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* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

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3<title>mixpp: bdm::epdf Class Reference</title>
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27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1epdf.html">epdf</a>
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31<h1>bdm::epdf Class Reference</h1><!-- doxytag: class="bdm::epdf" --><!-- doxytag: inherits="bdm::bdmroot" --><code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::epdf:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1epdf__inherit__graph.png" border="0" usemap="#bdm_1_1epdf__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1epdf__inherit__map">
38<area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="375,183,455,209"><area shape="rect" href="classbdm_1_1eEmp.html" title="Weighted empirical density." alt="" coords="367,233,463,260"><area shape="rect" href="classbdm_1_1emix.html" title="Mixture of epdfs." alt="" coords="371,284,459,311"><area shape="rect" href="classbdm_1_1eprod.html" title="Product of independent epdfs. For dependent pdfs, use mprod." alt="" coords="367,335,463,361"><area shape="rect" href="classbdm_1_1euni.html" title="Uniform distributed density on a rectangular support." alt="" coords="372,385,457,412"><area shape="rect" href="classbdm_1_1merger.html" title="Function for general combination of pdfs." alt="" coords="363,436,467,463"><area shape="rect" title="internal class for MPDF providing composition of eEmp with external components" alt="" coords="311,487,519,513"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="7,335,119,361"><area shape="rect" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density." alt="" coords="600,5,701,32"><area shape="rect" href="classbdm_1_1egamma.html" title="Gamma posterior density." alt="" coords="593,56,708,83"><area shape="rect" href="classbdm_1_1egiw.html" title="Gauss&#45;inverse&#45;Wishart density stored in LD form." alt="" coords="608,107,693,133"><area shape="rect" href="classbdm_1_1eigamma.html" title="Inverse&#45;Gamma posterior density." alt="" coords="591,157,711,184"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="571,276,731,303"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; ldmat \&gt;" alt="" coords="857,233,1025,260"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; chmat \&gt;" alt="" coords="856,307,1027,333"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; fsqmat \&gt;" alt="" coords="853,401,1029,428"></map>
39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
42<a href="classbdm_1_1epdf-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43Probability density function with numerical statistics, e.g. posterior density. <table border="0" cellpadding="0" cellspacing="0">
44<tr><td></td></tr>
45<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
46<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
47<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>
48<li>empty constructor, </li>
49<li>copy constructor, </li>
50<li>constructor followed by calling <code>set_parameters</code> for convenience.</li>
51</ul>
52All 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>
53<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="992f3de956fb3439c62225156aafb6f6"></a><!-- doxytag: member="bdm::epdf::epdf" ref="992f3de956fb3439c62225156aafb6f6" args="()" -->
54&nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> ()</td></tr>
55
56<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)" -->
57&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>
58
59<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09721eb148bc49d6ec2f1956039f3a10"></a><!-- doxytag: member="bdm::epdf::sample" ref="09721eb148bc49d6ec2f1956039f3a10" args="() const =0" -->
61virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">sample</a> () const =0</td></tr>
62
63<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()$" src="form_107.png">. <br></td></tr>
64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::epdf::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
65virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
66
67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [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>
68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8e39e2ff5e5cf5471bc159530d3b2d3"></a><!-- doxytag: member="bdm::epdf::evallog" ref="a8e39e2ff5e5cf5471bc159530d3b2d3" args="(const vec &amp;val) const =0" -->
69virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">evallog</a> (const vec &amp;val) const =0</td></tr>
70
71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
72<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 " -->
73virtual 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>
74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
76<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 " -->
77virtual <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>
78
79<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>
80<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 " -->
81virtual <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>
82
83<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>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="565300f603ca00c989e16389d9eb42f5"></a><!-- doxytag: member="bdm::epdf::mean" ref="565300f603ca00c989e16389d9eb42f5" args="() const =0" -->
85virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#565300f603ca00c989e16389d9eb42f5">mean</a> () const =0</td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="45c2b64faa4bf526799e4154a6ec6097"></a><!-- doxytag: member="bdm::epdf::variance" ref="45c2b64faa4bf526799e4154a6ec6097" args="() const =0" -->
89virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#45c2b64faa4bf526799e4154a6ec6097">variance</a> () const =0</td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
92<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
93<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>
94<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)" -->
95void&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>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::epdf::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
99bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::epdf::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
103const <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>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
106<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46dfe100cd621716ee5c7ee25a20f24b"></a><!-- doxytag: member="bdm::epdf::dimension" ref="46dfe100cd621716ee5c7ee25a20f24b" args="() const " -->
108bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b">dimension</a> () const </td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
111<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::epdf::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
113int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::epdf::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
117<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>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
120</table>
121<hr>The documentation for this class was generated from the following files:<ul>
122<li><a class="el" href="libBM_8h-source.html">libBM.h</a><li>libBM.cpp</ul>
123</div>
124<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:04 2009 for mixpp by&nbsp;
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126<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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