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[259] | 22 | <li><a href="annotated.html"><span>Class List</span></a></li> |
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| 23 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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| 24 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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[261] | 27 | <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1mmix.html">mmix</a> |
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[259] | 28 | </div> |
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| 30 | <div class="contents"> |
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| 31 | <h1>bdm::mmix Class Reference</h1><!-- doxytag: class="bdm::mmix" --><!-- doxytag: inherits="bdm::mpdf" -->Mixture of mpdfs with constant weights, all mpdfs are of equal type. |
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| 32 | <a href="#_details">More...</a> |
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| 33 | <p> |
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| 34 | <code>#include <<a class="el" href="emix_8h-source.html">emix.h</a>></code> |
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| 35 | <p> |
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| 36 | <div class="dynheader"> |
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| 37 | Inheritance diagram for bdm::mmix:</div> |
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| 38 | <div class="dynsection"> |
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| 39 | <p><center><img src="classbdm_1_1mmix__inherit__graph.png" border="0" usemap="#bdm_1_1mmix__inherit__map" alt="Inheritance graph"></center> |
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| 40 | <map name="bdm_1_1mmix__inherit__map"> |
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[261] | 41 | <area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="16,84,107,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"></map> |
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[259] | 42 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 43 | <div class="dynheader"> |
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| 44 | Collaboration diagram for bdm::mmix:</div> |
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| 45 | <div class="dynsection"> |
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| 46 | <p><center><img src="classbdm_1_1mmix__coll__graph.png" border="0" usemap="#bdm_1_1mmix__coll__map" alt="Collaboration graph"></center> |
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| 47 | <map name="bdm_1_1mmix__coll__map"> |
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[261] | 48 | <area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="5,284,96,311"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="15,7,127,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="33,87,108,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="101,185,187,212"><area shape="rect" href="classbdm_1_1emix.html" title="Mixture of epdfs." alt="" coords="120,284,208,311"></map> |
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[259] | 49 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 50 | |
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| 51 | <p> |
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| 52 | <a href="classbdm_1_1mmix-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 53 | <tr><td></td></tr> |
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| 54 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 55 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="580a05ae61b179de3fccfcb60f11efd9"></a><!-- doxytag: member="bdm::mmix::mmix" ref="580a05ae61b179de3fccfcb60f11efd9" args="(RV &rv, RV &rvc)" --> |
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| 56 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html#580a05ae61b179de3fccfcb60f11efd9">mmix</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51">rv</a>, <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a>)</td></tr> |
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| 57 | |
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| 58 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 59 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad8d9df36cb0ca093a29af0eca12da32"></a><!-- doxytag: member="bdm::mmix::set_parameters" ref="ad8d9df36cb0ca093a29af0eca12da32" args="(const vec &w, const Array< mpdf * > &Coms)" --> |
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| 60 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html#ad8d9df36cb0ca093a29af0eca12da32">set_parameters</a> (const vec &w, const Array< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * > &<a class="el" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">Coms</a>)</td></tr> |
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| 61 | |
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| 62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set weights <code>w</code> and components <code>R</code>. <br></td></tr> |
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| 63 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a5241ecc9911e816b00b92d5c7c8df0"></a><!-- doxytag: member="bdm::mmix::condition" ref="0a5241ecc9911e816b00b92d5c7c8df0" args="(const vec &cond)" --> |
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| 64 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html#0a5241ecc9911e816b00b92d5c7c8df0">condition</a> (const vec &cond)</td></tr> |
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| 65 | |
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| 66 | <tr><td class="mdescLeft"> </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> |
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| 67 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#e4848a428d8ef0549c6e4a9ed386d9f2">samplecond</a> (const vec &cond, double &ll)</td></tr> |
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| 68 | |
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| 69 | <tr><td class="mdescLeft"> </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="#e4848a428d8ef0549c6e4a9ed386d9f2"></a><br></td></tr> |
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| 70 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#ee26963a637b2ea1fb1933652981e652">samplecond_m</a> (const vec &cond, vec &ll, int N)</td></tr> |
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| 71 | |
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| 72 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#ee26963a637b2ea1fb1933652981e652"></a><br></td></tr> |
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| 73 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mmix::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &dt, const vec &cond)" --> |
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| 74 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b">evallogcond</a> (const vec &dt, const vec &cond)</td></tr> |
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| 75 | |
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| 76 | <tr><td class="mdescLeft"> </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> |
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| 77 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mmix::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &Dt, const vec &cond)" --> |
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| 78 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb">evallogcond_m</a> (const mat &Dt, const vec &cond)</td></tr> |
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| 79 | |
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| 80 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> |
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| 81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3aba7311038bf990d706a64cab60cf8"></a><!-- doxytag: member="bdm::mmix::_rvc" ref="b3aba7311038bf990d706a64cab60cf8" args="() const " --> |
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| 82 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#b3aba7311038bf990d706a64cab60cf8">_rvc</a> () const </td></tr> |
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| 83 | |
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| 84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mmix::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " --> |
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| 86 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#222d5280e309c5a053ba73841e98c151">_rv</a> () const </td></tr> |
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| 87 | |
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| 88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mmix::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" --> |
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| 90 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#1892fe3933488942253679f068e9e7f6">_epdf</a> ()</td></tr> |
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| 91 | |
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| 92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 93 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mmix::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" --> |
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| 94 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#05e843fd11c410a99dad2b88c55aca80">_e</a> ()</td></tr> |
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| 95 | |
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| 96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 97 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="52e0bcc70d5b26babeba08097579da9c"></a><!-- doxytag: member="bdm::mmix::Coms" ref="52e0bcc70d5b26babeba08097579da9c" args="" --> |
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| 99 | Array< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html#52e0bcc70d5b26babeba08097579da9c">Coms</a></td></tr> |
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| 100 | |
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| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Component (epdfs). <br></td></tr> |
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| 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c4dd6ca6556ddd8ae3c5f3257c04b60"></a><!-- doxytag: member="bdm::mmix::Epdf" ref="0c4dd6ca6556ddd8ae3c5f3257c04b60" args="" --> |
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| 103 | <a class="el" href="classbdm_1_1emix.html">emix</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mmix.html#0c4dd6ca6556ddd8ae3c5f3257c04b60">Epdf</a></td></tr> |
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| 104 | |
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| 105 | <tr><td class="mdescLeft"> </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>. <br></td></tr> |
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| 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::mmix::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" --> |
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| 107 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51">rv</a></td></tr> |
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| 108 | |
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| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modeled random variable <br></td></tr> |
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| 110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mmix::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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| 111 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr> |
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| 112 | |
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| 113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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| 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mmix::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" --> |
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| 115 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0">ep</a></td></tr> |
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| 116 | |
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| 117 | <tr><td class="mdescLeft"> </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> |
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| 118 | </table> |
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| 119 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 120 | Mixture of mpdfs with constant weights, all mpdfs are of equal type. |
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| 121 | <p> |
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| 122 | <hr><h2>Member Function Documentation</h2> |
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| 123 | <a class="anchor" name="e4848a428d8ef0549c6e4a9ed386d9f2"></a><!-- doxytag: member="bdm::mmix::samplecond" ref="e4848a428d8ef0549c6e4a9ed386d9f2" args="(const vec &cond, double &ll)" --> |
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| 124 | <div class="memitem"> |
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| 125 | <div class="memproto"> |
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| 126 | <table class="memname"> |
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| 127 | <tr> |
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| 128 | <td class="memname">virtual vec bdm::mpdf::samplecond </td> |
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| 129 | <td>(</td> |
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| 130 | <td class="paramtype">const vec & </td> |
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| 131 | <td class="paramname"> <em>cond</em>, </td> |
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| 132 | </tr> |
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| 133 | <tr> |
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| 134 | <td class="paramkey"></td> |
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| 135 | <td></td> |
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| 136 | <td class="paramtype">double & </td> |
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| 137 | <td class="paramname"> <em>ll</em></td><td> </td> |
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| 138 | </tr> |
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| 139 | <tr> |
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| 140 | <td></td> |
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| 141 | <td>)</td> |
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| 142 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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| 143 | </tr> |
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| 144 | </table> |
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| 145 | </div> |
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| 146 | <div class="memdoc"> |
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| 147 | |
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| 148 | <p> |
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| 149 | Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. |
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| 150 | <p> |
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| 151 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 152 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 153 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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| 154 | <tr><td valign="top"></td><td valign="top"><em>ll</em> </td><td>is a return value of log-likelihood of the sample. </td></tr> |
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| 155 | </table> |
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| 156 | </dl> |
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| 157 | |
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| 158 | <p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168">bdm::mprod</a>.</p> |
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| 159 | |
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[264] | 160 | <p>References <a class="el" href="libBM_8h-source.html#l00248">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00231">bdm::mpdf::ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p> |
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[259] | 161 | |
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[261] | 162 | <p>Referenced by <a class="el" href="libPF_8h-source.html#l00143">bdm::MPF< BM_T >::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> |
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[259] | 163 | |
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| 164 | </div> |
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| 165 | </div><p> |
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| 166 | <a class="anchor" name="ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::mmix::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &cond, vec &ll, int N)" --> |
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| 167 | <div class="memitem"> |
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| 168 | <div class="memproto"> |
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| 169 | <table class="memname"> |
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| 170 | <tr> |
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| 171 | <td class="memname">virtual mat bdm::mpdf::samplecond_m </td> |
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| 172 | <td>(</td> |
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| 173 | <td class="paramtype">const vec & </td> |
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| 174 | <td class="paramname"> <em>cond</em>, </td> |
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| 175 | </tr> |
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| 176 | <tr> |
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| 177 | <td class="paramkey"></td> |
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| 178 | <td></td> |
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| 179 | <td class="paramtype">vec & </td> |
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| 180 | <td class="paramname"> <em>ll</em>, </td> |
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| 181 | </tr> |
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| 182 | <tr> |
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| 183 | <td class="paramkey"></td> |
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| 184 | <td></td> |
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| 185 | <td class="paramtype">int </td> |
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| 186 | <td class="paramname"> <em>N</em></td><td> </td> |
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| 187 | </tr> |
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| 188 | <tr> |
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| 189 | <td></td> |
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| 190 | <td>)</td> |
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| 191 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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| 192 | </tr> |
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| 193 | </table> |
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| 194 | </div> |
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| 195 | <div class="memdoc"> |
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| 196 | |
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| 197 | <p> |
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| 198 | Returns. |
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| 199 | <p> |
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| 200 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 201 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 202 | <tr><td valign="top"></td><td valign="top"><em>N</em> </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> |
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| 203 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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| 204 | <tr><td valign="top"></td><td valign="top"><em>ll</em> </td><td>is a return value of log-likelihood of the sample. </td></tr> |
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| 205 | </table> |
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| 206 | </dl> |
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| 207 | |
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[264] | 208 | <p>References <a class="el" href="libBM_8h-source.html#l00248">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00084">bdm::RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00231">bdm::mpdf::ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00227">bdm::mpdf::rv</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p> |
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[259] | 209 | |
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| 210 | </div> |
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| 211 | </div><p> |
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| 212 | <hr>The documentation for this class was generated from the following file:<ul> |
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[261] | 213 | <li><a class="el" href="emix_8h-source.html">emix.h</a></ul> |
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[259] | 214 | </div> |
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[264] | 215 | <hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 19:50:05 2009 for mixpp by |
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[259] | 216 | <a href="http://www.doxygen.org/index.html"> |
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| 217 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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| 218 | </body> |
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| 219 | </html> |
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