root/doc/html/classbdm_1_1mpdf.html @ 270

Revision 270, 16.5 kB (checked in by smidl, 16 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

Line 
1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: bdm::mpdf Class Reference</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.6 -->
8<div class="navigation" id="top">
9  <div class="tabs">
10    <ul>
11      <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
12      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
13      <li><a href="modules.html"><span>Modules</span></a></li>
14      <li><a href="namespaces.html"><span>Namespaces</span></a></li>
15      <li class="current"><a href="classes.html"><span>Classes</span></a></li>
16      <li><a href="files.html"><span>Files</span></a></li>
17    </ul>
18  </div>
19  <div class="tabs">
20    <ul>
21      <li><a href="classes.html"><span>Alphabetical&nbsp;List</span></a></li>
22      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
23      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
24      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
25    </ul>
26  </div>
27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1mpdf.html">mpdf</a>
28  </div>
29</div>
30<div class="contents">
31<h1>bdm::mpdf Class Reference</h1><!-- doxytag: class="bdm::mpdf" --><!-- doxytag: inherits="bdm::bdmroot" --><code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::mpdf:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1mpdf__inherit__graph.png" border="0" usemap="#bdm_1_1mpdf__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1mpdf__inherit__map">
38<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>
39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
42<a href="classbdm_1_1mpdf-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43Conditional probability density, e.g. modeling some dependencies. <table border="0" cellpadding="0" cellspacing="0">
44<tr><td></td></tr>
45<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
46<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc3f5e531994dd42447d678deb92fe48"></a><!-- doxytag: member="bdm::mpdf::mpdf" ref="dc3f5e531994dd42447d678deb92fe48" args="()" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><b>mpdf</b> ()</td></tr>
49
50<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)" -->
51&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>
52
53<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>
54<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></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#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &amp;cond)</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="#f0c1db6fcbb3aae2dd6123884457a367"></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#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &amp;cond, int N)</td></tr>
59
60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></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 colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mpdf::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
75<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
76
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mpdf::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
78<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
79
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mpdf::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
81int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
82
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mpdf::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
84int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
85
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mpdf::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
87<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
88
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mpdf::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
90<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
91
92<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
93<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)" -->
94void&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>
95
96<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)" -->
97void&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>
98
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mpdf::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
100bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
101
102<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mpdf::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
104int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mpdf::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
108<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>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mpdf::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
112<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>
113
114<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>
115</table>
116<hr><h2>Member Function Documentation</h2>
117<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mpdf::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
118<div class="memitem">
119<div class="memproto">
120      <table class="memname">
121        <tr>
122          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
123          <td>(</td>
124          <td class="paramtype">const vec &amp;&nbsp;</td>
125          <td class="paramname"> <em>cond</em>          </td>
126          <td>&nbsp;)&nbsp;</td>
127          <td><code> [inline, virtual]</code></td>
128        </tr>
129      </table>
130</div>
131<div class="memdoc">
132
133<p>
134Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
135<p>
136<dl compact><dt><b>Parameters:</b></dt><dd>
137  <table border="0" cellspacing="2" cellpadding="0">
138    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
139  </table>
140</dl>
141
142<p>References <a class="el" href="libBM_8h-source.html#l00315">condition()</a>, <a class="el" href="libBM_8h-source.html#l00288">ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
143
144<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>
145
146</div>
147</div><p>
148<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mpdf::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
149<div class="memitem">
150<div class="memproto">
151      <table class="memname">
152        <tr>
153          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
154          <td>(</td>
155          <td class="paramtype">const vec &amp;&nbsp;</td>
156          <td class="paramname"> <em>cond</em>, </td>
157        </tr>
158        <tr>
159          <td class="paramkey"></td>
160          <td></td>
161          <td class="paramtype">int&nbsp;</td>
162          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
163        </tr>
164        <tr>
165          <td></td>
166          <td>)</td>
167          <td></td><td></td><td><code> [inline, virtual]</code></td>
168        </tr>
169      </table>
170</div>
171<div class="memdoc">
172
173<p>
174Returns.
175<p>
176<dl compact><dt><b>Parameters:</b></dt><dd>
177  <table border="0" cellspacing="2" cellpadding="0">
178    <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>
179    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
180    <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>
181  </table>
182</dl>
183
184<p>References <a class="el" href="libBM_8h-source.html#l00315">condition()</a>, <a class="el" href="libBM_8h-source.html#l00272">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00288">ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
185
186</div>
187</div><p>
188<hr>The documentation for this class was generated from the following file:<ul>
189<li><a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
190</div>
191<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:04 2009 for mixpp by&nbsp;
192<a href="http://www.doxygen.org/index.html">
193<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
194</body>
195</html>
Note: See TracBrowser for help on using the browser.