root/doc/html/classbdm_1_1egiw.html @ 270

Revision 270, 19.4 kB (checked in by smidl, 16 years ago)

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

RevLine 
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[261]27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1egiw.html">egiw</a>
[259]28  </div>
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30<div class="contents">
[270]31<h1>bdm::egiw Class Reference</h1><!-- doxytag: class="bdm::egiw" --><!-- doxytag: inherits="bdm::eEF" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
[259]32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::egiw:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1egiw__inherit__graph.png" border="0" usemap="#bdm_1_1egiw__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1egiw__inherit__map">
[261]38<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>
[259]39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
[270]42<a href="classbdm_1_1egiw-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43Gauss-inverse-Wishart density stored in LD form.
44<p>
45For <img class="formulaInl" alt="$p$" src="form_42.png">-variate densities, given rv.count() should be <img class="formulaInl" alt="$p\times$" src="form_72.png"> V.rows(). <table border="0" cellpadding="0" cellspacing="0">
[259]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="920f21548b7a3723923dd108fe514c61"></a><!-- doxytag: member="bdm::egiw::sample" ref="920f21548b7a3723923dd108fe514c61" args="() const " -->
49vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#920f21548b7a3723923dd108fe514c61">sample</a> () const </td></tr>
50
[270]51<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>
[259]52<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df70c05f918c3a6f86d60f10c1fd6ba2"></a><!-- doxytag: member="bdm::egiw::mean" ref="df70c05f918c3a6f86d60f10c1fd6ba2" args="() const " -->
53vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#df70c05f918c3a6f86d60f10c1fd6ba2">mean</a> () const </td></tr>
54
55<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
56<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c1ecc406613cc2341225dc10c3d3b46a"></a><!-- doxytag: member="bdm::egiw::variance" ref="c1ecc406613cc2341225dc10c3d3b46a" args="() const " -->
57vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#c1ecc406613cc2341225dc10c3d3b46a">variance</a> () const </td></tr>
58
59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2075aa2306648b3e4fe40bb86628d5c"></a><!-- doxytag: member="bdm::egiw::mean_mat" ref="d2075aa2306648b3e4fe40bb86628d5c" args="(mat &amp;M, mat &amp;R) const " -->
61void&nbsp;</td><td class="memItemRight" valign="bottom"><b>mean_mat</b> (mat &amp;M, mat &amp;R) const </td></tr>
62
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bfb8e7c619b34ad804a73bff71742b5e"></a><!-- doxytag: member="bdm::egiw::evallog_nn" ref="bfb8e7c619b34ad804a73bff71742b5e" args="(const vec &amp;val) const " -->
64double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#bfb8e7c619b34ad804a73bff71742b5e">evallog_nn</a> (const vec &amp;val) const </td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ]. <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="41d72ba7b2abc8a9a4209ffa98ed5633"></a><!-- doxytag: member="bdm::egiw::lognc" ref="41d72ba7b2abc8a9a4209ffa98ed5633" args="() const " -->
68double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#41d72ba7b2abc8a9a4209ffa98ed5633">lognc</a> () const </td></tr>
69
70<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>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e610e95401a11baf34f65e16ecd87be"></a><!-- doxytag: member="bdm::egiw::pow" ref="8e610e95401a11baf34f65e16ecd87be" args="(double p)" -->
72void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#8e610e95401a11baf34f65e16ecd87be">pow</a> (double p)</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::egiw::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &amp;v)" -->
76virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::egiw::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &amp;val) const " -->
80virtual 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>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::egiw::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &amp;Val) const " -->
84virtual 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>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
[270]87<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50149cf136c9120b4fff71c117f0bb2e"></a><!-- doxytag: member="bdm::egiw::egiw" ref="50149cf136c9120b4fff71c117f0bb2e" args="()" -->
89&nbsp;</td><td class="memItemRight" valign="bottom"><b>egiw</b> ()</td></tr>
90
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79037e048e717a076f342eb1d276870e"></a><!-- doxytag: member="bdm::egiw::egiw" ref="79037e048e717a076f342eb1d276870e" args="(int dimx0, ldmat V0, double nu0=-1.0)" -->
92&nbsp;</td><td class="memItemRight" valign="bottom"><b>egiw</b> (int dimx0, <a class="el" href="classldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr>
93
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40b04f8ef133d089c4be2c7983e18b5c"></a><!-- doxytag: member="bdm::egiw::set_parameters" ref="40b04f8ef133d089c4be2c7983e18b5c" args="(int dimx0, ldmat V0, double nu0=-1.0)" -->
95void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dimx0, <a class="el" href="classldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr>
96
97<tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15792f3112e5cf67d572f491b09324c8"></a><!-- doxytag: member="bdm::egiw::_V" ref="15792f3112e5cf67d572f491b09324c8" args="()" -->
99<a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_V</b> ()</td></tr>
100
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad9c539a80a552e837245ddcebcbbba4"></a><!-- doxytag: member="bdm::egiw::_V" ref="ad9c539a80a552e837245ddcebcbbba4" args="() const " -->
102const <a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_V</b> () const </td></tr>
103
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a025ee710274ca142dd0ae978735ad4a"></a><!-- doxytag: member="bdm::egiw::_nu" ref="a025ee710274ca142dd0ae978735ad4a" args="()" -->
105double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_nu</b> ()</td></tr>
106
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf3b2bcb158c15c24788bba90e4154e4"></a><!-- doxytag: member="bdm::egiw::_nu" ref="cf3b2bcb158c15c24788bba90e4154e4" args="() const " -->
108const double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_nu</b> () const </td></tr>
109
110<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
[259]111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::egiw::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
112virtual 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>
113
[270]114<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>
[259]115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " -->
116virtual 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>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::egiw::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " -->
120virtual <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>
121
122<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>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::egiw::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &amp;rv) const " -->
124virtual <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>
125
126<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>
[270]127<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
128<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>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::egiw::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
130void&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>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::egiw::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
134bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
135
136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
[259]137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egiw::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
138const <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>
139
[270]140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
141<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46dfe100cd621716ee5c7ee25a20f24b"></a><!-- doxytag: member="bdm::egiw::dimension" ref="46dfe100cd621716ee5c7ee25a20f24b" args="() const " -->
143bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b">dimension</a> () const </td></tr>
[259]144
[270]145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
[259]146<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae56852845c6af176fd9017dbebbbd52"></a><!-- doxytag: member="bdm::egiw::V" ref="ae56852845c6af176fd9017dbebbbd52" args="" -->
148<a class="el" href="classldmat.html">ldmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52">V</a></td></tr>
149
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended information matrix of sufficient statistics. <br></td></tr>
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="447eacf19d4f4083872686f044814dc4"></a><!-- doxytag: member="bdm::egiw::nu" ref="447eacf19d4f4083872686f044814dc4" args="" -->
152double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4">nu</a></td></tr>
153
154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of data records (degrees of freedom) of sufficient statistics. <br></td></tr>
[270]155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23e4d78bea7e98840f3da30e76a2b57a"></a><!-- doxytag: member="bdm::egiw::dimx" ref="23e4d78bea7e98840f3da30e76a2b57a" args="" -->
156int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a">dimx</a></td></tr>
[259]157
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the output. <br></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="322414c32d9a21a006a5aab0311f64fd"></a><!-- doxytag: member="bdm::egiw::nPsi" ref="322414c32d9a21a006a5aab0311f64fd" args="" -->
160int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#322414c32d9a21a006a5aab0311f64fd">nPsi</a></td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the regressor. <br></td></tr>
[270]163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::egiw::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
164int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
[259]167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egiw::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
168<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>
169
[270]170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
[259]171</table>
[270]172<hr>The documentation for this class was generated from the following files:<ul>
[261]173<li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul>
[259]174</div>
[270]175<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:06 2009 for mixpp by&nbsp;
[259]176<a href="http://www.doxygen.org/index.html">
177<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
178</body>
179</html>
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