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3<title>mixpp: bdm::mpdf Class Reference</title>
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25  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mpdf.html">mpdf</a>
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29<h1>bdm::mpdf Class Reference</h1><!-- doxytag: class="bdm::mpdf" -->Conditional probability density, e.g. modeling some dependencies. 
30<a href="#_details">More...</a>
31<p>
32<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
33<p>
34<div class="dynheader">
35Inheritance diagram for bdm::mpdf:</div>
36<div class="dynsection">
37<p><center><img src="classbdm_1_1mpdf__inherit__graph.png" border="0" usemap="#bdm_1_1mpdf__inherit__map" alt="Inheritance graph"></center>
38<map name="bdm_1_1mpdf__inherit__map">
39<area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="261,87,347,113"><area shape="rect" href="classbdm_1_1mepdf.html" title="Unconditional mpdf, allows using epdf in the role of mpdf." alt="" coords="371,87,469,113"><area shape="rect" href="classbdm_1_1mmix.html" title="Mixture of mpdfs with constant weights, all mpdfs are of equal type." alt="" coords="493,87,587,113"><area shape="rect" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf." alt="" coords="611,87,709,113"><area shape="rect" href="classbdm_1_1mratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes..." alt="" coords="733,87,832,113"><area shape="rect" href="classbdm_1_1mgamma.html" title="Gamma random walk." alt="" coords="21,167,141,193"><area shape="rect" href="classbdm_1_1migamma.html" title="Inverse&#45;Gamma random walk." alt="" coords="176,167,299,193"><area shape="rect" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="323,167,491,193"><area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\&lt; ldmat \&gt;" alt="" coords="389,263,565,289"><area shape="rect" href="classbdm_1_1mgamma__fix.html" title="Gamma random walk around a fixed point." alt="" coords="5,263,147,289"><area shape="rect" href="classbdm_1_1migamma__fix.html" title="Inverse&#45;Gamma random walk around a fixed point." alt="" coords="171,263,315,289"><area shape="rect" href="classbdm_1_1mlstudent.html" title="bdm::mlstudent" alt="" coords="416,343,539,369"></map>
40<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
41<div class="dynheader">
42Collaboration diagram for bdm::mpdf:</div>
43<div class="dynsection">
44<p><center><img src="classbdm_1_1mpdf__coll__graph.png" border="0" usemap="#bdm_1_1mpdf__coll__map" alt="Collaboration graph"></center>
45<map name="bdm_1_1mpdf__coll__map">
46<area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="5,87,80,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="75,185,160,212"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="47,7,135,33"></map>
47<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
48
49<p>
50<a href="classbdm_1_1mpdf-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
51<tr><td></td></tr>
52<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
53<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#e4848a428d8ef0549c6e4a9ed386d9f2">samplecond</a> (const vec &amp;cond, double &amp;ll)</td></tr>
54
55<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_10.png">.  <a href="#e4848a428d8ef0549c6e4a9ed386d9f2"></a><br></td></tr>
56<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#ee26963a637b2ea1fb1933652981e652">samplecond_m</a> (const vec &amp;cond, vec &amp;ll, int N)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#ee26963a637b2ea1fb1933652981e652"></a><br></td></tr>
59<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)" -->
60virtual 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>
61
62<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>
63<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)" -->
64virtual 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>
65
66<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>
67<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)" -->
68virtual 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>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d83cf2a5ba40cab11dfe158ced9ee9a"></a><!-- doxytag: member="bdm::mpdf::~mpdf" ref="2d83cf2a5ba40cab11dfe158ced9ee9a" args="()" -->
72virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#2d83cf2a5ba40cab11dfe158ced9ee9a">~mpdf</a> ()</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5fd998aa9e223231ab20f29762e594f7"></a><!-- doxytag: member="bdm::mpdf::mpdf" ref="5fd998aa9e223231ab20f29762e594f7" args="(const RV &amp;rv0, const RV &amp;rvc0)" -->
76&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5fd998aa9e223231ab20f29762e594f7">mpdf</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0, const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvc0)</td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3aba7311038bf990d706a64cab60cf8"></a><!-- doxytag: member="bdm::mpdf::_rvc" ref="b3aba7311038bf990d706a64cab60cf8" args="() const " -->
80<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#b3aba7311038bf990d706a64cab60cf8">_rvc</a> () const </td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mpdf::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " -->
84<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#222d5280e309c5a053ba73841e98c151">_rv</a> () const </td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mpdf::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
88<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#1892fe3933488942253679f068e9e7f6">_epdf</a> ()</td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mpdf::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
92<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#05e843fd11c410a99dad2b88c55aca80">_e</a> ()</td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
95<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::mpdf::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" -->
97<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#9bcfb45435d30983f436d41c298cbb51">rv</a></td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mpdf::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
101<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>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mpdf::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
105<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>
106
107<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>
108</table>
109<hr><a name="_details"></a><h2>Detailed Description</h2>
110Conditional probability density, e.g. modeling some dependencies. <hr><h2>Member Function Documentation</h2>
111<a class="anchor" name="e4848a428d8ef0549c6e4a9ed386d9f2"></a><!-- doxytag: member="bdm::mpdf::samplecond" ref="e4848a428d8ef0549c6e4a9ed386d9f2" args="(const vec &amp;cond, double &amp;ll)" -->
112<div class="memitem">
113<div class="memproto">
114      <table class="memname">
115        <tr>
116          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
117          <td>(</td>
118          <td class="paramtype">const vec &amp;&nbsp;</td>
119          <td class="paramname"> <em>cond</em>, </td>
120        </tr>
121        <tr>
122          <td class="paramkey"></td>
123          <td></td>
124          <td class="paramtype">double &amp;&nbsp;</td>
125          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td>
126        </tr>
127        <tr>
128          <td></td>
129          <td>)</td>
130          <td></td><td></td><td><code> [inline, virtual]</code></td>
131        </tr>
132      </table>
133</div>
134<div class="memdoc">
135
136<p>
137Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
138<p>
139<dl compact><dt><b>Parameters:</b></dt><dd>
140  <table border="0" cellspacing="2" cellpadding="0">
141    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
142    <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>
143  </table>
144</dl>
145
146<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168">bdm::mprod</a>.</p>
147
148<p>References <a class="el" href="libBM_8h-source.html#l00243">condition()</a>, <a class="el" href="libBM_8h-source.html#l00226">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>
149
150<p>Referenced by <a class="el" href="libPF_8h-source.html#l00144">bdm::MPF&lt; BM_T &gt;::bayes()</a>, and <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>.</p>
151
152</div>
153</div><p>
154<a class="anchor" name="ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::mpdf::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
155<div class="memitem">
156<div class="memproto">
157      <table class="memname">
158        <tr>
159          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
160          <td>(</td>
161          <td class="paramtype">const vec &amp;&nbsp;</td>
162          <td class="paramname"> <em>cond</em>, </td>
163        </tr>
164        <tr>
165          <td class="paramkey"></td>
166          <td></td>
167          <td class="paramtype">vec &amp;&nbsp;</td>
168          <td class="paramname"> <em>ll</em>, </td>
169        </tr>
170        <tr>
171          <td class="paramkey"></td>
172          <td></td>
173          <td class="paramtype">int&nbsp;</td>
174          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
175        </tr>
176        <tr>
177          <td></td>
178          <td>)</td>
179          <td></td><td></td><td><code> [inline, virtual]</code></td>
180        </tr>
181      </table>
182</div>
183<div class="memdoc">
184
185<p>
186Returns.
187<p>
188<dl compact><dt><b>Parameters:</b></dt><dd>
189  <table border="0" cellspacing="2" cellpadding="0">
190    <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_10.png">. </td></tr>
191    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
192    <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>
193  </table>
194</dl>
195
196<p>References <a class="el" href="libBM_8h-source.html#l00243">condition()</a>, <a class="el" href="libBM_8h-source.html#l00081">bdm::RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00226">ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00222">rv</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
197
198</div>
199</div><p>
200<hr>The documentation for this class was generated from the following file:<ul>
201<li>work/git/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
202</div>
203<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:31:16 2009 for mixpp by&nbsp;
204<a href="http://www.doxygen.org/index.html">
205<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
206</body>
207</html>
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