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[259] | 62 | <li><a href="annotated.html"><span>Class List</span></a></li> |
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[271] | 67 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mEF.html">mEF</a> |
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[259] | 68 | </div> |
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| 69 | </div> |
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| 70 | <div class="contents"> |
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[270] | 71 | <h1>bdm::mEF Class Reference</h1><!-- doxytag: class="bdm::mEF" --><!-- doxytag: inherits="bdm::mpdf" --><code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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[259] | 72 | <p> |
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| 73 | <div class="dynheader"> |
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| 74 | Inheritance diagram for bdm::mEF:</div> |
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| 75 | <div class="dynsection"> |
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| 76 | |
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[271] | 77 | <p><center><img src="classbdm_1_1mEF.png" usemap="#bdm::mEF_map" border="0" alt=""></center> |
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| 78 | <map name="bdm::mEF_map"> |
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| 79 | <area href="classbdm_1_1mpdf.html" alt="bdm::mpdf" shape="rect" coords="216,56,350,80"> |
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| 80 | <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="216,0,350,24"> |
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| 81 | <area href="classbdm_1_1mgamma.html" alt="bdm::mgamma" shape="rect" coords="0,168,134,192"> |
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| 83 | <area href="classbdm_1_1mlnorm.html" alt="bdm::mlnorm< sq_T >" shape="rect" coords="288,168,422,192"> |
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| 84 | <area href="classbdm_1_1mlnorm.html" alt="bdm::mlnorm< ldmat >" shape="rect" coords="432,168,566,192"> |
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| 88 | </map> |
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| 89 | </div> |
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| 90 | |
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[259] | 91 | <p> |
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[270] | 92 | <a href="classbdm_1_1mEF-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 93 | Exponential family model. |
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| 94 | <p> |
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| 95 | More?... <table border="0" cellpadding="0" cellspacing="0"> |
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[259] | 96 | <tr><td></td></tr> |
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| 97 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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[270] | 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd7caad7026b778af66e34480eec6f9e"></a><!-- doxytag: member="bdm::mEF::mEF" ref="dd7caad7026b778af66e34480eec6f9e" args="()" --> |
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| 99 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mEF.html#dd7caad7026b778af66e34480eec6f9e">mEF</a> ()</td></tr> |
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[259] | 100 | |
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| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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[270] | 102 | <tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr> |
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[269] | 103 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &cond)</td></tr> |
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[259] | 104 | |
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[275] | 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">. <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> |
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[270] | 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &cond, int N)</td></tr> |
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[259] | 107 | |
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[270] | 108 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr> |
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[259] | 109 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db94784a9aacf74c65c5a014f6743530"></a><!-- doxytag: member="bdm::mEF::condition" ref="db94784a9aacf74c65c5a014f6743530" args="(const vec &cond)" --> |
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| 110 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530">condition</a> (const vec &cond)</td></tr> |
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| 111 | |
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| 112 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Update <code>ep</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> conditioned on <code>rvc</code> = cond. <br></td></tr> |
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| 113 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mEF::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &dt, const vec &cond)" --> |
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| 114 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b">evallogcond</a> (const vec &dt, const vec &cond)</td></tr> |
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| 115 | |
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| 116 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Shortcut for conditioning and evaluation of the internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. In some cases, this operation can be implemented efficiently. <br></td></tr> |
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| 117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mEF::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &Dt, const vec &cond)" --> |
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| 118 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb">evallogcond_m</a> (const mat &Dt, const vec &cond)</td></tr> |
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| 119 | |
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| 120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> |
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[270] | 121 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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| 122 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mEF::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" --> |
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| 123 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr> |
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[259] | 124 | |
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[270] | 125 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mEF::_rvc" ref="26001264236846897bd11e4baad47245" args="()" --> |
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| 126 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr> |
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[259] | 127 | |
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[270] | 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mEF::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" --> |
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| 129 | int </td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr> |
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| 130 | |
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| 131 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mEF::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" --> |
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| 132 | int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> |
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| 133 | |
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[259] | 134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mEF::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" --> |
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[270] | 135 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr> |
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[259] | 136 | |
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| 137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mEF::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" --> |
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[270] | 138 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr> |
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[259] | 139 | |
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[270] | 140 | <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> |
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| 141 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mEF::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> |
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| 142 | void </td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvc0)</td></tr> |
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| 143 | |
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| 144 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mEF::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> |
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| 145 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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| 146 | |
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| 147 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mEF::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> |
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| 148 | bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> |
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| 149 | |
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[259] | 150 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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[270] | 151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mEF::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" --> |
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| 152 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> |
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[259] | 153 | |
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[270] | 154 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br></td></tr> |
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[259] | 155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mEF::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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| 156 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr> |
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| 157 | |
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| 158 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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| 159 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mEF::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" --> |
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| 160 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0">ep</a></td></tr> |
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| 161 | |
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| 162 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer to internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <br></td></tr> |
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| 163 | </table> |
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[270] | 164 | <hr><h2>Member Function Documentation</h2> |
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[269] | 165 | <a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mEF::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &cond)" --> |
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[259] | 166 | <div class="memitem"> |
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| 167 | <div class="memproto"> |
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| 168 | <table class="memname"> |
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| 169 | <tr> |
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| 170 | <td class="memname">virtual vec bdm::mpdf::samplecond </td> |
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| 171 | <td>(</td> |
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| 172 | <td class="paramtype">const vec & </td> |
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[269] | 173 | <td class="paramname"> <em>cond</em> </td> |
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| 174 | <td> ) </td> |
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| 175 | <td><code> [inline, virtual, inherited]</code></td> |
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[259] | 176 | </tr> |
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| 177 | </table> |
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| 178 | </div> |
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| 179 | <div class="memdoc"> |
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| 180 | |
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| 181 | <p> |
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[275] | 182 | Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">. |
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[259] | 183 | <p> |
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| 184 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 185 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 186 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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| 187 | </table> |
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| 188 | </dl> |
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| 189 | |
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[271] | 190 | <p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p> |
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[259] | 191 | |
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[271] | 192 | <p>References <a class="el" href="libBM_8h-source.html#l00324">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00297">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p> |
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[259] | 193 | |
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[280] | 194 | <p>Referenced by <a class="el" href="libPF_8h-source.html#l00149">bdm::MPF< BM_T >::bayes()</a>, <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="libDS_8cpp-source.html#l00043">bdm::ArxDS::step()</a>.</p> |
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[271] | 195 | |
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[259] | 196 | </div> |
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| 197 | </div><p> |
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[270] | 198 | <a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mEF::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &cond, int N)" --> |
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[259] | 199 | <div class="memitem"> |
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| 200 | <div class="memproto"> |
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| 201 | <table class="memname"> |
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| 202 | <tr> |
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| 203 | <td class="memname">virtual mat bdm::mpdf::samplecond_m </td> |
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| 204 | <td>(</td> |
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| 205 | <td class="paramtype">const vec & </td> |
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| 206 | <td class="paramname"> <em>cond</em>, </td> |
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| 207 | </tr> |
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| 208 | <tr> |
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| 209 | <td class="paramkey"></td> |
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| 210 | <td></td> |
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| 211 | <td class="paramtype">int </td> |
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| 212 | <td class="paramname"> <em>N</em></td><td> </td> |
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| 213 | </tr> |
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| 214 | <tr> |
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| 215 | <td></td> |
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| 216 | <td>)</td> |
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| 217 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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| 218 | </tr> |
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| 219 | </table> |
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| 220 | </div> |
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| 221 | <div class="memdoc"> |
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| 222 | |
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| 223 | <p> |
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| 224 | Returns. |
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| 225 | <p> |
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| 226 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 227 | <table border="0" cellspacing="2" cellpadding="0"> |
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[275] | 228 | <tr><td valign="top"></td><td valign="top"><em>N</em> </td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">. </td></tr> |
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[259] | 229 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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| 230 | <tr><td valign="top"></td><td valign="top"><em>ll</em> </td><td>is a return value of log-likelihood of the sample. </td></tr> |
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| 231 | </table> |
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| 232 | </dl> |
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| 233 | |
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[271] | 234 | <p>References <a class="el" href="libBM_8h-source.html#l00324">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00281">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00297">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p> |
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[259] | 235 | |
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| 236 | </div> |
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| 237 | </div><p> |
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| 238 | <hr>The documentation for this class was generated from the following file:<ul> |
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[261] | 239 | <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
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[259] | 240 | </div> |
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[280] | 241 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:39:17 2009 for mixpp by |
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[259] | 242 | <a href="http://www.doxygen.org/index.html"> |
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| 243 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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| 244 | </body> |
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| 245 | </html> |
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