root/doc/html/classbdm_1_1enorm.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

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3<title>mixpp: bdm::enorm&lt; sq_T &gt; Class Template Reference</title>
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31<h1>bdm::enorm&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::enorm" --><!-- doxytag: inherits="bdm::eEF" --><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::enorm&lt; sq_T &gt;:</div>
35<div class="dynsection">
36<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>
37<map name="bdm_1_1enorm_3_01sq__T_01_4__inherit__map">
38<area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; ldmat \&gt;" alt="" coords="5,343,173,369"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; chmat \&gt;" alt="" coords="197,343,368,369"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; fsqmat \&gt;" 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>
39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
42<a href="classbdm_1_1enorm-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43<h3>template&lt;class sq_T&gt;<br>
44 class bdm::enorm&lt; sq_T &gt;</h3>
45
46Gaussian density with positive definite (decomposed) covariance matrix.
47<p>
48More?... <table border="0" cellpadding="0" cellspacing="0">
49<tr><td></td></tr>
50<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &amp;v)" -->
52virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
55<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 &amp;val) const " -->
56virtual 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>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
59<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 &amp;Val) const " -->
60virtual 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>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
63<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)" -->
64virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
67<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ccc42fd86d4532de03e0d2a0075e066c"></a><!-- doxytag: member="bdm::enorm::enorm" ref="ccc42fd86d4532de03e0d2a0075e066c" args="()" -->
69&nbsp;</td><td class="memItemRight" valign="bottom"><b>enorm</b> ()</td></tr>
70
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c9db749e205a0605ad9c93470f6dcaa"></a><!-- doxytag: member="bdm::enorm::enorm" ref="4c9db749e205a0605ad9c93470f6dcaa" args="(const vec &amp;mu, const sq_T &amp;R)" -->
72&nbsp;</td><td class="memItemRight" valign="bottom"><b>enorm</b> (const vec &amp;<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const sq_T &amp;<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr>
73
74<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 &amp;mu, const sq_T &amp;R)" -->
75void&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 sq_T &amp;<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr>
76
77<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2e0d3a1e30ab3ab04df2d0c43ae74a2"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="d2e0d3a1e30ab3ab04df2d0c43ae74a2" args="(mat &amp;v, double nu=1.0)" -->
79void&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>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1a48f52351ec3a349bd443b713b1766"></a><!-- doxytag: member="bdm::enorm::sample" ref="e1a48f52351ec3a349bd443b713b1766" args="() const " -->
83vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766">sample</a> () const </td></tr>
84
85<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()$" src="form_107.png">. <br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ebd96125aed74f9504033bb3605849db"></a><!-- doxytag: member="bdm::enorm::sample" ref="ebd96125aed74f9504033bb3605849db" args="(int N) const " -->
87mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>sample</b> (int N) const </td></tr>
88
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e13aeed5b543b2179bacdc4fa2ae47a3"></a><!-- doxytag: member="bdm::enorm::evallog_nn" ref="e13aeed5b543b2179bacdc4fa2ae47a3" args="(const vec &amp;val) const " -->
90double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">evallog_nn</a> (const vec &amp;val) const </td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25785343aff102cc5df1cab08ba16d32"></a><!-- doxytag: member="bdm::enorm::lognc" ref="25785343aff102cc5df1cab08ba16d32" args="() const " -->
94double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">lognc</a> () const </td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2fa2915c35366392fe9bb022ca1a600"></a><!-- doxytag: member="bdm::enorm::mean" ref="b2fa2915c35366392fe9bb022ca1a600" args="() const " -->
98vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600">mean</a> () const </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="729c75ef0fa8abae03d58ad1f81e6773"></a><!-- doxytag: member="bdm::enorm::variance" ref="729c75ef0fa8abae03d58ad1f81e6773" args="() const " -->
102vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">variance</a> () const </td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
105<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 &amp;rvn) const " -->
106<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>
107
108<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>
109<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 &amp;rv) const " -->
110<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</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> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
111
112<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>
113<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="766127847e9482aea9226ea157295ea2"></a><!-- doxytag: member="bdm::enorm::_mu" ref="766127847e9482aea9226ea157295ea2" args="()" -->
115vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b> ()</td></tr>
116
117<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)" -->
118void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_mu</b> (const vec mu0)</td></tr>
119
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81d81e35e57c9f194bde248e3affcf1f"></a><!-- doxytag: member="bdm::enorm::_R" ref="81d81e35e57c9f194bde248e3affcf1f" args="()" -->
121sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
122
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c664b024e79f18ca3f8e8cc81af2103"></a><!-- doxytag: member="bdm::enorm::_R" ref="8c664b024e79f18ca3f8e8cc81af2103" args="() const " -->
124const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> () const </td></tr>
125
126<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
127<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 " -->
128virtual 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>
129
130<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>
131<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 &amp;Val) const " -->
132virtual 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>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
135<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
136<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>
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::enorm::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
138void&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>
139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::enorm::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
142bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
143
144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::enorm::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
146const <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>
147
148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
149<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46dfe100cd621716ee5c7ee25a20f24b"></a><!-- doxytag: member="bdm::enorm::dimension" ref="46dfe100cd621716ee5c7ee25a20f24b" args="() const " -->
151bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b">dimension</a> () const </td></tr>
152
153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
154<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c702a194720853570d08b65482f842c7"></a><!-- doxytag: member="bdm::enorm::mu" ref="c702a194720853570d08b65482f842c7" args="" -->
156vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a></td></tr>
157
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">mean value <br></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d92dde696b2a7a5b10ddef5d22ba2c2"></a><!-- doxytag: member="bdm::enorm::R" ref="2d92dde696b2a7a5b10ddef5d22ba2c2" args="" -->
160sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a></td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::enorm::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>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::enorm::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
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
171</table>
172<hr>The documentation for this class was generated from the following file:<ul>
173<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
174</div>
175<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:06 2009 for mixpp by&nbsp;
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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