root/doc/html/classbdm_1_1mpdf.html @ 287

Revision 287, 17.2 kB (checked in by smidl, 15 years ago)

doc

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<script type="text/javascript">
9<!--
10function changeDisplayState (e){
11  var num=this.id.replace(/[^[0-9]/g,'');
12  var button=this.firstChild;
13  var sectionDiv=document.getElementById('dynsection'+num);
14  if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){
15    sectionDiv.style.display='block';
16    button.src='open.gif';
17  }else{
18    sectionDiv.style.display='none';
19    button.src='closed.gif';
20  }
21}
22function initDynSections(){
23  var divs=document.getElementsByTagName('div');
24  var sectionCounter=1;
25  for(var i=0;i<divs.length-1;i++){
26    if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){
27      var header=divs[i];
28      var section=divs[i+1];
29      var button=header.firstChild;
30      if (button!='IMG'){
31        divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild);
32        button=document.createElement('img');
33        divs[i].insertBefore(button,divs[i].firstChild);
34      }
35      header.style.cursor='pointer';
36      header.onclick=changeDisplayState;
37      header.id='dynheader'+sectionCounter;
38      button.src='closed.gif';
39      section.id='dynsection'+sectionCounter;
40      section.style.display='none';
41      section.style.marginLeft='14px';
42      sectionCounter++;
43    }
44  }
45}
46window.onload = initDynSections;
47-->
48</script>
49<div class="navigation" id="top">
50  <div class="tabs">
51    <ul>
52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
53      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
54      <li><a href="modules.html"><span>Modules</span></a></li>
55      <li class="current"><a href="classes.html"><span>Classes</span></a></li>
56      <li><a href="files.html"><span>Files</span></a></li>
57    </ul>
58  </div>
59  <div class="tabs">
60    <ul>
61      <li><a href="classes.html"><span>Alphabetical&nbsp;List</span></a></li>
62      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
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>
65    </ul>
66  </div>
67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mpdf.html">mpdf</a>
68  </div>
69</div>
70<div class="contents">
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="652,0,787,24">
80<area href="classbdm_1_1mEF.html" alt="bdm::mEF" shape="rect" coords="290,112,425,136">
81<area href="classbdm_1_1mepdf.html" alt="bdm::mepdf" shape="rect" coords="435,112,570,136">
82<area href="classbdm_1_1mlognorm.html" alt="bdm::mlognorm" shape="rect" coords="580,112,715,136">
83<area href="classbdm_1_1mmix.html" alt="bdm::mmix" shape="rect" coords="725,112,860,136">
84<area href="classbdm_1_1mprod.html" alt="bdm::mprod" shape="rect" coords="870,112,1005,136">
85<area href="classbdm_1_1mratio.html" alt="bdm::mratio" shape="rect" coords="1015,112,1150,136">
86<area href="classbdm_1_1mgamma.html" alt="bdm::mgamma" shape="rect" coords="0,168,135,192">
87<area href="classbdm_1_1mgnorm.html" alt="bdm::mgnorm< sq_T >" shape="rect" coords="145,168,280,192">
88<area href="classbdm_1_1migamma.html" alt="bdm::migamma" shape="rect" coords="290,168,425,192">
89<area href="classbdm_1_1mlnorm.html" alt="bdm::mlnorm< sq_T >" shape="rect" coords="435,168,570,192">
90<area href="classbdm_1_1mlnorm.html" alt="bdm::mlnorm< ldmat >" shape="rect" coords="580,168,715,192">
91<area href="classbdm_1_1mgamma__fix.html" alt="bdm::mgamma_fix" shape="rect" coords="0,224,135,248">
92<area href="classbdm_1_1migamma__ref.html" alt="bdm::migamma_ref" shape="rect" coords="290,224,425,248">
93<area href="classbdm_1_1mlstudent.html" alt="bdm::mlstudent" shape="rect" coords="580,224,715,248">
94</map>
95</div>
96
97<p>
98<a href="classbdm_1_1mpdf-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
99Conditional probability density, e.g. modeling some dependencies. <table border="0" cellpadding="0" cellspacing="0">
100<tr><td></td></tr>
101<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
102<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc3f5e531994dd42447d678deb92fe48"></a><!-- doxytag: member="bdm::mpdf::mpdf" ref="dc3f5e531994dd42447d678deb92fe48" args="()" -->
104&nbsp;</td><td class="memItemRight" valign="bottom"><b>mpdf</b> ()</td></tr>
105
106<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)" -->
107&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>
108
109<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>
110<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
111<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>
112
113<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>
114<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>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
117<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)" -->
118virtual 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>
119
120<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>
121<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)" -->
122virtual 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>
123
124<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>
125<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)" -->
126virtual 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>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
129<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mpdf::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
131<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
132
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mpdf::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
134<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
135
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mpdf::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
137int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
138
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mpdf::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
140int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
141
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mpdf::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
143<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
144
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mpdf::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
146<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
147
148<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
149<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)" -->
150void&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>
151
152<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)" -->
153void&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>
154
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mpdf::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
156bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
157
158<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mpdf::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
160int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mpdf::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
164<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>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mpdf::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
168<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>
169
170<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>
171</table>
172<hr><h2>Member Function Documentation</h2>
173<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mpdf::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
174<div class="memitem">
175<div class="memproto">
176      <table class="memname">
177        <tr>
178          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
179          <td>(</td>
180          <td class="paramtype">const vec &amp;&nbsp;</td>
181          <td class="paramname"> <em>cond</em>          </td>
182          <td>&nbsp;)&nbsp;</td>
183          <td><code> [inline, virtual]</code></td>
184        </tr>
185      </table>
186</div>
187<div class="memdoc">
188
189<p>
190Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">.
191<p>
192<dl compact><dt><b>Parameters:</b></dt><dd>
193  <table border="0" cellspacing="2" cellpadding="0">
194    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
195  </table>
196</dl>
197
198<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
199
200<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>
201
202<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>
203
204</div>
205</div><p>
206<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mpdf::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
207<div class="memitem">
208<div class="memproto">
209      <table class="memname">
210        <tr>
211          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
212          <td>(</td>
213          <td class="paramtype">const vec &amp;&nbsp;</td>
214          <td class="paramname"> <em>cond</em>, </td>
215        </tr>
216        <tr>
217          <td class="paramkey"></td>
218          <td></td>
219          <td class="paramtype">int&nbsp;</td>
220          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
221        </tr>
222        <tr>
223          <td></td>
224          <td>)</td>
225          <td></td><td></td><td><code> [inline, virtual]</code></td>
226        </tr>
227      </table>
228</div>
229<div class="memdoc">
230
231<p>
232Returns.
233<p>
234<dl compact><dt><b>Parameters:</b></dt><dd>
235  <table border="0" cellspacing="2" cellpadding="0">
236    <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>
237    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
238    <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>
239  </table>
240</dl>
241
242<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>
243
244</div>
245</div><p>
246<hr>The documentation for this class was generated from the following file:<ul>
247<li><a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
248</div>
249<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:21 2009 for mixpp by&nbsp;
250<a href="http://www.doxygen.org/index.html">
251<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
252</body>
253</html>
Note: See TracBrowser for help on using the browser.