root/doc/html/classbdm_1_1eEF.html @ 270

Revision 270, 15.7 kB (checked in by smidl, 15 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

Line 
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 -->
8<div class="navigation" id="top">
9  <div class="tabs">
10    <ul>
11      <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
12      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
13      <li><a href="modules.html"><span>Modules</span></a></li>
14      <li><a href="namespaces.html"><span>Namespaces</span></a></li>
15      <li class="current"><a href="classes.html"><span>Classes</span></a></li>
16      <li><a href="files.html"><span>Files</span></a></li>
17    </ul>
18  </div>
19  <div class="tabs">
20    <ul>
21      <li><a href="classes.html"><span>Alphabetical&nbsp;List</span></a></li>
22      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
23      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
24      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
25    </ul>
26  </div>
27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1eEF.html">eEF</a>
28  </div>
29</div>
30<div class="contents">
31<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>
32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::eEF:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1eEF__inherit__graph.png" border="0" usemap="#bdm_1_1eEF__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1eEF__inherit__map">
38<area shape="rect" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density." alt="" coords="472,5,573,32"><area shape="rect" href="classbdm_1_1egamma.html" title="Gamma posterior density." alt="" coords="465,56,580,83"><area shape="rect" href="classbdm_1_1egiw.html" title="Gauss&#45;inverse&#45;Wishart density stored in LD form." alt="" coords="480,107,565,133"><area shape="rect" href="classbdm_1_1eigamma.html" title="Inverse&#45;Gamma posterior density." alt="" coords="463,157,583,184"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="443,280,603,307"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; ldmat \&gt;" alt="" coords="729,233,897,260"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; chmat \&gt;" alt="" coords="728,307,899,333"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; fsqmat \&gt;" alt="" coords="725,401,901,428"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="172,183,257,209"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="7,183,119,209"></map>
39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
42<a href="classbdm_1_1eEF-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43General conjugate exponential family posterior density.
44<p>
45More?... <table border="0" cellpadding="0" cellspacing="0">
46<tr><td></td></tr>
47<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
48<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5459d472d0feca7cf1fb5f65c4b9ef4"></a><!-- doxytag: member="bdm::eEF::eEF" ref="d5459d472d0feca7cf1fb5f65c4b9ef4" args="()" -->
49&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#d5459d472d0feca7cf1fb5f65c4b9ef4">eEF</a> ()</td></tr>
50
51<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">default constructor <br></td></tr>
52<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" -->
53virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8">lognc</a> () const =0</td></tr>
54
55<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr>
56<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)" -->
57virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
58
59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
60<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 " -->
61virtual 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>
62
63<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
64<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 " -->
65virtual 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>
66
67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
68<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 " -->
69virtual 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>
70
71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
72<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)" -->
73virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
76<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09721eb148bc49d6ec2f1956039f3a10"></a><!-- doxytag: member="bdm::eEF::sample" ref="09721eb148bc49d6ec2f1956039f3a10" args="() const =0" -->
78virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">sample</a> () const =0</td></tr>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_106.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_107.png">. <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eEF::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
82virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_108.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_109.png">. <br></td></tr>
85<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 " -->
86virtual 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>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
89<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 " -->
90virtual <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>
91
92<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>
93<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 " -->
94virtual <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>
95
96<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>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="565300f603ca00c989e16389d9eb42f5"></a><!-- doxytag: member="bdm::eEF::mean" ref="565300f603ca00c989e16389d9eb42f5" args="() const =0" -->
98virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#565300f603ca00c989e16389d9eb42f5">mean</a> () const =0</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="45c2b64faa4bf526799e4154a6ec6097"></a><!-- doxytag: member="bdm::eEF::variance" ref="45c2b64faa4bf526799e4154a6ec6097" args="() const =0" -->
102virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#45c2b64faa4bf526799e4154a6ec6097">variance</a> () const =0</td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
105<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
106<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>
107<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)" -->
108void&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>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eEF::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
112bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eEF::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
116const <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>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
119<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46dfe100cd621716ee5c7ee25a20f24b"></a><!-- doxytag: member="bdm::eEF::dimension" ref="46dfe100cd621716ee5c7ee25a20f24b" args="() const " -->
121bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b">dimension</a> () const </td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
124<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eEF::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
126int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eEF::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
130<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>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
133</table>
134<hr>The documentation for this class was generated from the following file:<ul>
135<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
136</div>
137<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:05 2009 for mixpp by&nbsp;
138<a href="http://www.doxygen.org/index.html">
139<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
140</body>
141</html>
Note: See TracBrowser for help on using the browser.