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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mpdf.html">mpdf</a>
68  </div>
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71<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>
72<p>
73<div class="dynheader">
74Inheritance diagram for bdm::mpdf:</div>
75<div class="dynsection">
76
77<p><center><img src="classbdm_1_1mpdf.png" usemap="#bdm::mpdf_map" border="0" alt=""></center>
78<map name="bdm::mpdf_map">
79<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="504,0,638,24">
80<area href="classbdm_1_1mEF.html" alt="bdm::mEF" shape="rect" coords="216,112,350,136">
81<area href="classbdm_1_1mepdf.html" alt="bdm::mepdf" shape="rect" coords="360,112,494,136">
82<area href="classbdm_1_1mmix.html" alt="bdm::mmix" shape="rect" coords="504,112,638,136">
83<area href="classbdm_1_1mprod.html" alt="bdm::mprod" shape="rect" coords="648,112,782,136">
84<area href="classbdm_1_1mratio.html" alt="bdm::mratio" shape="rect" coords="792,112,926,136">
85<area href="classbdm_1_1mgamma.html" alt="bdm::mgamma" shape="rect" coords="0,168,134,192">
86<area href="classbdm_1_1migamma.html" alt="bdm::migamma" shape="rect" coords="144,168,278,192">
87<area href="classbdm_1_1mlnorm.html" alt="bdm::mlnorm< sq_T >" shape="rect" coords="288,168,422,192">
88<area href="classbdm_1_1mlnorm.html" alt="bdm::mlnorm< ldmat >" shape="rect" coords="432,168,566,192">
89<area href="classbdm_1_1mgamma__fix.html" alt="bdm::mgamma_fix" shape="rect" coords="0,224,134,248">
90<area href="classbdm_1_1migamma__fix.html" alt="bdm::migamma_fix" shape="rect" coords="144,224,278,248">
91<area href="classbdm_1_1mlstudent.html" alt="bdm::mlstudent" shape="rect" coords="432,224,566,248">
92</map>
93</div>
94
95<p>
96<a href="classbdm_1_1mpdf-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
97Conditional probability density, e.g. modeling some dependencies. <table border="0" cellpadding="0" cellspacing="0">
98<tr><td></td></tr>
99<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
100<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc3f5e531994dd42447d678deb92fe48"></a><!-- doxytag: member="bdm::mpdf::mpdf" ref="dc3f5e531994dd42447d678deb92fe48" args="()" -->
102&nbsp;</td><td class="memItemRight" valign="bottom"><b>mpdf</b> ()</td></tr>
103
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 &amp;m)" -->
105&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>
106
107<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>
108<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
109<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>
110
111<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>
112<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>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
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 &amp;cond)" -->
116virtual 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>
117
118<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>
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 &amp;dt, const vec &amp;cond)" -->
120virtual 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>
121
122<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>
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 &amp;Dt, const vec &amp;cond)" -->
124virtual 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>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
127<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mpdf::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
129<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
130
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mpdf::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
132<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
133
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mpdf::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
135int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
136
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mpdf::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
138int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
139
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mpdf::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
141<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
142
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mpdf::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
144<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
145
146<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
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 &amp;rvc0)" -->
148void&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>
149
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 &amp;rv0)" -->
151void&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>
152
153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mpdf::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
154bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
155
156<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mpdf::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
158int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
159
160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mpdf::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
162<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>
163
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mpdf::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
166<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>
167
168<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>
169</table>
170<hr><h2>Member Function Documentation</h2>
171<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mpdf::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
172<div class="memitem">
173<div class="memproto">
174      <table class="memname">
175        <tr>
176          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
177          <td>(</td>
178          <td class="paramtype">const vec &amp;&nbsp;</td>
179          <td class="paramname"> <em>cond</em>          </td>
180          <td>&nbsp;)&nbsp;</td>
181          <td><code> [inline, virtual]</code></td>
182        </tr>
183      </table>
184</div>
185<div class="memdoc">
186
187<p>
188Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
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>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
193  </table>
194</dl>
195
196<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
197
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>
199
200<p>Referenced by <a class="el" href="libPF_8h-source.html#l00148">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>
201
202</div>
203</div><p>
204<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mpdf::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
205<div class="memitem">
206<div class="memproto">
207      <table class="memname">
208        <tr>
209          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
210          <td>(</td>
211          <td class="paramtype">const vec &amp;&nbsp;</td>
212          <td class="paramname"> <em>cond</em>, </td>
213        </tr>
214        <tr>
215          <td class="paramkey"></td>
216          <td></td>
217          <td class="paramtype">int&nbsp;</td>
218          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
219        </tr>
220        <tr>
221          <td></td>
222          <td>)</td>
223          <td></td><td></td><td><code> [inline, virtual]</code></td>
224        </tr>
225      </table>
226</div>
227<div class="memdoc">
228
229<p>
230Returns.
231<p>
232<dl compact><dt><b>Parameters:</b></dt><dd>
233  <table border="0" cellspacing="2" cellpadding="0">
234    <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>
235    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
236    <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>
237  </table>
238</dl>
239
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>
241
242</div>
243</div><p>
244<hr>The documentation for this class was generated from the following file:<ul>
245<li><a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
246</div>
247<hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:44 2009 for mixpp by&nbsp;
248<a href="http://www.doxygen.org/index.html">
249<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
250</body>
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