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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mlognorm.html">mlognorm</a>
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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>
73<p>
74<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
75<p>
76
77<p>
78<a href="classbdm_1_1mlognorm-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="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>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
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>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
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>
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>
93<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#3a130457942be64ee9544e8dff00d09b">from_setting</a> (const Setting &amp;root)</td></tr>
94
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e47a8bd9337478fa4e46d5a2a4336f9a"></a><!-- doxytag: member="bdm::mlognorm::to_string" ref="e47a8bd9337478fa4e46d5a2a4336f9a" args="()" -->
96virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#e47a8bd9337478fa4e46d5a2a4336f9a">to_string</a> ()</td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::mlognorm::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &amp;root) const " -->
100virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &amp;root) const </td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8cc21ea15fc723065eed5f3100757a5"></a><!-- doxytag: member="bdm::mlognorm::validate" ref="d8cc21ea15fc723065eed5f3100757a5" args="()" -->
104virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d8cc21ea15fc723065eed5f3100757a5">validate</a> ()</td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
107<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
108<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>
109
110<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_49.png">.  <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr>
111<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>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
114<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)" -->
115virtual 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>
116
117<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>
118<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)" -->
119virtual 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>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
122<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mlognorm::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
124<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
125
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mlognorm::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
127<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
128
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mlognorm::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
130int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
131
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mlognorm::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
133int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mlognorm::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
136<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
137
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mlognorm::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
139<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
140
141<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
142<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)" -->
143void&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>
144
145<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)" -->
146void&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>
147
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mlognorm::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
149bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
150
151<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="56531859a814c60daec38c559455ffca"></a><!-- doxytag: member="bdm::mlognorm::eno" ref="56531859a814c60daec38c559455ffca" args="" -->
153<a class="el" href="classbdm_1_1elognorm.html">elognorm</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>eno</b></td></tr>
154
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a51128a2e503b8b2ce698244b9e0db1a"></a><!-- doxytag: member="bdm::mlognorm::sig2" ref="a51128a2e503b8b2ce698244b9e0db1a" args="" -->
156double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a">sig2</a></td></tr>
157
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter 1/2*sigma^2 <br></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7d0063f77d899ef22e8c5edd642176d2"></a><!-- doxytag: member="bdm::mlognorm::mu" ref="7d0063f77d899ef22e8c5edd642176d2" args="" -->
160vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2">mu</a></td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mlognorm::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
164int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mlognorm::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
168<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>
169
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mlognorm::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
172<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>
173
174<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>
175</table>
176<hr><a name="_details"></a><h2>Detailed Description</h2>
177Log-Normal random walk.
178<p>
179Mean value, <img class="formulaInl" alt="$\mu$" src="form_67.png">, is...<p>
180==== Check == vv = Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_68.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_69.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_70.png">.<p>
181The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_71.png">. <hr><h2>Member Function Documentation</h2>
182<a class="anchor" name="3a130457942be64ee9544e8dff00d09b"></a><!-- doxytag: member="bdm::mlognorm::from_setting" ref="3a130457942be64ee9544e8dff00d09b" args="(const Setting &amp;root)" -->
183<div class="memitem">
184<div class="memproto">
185      <table class="memname">
186        <tr>
187          <td class="memname">void bdm::mlognorm::from_setting           </td>
188          <td>(</td>
189          <td class="paramtype">const Setting &amp;&nbsp;</td>
190          <td class="paramname"> <em>root</em>          </td>
191          <td>&nbsp;)&nbsp;</td>
192          <td><code> [virtual]</code></td>
193        </tr>
194      </table>
195</div>
196<div class="memdoc">
197
198<p>
199<a class="el" href="classbdm_1_1UI.html" title="This class serves to load and/or save DOMElements into/from files stored on a hard-disk...">UI</a> for <a class="el" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a><p>
200The <a class="el" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a> is constructed from a structure with fields: <div class="fragment"><pre class="fragment">                        system = {
201                                type = <span class="stringliteral">"mlognorm"</span>;
202                                k = 0.1;                                  <span class="comment">// constant k</span>
203                                mu0 = [1., 1.];
204                               
205                                <span class="comment">// == OPTIONAL ==</span>
206                                <span class="comment">// description of y variables</span>
207                                y = {type=<span class="stringliteral">"rv"</span>; names=[<span class="stringliteral">"y"</span>, <span class="stringliteral">"u"</span>];};
208                                <span class="comment">// description of u variable</span>
209                                u = {type=<span class="stringliteral">"rv"</span>; names=[];}
210                        };
211</pre></div> 
212<p>Reimplemented from <a class="el" href="classbdm_1_1bdmroot.html#d4602efd3ad9fb9e4532426e4f488df8">bdm::bdmroot</a>.</p>
213
214<p>References <a class="el" href="libEF_8h-source.html#l00839">condition()</a>, <a class="el" href="user__info_8h-source.html#l00248">bdm::UI::get()</a>, and <a class="el" href="libEF_8h-source.html#l00831">set_parameters()</a>.</p>
215
216</div>
217</div><p>
218<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mlognorm::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
219<div class="memitem">
220<div class="memproto">
221      <table class="memname">
222        <tr>
223          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
224          <td>(</td>
225          <td class="paramtype">const vec &amp;&nbsp;</td>
226          <td class="paramname"> <em>cond</em>          </td>
227          <td>&nbsp;)&nbsp;</td>
228          <td><code> [inline, virtual, inherited]</code></td>
229        </tr>
230      </table>
231</div>
232<div class="memdoc">
233
234<p>
235Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_49.png">.
236<p>
237<dl compact><dt><b>Parameters:</b></dt><dd>
238  <table border="0" cellspacing="2" cellpadding="0">
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  </table>
241</dl>
242
243<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
244
245<p>References <a class="el" href="libBM_8h-source.html#l00345">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00318">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00258">bdm::epdf::sample()</a>.</p>
246
247<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#l00044">bdm::ArxDS::step()</a>.</p>
248
249</div>
250</div><p>
251<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mlognorm::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
252<div class="memitem">
253<div class="memproto">
254      <table class="memname">
255        <tr>
256          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
257          <td>(</td>
258          <td class="paramtype">const vec &amp;&nbsp;</td>
259          <td class="paramname"> <em>cond</em>, </td>
260        </tr>
261        <tr>
262          <td class="paramkey"></td>
263          <td></td>
264          <td class="paramtype">int&nbsp;</td>
265          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
266        </tr>
267        <tr>
268          <td></td>
269          <td>)</td>
270          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
271        </tr>
272      </table>
273</div>
274<div class="memdoc">
275
276<p>
277Returns.
278<p>
279<dl compact><dt><b>Parameters:</b></dt><dd>
280  <table border="0" cellspacing="2" cellpadding="0">
281    <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_49.png">. </td></tr>
282    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
283  </table>
284</dl>
285
286<p>References <a class="el" href="libBM_8h-source.html#l00345">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00302">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00318">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00258">bdm::epdf::sample()</a>.</p>
287
288</div>
289</div><p>
290<hr>The documentation for this class was generated from the following files:<ul>
291<li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul>
292</div>
293<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:29 2009 for mixpp by&nbsp;
294<a href="http://www.doxygen.org/index.html">
295<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
296</body>
297</html>
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