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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mlognorm.html">mlognorm</a>
68  </div>
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70<div class="contents">
71<h1>bdm::mlognorm Class Reference</h1><!-- doxytag: class="bdm::mlognorm" --><!-- doxytag: inherits="bdm::mpdf" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
72<p>
73<div class="dynheader">
74Inheritance diagram for bdm::mlognorm:</div>
75<div class="dynsection">
76
77<p><center><img src="classbdm_1_1mlognorm.png" usemap="#bdm::mlognorm_map" border="0" alt=""></center>
78<map name="bdm::mlognorm_map">
79<area href="classbdm_1_1mpdf.html" alt="bdm::mpdf" shape="rect" coords="0,56,95,80">
80<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,95,24">
81</map>
82</div>
83
84<p>
85<a href="classbdm_1_1mlognorm-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
86Log-Normal random walk.
87<p>
88Mean value, <img class="formulaInl" alt="$\mu$" src="form_62.png">, is...<p>
89==== 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>
90The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_66.png">. <table border="0" cellpadding="0" cellspacing="0">
91<tr><td></td></tr>
92<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5d6eb2688d02e0348b96c4fbd7bde41"></a><!-- doxytag: member="bdm::mlognorm::mlognorm" ref="a5d6eb2688d02e0348b96c4fbd7bde41" args="()" -->
94&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a5d6eb2688d02e0348b96c4fbd7bde41">mlognorm</a> ()</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
97<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)" -->
98void&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>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
101<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)" -->
102void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#9106d8fd8bdf2b6be675ffd8f3ca584e">condition</a> (const vec &amp;val)</td></tr>
103
104<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>
105<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
106<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>
107
108<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>
109<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>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
112<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)" -->
113virtual 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>
114
115<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>
116<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)" -->
117virtual 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>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
120<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mlognorm::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
122<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
123
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mlognorm::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
125<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
126
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mlognorm::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
128int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
129
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mlognorm::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
131int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
132
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mlognorm::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
134<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
135
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mlognorm::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
137<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
138
139<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
140<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)" -->
141void&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>
142
143<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)" -->
144void&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>
145
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mlognorm::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
147bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
148
149<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="56531859a814c60daec38c559455ffca"></a><!-- doxytag: member="bdm::mlognorm::eno" ref="56531859a814c60daec38c559455ffca" args="" -->
151<a class="el" href="classbdm_1_1elognorm.html">elognorm</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>eno</b></td></tr>
152
153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a51128a2e503b8b2ce698244b9e0db1a"></a><!-- doxytag: member="bdm::mlognorm::sig2" ref="a51128a2e503b8b2ce698244b9e0db1a" args="" -->
154double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a">sig2</a></td></tr>
155
156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter 1/2*sigma^2 <br></td></tr>
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7d0063f77d899ef22e8c5edd642176d2"></a><!-- doxytag: member="bdm::mlognorm::mu" ref="7d0063f77d899ef22e8c5edd642176d2" args="" -->
158vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2">mu</a></td></tr>
159
160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access <br></td></tr>
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mlognorm::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
162int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
163
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mlognorm::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
166<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>
167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mlognorm::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
170<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>
171
172<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>
173</table>
174<hr><h2>Member Function Documentation</h2>
175<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mlognorm::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
176<div class="memitem">
177<div class="memproto">
178      <table class="memname">
179        <tr>
180          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
181          <td>(</td>
182          <td class="paramtype">const vec &amp;&nbsp;</td>
183          <td class="paramname"> <em>cond</em>          </td>
184          <td>&nbsp;)&nbsp;</td>
185          <td><code> [inline, virtual, inherited]</code></td>
186        </tr>
187      </table>
188</div>
189<div class="memdoc">
190
191<p>
192Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">.
193<p>
194<dl compact><dt><b>Parameters:</b></dt><dd>
195  <table border="0" cellspacing="2" cellpadding="0">
196    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
197  </table>
198</dl>
199
200<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
201
202<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>
203
204<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>
205
206</div>
207</div><p>
208<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mlognorm::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
209<div class="memitem">
210<div class="memproto">
211      <table class="memname">
212        <tr>
213          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
214          <td>(</td>
215          <td class="paramtype">const vec &amp;&nbsp;</td>
216          <td class="paramname"> <em>cond</em>, </td>
217        </tr>
218        <tr>
219          <td class="paramkey"></td>
220          <td></td>
221          <td class="paramtype">int&nbsp;</td>
222          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
223        </tr>
224        <tr>
225          <td></td>
226          <td>)</td>
227          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
228        </tr>
229      </table>
230</div>
231<div class="memdoc">
232
233<p>
234Returns.
235<p>
236<dl compact><dt><b>Parameters:</b></dt><dd>
237  <table border="0" cellspacing="2" cellpadding="0">
238    <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>
239    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
240    <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>
241  </table>
242</dl>
243
244<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>
245
246</div>
247</div><p>
248<hr>The documentation for this class was generated from the following file:<ul>
249<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
250</div>
251<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:24 2009 for mixpp by&nbsp;
252<a href="http://www.doxygen.org/index.html">
253<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
254</body>
255</html>
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