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67 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mprod.html">mprod</a> |
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70 | <div class="contents"> |
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71 | <h1>bdm::mprod Class Reference</h1><!-- doxytag: class="bdm::mprod" --><!-- doxytag: inherits="bdm::compositepdf,bdm::mpdf" -->Chain rule decomposition of <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. |
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72 | <a href="#_details">More...</a> |
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73 | <p> |
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74 | <code>#include <<a class="el" href="emix_8h-source.html">emix.h</a>></code> |
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75 | <p> |
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76 | |
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77 | <p> |
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78 | <a href="classbdm_1_1mprod-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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79 | <tr><td></td></tr> |
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80 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="680c3e2d95b116c7cfb227c7f2984525"></a><!-- doxytag: member="bdm::mprod::mprod" ref="680c3e2d95b116c7cfb227c7f2984525" args="(Array< mpdf * > mFacs)" --> |
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82 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#680c3e2d95b116c7cfb227c7f2984525">mprod</a> (Array< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * > mFacs)</td></tr> |
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83 | |
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84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor from list of mFacs,. <br></td></tr> |
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85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="800f21d94c919137608a2fd5c88719e2"></a><!-- doxytag: member="bdm::mprod::evallogcond" ref="800f21d94c919137608a2fd5c88719e2" args="(const vec &val, const vec &cond)" --> |
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86 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">evallogcond</a> (const vec &val, const vec &cond)</td></tr> |
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87 | |
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88 | <tr><td class="mdescLeft"> </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> |
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89 | <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">samplecond</a> (const vec &cond)</td></tr> |
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90 | |
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91 | <tr><td class="mdescLeft"> </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="#ee715a8013acf9892f6cb489db595555"></a><br></td></tr> |
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92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d193dcc89fbc6f21979e0ced6d84568c"></a><!-- doxytag: member="bdm::mprod::samplecond" ref="d193dcc89fbc6f21979e0ced6d84568c" args="(const vec &cond, int N)" --> |
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93 | mat </td><td class="memItemRight" valign="bottom"><b>samplecond</b> (const vec &cond, int N)</td></tr> |
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94 | |
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95 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1compositepdf.html#c73d39acc4378eee6a63155c3517d3c9">getrv</a> (bool checkoverlap=false)</td></tr> |
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96 | |
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97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">find common rv, flag <a href="#c73d39acc4378eee6a63155c3517d3c9"></a><br></td></tr> |
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98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c71fc2c51f49d797e61f479f543c75ce"></a><!-- doxytag: member="bdm::mprod::setrvc" ref="c71fc2c51f49d797e61f479f543c75ce" args="(const RV &rv, RV &rvc)" --> |
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99 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1compositepdf.html#c71fc2c51f49d797e61f479f543c75ce">setrvc</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv, <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a>)</td></tr> |
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100 | |
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101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">common rvc of all mpdfs is written to rvc <br></td></tr> |
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102 | <tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr> |
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103 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &cond, int N)</td></tr> |
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104 | |
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105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr> |
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106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db94784a9aacf74c65c5a014f6743530"></a><!-- doxytag: member="bdm::mprod::condition" ref="db94784a9aacf74c65c5a014f6743530" args="(const vec &cond)" --> |
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107 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#db94784a9aacf74c65c5a014f6743530">condition</a> (const vec &cond)</td></tr> |
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108 | |
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109 | <tr><td class="mdescLeft"> </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> |
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110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mprod::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &Dt, const vec &cond)" --> |
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111 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb">evallogcond_m</a> (const mat &Dt, const vec &cond)</td></tr> |
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112 | |
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113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> |
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114 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mprod::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" --> |
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116 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr> |
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117 | |
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118 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mprod::_rvc" ref="26001264236846897bd11e4baad47245" args="()" --> |
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119 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr> |
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120 | |
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121 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mprod::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" --> |
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122 | int </td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr> |
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123 | |
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124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mprod::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" --> |
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125 | int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> |
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126 | |
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127 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mprod::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" --> |
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128 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr> |
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129 | |
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130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mprod::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" --> |
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131 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr> |
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132 | |
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133 | <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> |
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134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mprod::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> |
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135 | void </td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvc0)</td></tr> |
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136 | |
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137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mprod::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> |
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138 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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139 | |
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140 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mprod::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> |
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141 | bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> |
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142 | |
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143 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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144 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eca722ed1b219727c6c0f8cbc6bf1e51"></a><!-- doxytag: member="bdm::mprod::epdfs" ref="eca722ed1b219727c6c0f8cbc6bf1e51" args="" --> |
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145 | Array< <a class="el" href="classbdm_1_1epdf.html">epdf</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#eca722ed1b219727c6c0f8cbc6bf1e51">epdfs</a></td></tr> |
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146 | |
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147 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointers to epdfs - shortcut to <a class="el" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a" title="Elements of composition.">mpdfs()</a>.posterior() <br></td></tr> |
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148 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acf679b3b1d48629c5a042d9ac0d973f"></a><!-- doxytag: member="bdm::mprod::dls" ref="acf679b3b1d48629c5a042d9ac0d973f" args="" --> |
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149 | Array< <a class="el" href="classbdm_1_1datalink__m2m.html">datalink_m2m</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#acf679b3b1d48629c5a042d9ac0d973f">dls</a></td></tr> |
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150 | |
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151 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Data link for each mpdfs. <br></td></tr> |
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152 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e3fe66c257e5eca9de1031ef44907677"></a><!-- doxytag: member="bdm::mprod::dummy" ref="e3fe66c257e5eca9de1031ef44907677" args="" --> |
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153 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#e3fe66c257e5eca9de1031ef44907677">dummy</a></td></tr> |
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154 | |
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155 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dummy ep <br></td></tr> |
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156 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7ca3cd8ed92a7154f5b9ff13b1e9d52a"></a><!-- doxytag: member="bdm::mprod::n" ref="7ca3cd8ed92a7154f5b9ff13b1e9d52a" args="" --> |
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157 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1compositepdf.html#7ca3cd8ed92a7154f5b9ff13b1e9d52a">n</a></td></tr> |
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158 | |
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159 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of mpdfs in the composite. <br></td></tr> |
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160 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23faf2debc4dde10836393b8c665914a"></a><!-- doxytag: member="bdm::mprod::mpdfs" ref="23faf2debc4dde10836393b8c665914a" args="" --> |
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161 | Array< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1compositepdf.html#23faf2debc4dde10836393b8c665914a">mpdfs</a></td></tr> |
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162 | |
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163 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Elements of composition. <br></td></tr> |
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164 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mprod::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" --> |
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165 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> |
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166 | |
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167 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br></td></tr> |
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168 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mprod::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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169 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr> |
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170 | |
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171 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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172 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mprod::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" --> |
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173 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0">ep</a></td></tr> |
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174 | |
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175 | <tr><td class="mdescLeft"> </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> |
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176 | </table> |
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177 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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178 | Chain rule decomposition of <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. |
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179 | <p> |
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180 | Probability density in the form of Chain-rule decomposition: \[ f(x_1,x_2,x_3) = f(x_1|x_2,x_3)f(x_2,x_3)f(x_3) \] Note that <hr><h2>Member Function Documentation</h2> |
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181 | <a class="anchor" name="c73d39acc4378eee6a63155c3517d3c9"></a><!-- doxytag: member="bdm::mprod::getrv" ref="c73d39acc4378eee6a63155c3517d3c9" args="(bool checkoverlap=false)" --> |
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182 | <div class="memitem"> |
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183 | <div class="memproto"> |
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184 | <table class="memname"> |
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185 | <tr> |
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186 | <td class="memname"><a class="el" href="classbdm_1_1RV.html">RV</a> bdm::compositepdf::getrv </td> |
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187 | <td>(</td> |
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188 | <td class="paramtype">bool </td> |
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189 | <td class="paramname"> <em>checkoverlap</em> = <code>false</code> </td> |
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190 | <td> ) </td> |
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191 | <td><code> [inherited]</code></td> |
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192 | </tr> |
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193 | </table> |
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194 | </div> |
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195 | <div class="memdoc"> |
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196 | |
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197 | <p> |
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198 | find common rv, flag |
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199 | <p> |
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200 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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201 | <table border="0" cellspacing="2" cellpadding="0"> |
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202 | <tr><td valign="top"></td><td valign="top"><em>checkoverlap</em> </td><td>modifies whether overlaps are acceptable </td></tr> |
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203 | </table> |
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204 | </dl> |
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205 | |
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206 | <p>References <a class="el" href="libBM_8cpp-source.html#l00079">bdm::RV::add()</a>, <a class="el" href="libBM_8h-source.html#l00544">bdm::compositepdf::mpdfs</a>, and <a class="el" href="libBM_8h-source.html#l00542">bdm::compositepdf::n</a>.</p> |
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207 | |
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208 | <p>Referenced by <a class="el" href="merger_8h-source.html#l00050">bdm::merger::merger()</a>, and <a class="el" href="emix_8h-source.html#l00180">mprod()</a>.</p> |
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209 | |
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210 | </div> |
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211 | </div><p> |
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212 | <a class="anchor" name="ee715a8013acf9892f6cb489db595555"></a><!-- doxytag: member="bdm::mprod::samplecond" ref="ee715a8013acf9892f6cb489db595555" args="(const vec &cond)" --> |
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213 | <div class="memitem"> |
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214 | <div class="memproto"> |
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215 | <table class="memname"> |
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216 | <tr> |
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217 | <td class="memname">vec bdm::mprod::samplecond </td> |
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218 | <td>(</td> |
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219 | <td class="paramtype">const vec & </td> |
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220 | <td class="paramname"> <em>cond</em> </td> |
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221 | <td> ) </td> |
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222 | <td><code> [inline, virtual]</code></td> |
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223 | </tr> |
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224 | </table> |
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225 | </div> |
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226 | <div class="memdoc"> |
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227 | |
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228 | <p> |
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229 | Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">. |
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230 | <p> |
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231 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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232 | <table border="0" cellspacing="2" cellpadding="0"> |
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233 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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234 | </table> |
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235 | </dl> |
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236 | |
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237 | <p> |
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238 | Ugly hack to help to discover if mpfs are not in proper order. Correct solution = check that explicitely. |
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239 | <p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">bdm::mpdf</a>.</p> |
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240 | |
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241 | <p>References <a class="el" href="libBM_8h-source.html#l00286">bdm::epdf::dimension()</a>, <a class="el" href="emix_8h-source.html#l00174">dls</a>, <a class="el" href="libBM_8h-source.html#l00302">bdm::mpdf::ep</a>, <a class="el" href="emix_8h-source.html#l00172">epdfs</a>, <a class="el" href="libBM_8h-source.html#l00544">bdm::compositepdf::mpdfs</a>, and <a class="el" href="libBM_8h-source.html#l00542">bdm::compositepdf::n</a>.</p> |
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242 | |
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243 | </div> |
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244 | </div><p> |
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245 | <a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mprod::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &cond, int N)" --> |
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246 | <div class="memitem"> |
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247 | <div class="memproto"> |
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248 | <table class="memname"> |
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249 | <tr> |
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250 | <td class="memname">virtual mat bdm::mpdf::samplecond_m </td> |
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251 | <td>(</td> |
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252 | <td class="paramtype">const vec & </td> |
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253 | <td class="paramname"> <em>cond</em>, </td> |
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254 | </tr> |
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255 | <tr> |
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256 | <td class="paramkey"></td> |
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257 | <td></td> |
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258 | <td class="paramtype">int </td> |
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259 | <td class="paramname"> <em>N</em></td><td> </td> |
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260 | </tr> |
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261 | <tr> |
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262 | <td></td> |
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263 | <td>)</td> |
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264 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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265 | </tr> |
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266 | </table> |
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267 | </div> |
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268 | <div class="memdoc"> |
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269 | |
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270 | <p> |
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271 | Returns. |
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272 | <p> |
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273 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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274 | <table border="0" cellspacing="2" cellpadding="0"> |
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275 | <tr><td valign="top"></td><td valign="top"><em>N</em> </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> |
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276 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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277 | </table> |
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278 | </dl> |
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279 | |
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280 | <p>References <a class="el" href="libBM_8h-source.html#l00329">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00286">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00302">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p> |
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281 | |
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282 | </div> |
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283 | </div><p> |
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284 | <hr>The documentation for this class was generated from the following file:<ul> |
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285 | <li><a class="el" href="emix_8h-source.html">emix.h</a></ul> |
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286 | </div> |
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287 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Mar 17 13:52:06 2009 for mixpp by |
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288 | <a href="http://www.doxygen.org/index.html"> |
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289 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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290 | </body> |
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291 | </html> |
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