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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1elognorm.html">elognorm</a>
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71<h1>bdm::elognorm Class Reference</h1><!-- doxytag: class="bdm::elognorm" --><!-- doxytag: inherits="enorm&lt; ldmat &gt;" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
72<p>
73
74<p>
75<a href="classbdm_1_1elognorm-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
76<tr><td></td></tr>
77<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8b948e2bce1253765a2542199913aaba"></a><!-- doxytag: member="bdm::elognorm::sample" ref="8b948e2bce1253765a2542199913aaba" args="() const " -->
79vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1elognorm.html#8b948e2bce1253765a2542199913aaba">sample</a> () const </td></tr>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_46.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_47.png">. <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb41e4f4d6600dec6f8c1dbc5ed9eea"></a><!-- doxytag: member="bdm::elognorm::mean" ref="adb41e4f4d6600dec6f8c1dbc5ed9eea" args="() const " -->
83vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea">mean</a> () const </td></tr>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::elognorm::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &amp;v)" -->
87virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::elognorm::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &amp;val) const " -->
91virtual 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>
92
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::elognorm::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &amp;Val) const " -->
95virtual 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>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::elognorm::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" -->
99virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
102<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8322f2c11560871dd922c660f4771bb"></a><!-- doxytag: member="bdm::elognorm::set_parameters" ref="b8322f2c11560871dd922c660f4771bb" args="(const vec &amp;mu, const ldmat &amp;R)" -->
104void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const <a class="el" href="classldmat.html">ldmat</a> &amp;<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr>
105
106<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
107<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>
108<li>empty constructor, </li>
109<li>copy constructor,</li>
110</ul>
111The following constructors should be supported for convenience: <ul>
112<li>constructor followed by calling <code>set_parameters()</code> </li>
113<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>
114</ul>
115All 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>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::elognorm::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
117void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
118
119<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2e0d3a1e30ab3ab04df2d0c43ae74a2"></a><!-- doxytag: member="bdm::elognorm::dupdate" ref="d2e0d3a1e30ab3ab04df2d0c43ae74a2" args="(mat &amp;v, double nu=1.0)" -->
121void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">dupdate</a> (mat &amp;v, double nu=1.0)</td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ebd96125aed74f9504033bb3605849db"></a><!-- doxytag: member="bdm::elognorm::sample" ref="ebd96125aed74f9504033bb3605849db" args="(int N) const" -->
125mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>sample</b> (int N) const</td></tr>
126
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e13aeed5b543b2179bacdc4fa2ae47a3"></a><!-- doxytag: member="bdm::elognorm::evallog_nn" ref="e13aeed5b543b2179bacdc4fa2ae47a3" args="(const vec &amp;val) const" -->
128double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">evallog_nn</a> (const vec &amp;val) const</td></tr>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25785343aff102cc5df1cab08ba16d32"></a><!-- doxytag: member="bdm::elognorm::lognc" ref="25785343aff102cc5df1cab08ba16d32" args="() const" -->
132double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">lognc</a> () const</td></tr>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_80.png"> <br></td></tr>
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="729c75ef0fa8abae03d58ad1f81e6773"></a><!-- doxytag: member="bdm::elognorm::variance" ref="729c75ef0fa8abae03d58ad1f81e6773" args="() const" -->
136vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">variance</a> () const</td></tr>
137
138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="baea4d49c657342b58297d68cda16d26"></a><!-- doxytag: member="bdm::elognorm::condition" ref="baea4d49c657342b58297d68cda16d26" args="(const RV &amp;rvn) const" -->
140<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#baea4d49c657342b58297d68cda16d26">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvn) const</td></tr>
141
142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given RV, the remaining rvs will be in conditioning. <br></td></tr>
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c2996bdaffad38fbe0fc776db54c9d80"></a><!-- doxytag: member="bdm::elognorm::marginal" ref="c2996bdaffad38fbe0fc776db54c9d80" args="(const RV &amp;rv) const" -->
144<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#c2996bdaffad38fbe0fc776db54c9d80">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>
145
146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given RV, the remainig rvs are intergrated out. <br></td></tr>
147<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="766127847e9482aea9226ea157295ea2"></a><!-- doxytag: member="bdm::elognorm::_mu" ref="766127847e9482aea9226ea157295ea2" args="()" -->
149vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b> ()</td></tr>
150
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8915d68ae76ad185c8c314f960a63f0c"></a><!-- doxytag: member="bdm::elognorm::set_mu" ref="8915d68ae76ad185c8c314f960a63f0c" args="(const vec mu0)" -->
152void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_mu</b> (const vec mu0)</td></tr>
153
154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81d81e35e57c9f194bde248e3affcf1f"></a><!-- doxytag: member="bdm::elognorm::_R" ref="81d81e35e57c9f194bde248e3affcf1f" args="()" -->
155<a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
156
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c664b024e79f18ca3f8e8cc81af2103"></a><!-- doxytag: member="bdm::elognorm::_R" ref="8c664b024e79f18ca3f8e8cc81af2103" args="() const" -->
158const <a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> () const</td></tr>
159
160<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::elognorm::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
162virtual 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>
163
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_48.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_49.png">. <br></td></tr>
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::elognorm::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " -->
166virtual 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>
167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::elognorm::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
170virtual 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>
171
172<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>
173<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
174<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>
175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::elognorm::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
176void&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>
177
178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::elognorm::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
180bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
181
182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::elognorm::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
184const <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>
185
186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
187<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
188<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::elognorm::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
189int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
190
191<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
192<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c702a194720853570d08b65482f842c7"></a><!-- doxytag: member="bdm::elognorm::mu" ref="c702a194720853570d08b65482f842c7" args="" -->
194vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a></td></tr>
195
196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">mean value <br></td></tr>
197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d92dde696b2a7a5b10ddef5d22ba2c2"></a><!-- doxytag: member="bdm::elognorm::R" ref="2d92dde696b2a7a5b10ddef5d22ba2c2" args="" -->
198<a class="el" href="classldmat.html">ldmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a></td></tr>
199
200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr>
201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::elognorm::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
202int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
203
204<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::elognorm::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
206<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>
207
208<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
209</table>
210<hr><a name="_details"></a><h2>Detailed Description</h2>
211Log-Normal probability density only allow diagonal covariances!<p>
212Density of the form <hr>The documentation for this class was generated from the following file:<ul>
213<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
214</div>
215<hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 23 21:06:46 2009 for mixpp by&nbsp;
216<a href="http://www.doxygen.org/index.html">
217<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
218</body>
219</html>
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