root/doc/html/classbdm_1_1mepdf.html @ 290

Revision 290, 16.1 kB (checked in by smidl, 15 years ago)

correction of ARX tutorial

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::mepdf Class Reference</title>
4<link href="tabs.css" rel="stylesheet" type="text/css">
5<link href="doxygen.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.8 -->
8<script type="text/javascript">
9<!--
10function changeDisplayState (e){
11  var num=this.id.replace(/[^[0-9]/g,'');
12  var button=this.firstChild;
13  var sectionDiv=document.getElementById('dynsection'+num);
14  if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){
15    sectionDiv.style.display='block';
16    button.src='open.gif';
17  }else{
18    sectionDiv.style.display='none';
19    button.src='closed.gif';
20  }
21}
22function initDynSections(){
23  var divs=document.getElementsByTagName('div');
24  var sectionCounter=1;
25  for(var i=0;i<divs.length-1;i++){
26    if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){
27      var header=divs[i];
28      var section=divs[i+1];
29      var button=header.firstChild;
30      if (button!='IMG'){
31        divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild);
32        button=document.createElement('img');
33        divs[i].insertBefore(button,divs[i].firstChild);
34      }
35      header.style.cursor='pointer';
36      header.onclick=changeDisplayState;
37      header.id='dynheader'+sectionCounter;
38      button.src='closed.gif';
39      section.id='dynsection'+sectionCounter;
40      section.style.display='none';
41      section.style.marginLeft='14px';
42      sectionCounter++;
43    }
44  }
45}
46window.onload = initDynSections;
47-->
48</script>
49<div class="navigation" id="top">
50  <div class="tabs">
51    <ul>
52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
53      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
54      <li><a href="modules.html"><span>Modules</span></a></li>
55      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
56      <li><a href="files.html"><span>Files</span></a></li>
57    </ul>
58  </div>
59  <div class="tabs">
60    <ul>
61      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
62      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li>
63      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
64      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
65    </ul>
66  </div>
67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mepdf.html">mepdf</a>
68  </div>
69</div>
70<div class="contents">
71<h1>bdm::mepdf Class Reference</h1><!-- doxytag: class="bdm::mepdf" --><!-- doxytag: inherits="bdm::mpdf" -->Unconditional <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>, allows using <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> in the role of <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>
72<a href="#_details">More...</a>
73<p>
74<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
75<p>
76
77<p>
78<a href="classbdm_1_1mepdf-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="27cc32d1a810516c25bda51ddf886376"></a><!-- doxytag: member="bdm::mepdf::mepdf" ref="27cc32d1a810516c25bda51ddf886376" args="(const epdf *em)" -->
82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mepdf.html#27cc32d1a810516c25bda51ddf886376">mepdf</a> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *em)</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2b898058169e7ed9a6dc7cd4e1c147c"></a><!-- doxytag: member="bdm::mepdf::condition" ref="b2b898058169e7ed9a6dc7cd4e1c147c" args="(const vec &amp;cond)" -->
86void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mepdf.html#b2b898058169e7ed9a6dc7cd4e1c147c">condition</a> (const vec &amp;cond)</td></tr>
87
88<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>
89<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
90<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>
91
92<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_46.png"><a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr>
93<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#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &amp;cond, int N)</td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mepdf::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &amp;dt, const vec &amp;cond)" -->
97virtual 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>
98
99<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>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mepdf::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &amp;Dt, const vec &amp;cond)" -->
101virtual 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>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
104<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mepdf::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
106<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
107
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mepdf::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
109<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
110
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mepdf::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
112int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
113
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mepdf::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
115int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
116
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mepdf::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
118<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
119
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mepdf::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
121<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
122
123<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mepdf::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
125void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvc0)</td></tr>
126
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mepdf::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
128void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
129
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mepdf::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
131bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
132
133<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mepdf::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
135int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mepdf::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
139<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>
140
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mepdf::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
143<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>
144
145<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>
146</table>
147<hr><a name="_details"></a><h2>Detailed Description</h2>
148Unconditional <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>, allows using <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> in the role of <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>.
149<p>
150<hr><h2>Member Function Documentation</h2>
151<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mepdf::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
152<div class="memitem">
153<div class="memproto">
154      <table class="memname">
155        <tr>
156          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
157          <td>(</td>
158          <td class="paramtype">const vec &amp;&nbsp;</td>
159          <td class="paramname"> <em>cond</em>          </td>
160          <td>&nbsp;)&nbsp;</td>
161          <td><code> [inline, virtual, inherited]</code></td>
162        </tr>
163      </table>
164</div>
165<div class="memdoc">
166
167<p>
168Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">.
169<p>
170<dl compact><dt><b>Parameters:</b></dt><dd>
171  <table border="0" cellspacing="2" cellpadding="0">
172    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
173  </table>
174</dl>
175
176<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
177
178<p>References <a class="el" href="libBM_8h-source.html#l00329">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00302">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p>
179
180<p>Referenced by <a class="el" href="libPF_8h-source.html#l00207">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#l00043">bdm::ArxDS::step()</a>.</p>
181
182</div>
183</div><p>
184<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mepdf::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
185<div class="memitem">
186<div class="memproto">
187      <table class="memname">
188        <tr>
189          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
190          <td>(</td>
191          <td class="paramtype">const vec &amp;&nbsp;</td>
192          <td class="paramname"> <em>cond</em>, </td>
193        </tr>
194        <tr>
195          <td class="paramkey"></td>
196          <td></td>
197          <td class="paramtype">int&nbsp;</td>
198          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
199        </tr>
200        <tr>
201          <td></td>
202          <td>)</td>
203          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
204        </tr>
205      </table>
206</div>
207<div class="memdoc">
208
209<p>
210Returns.
211<p>
212<dl compact><dt><b>Parameters:</b></dt><dd>
213  <table border="0" cellspacing="2" cellpadding="0">
214    <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_46.png">. </td></tr>
215    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
216    <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>
217  </table>
218</dl>
219
220<p>References <a class="el" href="libBM_8h-source.html#l00329">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00286">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00302">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p>
221
222</div>
223</div><p>
224<hr>The documentation for this class was generated from the following file:<ul>
225<li><a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
226</div>
227<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:39 2009 for mixpp by&nbsp;
228<a href="http://www.doxygen.org/index.html">
229<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
230</body>
231</html>
Note: See TracBrowser for help on using the browser.