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3<title>mixpp: bdm::mpdf Class Reference</title>
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[259]49<div class="navigation" id="top">
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[271]52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
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54      <li><a href="modules.html"><span>Modules</span></a></li>
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60    <ul>
61      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
[290]62      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li>
[259]63      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
64      <li><a href="functions.html"><span>Class&nbsp;Members</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>
[259]68  </div>
69</div>
70<div class="contents">
[290]71<h1>bdm::mpdf Class Reference</h1><!-- doxytag: class="bdm::mpdf" --><!-- doxytag: inherits="bdm::bdmroot" -->Conditional probability density, e.g. modeling some dependencies. 
72<a href="#_details">More...</a>
[259]73<p>
[290]74<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
75<p>
[259]76
77<p>
[290]78<a href="classbdm_1_1mpdf-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>
[270]81<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc3f5e531994dd42447d678deb92fe48"></a><!-- doxytag: member="bdm::mpdf::mpdf" ref="dc3f5e531994dd42447d678deb92fe48" args="()" -->
83&nbsp;</td><td class="memItemRight" valign="bottom"><b>mpdf</b> ()</td></tr>
84
85<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 &amp;m)" -->
86&nbsp;</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> &amp;m)</td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">copy constructor does not set pointer <code>ep</code> - has to be done in offsprings! <br></td></tr>
89<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
[269]90<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]91
[275]92<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]93<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]94
[270]95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
[259]96<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 &amp;cond)" -->
97virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530">condition</a> (const vec &amp;cond)</td></tr>
98
99<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>
100<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 &amp;dt, const vec &amp;cond)" -->
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>
104<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 &amp;Dt, const vec &amp;cond)" -->
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>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mpdf::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
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
[270]112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mpdf::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
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
[270]115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mpdf::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
116int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
[259]117
[270]118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mpdf::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
119int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
[259]120
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mpdf::_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
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mpdf::_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>
128<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 &amp;rvc0)" -->
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
131<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 &amp;rv0)" -->
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
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mpdf::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
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>
[270]138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mpdf::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
139int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
[259]140
[270]141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
[259]142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mpdf::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
143<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>
144
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mpdf::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
147<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>
148
149<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>
150</table>
[290]151<hr><a name="_details"></a><h2>Detailed Description</h2>
152Conditional probability density, e.g. modeling some dependencies. <hr><h2>Member Function Documentation</h2>
[269]153<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mpdf::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
[259]154<div class="memitem">
155<div class="memproto">
156      <table class="memname">
157        <tr>
158          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
159          <td>(</td>
160          <td class="paramtype">const vec &amp;&nbsp;</td>
[269]161          <td class="paramname"> <em>cond</em>          </td>
162          <td>&nbsp;)&nbsp;</td>
163          <td><code> [inline, virtual]</code></td>
[259]164        </tr>
165      </table>
166</div>
167<div class="memdoc">
168
169<p>
[275]170Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">.
[259]171<p>
172<dl compact><dt><b>Parameters:</b></dt><dd>
173  <table border="0" cellspacing="2" cellpadding="0">
174    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
175  </table>
176</dl>
177
[271]178<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
[259]179
[287]180<p>References <a class="el" href="libBM_8h-source.html#l00329">condition()</a>, <a class="el" href="libBM_8h-source.html#l00302">ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p>
[259]181
[287]182<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]183
[259]184</div>
185</div><p>
[270]186<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mpdf::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
[259]187<div class="memitem">
188<div class="memproto">
189      <table class="memname">
190        <tr>
191          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
192          <td>(</td>
193          <td class="paramtype">const vec &amp;&nbsp;</td>
194          <td class="paramname"> <em>cond</em>, </td>
195        </tr>
196        <tr>
197          <td class="paramkey"></td>
198          <td></td>
199          <td class="paramtype">int&nbsp;</td>
200          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
201        </tr>
202        <tr>
203          <td></td>
204          <td>)</td>
205          <td></td><td></td><td><code> [inline, virtual]</code></td>
206        </tr>
207      </table>
208</div>
209<div class="memdoc">
210
211<p>
212Returns.
213<p>
214<dl compact><dt><b>Parameters:</b></dt><dd>
215  <table border="0" cellspacing="2" cellpadding="0">
[275]216    <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]217    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
218    <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>
219  </table>
220</dl>
221
[287]222<p>References <a class="el" href="libBM_8h-source.html#l00329">condition()</a>, <a class="el" href="libBM_8h-source.html#l00286">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00302">ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p>
[259]223
224</div>
225</div><p>
226<hr>The documentation for this class was generated from the following file:<ul>
[261]227<li><a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
[259]228</div>
[290]229<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:39 2009 for mixpp by&nbsp;
[259]230<a href="http://www.doxygen.org/index.html">
[290]231<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]232</body>
233</html>
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