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[259] | 62 | <li><a href="annotated.html"><span>Class List</span></a></li> |
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[271] | 67 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> |
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[259] | 68 | </div> |
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| 69 | </div> |
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| 70 | <div class="contents"> |
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[270] | 71 | <h1>bdm::mpdf Class Reference</h1><!-- doxytag: class="bdm::mpdf" --><!-- doxytag: inherits="bdm::bdmroot" --><code>#include <<a class="el" href="libBM_8h-source.html">libBM.h</a>></code> |
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[259] | 72 | <p> |
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| 73 | <div class="dynheader"> |
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| 74 | Inheritance diagram for bdm::mpdf:</div> |
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| 75 | <div class="dynsection"> |
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| 76 | |
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[271] | 77 | <p><center><img src="classbdm_1_1mpdf.png" usemap="#bdm::mpdf_map" border="0" alt=""></center> |
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| 78 | <map name="bdm::mpdf_map"> |
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| 79 | <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="504,0,638,24"> |
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| 80 | <area href="classbdm_1_1mEF.html" alt="bdm::mEF" shape="rect" coords="216,112,350,136"> |
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| 81 | <area href="classbdm_1_1mepdf.html" alt="bdm::mepdf" shape="rect" coords="360,112,494,136"> |
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| 82 | <area href="classbdm_1_1mmix.html" alt="bdm::mmix" shape="rect" coords="504,112,638,136"> |
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| 83 | <area href="classbdm_1_1mprod.html" alt="bdm::mprod" shape="rect" coords="648,112,782,136"> |
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| 84 | <area href="classbdm_1_1mratio.html" alt="bdm::mratio" shape="rect" coords="792,112,926,136"> |
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| 92 | </map> |
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| 93 | </div> |
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| 94 | |
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[259] | 95 | <p> |
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[270] | 96 | <a href="classbdm_1_1mpdf-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 97 | Conditional probability density, e.g. modeling some dependencies. <table border="0" cellpadding="0" cellspacing="0"> |
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[259] | 98 | <tr><td></td></tr> |
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| 99 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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[270] | 100 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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| 101 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc3f5e531994dd42447d678deb92fe48"></a><!-- doxytag: member="bdm::mpdf::mpdf" ref="dc3f5e531994dd42447d678deb92fe48" args="()" --> |
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| 102 | </td><td class="memItemRight" valign="bottom"><b>mpdf</b> ()</td></tr> |
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| 103 | |
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| 104 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7089fcbd918f201fdf4256119e31f173"></a><!-- doxytag: member="bdm::mpdf::mpdf" ref="7089fcbd918f201fdf4256119e31f173" args="(const mpdf &m)" --> |
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| 105 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7089fcbd918f201fdf4256119e31f173">mpdf</a> (const <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &m)</td></tr> |
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| 106 | |
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| 107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">copy constructor does not set pointer <code>ep</code> - has to be done in offsprings! <br></td></tr> |
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| 108 | <tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr> |
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[269] | 109 | <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#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &cond)</td></tr> |
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[259] | 110 | |
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[269] | 111 | <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="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> |
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[270] | 112 | <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#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &cond, int N)</td></tr> |
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[259] | 113 | |
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[270] | 114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr> |
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[259] | 115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db94784a9aacf74c65c5a014f6743530"></a><!-- doxytag: member="bdm::mpdf::condition" ref="db94784a9aacf74c65c5a014f6743530" args="(const vec &cond)" --> |
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| 116 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530">condition</a> (const vec &cond)</td></tr> |
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| 117 | |
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| 118 | <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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| 119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mpdf::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &dt, const vec &cond)" --> |
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| 120 | 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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| 121 | |
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| 122 | <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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| 123 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mpdf::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &Dt, const vec &cond)" --> |
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| 124 | 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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| 125 | |
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| 126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> |
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[270] | 127 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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| 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mpdf::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" --> |
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| 129 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr> |
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[259] | 130 | |
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[270] | 131 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mpdf::_rvc" ref="26001264236846897bd11e4baad47245" args="()" --> |
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| 132 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr> |
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[259] | 133 | |
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[270] | 134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mpdf::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" --> |
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| 135 | int </td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr> |
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[259] | 136 | |
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[270] | 137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mpdf::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" --> |
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| 138 | int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> |
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[259] | 139 | |
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| 140 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mpdf::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" --> |
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[270] | 141 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr> |
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[259] | 142 | |
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| 143 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mpdf::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" --> |
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[270] | 144 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr> |
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[259] | 145 | |
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[270] | 146 | <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> |
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| 147 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mpdf::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> |
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| 148 | void </td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvc0)</td></tr> |
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| 149 | |
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| 150 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mpdf::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> |
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| 151 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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| 152 | |
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| 153 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mpdf::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> |
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| 154 | bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> |
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| 155 | |
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[259] | 156 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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[270] | 157 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mpdf::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" --> |
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| 158 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> |
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[259] | 159 | |
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[270] | 160 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br></td></tr> |
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[259] | 161 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mpdf::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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| 162 | <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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| 163 | |
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| 164 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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| 165 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mpdf::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" --> |
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| 166 | <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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| 167 | |
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| 168 | <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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| 169 | </table> |
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[270] | 170 | <hr><h2>Member Function Documentation</h2> |
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[269] | 171 | <a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mpdf::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &cond)" --> |
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[259] | 172 | <div class="memitem"> |
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| 173 | <div class="memproto"> |
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| 174 | <table class="memname"> |
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| 175 | <tr> |
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| 176 | <td class="memname">virtual vec bdm::mpdf::samplecond </td> |
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| 177 | <td>(</td> |
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| 178 | <td class="paramtype">const vec & </td> |
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[269] | 179 | <td class="paramname"> <em>cond</em> </td> |
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| 180 | <td> ) </td> |
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| 181 | <td><code> [inline, virtual]</code></td> |
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[259] | 182 | </tr> |
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| 183 | </table> |
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| 184 | </div> |
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| 185 | <div class="memdoc"> |
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| 186 | |
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| 187 | <p> |
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| 188 | 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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| 189 | <p> |
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| 190 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 191 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 192 | <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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| 193 | </table> |
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| 194 | </dl> |
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| 195 | |
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[271] | 196 | <p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p> |
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[259] | 197 | |
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[271] | 198 | <p>References <a class="el" href="libBM_8h-source.html#l00324">condition()</a>, <a class="el" href="libBM_8h-source.html#l00297">ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p> |
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[259] | 199 | |
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[271] | 200 | <p>Referenced by <a class="el" href="libPF_8h-source.html#l00148">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#l00043">bdm::ArxDS::step()</a>.</p> |
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| 201 | |
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[259] | 202 | </div> |
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| 203 | </div><p> |
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[270] | 204 | <a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mpdf::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &cond, int N)" --> |
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[259] | 205 | <div class="memitem"> |
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| 206 | <div class="memproto"> |
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| 207 | <table class="memname"> |
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| 208 | <tr> |
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| 209 | <td class="memname">virtual mat bdm::mpdf::samplecond_m </td> |
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| 210 | <td>(</td> |
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| 211 | <td class="paramtype">const vec & </td> |
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| 212 | <td class="paramname"> <em>cond</em>, </td> |
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| 213 | </tr> |
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| 214 | <tr> |
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| 215 | <td class="paramkey"></td> |
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| 216 | <td></td> |
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| 217 | <td class="paramtype">int </td> |
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| 218 | <td class="paramname"> <em>N</em></td><td> </td> |
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| 219 | </tr> |
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| 220 | <tr> |
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| 221 | <td></td> |
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| 222 | <td>)</td> |
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| 223 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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| 224 | </tr> |
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| 225 | </table> |
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| 226 | </div> |
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| 227 | <div class="memdoc"> |
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| 228 | |
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| 229 | <p> |
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| 230 | Returns. |
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| 231 | <p> |
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| 232 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 233 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 234 | <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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| 235 | <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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| 236 | <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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| 237 | </table> |
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| 238 | </dl> |
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| 239 | |
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[271] | 240 | <p>References <a class="el" href="libBM_8h-source.html#l00324">condition()</a>, <a class="el" href="libBM_8h-source.html#l00281">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00297">ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p> |
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[259] | 241 | |
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| 242 | </div> |
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| 243 | </div><p> |
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| 244 | <hr>The documentation for this class was generated from the following file:<ul> |
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[261] | 245 | <li><a class="el" href="libBM_8h-source.html">libBM.h</a></ul> |
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[259] | 246 | </div> |
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[271] | 247 | <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:44 2009 for mixpp by |
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[259] | 248 | <a href="http://www.doxygen.org/index.html"> |
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| 249 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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| 250 | </body> |
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| 251 | </html> |
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