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[287]3<title>mixpp: bdm::mlognorm Class Reference</title>
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[287]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mlognorm.html">mlognorm</a>
[259]68  </div>
69</div>
70<div class="contents">
[290]71<h1>bdm::mlognorm Class Reference</h1><!-- doxytag: class="bdm::mlognorm" --><!-- doxytag: inherits="bdm::mpdf" -->Log-Normal random walk. 
72<a href="#_details">More...</a>
[259]73<p>
[290]74<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
75<p>
[259]76
77<p>
[290]78<a href="classbdm_1_1mlognorm-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[287]81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5d6eb2688d02e0348b96c4fbd7bde41"></a><!-- doxytag: member="bdm::mlognorm::mlognorm" ref="a5d6eb2688d02e0348b96c4fbd7bde41" args="()" -->
82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a5d6eb2688d02e0348b96c4fbd7bde41">mlognorm</a> ()</td></tr>
[259]83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
[287]85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="604cab0e8a76f9041dc3c606043bb39f"></a><!-- doxytag: member="bdm::mlognorm::set_parameters" ref="604cab0e8a76f9041dc3c606043bb39f" args="(int size, double k)" -->
86void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#604cab0e8a76f9041dc3c606043bb39f">set_parameters</a> (int size, double k)</td></tr>
[259]87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
[287]89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9106d8fd8bdf2b6be675ffd8f3ca584e"></a><!-- doxytag: member="bdm::mlognorm::condition" ref="9106d8fd8bdf2b6be675ffd8f3ca584e" args="(const vec &amp;val)" -->
90void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#9106d8fd8bdf2b6be675ffd8f3ca584e">condition</a> (const vec &amp;val)</td></tr>
[259]91
92<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>
[270]93<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
[269]94<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>
[259]95
[275]96<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>
[270]97<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>
[259]98
[270]99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
[287]100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mlognorm::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &amp;dt, const vec &amp;cond)" -->
[259]101virtual 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>
102
103<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>
[287]104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mlognorm::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &amp;Dt, const vec &amp;cond)" -->
[259]105virtual 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>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
[270]108<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[287]109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mlognorm::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
[270]110<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
[259]111
[287]112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mlognorm::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
[270]113<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
[259]114
[287]115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mlognorm::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
[270]116int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
117
[287]118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mlognorm::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
[270]119int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
120
[287]121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mlognorm::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
[270]122<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
[259]123
[287]124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mlognorm::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
[270]125<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
[259]126
[270]127<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
[287]128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mlognorm::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
[270]129void&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>
130
[287]131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mlognorm::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
[270]132void&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>
133
[287]134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mlognorm::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
[270]135bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
136
[259]137<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[287]138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="56531859a814c60daec38c559455ffca"></a><!-- doxytag: member="bdm::mlognorm::eno" ref="56531859a814c60daec38c559455ffca" args="" -->
139<a class="el" href="classbdm_1_1elognorm.html">elognorm</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>eno</b></td></tr>
[259]140
[287]141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a51128a2e503b8b2ce698244b9e0db1a"></a><!-- doxytag: member="bdm::mlognorm::sig2" ref="a51128a2e503b8b2ce698244b9e0db1a" args="" -->
142double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a">sig2</a></td></tr>
[259]143
[287]144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter 1/2*sigma^2 <br></td></tr>
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7d0063f77d899ef22e8c5edd642176d2"></a><!-- doxytag: member="bdm::mlognorm::mu" ref="7d0063f77d899ef22e8c5edd642176d2" args="" -->
146vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2">mu</a></td></tr>
[259]147
[287]148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access <br></td></tr>
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mlognorm::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
[270]150int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
[259]151
[270]152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
[287]153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mlognorm::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
[259]154<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>
155
156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
[287]157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mlognorm::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
[259]158<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>
159
160<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>
161</table>
[290]162<hr><a name="_details"></a><h2>Detailed Description</h2>
163Log-Normal random walk.
164<p>
165Mean value, <img class="formulaInl" alt="$\mu$" src="form_62.png">, is...<p>
166==== Check == vv = Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_63.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_64.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_65.png">.<p>
167The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_66.png">. <hr><h2>Member Function Documentation</h2>
[287]168<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mlognorm::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
[259]169<div class="memitem">
170<div class="memproto">
171      <table class="memname">
172        <tr>
173          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
174          <td>(</td>
175          <td class="paramtype">const vec &amp;&nbsp;</td>
[269]176          <td class="paramname"> <em>cond</em>          </td>
177          <td>&nbsp;)&nbsp;</td>
178          <td><code> [inline, virtual, inherited]</code></td>
[259]179        </tr>
180      </table>
181</div>
182<div class="memdoc">
183
184<p>
[275]185Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">.
[259]186<p>
187<dl compact><dt><b>Parameters:</b></dt><dd>
188  <table border="0" cellspacing="2" cellpadding="0">
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  </table>
191</dl>
192
[271]193<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
[259]194
[287]195<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>
[259]196
[287]197<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>
[271]198
[259]199</div>
200</div><p>
[287]201<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mlognorm::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
[259]202<div class="memitem">
203<div class="memproto">
204      <table class="memname">
205        <tr>
206          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
207          <td>(</td>
208          <td class="paramtype">const vec &amp;&nbsp;</td>
209          <td class="paramname"> <em>cond</em>, </td>
210        </tr>
211        <tr>
212          <td class="paramkey"></td>
213          <td></td>
214          <td class="paramtype">int&nbsp;</td>
215          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
216        </tr>
217        <tr>
218          <td></td>
219          <td>)</td>
220          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
221        </tr>
222      </table>
223</div>
224<div class="memdoc">
225
226<p>
227Returns.
228<p>
229<dl compact><dt><b>Parameters:</b></dt><dd>
230  <table border="0" cellspacing="2" cellpadding="0">
[275]231    <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>
[259]232    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
233    <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>
234  </table>
235</dl>
236
[287]237<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>
[259]238
239</div>
240</div><p>
[287]241<hr>The documentation for this class was generated from the following file:<ul>
242<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
[259]243</div>
[290]244<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:39 2009 for mixpp by&nbsp;
[259]245<a href="http://www.doxygen.org/index.html">
[290]246<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]247</body>
248</html>
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