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3<title>mixpp: bdm::mEF 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_1mEF.html">mEF</a>
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30<div class="contents">
31<h1>bdm::mEF Class Reference</h1><!-- doxytag: class="bdm::mEF" --><!-- doxytag: inherits="bdm::mpdf" -->Exponential family model. 
32<a href="#_details">More...</a>
33<p>
34<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
35<p>
36<div class="dynheader">
37Inheritance diagram for bdm::mEF:</div>
38<div class="dynsection">
39<p><center><img src="classbdm_1_1mEF__inherit__graph.png" border="0" usemap="#bdm_1_1mEF__inherit__map" alt="Inheritance graph"></center>
40<map name="bdm_1_1mEF__inherit__map">
41<area shape="rect" href="classbdm_1_1mgamma.html" title="Gamma random walk." alt="" coords="477,5,597,32"><area shape="rect" href="classbdm_1_1migamma.html" title="Inverse&#45;Gamma random walk." alt="" coords="476,56,599,83"><area shape="rect" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="453,157,621,184"><area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\&lt; ldmat \&gt;" alt="" coords="744,133,920,160"><area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\&lt; chmat \&gt;" alt="" coords="743,204,921,231"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="172,107,263,133"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="7,107,119,133"><area shape="rect" href="classbdm_1_1mgamma__fix.html" title="Gamma random walk around a fixed point." alt="" coords="761,5,903,32"><area shape="rect" href="classbdm_1_1migamma__fix.html" title="Inverse&#45;Gamma random walk around a fixed point." alt="" coords="760,56,904,83"><area shape="rect" href="classbdm_1_1mlstudent.html" title="bdm::mlstudent" alt="" coords="975,133,1097,160"></map>
42<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
43<div class="dynheader">
44Collaboration diagram for bdm::mEF:</div>
45<div class="dynsection">
46<p><center><img src="classbdm_1_1mEF__coll__graph.png" border="0" usemap="#bdm_1_1mEF__coll__map" alt="Collaboration graph"></center>
47<map name="bdm_1_1mEF__coll__map">
48<area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="5,284,96,311"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="7,7,119,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="25,87,100,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="93,185,179,212"></map>
49<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
50
51<p>
52<a href="classbdm_1_1mEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
53<tr><td></td></tr>
54<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
55<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)" -->
56&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>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
59<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#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &amp;cond)</td></tr>
60
61<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="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr>
62<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>
63
64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#ee26963a637b2ea1fb1933652981e652"></a><br></td></tr>
65<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)" -->
66virtual 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>
67
68<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>
69<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)" -->
70virtual 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>
71
72<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>
73<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)" -->
74virtual 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>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3aba7311038bf990d706a64cab60cf8"></a><!-- doxytag: member="bdm::mEF::_rvc" ref="b3aba7311038bf990d706a64cab60cf8" args="() const " -->
78<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>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mEF::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " -->
82<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>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mEF::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
86<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>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mEF::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
90<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>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
93<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::mEF::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" -->
95<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>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mEF::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
99<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>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mEF::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
103<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>
104
105<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>
106</table>
107<hr><a name="_details"></a><h2>Detailed Description</h2>
108Exponential family model.
109<p>
110More?... <hr><h2>Member Function Documentation</h2>
111<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mEF::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
112<div class="memitem">
113<div class="memproto">
114      <table class="memname">
115        <tr>
116          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
117          <td>(</td>
118          <td class="paramtype">const vec &amp;&nbsp;</td>
119          <td class="paramname"> <em>cond</em>          </td>
120          <td>&nbsp;)&nbsp;</td>
121          <td><code> [inline, virtual, inherited]</code></td>
122        </tr>
123      </table>
124</div>
125<div class="memdoc">
126
127<p>
128Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
129<p>
130<dl compact><dt><b>Parameters:</b></dt><dd>
131  <table border="0" cellspacing="2" cellpadding="0">
132    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
133  </table>
134</dl>
135
136<p>References <a class="el" href="libBM_8h-source.html#l00250">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00233">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
137
138<p>Referenced by <a class="el" href="libPF_8h-source.html#l00143">bdm::MPF&lt; BM_T &gt;::bayes()</a>, <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="libDS_8cpp-source.html#l00044">bdm::ArxDS::step()</a>.</p>
139
140</div>
141</div><p>
142<a class="anchor" name="ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::mEF::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
143<div class="memitem">
144<div class="memproto">
145      <table class="memname">
146        <tr>
147          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
148          <td>(</td>
149          <td class="paramtype">const vec &amp;&nbsp;</td>
150          <td class="paramname"> <em>cond</em>, </td>
151        </tr>
152        <tr>
153          <td class="paramkey"></td>
154          <td></td>
155          <td class="paramtype">vec &amp;&nbsp;</td>
156          <td class="paramname"> <em>ll</em>, </td>
157        </tr>
158        <tr>
159          <td class="paramkey"></td>
160          <td></td>
161          <td class="paramtype">int&nbsp;</td>
162          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
163        </tr>
164        <tr>
165          <td></td>
166          <td>)</td>
167          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
168        </tr>
169      </table>
170</div>
171<div class="memdoc">
172
173<p>
174Returns.
175<p>
176<dl compact><dt><b>Parameters:</b></dt><dd>
177  <table border="0" cellspacing="2" cellpadding="0">
178    <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>
179    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
180    <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>
181  </table>
182</dl>
183
184<p>References <a class="el" href="libBM_8h-source.html#l00250">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00086">bdm::RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00233">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#l00229">bdm::mpdf::rv</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
185
186</div>
187</div><p>
188<hr>The documentation for this class was generated from the following file:<ul>
189<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
190</div>
191<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:03 2009 for mixpp by&nbsp;
192<a href="http://www.doxygen.org/index.html">
193<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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