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3 | <title>mixpp: bdm::enorm< sq_T > Class Template Reference</title> |
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27 | <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1enorm.html">enorm</a> |
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31 | <h1>bdm::enorm< sq_T > Class Template Reference</h1><!-- doxytag: class="bdm::enorm" --><!-- doxytag: inherits="bdm::eEF" -->Gaussian density with positive definite (decomposed) covariance matrix. |
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32 | <a href="#_details">More...</a> |
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33 | <p> |
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34 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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35 | <p> |
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36 | <div class="dynheader"> |
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37 | Inheritance diagram for bdm::enorm< sq_T >:</div> |
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38 | <div class="dynsection"> |
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39 | <p><center><img src="classbdm_1_1enorm__inherit__graph.png" border="0" usemap="#bdm_1_1enorm_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center> |
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40 | <map name="bdm_1_1enorm_3_01sq__T_01_4__inherit__map"> |
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41 | <area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\< ldmat \>" alt="" coords="5,343,173,369"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\< chmat \>" alt="" coords="197,343,368,369"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\< fsqmat \>" alt="" coords="392,343,568,369"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="243,167,323,193"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="240,87,325,113"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="227,7,339,33"></map> |
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42 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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43 | <div class="dynheader"> |
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44 | Collaboration diagram for bdm::enorm< sq_T >:</div> |
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45 | <div class="dynsection"> |
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46 | <p><center><img src="classbdm_1_1enorm__coll__graph.png" border="0" usemap="#bdm_1_1enorm_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center> |
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47 | <map name="bdm_1_1enorm_3_01sq__T_01_4__coll__map"> |
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48 | <area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="16,263,96,289"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="13,183,99,209"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="72,87,147,113"></map> |
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49 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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50 | |
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51 | <p> |
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52 | <a href="classbdm_1_1enorm-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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53 | <tr><td></td></tr> |
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54 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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55 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7d433390d6bbad337986945b63d7fbe9"></a><!-- doxytag: member="bdm::enorm::enorm" ref="7d433390d6bbad337986945b63d7fbe9" args="(const RV &rv)" --> |
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56 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#7d433390d6bbad337986945b63d7fbe9">enorm</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>)</td></tr> |
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57 | |
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58 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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59 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8322f2c11560871dd922c660f4771bb"></a><!-- doxytag: member="bdm::enorm::set_parameters" ref="b8322f2c11560871dd922c660f4771bb" args="(const vec &mu, const sq_T &R)" --> |
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60 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#b8322f2c11560871dd922c660f4771bb">set_parameters</a> (const vec &<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const sq_T &<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr> |
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61 | |
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62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set mean value <code>mu</code> and covariance <code>R</code>. <br></td></tr> |
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63 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2e0d3a1e30ab3ab04df2d0c43ae74a2"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="d2e0d3a1e30ab3ab04df2d0c43ae74a2" args="(mat &v, double nu=1.0)" --> |
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64 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">dupdate</a> (mat &v, double nu=1.0)</td></tr> |
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65 | |
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66 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr> |
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67 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1a48f52351ec3a349bd443b713b1766"></a><!-- doxytag: member="bdm::enorm::sample" ref="e1a48f52351ec3a349bd443b713b1766" args="() const " --> |
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68 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766">sample</a> () const </td></tr> |
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69 | |
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70 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> |
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71 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ebd96125aed74f9504033bb3605849db"></a><!-- doxytag: member="bdm::enorm::sample" ref="ebd96125aed74f9504033bb3605849db" args="(int N) const " --> |
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72 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ebd96125aed74f9504033bb3605849db">sample</a> (int N) const </td></tr> |
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73 | |
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74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO is it used? <br></td></tr> |
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75 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e13aeed5b543b2179bacdc4fa2ae47a3"></a><!-- doxytag: member="bdm::enorm::evallog_nn" ref="e13aeed5b543b2179bacdc4fa2ae47a3" args="(const vec &val) const " --> |
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76 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">evallog_nn</a> (const vec &val) const </td></tr> |
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77 | |
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78 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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79 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25785343aff102cc5df1cab08ba16d32"></a><!-- doxytag: member="bdm::enorm::lognc" ref="25785343aff102cc5df1cab08ba16d32" args="() const " --> |
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80 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">lognc</a> () const </td></tr> |
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81 | |
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82 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr> |
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83 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2fa2915c35366392fe9bb022ca1a600"></a><!-- doxytag: member="bdm::enorm::mean" ref="b2fa2915c35366392fe9bb022ca1a600" args="() const " --> |
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84 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600">mean</a> () const </td></tr> |
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85 | |
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86 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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87 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="729c75ef0fa8abae03d58ad1f81e6773"></a><!-- doxytag: member="bdm::enorm::variance" ref="729c75ef0fa8abae03d58ad1f81e6773" args="() const " --> |
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88 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">variance</a> () const </td></tr> |
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89 | |
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90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
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91 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="baea4d49c657342b58297d68cda16d26"></a><!-- doxytag: member="bdm::enorm::condition" ref="baea4d49c657342b58297d68cda16d26" args="(const RV &rvn) const " --> |
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92 | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </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> &rvn) const </td></tr> |
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93 | |
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94 | <tr><td class="mdescLeft"> </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> |
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95 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd02d76e9d4f96bdd3fa6b604e273039"></a><!-- doxytag: member="bdm::enorm::marginal" ref="cd02d76e9d4f96bdd3fa6b604e273039" args="(const RV &rv) const " --> |
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96 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#cd02d76e9d4f96bdd3fa6b604e273039">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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97 | |
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98 | <tr><td class="mdescLeft"> </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> |
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99 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="766127847e9482aea9226ea157295ea2"></a><!-- doxytag: member="bdm::enorm::_mu" ref="766127847e9482aea9226ea157295ea2" args="()" --> |
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100 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#766127847e9482aea9226ea157295ea2">_mu</a> ()</td></tr> |
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101 | |
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102 | <tr><td class="mdescLeft"> </td><td class="mdescRight">returns a pointer to the internal mean value. Use with Care! <br></td></tr> |
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103 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8915d68ae76ad185c8c314f960a63f0c"></a><!-- doxytag: member="bdm::enorm::set_mu" ref="8915d68ae76ad185c8c314f960a63f0c" args="(const vec mu0)" --> |
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104 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#8915d68ae76ad185c8c314f960a63f0c">set_mu</a> (const vec mu0)</td></tr> |
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105 | |
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106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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107 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81d81e35e57c9f194bde248e3affcf1f"></a><!-- doxytag: member="bdm::enorm::_R" ref="81d81e35e57c9f194bde248e3affcf1f" args="()" --> |
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108 | sq_T & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#81d81e35e57c9f194bde248e3affcf1f">_R</a> ()</td></tr> |
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109 | |
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110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">returns pointers to the internal variance and its inverse. Use with Care! <br></td></tr> |
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111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c664b024e79f18ca3f8e8cc81af2103"></a><!-- doxytag: member="bdm::enorm::_R" ref="8c664b024e79f18ca3f8e8cc81af2103" args="() const " --> |
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112 | const sq_T & </td><td class="memItemRight" valign="bottom"><b>_R</b> () const </td></tr> |
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113 | |
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114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &v)" --> |
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115 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &v)</td></tr> |
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116 | |
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117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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118 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::enorm::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &val) const " --> |
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119 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &val) const </td></tr> |
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120 | |
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121 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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122 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::enorm::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &Val) const " --> |
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123 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">evallog</a> (const mat &Val) const </td></tr> |
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124 | |
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125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
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126 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::enorm::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" --> |
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127 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
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128 | |
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129 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
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130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::enorm::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
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131 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
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132 | |
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133 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> |
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134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &Val) const " --> |
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135 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &Val) const </td></tr> |
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136 | |
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137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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138 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::enorm::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
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139 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
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140 | |
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141 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function, possibly dangerous! <br></td></tr> |
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142 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62e88cbce0ce77a8692f5e15d76e805f"></a><!-- doxytag: member="bdm::enorm::_renewrv" ref="62e88cbce0ce77a8692f5e15d76e805f" args="(const RV &in_rv)" --> |
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143 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62e88cbce0ce77a8692f5e15d76e805f">_renewrv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &in_rv)</td></tr> |
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144 | |
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145 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr> |
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146 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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147 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c702a194720853570d08b65482f842c7"></a><!-- doxytag: member="bdm::enorm::mu" ref="c702a194720853570d08b65482f842c7" args="" --> |
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148 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a></td></tr> |
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149 | |
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150 | <tr><td class="mdescLeft"> </td><td class="mdescRight">mean value <br></td></tr> |
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151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d92dde696b2a7a5b10ddef5d22ba2c2"></a><!-- doxytag: member="bdm::enorm::R" ref="2d92dde696b2a7a5b10ddef5d22ba2c2" args="" --> |
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152 | sq_T </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a></td></tr> |
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153 | |
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154 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr> |
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155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="91a2d4a91364b0144e1523cad4d1135b"></a><!-- doxytag: member="bdm::enorm::dim" ref="91a2d4a91364b0144e1523cad4d1135b" args="" --> |
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156 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#91a2d4a91364b0144e1523cad4d1135b">dim</a></td></tr> |
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157 | |
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158 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension (redundant from rv.count() for easier coding ) <br></td></tr> |
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159 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::enorm::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
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160 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
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161 | |
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162 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Identified of the random variable. <br></td></tr> |
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163 | </table> |
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164 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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165 | <h3>template<class sq_T><br> |
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166 | class bdm::enorm< sq_T ></h3> |
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167 | |
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168 | Gaussian density with positive definite (decomposed) covariance matrix. |
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169 | <p> |
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170 | More?... <hr>The documentation for this class was generated from the following file:<ul> |
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171 | <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
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172 | </div> |
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173 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:04 2009 for mixpp by |
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174 | <a href="http://www.doxygen.org/index.html"> |
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175 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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176 | </body> |
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177 | </html> |
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