bdm::mEF Class Reference

#include <libEF.h>

Inheritance diagram for bdm::mEF:

List of all members.

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Detailed Description

Exponential family model.

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Public Member Functions
	mEF ()
	Default constructor.
Matematical operations
virtual vec	samplecond (const vec &cond)
	Returns a sample from the density conditioned on cond, .
virtual mat	samplecond_m (const vec &cond, int N)
	Returns.
virtual void	condition (const vec &cond)
	Update ep so that it represents this mpdf conditioned on rvc = cond.
virtual double	evallogcond (const vec &dt, const vec &cond)
	Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently.
virtual vec	evallogcond_m (const mat &Dt, const vec &cond)
	Matrix version of evallogcond.
Access to attributes
RV	_rv ()
RV	_rvc ()
int	dimension ()
int	dimensionc ()
epdf &	_epdf ()
epdf *	_e ()
Connection to other objects
void	set_rvc (const RV &rvc0)
void	set_rv (const RV &rv0)
bool	isnamed ()
Protected Attributes
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition
epdf *	ep
	pointer to internal epdf

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Member Function Documentation

virtual vec bdm::mpdf::samplecond

(

const vec &

cond

)

[inline, virtual, inherited]

Returns a sample from the density conditioned on cond, .

Parameters:

cond

is numeric value of rv

Reimplemented in bdm::mprod.

References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample().

Referenced by bdm::MPF< BM_T >::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().

virtual mat bdm::mpdf::samplecond_m	(	const vec &	cond,
		int	N
	)			[inline, virtual, inherited]

Returns.

Parameters:

	N	samples from the density conditioned on cond, .
	cond	is numeric value of rv
	ll	is a return value of log-likelihood of the sample.

References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample().

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

• libEF.h