bdm::epdf Class Reference

#include <libBM.h>

Inheritance diagram for bdm::epdf:

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List of all members.

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Detailed Description

Probability density function with numerical statistics, e.g. posterior density.

Public Member Functions
Constructors
Construction of each epdf should support two types of constructors: empty constructor, copy constructor, constructor followed by calling set_parameters for convenience. All internal data structures are constructed as empty. Their values (including sizes) will be set by method set_parameters(). This way references can be initialized in constructors.
	epdf ()
	epdf (const epdf &e)
Matematical Operations
virtual vec	sample () const =0
	Returns a sample, from density .
virtual mat	sample_m (int N) const
	Returns N samples, from density .
virtual double	evallog (const vec &val) const =0
	Compute log-probability of argument val.
virtual vec	evallog_m (const mat &Val) const
	Compute log-probability of multiple values argument val.
virtual mpdf *	condition (const RV &rv) const
	Return conditional density on the given RV, the remaining rvs will be in conditioning.
virtual epdf *	marginal (const RV &rv) const
	Return marginal density on the given RV, the remainig rvs are intergrated out.
virtual vec	mean () const =0
	return expected value
virtual vec	variance () const =0
	return expected variance (not covariance!)
Connection to other classes
Description of the random quantity via attribute rv is optional. For operations such as sampling rv does not need to be set. However, for marginalization and conditioning rv has to be set. NB:
void	set_rv (const RV &rv0)
	Name its rv.
bool	isnamed () const
	True if rv is assigned.
const RV &	_rv () const
	Return name (fails when isnamed is false).
Access to attributes
bool	dimension () const
	Size of the random variable.
Protected Attributes
int	dim
	dimension of the random variable
RV	rv
	Description of the random variable.

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The documentation for this class was generated from the following files:

• libBM.h
• libBM.cpp