bdm::eprod Class Reference

#include <emix.h>

Inheritance diagram for bdm::eprod:

bdm::epdf bdm::bdmroot

List of all members.


Detailed Description

Product of independent epdfs. For dependent pdfs, use mprod.

Public Member Functions

 eprod (const Array< const epdf * > epdfs0)
vec mean () const
 return expected value
vec variance () const
 return expected variance (not covariance!)
vec sample () const
 Returns a sample, $ x $ from density $ f_x()$.
double evallog (const vec &val) const
 Compute log-probability of argument val.
const epdfoperator() (int i) const
 access function
 ~eprod ()
 Destructor.
Constructors
Construction of each epdf should support two types of constructors:
  • empty constructor,
  • copy constructor,
The following constructors should be supported for convenience:
  • constructor followed by calling set_parameters()
  • constructor accepting random variables calling set_rv()
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.

void set_parameters (int dim0)
Matematical Operations
virtual mat sample_m (int N) const
 Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$.
virtual vec evallog_m (const mat &Val) const
 Compute log-probability of multiple values argument val.
virtual mpdfcondition (const RV &rv) const
 Return conditional density on the given RV, the remaining rvs will be in conditioning.
virtual epdfmarginal (const RV &rv) const
 Return marginal density on the given RV, the remainig rvs are intergrated out.
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
int dimension () const
 Size of the random variable.

Protected Attributes

Array< const epdf * > epdfs
 Components (epdfs).
Array< datalink * > dls
 Array of indeces.
int dim
 dimension of the random variable
RV rv
 Description of the random variable.

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

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