root/doc/html/classbdm_1_1mlnorm.html @ 270

Revision 270, 19.5 kB (checked in by smidl, 16 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

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3<title>mixpp: bdm::mlnorm&lt; sq_T &gt; Class Template Reference</title>
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31<h1>bdm::mlnorm&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::mlnorm" --><!-- doxytag: inherits="bdm::mEF" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::mlnorm&lt; sq_T &gt;:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1mlnorm__inherit__graph.png" border="0" usemap="#bdm_1_1mlnorm_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1mlnorm_3_01sq__T_01_4__inherit__map">
38<area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\&lt; ldmat \&gt;" alt="" coords="5,343,181,369"><area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\&lt; chmat \&gt;" alt="" coords="205,343,384,369"><area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="201,167,287,193"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="199,87,289,113"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="188,7,300,33"><area shape="rect" href="classbdm_1_1mlstudent.html" title="bdm::mlstudent" alt="" coords="32,423,155,449"></map>
39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
42<a href="classbdm_1_1mlnorm-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43<h3>template&lt;class sq_T&gt;<br>
44 class bdm::mlnorm&lt; sq_T &gt;</h3>
45
46Normal distributed linear function with linear function of mean value;.
47<p>
48Mean value <img class="formulaInl" alt="$mu=A*rvc+mu_0$" src="form_78.png">. <table border="0" cellpadding="0" cellspacing="0">
49<tr><td></td></tr>
50<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2dcc06a3dd71f038efbe14dc34d937ae"></a><!-- doxytag: member="bdm::mlnorm::mlnorm" ref="2dcc06a3dd71f038efbe14dc34d937ae" args="()" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlnorm.html#2dcc06a3dd71f038efbe14dc34d937ae">mlnorm</a> ()</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5d18dec3167584338a4775c1d165d96f"></a><!-- doxytag: member="bdm::mlnorm::set_parameters" ref="5d18dec3167584338a4775c1d165d96f" args="(const mat &amp;A, const vec &amp;mu0, const sq_T &amp;R)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlnorm.html#5d18dec3167584338a4775c1d165d96f">set_parameters</a> (const mat &amp;A, const vec &amp;mu0, const sq_T &amp;R)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set <code>A</code> and <code>R</code>. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dafc0196e7e07fd06dc6716e0e18bc2"></a><!-- doxytag: member="bdm::mlnorm::condition" ref="0dafc0196e7e07fd06dc6716e0e18bc2" args="(const vec &amp;cond)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlnorm.html#0dafc0196e7e07fd06dc6716e0e18bc2">condition</a> (const vec &amp;cond)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>rvc</code> . Result of this operation is stored in <code><a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a></code> use function <code>_ep</code> to access it. <br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="56e587952f94fcac6cfc999eae6dbced"></a><!-- doxytag: member="bdm::mlnorm::_mu_const" ref="56e587952f94fcac6cfc999eae6dbced" args="()" -->
64vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlnorm.html#56e587952f94fcac6cfc999eae6dbced">_mu_const</a> ()</td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="262a2a486bff585f34bb6a5005b02614"></a><!-- doxytag: member="bdm::mlnorm::_A" ref="262a2a486bff585f34bb6a5005b02614" args="()" -->
68mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlnorm.html#262a2a486bff585f34bb6a5005b02614">_A</a> ()</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78120ecd1c2b1d7e80124b4603504604"></a><!-- doxytag: member="bdm::mlnorm::_R" ref="78120ecd1c2b1d7e80124b4603504604" args="()" -->
72mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlnorm.html#78120ecd1c2b1d7e80124b4603504604">_R</a> ()</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
75<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
76<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>
77
78<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>
79<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>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mlnorm::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &amp;dt, const vec &amp;cond)" -->
83virtual 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>
84
85<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>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mlnorm::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &amp;Dt, const vec &amp;cond)" -->
87virtual 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>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
90<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mlnorm::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
92<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
93
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mlnorm::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
95<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
96
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mlnorm::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
98int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
99
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mlnorm::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
101int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
102
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mlnorm::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
104<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
105
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mlnorm::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
107<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
108
109<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mlnorm::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
111void&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>
112
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mlnorm::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
114void&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>
115
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mlnorm::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
117bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
118
119<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="150ad6acb223b0a0abeaf92346686dcd"></a><!-- doxytag: member="bdm::mlnorm::epdf" ref="150ad6acb223b0a0abeaf92346686dcd" args="" -->
121<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; sq_T &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlnorm.html#150ad6acb223b0a0abeaf92346686dcd">epdf</a></td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> that arise by conditioning on <code>rvc</code>. <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8207ae86d1722102897e139a23e29af8"></a><!-- doxytag: member="bdm::mlnorm::A" ref="8207ae86d1722102897e139a23e29af8" args="" -->
125mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
126
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3a019144d414d1737aea331ffe1c3845"></a><!-- doxytag: member="bdm::mlnorm::mu_const" ref="3a019144d414d1737aea331ffe1c3845" args="" -->
128vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>mu_const</b></td></tr>
129
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dea5ea658d5020c11da91275f592244b"></a><!-- doxytag: member="bdm::mlnorm::_mu" ref="dea5ea658d5020c11da91275f592244b" args="" -->
131vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b></td></tr>
132
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mlnorm::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
134int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
135
136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mlnorm::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
138<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>
139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mlnorm::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
142<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>
143
144<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>
145<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
146<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="1917009347bb410f73bf827df8767b09"></a><!-- doxytag: member="bdm::mlnorm::operator&lt;&lt;" ref="1917009347bb410f73bf827df8767b09" args="(std::ostream &amp;os, mlnorm&lt; sq_M &gt; &amp;ml)" -->
147template&lt;class sq_M&gt; </td></tr>
148<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">std::ostream &amp;&nbsp;</td><td class="memTemplItemRight" valign="bottom"><b>operator&lt;&lt;</b> (std::ostream &amp;os, <a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; sq_M &gt; &amp;ml)</td></tr>
149
150</table>
151<hr><h2>Member Function Documentation</h2>
152<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mlnorm::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
153<div class="memitem">
154<div class="memproto">
155      <table class="memname">
156        <tr>
157          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
158          <td>(</td>
159          <td class="paramtype">const vec &amp;&nbsp;</td>
160          <td class="paramname"> <em>cond</em>          </td>
161          <td>&nbsp;)&nbsp;</td>
162          <td><code> [inline, virtual, inherited]</code></td>
163        </tr>
164      </table>
165</div>
166<div class="memdoc">
167
168<p>
169Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
170<p>
171<dl compact><dt><b>Parameters:</b></dt><dd>
172  <table border="0" cellspacing="2" cellpadding="0">
173    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
174  </table>
175</dl>
176
177<p>References <a class="el" href="libBM_8h-source.html#l00315">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
178
179<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>
180
181</div>
182</div><p>
183<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mlnorm::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
184<div class="memitem">
185<div class="memproto">
186      <table class="memname">
187        <tr>
188          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
189          <td>(</td>
190          <td class="paramtype">const vec &amp;&nbsp;</td>
191          <td class="paramname"> <em>cond</em>, </td>
192        </tr>
193        <tr>
194          <td class="paramkey"></td>
195          <td></td>
196          <td class="paramtype">int&nbsp;</td>
197          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
198        </tr>
199        <tr>
200          <td></td>
201          <td>)</td>
202          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
203        </tr>
204      </table>
205</div>
206<div class="memdoc">
207
208<p>
209Returns.
210<p>
211<dl compact><dt><b>Parameters:</b></dt><dd>
212  <table border="0" cellspacing="2" cellpadding="0">
213    <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>
214    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
215    <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>
216  </table>
217</dl>
218
219<p>References <a class="el" href="libBM_8h-source.html#l00315">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00272">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
220
221</div>
222</div><p>
223<hr>The documentation for this class was generated from the following file:<ul>
224<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
225</div>
226<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:06 2009 for mixpp by&nbsp;
227<a href="http://www.doxygen.org/index.html">
228<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
229</body>
230</html>
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