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3<title>mixpp: bdm::mpdf Class Reference</title>
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27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1mpdf.html">mpdf</a>
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31<h1>bdm::mpdf Class Reference</h1><!-- doxytag: class="bdm::mpdf" --><!-- doxytag: inherits="bdm::bdmroot" -->Conditional probability density, e.g. modeling some dependencies. 
32<a href="#_details">More...</a>
33<p>
34<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
35<p>
36<div class="dynheader">
37Inheritance diagram for bdm::mpdf:</div>
38<div class="dynsection">
39<p><center><img src="classbdm_1_1mpdf__inherit__graph.png" border="0" usemap="#bdm_1_1mpdf__inherit__map" alt="Inheritance graph"></center>
40<map name="bdm_1_1mpdf__inherit__map">
41<area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="323,107,408,133"><area shape="rect" href="classbdm_1_1mepdf.html" title="Unconditional mpdf, allows using epdf in the role of mpdf." alt="" coords="316,157,415,184"><area shape="rect" href="classbdm_1_1mmix.html" title="Mixture of mpdfs with constant weights, all mpdfs are of equal type." alt="" coords="319,208,412,235"><area shape="rect" href="classbdm_1_1mprod.html" title="Chain rule decomposition of epdf." alt="" coords="316,259,415,285"><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="316,309,415,336"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="7,208,119,235"><area shape="rect" href="classbdm_1_1mgamma.html" title="Gamma random walk." alt="" coords="491,5,611,32"><area shape="rect" href="classbdm_1_1migamma.html" title="Inverse&#45;Gamma random walk." alt="" coords="489,56,612,83"><area shape="rect" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="467,157,635,184"><area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\&lt; ldmat \&gt;" alt="" coords="757,133,933,160"><area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\&lt; chmat \&gt;" alt="" coords="756,204,935,231"><area shape="rect" href="classbdm_1_1mgamma__fix.html" title="Gamma random walk around a fixed point." alt="" coords="775,5,916,32"><area shape="rect" href="classbdm_1_1migamma__fix.html" title="Inverse&#45;Gamma random walk around a fixed point." alt="" coords="773,56,917,83"><area shape="rect" href="classbdm_1_1mlstudent.html" title="bdm::mlstudent" alt="" coords="988,133,1111,160"></map>
42<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
43<div class="dynheader">
44Collaboration diagram for bdm::mpdf:</div>
45<div class="dynsection">
46<p><center><img src="classbdm_1_1mpdf__coll__graph.png" border="0" usemap="#bdm_1_1mpdf__coll__map" alt="Collaboration graph"></center>
47<map name="bdm_1_1mpdf__coll__map">
48<area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="7,7,119,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="25,87,100,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="93,185,179,212"></map>
49<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
50
51<p>
52<a href="classbdm_1_1mpdf-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
53<tr><td></td></tr>
54<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
55<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>
56
57<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>
58<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>
59
60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#ee26963a637b2ea1fb1933652981e652"></a><br></td></tr>
61<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)" -->
62virtual 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>
63
64<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>
65<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)" -->
66virtual 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>
67
68<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>
69<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)" -->
70virtual 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>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d83cf2a5ba40cab11dfe158ced9ee9a"></a><!-- doxytag: member="bdm::mpdf::~mpdf" ref="2d83cf2a5ba40cab11dfe158ced9ee9a" args="()" -->
74virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#2d83cf2a5ba40cab11dfe158ced9ee9a">~mpdf</a> ()</td></tr>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
77<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)" -->
78&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>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3aba7311038bf990d706a64cab60cf8"></a><!-- doxytag: member="bdm::mpdf::_rvc" ref="b3aba7311038bf990d706a64cab60cf8" args="() const " -->
82<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>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mpdf::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " -->
86<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>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mpdf::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
90<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>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mpdf::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
94<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>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
97<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::mpdf::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" -->
99<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>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mpdf::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
103<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>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mpdf::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
107<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>
108
109<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>
110</table>
111<hr><a name="_details"></a><h2>Detailed Description</h2>
112Conditional probability density, e.g. modeling some dependencies. <hr><h2>Member Function Documentation</h2>
113<a class="anchor" name="e4848a428d8ef0549c6e4a9ed386d9f2"></a><!-- doxytag: member="bdm::mpdf::samplecond" ref="e4848a428d8ef0549c6e4a9ed386d9f2" args="(const vec &amp;cond, double &amp;ll)" -->
114<div class="memitem">
115<div class="memproto">
116      <table class="memname">
117        <tr>
118          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
119          <td>(</td>
120          <td class="paramtype">const vec &amp;&nbsp;</td>
121          <td class="paramname"> <em>cond</em>, </td>
122        </tr>
123        <tr>
124          <td class="paramkey"></td>
125          <td></td>
126          <td class="paramtype">double &amp;&nbsp;</td>
127          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td>
128        </tr>
129        <tr>
130          <td></td>
131          <td>)</td>
132          <td></td><td></td><td><code> [inline, virtual]</code></td>
133        </tr>
134      </table>
135</div>
136<div class="memdoc">
137
138<p>
139Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
140<p>
141<dl compact><dt><b>Parameters:</b></dt><dd>
142  <table border="0" cellspacing="2" cellpadding="0">
143    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
144    <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>
145  </table>
146</dl>
147
148<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168">bdm::mprod</a>.</p>
149
150<p>References <a class="el" href="libBM_8h-source.html#l00248">condition()</a>, <a class="el" href="libBM_8h-source.html#l00231">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>
151
152<p>Referenced by <a class="el" href="libPF_8h-source.html#l00143">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>
153
154</div>
155</div><p>
156<a class="anchor" name="ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::mpdf::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
157<div class="memitem">
158<div class="memproto">
159      <table class="memname">
160        <tr>
161          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
162          <td>(</td>
163          <td class="paramtype">const vec &amp;&nbsp;</td>
164          <td class="paramname"> <em>cond</em>, </td>
165        </tr>
166        <tr>
167          <td class="paramkey"></td>
168          <td></td>
169          <td class="paramtype">vec &amp;&nbsp;</td>
170          <td class="paramname"> <em>ll</em>, </td>
171        </tr>
172        <tr>
173          <td class="paramkey"></td>
174          <td></td>
175          <td class="paramtype">int&nbsp;</td>
176          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
177        </tr>
178        <tr>
179          <td></td>
180          <td>)</td>
181          <td></td><td></td><td><code> [inline, virtual]</code></td>
182        </tr>
183      </table>
184</div>
185<div class="memdoc">
186
187<p>
188Returns.
189<p>
190<dl compact><dt><b>Parameters:</b></dt><dd>
191  <table border="0" cellspacing="2" cellpadding="0">
192    <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>
193    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
194    <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>
195  </table>
196</dl>
197
198<p>References <a class="el" href="libBM_8h-source.html#l00248">condition()</a>, <a class="el" href="libBM_8h-source.html#l00084">bdm::RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00231">ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00227">rv</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
199
200</div>
201</div><p>
202<hr>The documentation for this class was generated from the following file:<ul>
203<li><a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
204</div>
205<hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 19:50:07 2009 for mixpp by&nbsp;
206<a href="http://www.doxygen.org/index.html">
207<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
208</body>
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