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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1eEF.html">eEF</a>
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71<h1>bdm::eEF Class Reference</h1><!-- doxytag: class="bdm::eEF" --><!-- doxytag: inherits="bdm::epdf" -->General conjugate exponential family posterior density. 
72<a href="#_details">More...</a>
73<p>
74<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
75<p>
76
77<p>
78<a href="classbdm_1_1eEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5459d472d0feca7cf1fb5f65c4b9ef4"></a><!-- doxytag: member="bdm::eEF::eEF" ref="d5459d472d0feca7cf1fb5f65c4b9ef4" args="()" -->
82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#d5459d472d0feca7cf1fb5f65c4b9ef4">eEF</a> ()</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">default constructor <br></td></tr>
85<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" -->
86virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8">lognc</a> () const =0</td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_79.png"> <br></td></tr>
89<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)" -->
90virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
93<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 " -->
94virtual 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>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
97<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 " -->
98virtual 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>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
101<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 " -->
102virtual 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>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
105<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)" -->
106virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e47a8bd9337478fa4e46d5a2a4336f9a"></a><!-- doxytag: member="bdm::eEF::to_string" ref="e47a8bd9337478fa4e46d5a2a4336f9a" args="()" -->
110virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#e47a8bd9337478fa4e46d5a2a4336f9a">to_string</a> ()</td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4602efd3ad9fb9e4532426e4f488df8"></a><!-- doxytag: member="bdm::eEF::from_setting" ref="d4602efd3ad9fb9e4532426e4f488df8" args="(const Setting &amp;root)" -->
114virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d4602efd3ad9fb9e4532426e4f488df8">from_setting</a> (const Setting &amp;root)</td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::eEF::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &amp;root) const " -->
118virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &amp;root) const </td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8cc21ea15fc723065eed5f3100757a5"></a><!-- doxytag: member="bdm::eEF::validate" ref="d8cc21ea15fc723065eed5f3100757a5" args="()" -->
122virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d8cc21ea15fc723065eed5f3100757a5">validate</a> ()</td></tr>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
125<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
126<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>
127<li>empty constructor, </li>
128<li>copy constructor,</li>
129</ul>
130The following constructors should be supported for convenience: <ul>
131<li>constructor followed by calling <code>set_parameters()</code> </li>
132<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>
133</ul>
134All 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>
135<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)" -->
136void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
137
138<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::eEF::sample" ref="75ba57a89681a8efec488f5796c7cc1b" args="() const " -->
140virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr>
141
142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_45.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_46.png">. <br></td></tr>
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eEF::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
144virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
145
146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_47.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_48.png">. <br></td></tr>
147<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 " -->
148virtual 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>
149
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
151<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 " -->
152virtual <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>
153
154<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>
155<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 " -->
156virtual <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>
157
158<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>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::eEF::mean" ref="0c8d13d788094605b3cdab20a6e22b75" args="() const " -->
160virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::eEF::variance" ref="4543d40ccfc5d549b0c831a57a3ed84c" args="() const " -->
164virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::eEF::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
168virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &amp;lb, vec &amp;ub, double percentage=0.95) const </td></tr>
169
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr>
171<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
172<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>
173<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)" -->
174void&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>
175
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eEF::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
178bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eEF::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
182const <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>
183
184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
185<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eEF::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
187int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
188
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
190<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
191<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eEF::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
192int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
193
194<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
195<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eEF::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
196<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>
197
198<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
199</table>
200<hr><a name="_details"></a><h2>Detailed Description</h2>
201General conjugate exponential family posterior density.
202<p>
203More?... <hr>The documentation for this class was generated from the following file:<ul>
204<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
205</div>
206<hr size="1"><address style="text-align: right;"><small>Generated on Mon Jun 15 13:47:07 2009 for mixpp by&nbsp;
207<a href="http://www.doxygen.org/index.html">
208<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
209</body>
210</html>
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