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3<title>mixpp: bdm::epdf Class Reference</title>
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64      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
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[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1epdf.html">epdf</a>
[259]68  </div>
69</div>
70<div class="contents">
[290]71<h1>bdm::epdf Class Reference</h1><!-- doxytag: class="bdm::epdf" --><!-- doxytag: inherits="bdm::bdmroot" -->Probability density function with numerical statistics, e.g. posterior density. 
72<a href="#_details">More...</a>
[259]73<p>
[290]74<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
75<p>
[259]76
77<p>
[290]78<a href="classbdm_1_1epdf-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[368]81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e47a8bd9337478fa4e46d5a2a4336f9a"></a><!-- doxytag: member="bdm::epdf::to_string" ref="e47a8bd9337478fa4e46d5a2a4336f9a" args="()" -->
82virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#e47a8bd9337478fa4e46d5a2a4336f9a">to_string</a> ()</td></tr>
[353]83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4602efd3ad9fb9e4532426e4f488df8"></a><!-- doxytag: member="bdm::epdf::from_setting" ref="d4602efd3ad9fb9e4532426e4f488df8" args="(const Setting &amp;root)" -->
86virtual 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>
87
88<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>
[354]89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::epdf::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &amp;root) const " -->
90virtual 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>
[353]91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
[368]93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8cc21ea15fc723065eed5f3100757a5"></a><!-- doxytag: member="bdm::epdf::validate" ref="d8cc21ea15fc723065eed5f3100757a5" args="()" -->
94virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d8cc21ea15fc723065eed5f3100757a5">validate</a> ()</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
[270]97<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
98<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>
99<li>empty constructor, </li>
[271]100<li>copy constructor,</li>
[270]101</ul>
[271]102The following constructors should be supported for convenience: <ul>
103<li>constructor followed by calling <code>set_parameters()</code> </li>
104<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>
105</ul>
[270]106All 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>
[259]107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="992f3de956fb3439c62225156aafb6f6"></a><!-- doxytag: member="bdm::epdf::epdf" ref="992f3de956fb3439c62225156aafb6f6" args="()" -->
[270]108&nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> ()</td></tr>
[259]109
[270]110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e50af83245e56edf5cd76dbb4347d030"></a><!-- doxytag: member="bdm::epdf::epdf" ref="e50af83245e56edf5cd76dbb4347d030" args="(const epdf &amp;e)" -->
111&nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;e)</td></tr>
[259]112
[271]113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fdfed7aa18f2870951888b1dde977415"></a><!-- doxytag: member="bdm::epdf::epdf" ref="fdfed7aa18f2870951888b1dde977415" args="(const RV &amp;rv0)" -->
114&nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
115
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::epdf::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
117void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
118
[270]119<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
[271]120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::epdf::sample" ref="75ba57a89681a8efec488f5796c7cc1b" args="() const " -->
121virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr>
[259]122
[354]123<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()$" src="form_46.png">. <br></td></tr>
[259]124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::epdf::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
125virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
126
[354]127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [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>
[271]128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deab266d63c236c277538867d5c3f249"></a><!-- doxytag: member="bdm::epdf::evallog" ref="deab266d63c236c277538867d5c3f249" args="(const vec &amp;val) const " -->
129virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">evallog</a> (const vec &amp;val) const </td></tr>
[259]130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::epdf::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " -->
133virtual 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>
134
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::epdf::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " -->
137virtual <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>
138
139<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>
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::epdf::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &amp;rv) const " -->
141virtual <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>
142
143<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>
[271]144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::epdf::mean" ref="0c8d13d788094605b3cdab20a6e22b75" args="() const " -->
145virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr>
[259]146
147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
[271]148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::epdf::variance" ref="4543d40ccfc5d549b0c831a57a3ed84c" args="() const " -->
149virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr>
[259]150
151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
[287]152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::epdf::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
153virtual 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>
154
155<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>
[270]156<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
157<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>
158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::epdf::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
159void&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>
[259]160
[270]161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::epdf::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
163bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
164
165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
[259]166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::epdf::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
167const <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>
168
[270]169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
170<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[271]171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::epdf::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
172int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
[259]173
[270]174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
[259]175<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[270]176<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::epdf::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
177int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
178
179<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
[259]180<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::epdf::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
181<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>
182
[270]183<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
[259]184</table>
[290]185<hr><a name="_details"></a><h2>Detailed Description</h2>
186Probability density function with numerical statistics, e.g. posterior density. <hr>The documentation for this class was generated from the following files:<ul>
[261]187<li><a class="el" href="libBM_8h-source.html">libBM.h</a><li>libBM.cpp</ul>
[259]188</div>
[380]189<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:29 2009 for mixpp by&nbsp;
[259]190<a href="http://www.doxygen.org/index.html">
[290]191<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]192</body>
193</html>
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