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22 | <li><a href="annotated.html"><span>Class List</span></a></li> |
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24 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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25 | </ul> |
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26 | </div> |
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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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28 | </div> |
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29 | </div> |
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30 | <div class="contents"> |
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31 | <h1>bdm::mEF Class Reference</h1><!-- doxytag: class="bdm::mEF" --><!-- doxytag: inherits="bdm::mpdf" -->Exponential family model. |
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32 | <a href="#_details">More...</a> |
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33 | <p> |
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34 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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35 | <p> |
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36 | <div class="dynheader"> |
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37 | Inheritance diagram for bdm::mEF:</div> |
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38 | <div class="dynsection"> |
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39 | <p><center><img src="classbdm_1_1mEF__inherit__graph.png" border="0" usemap="#bdm_1_1mEF__inherit__map" alt="Inheritance graph"></center> |
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40 | <map name="bdm_1_1mEF__inherit__map"> |
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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-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\< ldmat \>" alt="" coords="744,133,920,160"><area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\< chmat \>" 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-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> |
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42 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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43 | <div class="dynheader"> |
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44 | Collaboration diagram for bdm::mEF:</div> |
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45 | <div class="dynsection"> |
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46 | <p><center><img src="classbdm_1_1mEF__coll__graph.png" border="0" usemap="#bdm_1_1mEF__coll__map" alt="Collaboration graph"></center> |
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47 | <map name="bdm_1_1mEF__coll__map"> |
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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> |
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49 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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50 | |
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51 | <p> |
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52 | <a href="classbdm_1_1mEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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53 | <tr><td></td></tr> |
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54 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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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 &rv0, const RV &rvc0)" --> |
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56 | </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> &rv0, const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvc0)</td></tr> |
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57 | |
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58 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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59 | <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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60 | |
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61 | <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_10.png">. <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> |
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62 | <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#ee26963a637b2ea1fb1933652981e652">samplecond_m</a> (const vec &cond, vec &ll, int N)</td></tr> |
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63 | |
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64 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#ee26963a637b2ea1fb1933652981e652"></a><br></td></tr> |
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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 &cond)" --> |
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66 | 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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67 | |
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68 | <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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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 &dt, const vec &cond)" --> |
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70 | 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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71 | |
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72 | <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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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 &Dt, const vec &cond)" --> |
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74 | 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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75 | |
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76 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> |
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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 " --> |
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78 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#b3aba7311038bf990d706a64cab60cf8">_rvc</a> () const </td></tr> |
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79 | |
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80 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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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 " --> |
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82 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#222d5280e309c5a053ba73841e98c151">_rv</a> () const </td></tr> |
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83 | |
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84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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85 | <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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86 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#1892fe3933488942253679f068e9e7f6">_epdf</a> ()</td></tr> |
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87 | |
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88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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89 | <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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90 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#05e843fd11c410a99dad2b88c55aca80">_e</a> ()</td></tr> |
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91 | |
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92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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93 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::mEF::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" --> |
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95 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51">rv</a></td></tr> |
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96 | |
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97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modeled random variable <br></td></tr> |
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98 | <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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99 | <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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100 | |
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101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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102 | <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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103 | <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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104 | |
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105 | <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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106 | </table> |
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107 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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108 | Exponential family model. |
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109 | <p> |
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110 | More?... <hr><h2>Member Function Documentation</h2> |
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111 | <a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mEF::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &cond)" --> |
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112 | <div class="memitem"> |
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113 | <div class="memproto"> |
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114 | <table class="memname"> |
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115 | <tr> |
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116 | <td class="memname">virtual vec bdm::mpdf::samplecond </td> |
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117 | <td>(</td> |
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118 | <td class="paramtype">const vec & </td> |
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119 | <td class="paramname"> <em>cond</em> </td> |
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120 | <td> ) </td> |
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121 | <td><code> [inline, virtual, inherited]</code></td> |
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122 | </tr> |
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123 | </table> |
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124 | </div> |
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125 | <div class="memdoc"> |
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126 | |
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127 | <p> |
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128 | Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. |
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129 | <p> |
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130 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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131 | <table border="0" cellspacing="2" cellpadding="0"> |
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132 | <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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133 | </table> |
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134 | </dl> |
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135 | |
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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> |
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137 | |
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138 | <p>Referenced by <a class="el" href="libPF_8h-source.html#l00143">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#l00044">bdm::ArxDS::step()</a>.</p> |
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139 | |
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140 | </div> |
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141 | </div><p> |
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142 | <a class="anchor" name="ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::mEF::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &cond, vec &ll, int N)" --> |
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143 | <div class="memitem"> |
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144 | <div class="memproto"> |
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145 | <table class="memname"> |
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146 | <tr> |
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147 | <td class="memname">virtual mat bdm::mpdf::samplecond_m </td> |
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148 | <td>(</td> |
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149 | <td class="paramtype">const vec & </td> |
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150 | <td class="paramname"> <em>cond</em>, </td> |
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151 | </tr> |
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152 | <tr> |
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153 | <td class="paramkey"></td> |
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154 | <td></td> |
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155 | <td class="paramtype">vec & </td> |
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156 | <td class="paramname"> <em>ll</em>, </td> |
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157 | </tr> |
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158 | <tr> |
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159 | <td class="paramkey"></td> |
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160 | <td></td> |
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161 | <td class="paramtype">int </td> |
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162 | <td class="paramname"> <em>N</em></td><td> </td> |
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163 | </tr> |
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164 | <tr> |
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165 | <td></td> |
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166 | <td>)</td> |
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167 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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168 | </tr> |
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169 | </table> |
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170 | </div> |
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171 | <div class="memdoc"> |
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172 | |
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173 | <p> |
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174 | Returns. |
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175 | <p> |
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176 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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177 | <table border="0" cellspacing="2" cellpadding="0"> |
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178 | <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_10.png">. </td></tr> |
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179 | <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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180 | <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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181 | </table> |
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182 | </dl> |
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183 | |
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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> |
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185 | |
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186 | </div> |
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187 | </div><p> |
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188 | <hr>The documentation for this class was generated from the following file:<ul> |
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189 | <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
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190 | </div> |
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191 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:03 2009 for mixpp by |
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192 | <a href="http://www.doxygen.org/index.html"> |
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193 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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194 | </body> |
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195 | </html> |
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