304">
84<area href="classbdm_1_1eigamma.html" alt="bdm::eigamma" shape="rect" coords="145,336,280,360">
85<area href="classbdm_1_1enorm.html" alt="bdm::enorm< sq_T >" shape="rect" coords="145,392,280,416">
86<area href="classbdm_1_1enorm.html" alt="bdm::enorm< chmat >" shape="rect" coords="145,448,280,472">
87<area href="classbdm_1_1enorm.html" alt="bdm::enorm< fsqmat >" shape="rect" coords="145,504,280,528">
88<area href="classbdm_1_1enorm.html" alt="bdm::enorm< ldmat >" shape="rect" coords="145,560,280,584">
89</map>
90</div>
91
[259]92<p>
[270]93<a href="classbdm_1_1eEF-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
94General conjugate exponential family posterior density.
95<p>
96More?... <table border="0" cellpadding="0" cellspacing="0">
[259]97<tr><td></td></tr>
98<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[270]99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5459d472d0feca7cf1fb5f65c4b9ef4"></a><!-- doxytag: member="bdm::eEF::eEF" ref="d5459d472d0feca7cf1fb5f65c4b9ef4" args="()" -->
100&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#d5459d472d0feca7cf1fb5f65c4b9ef4">eEF</a> ()</td></tr>
[259]101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">default constructor <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd678fc9b02007a4b8d6692e746f1bf8"></a><!-- doxytag: member="bdm::eEF::lognc" ref="cd678fc9b02007a4b8d6692e746f1bf8" args="() const =0" -->
104virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8">lognc</a> () const =0</td></tr>
105
[275]106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_74.png"> <br></td></tr>
[259]107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::eEF::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &amp;v)" -->
108virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4135778ecd9ab774762936c82a097c6"></a><!-- doxytag: member="bdm::eEF::evallog_nn" ref="a4135778ecd9ab774762936c82a097c6" args="(const vec &amp;val) const " -->
112virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">evallog_nn</a> (const vec &amp;val) const </td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::eEF::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &amp;val) const " -->
116virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &amp;val) const </td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::eEF::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &amp;Val) const " -->
120virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">evallog</a> (const mat &amp;Val) const </td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::eEF::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" -->
124virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
[271]127<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
128<tr><td colspan="2"><div class="groupText">Construction of each <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> should support two types of constructors: <ul>
129<li>empty constructor, </li>
130<li>copy constructor,</li>
131</ul>
132The following constructors should be supported for convenience: <ul>
133<li>constructor followed by calling <code>set_parameters()</code> </li>
134<li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li>
135</ul>
136All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code>set_parameters()</code>. This way references can be initialized in constructors. <br><br></div></td></tr>
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::eEF::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
138void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
139
[270]140<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
[271]141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::eEF::sample" ref="75ba57a89681a8efec488f5796c7cc1b" args="() const " -->
142virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr>
[259]143
[275]144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_42.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_43.png">. <br></td></tr>
[259]145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eEF::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
146virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
147
[275]148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_44.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_45.png">. <br></td></tr>
[259]149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::eEF::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " -->
150virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &amp;Val) const </td></tr>
151
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::eEF::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " -->
154virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</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> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
155
156<tr><td class="mdescLeft">&nbsp;</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>
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::eEF::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &amp;rv) const " -->
158virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</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> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
159
160<tr><td class="mdescLeft">&nbsp;</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>
[271]161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::eEF::mean" ref="0c8d13d788094605b3cdab20a6e22b75" args="() const " -->
162virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr>
[259]163
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
[271]165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::eEF::variance" ref="4543d40ccfc5d549b0c831a57a3ed84c" args="() const " -->
166virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr>
[259]167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
[270]169<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
170<tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr>
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eEF::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
172void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
173
174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eEF::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
176bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
177
178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
[259]179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eEF::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
180const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr>
181
[270]182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
183<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[271]184<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eEF::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
185int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
[259]186
[270]187<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
[259]188<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[270]189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eEF::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
190int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
191
192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
[259]193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eEF::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
194<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr>
195
[270]196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
[259]197</table>
[270]198<hr>The documentation for this class was generated from the following file:<ul>
[261]199<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
[259]200</div>
[280]201<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:39:16 2009 for mixpp by&nbsp;
[259]202<a href="http://www.doxygen.org/index.html">
203<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
204</body>
205</html>
Note: See TracBrowser for help on using the browser.