root/doc/html/classbdm_1_1mEF.html @ 259

Revision 259, 16.0 kB (checked in by smidl, 16 years ago)

doc

Line 
1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: bdm::mEF Class Reference</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.6 -->
8<div class="navigation" id="top">
9  <div class="tabs">
10    <ul>
11      <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
12      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
13      <li><a href="modules.html"><span>Modules</span></a></li>
14      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
15      <li><a href="files.html"><span>Files</span></a></li>
16    </ul>
17  </div>
18  <div class="tabs">
19    <ul>
20      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
21      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
22      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
23    </ul>
24  </div>
25  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mEF.html">mEF</a>
26  </div>
27</div>
28<div class="contents">
29<h1>bdm::mEF Class Reference</h1><!-- doxytag: class="bdm::mEF" --><!-- doxytag: inherits="bdm::mpdf" -->Exponential family model. 
30<a href="#_details">More...</a>
31<p>
32<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
33<p>
34<div class="dynheader">
35Inheritance diagram for bdm::mEF:</div>
36<div class="dynsection">
37<p><center><img src="classbdm_1_1mEF__inherit__graph.png" border="0" usemap="#bdm_1_1mEF__inherit__map" alt="Inheritance graph"></center>
38<map name="bdm_1_1mEF__inherit__map">
39<area shape="rect" href="classbdm_1_1mgamma.html" title="Gamma random walk." alt="" coords="21,167,141,193"><area shape="rect" href="classbdm_1_1migamma.html" title="Inverse&#45;Gamma random walk." alt="" coords="176,167,299,193"><area shape="rect" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="323,167,491,193"><area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\&lt; ldmat \&gt;" alt="" coords="389,263,565,289"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="259,7,349,33"><area shape="rect" href="classbdm_1_1mgamma__fix.html" title="Gamma random walk around a fixed point." alt="" coords="5,263,147,289"><area shape="rect" href="classbdm_1_1migamma__fix.html" title="Inverse&#45;Gamma random walk around a fixed point." alt="" coords="171,263,315,289"><area shape="rect" href="classbdm_1_1mlstudent.html" title="bdm::mlstudent" alt="" coords="416,343,539,369"></map>
40<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
41<div class="dynheader">
42Collaboration diagram for bdm::mEF:</div>
43<div class="dynsection">
44<p><center><img src="classbdm_1_1mEF__coll__graph.png" border="0" usemap="#bdm_1_1mEF__coll__map" alt="Collaboration graph"></center>
45<map name="bdm_1_1mEF__coll__map">
46<area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="19,284,109,311"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="5,87,80,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="75,185,160,212"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="47,7,135,33"></map>
47<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
48
49<p>
50<a href="classbdm_1_1mEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
51<tr><td></td></tr>
52<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
53<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6647b16e9c99b8a7d7df93374ef90f3"></a><!-- doxytag: member="bdm::mEF::mEF" ref="f6647b16e9c99b8a7d7df93374ef90f3" args="(const RV &amp;rv0, const RV &amp;rvc0)" -->
54&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mEF.html#f6647b16e9c99b8a7d7df93374ef90f3">mEF</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0, const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvc0)</td></tr>
55
56<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
57<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#e4848a428d8ef0549c6e4a9ed386d9f2">samplecond</a> (const vec &amp;cond, double &amp;ll)</td></tr>
58
59<tr><td class="mdescLeft">&nbsp;</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_10.png">.  <a href="#e4848a428d8ef0549c6e4a9ed386d9f2"></a><br></td></tr>
60<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#ee26963a637b2ea1fb1933652981e652">samplecond_m</a> (const vec &amp;cond, vec &amp;ll, int N)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#ee26963a637b2ea1fb1933652981e652"></a><br></td></tr>
63<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 &amp;cond)" -->
64virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530">condition</a> (const vec &amp;cond)</td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</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>
67<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 &amp;dt, const vec &amp;cond)" -->
68virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b">evallogcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</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>
71<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 &amp;Dt, const vec &amp;cond)" -->
72virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3aba7311038bf990d706a64cab60cf8"></a><!-- doxytag: member="bdm::mEF::_rvc" ref="b3aba7311038bf990d706a64cab60cf8" args="() const " -->
76<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#b3aba7311038bf990d706a64cab60cf8">_rvc</a> () const </td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mEF::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " -->
80<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#222d5280e309c5a053ba73841e98c151">_rv</a> () const </td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mEF::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
84<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#1892fe3933488942253679f068e9e7f6">_epdf</a> ()</td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mEF::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
88<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#05e843fd11c410a99dad2b88c55aca80">_e</a> ()</td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
91<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::mEF::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" -->
93<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51">rv</a></td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mEF::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
97<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mEF::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
101<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0">ep</a></td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</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>
104</table>
105<hr><a name="_details"></a><h2>Detailed Description</h2>
106Exponential family model.
107<p>
108More?... <hr><h2>Member Function Documentation</h2>
109<a class="anchor" name="e4848a428d8ef0549c6e4a9ed386d9f2"></a><!-- doxytag: member="bdm::mEF::samplecond" ref="e4848a428d8ef0549c6e4a9ed386d9f2" args="(const vec &amp;cond, double &amp;ll)" -->
110<div class="memitem">
111<div class="memproto">
112      <table class="memname">
113        <tr>
114          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
115          <td>(</td>
116          <td class="paramtype">const vec &amp;&nbsp;</td>
117          <td class="paramname"> <em>cond</em>, </td>
118        </tr>
119        <tr>
120          <td class="paramkey"></td>
121          <td></td>
122          <td class="paramtype">double &amp;&nbsp;</td>
123          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td>
124        </tr>
125        <tr>
126          <td></td>
127          <td>)</td>
128          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
129        </tr>
130      </table>
131</div>
132<div class="memdoc">
133
134<p>
135Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
136<p>
137<dl compact><dt><b>Parameters:</b></dt><dd>
138  <table border="0" cellspacing="2" cellpadding="0">
139    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
140    <tr><td valign="top"></td><td valign="top"><em>ll</em>&nbsp;</td><td>is a return value of log-likelihood of the sample. </td></tr>
141  </table>
142</dl>
143
144<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168">bdm::mprod</a>.</p>
145
146<p>References <a class="el" href="libBM_8h-source.html#l00243">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00226">bdm::mpdf::ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
147
148<p>Referenced by <a class="el" href="libPF_8h-source.html#l00144">bdm::MPF&lt; BM_T &gt;::bayes()</a>, and <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>.</p>
149
150</div>
151</div><p>
152<a class="anchor" name="ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::mEF::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
153<div class="memitem">
154<div class="memproto">
155      <table class="memname">
156        <tr>
157          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
158          <td>(</td>
159          <td class="paramtype">const vec &amp;&nbsp;</td>
160          <td class="paramname"> <em>cond</em>, </td>
161        </tr>
162        <tr>
163          <td class="paramkey"></td>
164          <td></td>
165          <td class="paramtype">vec &amp;&nbsp;</td>
166          <td class="paramname"> <em>ll</em>, </td>
167        </tr>
168        <tr>
169          <td class="paramkey"></td>
170          <td></td>
171          <td class="paramtype">int&nbsp;</td>
172          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
173        </tr>
174        <tr>
175          <td></td>
176          <td>)</td>
177          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
178        </tr>
179      </table>
180</div>
181<div class="memdoc">
182
183<p>
184Returns.
185<p>
186<dl compact><dt><b>Parameters:</b></dt><dd>
187  <table border="0" cellspacing="2" cellpadding="0">
188    <tr><td valign="top"></td><td valign="top"><em>N</em>&nbsp;</td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. </td></tr>
189    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
190    <tr><td valign="top"></td><td valign="top"><em>ll</em>&nbsp;</td><td>is a return value of log-likelihood of the sample. </td></tr>
191  </table>
192</dl>
193
194<p>References <a class="el" href="libBM_8h-source.html#l00243">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00081">bdm::RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00226">bdm::mpdf::ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00222">bdm::mpdf::rv</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
195
196</div>
197</div><p>
198<hr>The documentation for this class was generated from the following file:<ul>
199<li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
200</div>
201<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:31:30 2009 for mixpp by&nbsp;
202<a href="http://www.doxygen.org/index.html">
203<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
204</body>
205</html>
Note: See TracBrowser for help on using the browser.