root/doc/html/classbdm_1_1mratio.html @ 270

Revision 270, 20.6 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

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27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1mratio.html">mratio</a>
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31<h1>bdm::mratio Class Reference</h1><!-- doxytag: class="bdm::mratio" --><!-- doxytag: inherits="bdm::mpdf" --><code>#include &lt;<a class="el" href="emix_8h-source.html">emix.h</a>&gt;</code>
32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::mratio:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1mratio__inherit__graph.png" border="0" usemap="#bdm_1_1mratio__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1mratio__inherit__map">
38<area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="16,84,107,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"></map>
39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
42<a href="classbdm_1_1mratio-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: <p class="formulaDsp">
44<img class="formulaDsp" alt="\[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \]" src="form_79.png">
45<p>
46 where <img class="formulaInl" alt="$ f(rvc) = \int f(rv,rvc) d\ rv $" src="form_80.png">.
47<p>
48In particular this type of arise by conditioning of a mixture model.<p>
49At present the only supported operation is <a class="el" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond()</a>. <table border="0" cellpadding="0" cellspacing="0">
50<tr><td></td></tr>
51<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
52<tr><td class="memItemLeft" nowrap align="right" valign="top">&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mratio.html#0ff56d13f9515d7e5f23b7a4cc5529b4">mratio</a> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *nom0, const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv, bool copy=false)</td></tr>
53
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3a2cbce8c61ca9f592d9c2220f7c1204"></a><!-- doxytag: member="bdm::mratio::evallogcond" ref="3a2cbce8c61ca9f592d9c2220f7c1204" args="(const vec &amp;val, const vec &amp;cond)" -->
55double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mratio.html#3a2cbce8c61ca9f592d9c2220f7c1204">evallogcond</a> (const vec &amp;val, const vec &amp;cond)</td></tr>
56
57<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>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c8b39fea586d4258bb3c881406edaf15"></a><!-- doxytag: member="bdm::mratio::ownnom" ref="c8b39fea586d4258bb3c881406edaf15" args="()" -->
59void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mratio.html#c8b39fea586d4258bb3c881406edaf15">ownnom</a> ()</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Object takes ownership of nom and will destroy it. <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c0cc0b25dbdc54751466616655454c5c"></a><!-- doxytag: member="bdm::mratio::~mratio" ref="c0cc0b25dbdc54751466616655454c5c" args="()" -->
63&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mratio.html#c0cc0b25dbdc54751466616655454c5c">~mratio</a> ()</td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default destructor. <br></td></tr>
66<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
67<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>
68
69<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>
70<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>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db94784a9aacf74c65c5a014f6743530"></a><!-- doxytag: member="bdm::mratio::condition" ref="db94784a9aacf74c65c5a014f6743530" args="(const vec &amp;cond)" -->
74virtual 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>
75
76<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>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mratio::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &amp;Dt, const vec &amp;cond)" -->
78virtual 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>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
81<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mratio::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
83<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
84
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mratio::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
86<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
87
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mratio::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
89int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
90
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mratio::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
92int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
93
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mratio::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
95<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
96
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mratio::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
98<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
99
100<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mratio::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
102void&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>
103
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mratio::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
105void&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>
106
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mratio::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
108bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
109
110<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f31caba90a2aa10fbf7631832404fe54"></a><!-- doxytag: member="bdm::mratio::nom" ref="f31caba90a2aa10fbf7631832404fe54" args="" -->
112const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mratio.html#f31caba90a2aa10fbf7631832404fe54">nom</a></td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Nominator in the form of <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7daa5d02d3a3be9d15fd4156d886ed88"></a><!-- doxytag: member="bdm::mratio::den" ref="7daa5d02d3a3be9d15fd4156d886ed88" args="" -->
116<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mratio.html#7daa5d02d3a3be9d15fd4156d886ed88">den</a></td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Denominator in the form of <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="51bfe6675e724f7fbeaaeacce5a9f9b8"></a><!-- doxytag: member="bdm::mratio::destroynom" ref="51bfe6675e724f7fbeaaeacce5a9f9b8" args="" -->
120bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mratio.html#51bfe6675e724f7fbeaaeacce5a9f9b8">destroynom</a></td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">flag for destructor <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cda5bd23ba60146d69e1f804ff7710c7"></a><!-- doxytag: member="bdm::mratio::dl" ref="cda5bd23ba60146d69e1f804ff7710c7" args="" -->
124<a class="el" href="classbdm_1_1datalink__m2e.html">datalink_m2e</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mratio.html#cda5bd23ba60146d69e1f804ff7710c7">dl</a></td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><a class="el" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> between conditional and nom <br></td></tr>
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mratio::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
128int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mratio::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
132<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>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mratio::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
136<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>
137
138<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>
139</table>
140<hr><h2>Constructor &amp; Destructor Documentation</h2>
141<a class="anchor" name="0ff56d13f9515d7e5f23b7a4cc5529b4"></a><!-- doxytag: member="bdm::mratio::mratio" ref="0ff56d13f9515d7e5f23b7a4cc5529b4" args="(const epdf *nom0, const RV &amp;rv, bool copy=false)" -->
142<div class="memitem">
143<div class="memproto">
144      <table class="memname">
145        <tr>
146          <td class="memname">bdm::mratio::mratio           </td>
147          <td>(</td>
148          <td class="paramtype">const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td>
149          <td class="paramname"> <em>nom0</em>, </td>
150        </tr>
151        <tr>
152          <td class="paramkey"></td>
153          <td></td>
154          <td class="paramtype">const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td>
155          <td class="paramname"> <em>rv</em>, </td>
156        </tr>
157        <tr>
158          <td class="paramkey"></td>
159          <td></td>
160          <td class="paramtype">bool&nbsp;</td>
161          <td class="paramname"> <em>copy</em> = <code>false</code></td><td>&nbsp;</td>
162        </tr>
163        <tr>
164          <td></td>
165          <td>)</td>
166          <td></td><td></td><td><code> [inline]</code></td>
167        </tr>
168      </table>
169</div>
170<div class="memdoc">
171
172<p>
173Default constructor. By default, the given <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> is not copied! It is assumed that this function will be used only temporarily.
174<p>References <a class="el" href="libBM_8h-source.html#l00265">bdm::epdf::_rv()</a>, <a class="el" href="emix_8h-source.html#l00041">den</a>, <a class="el" href="emix_8h-source.html#l00043">destroynom</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, <a class="el" href="libBM_8h-source.html#l00131">bdm::RV::length()</a>, <a class="el" href="libBM_8h-source.html#l00247">bdm::epdf::marginal()</a>, <a class="el" href="emix_8h-source.html#l00039">nom</a>, <a class="el" href="libBM_8h-source.html#l00286">bdm::mpdf::rvc</a>, <a class="el" href="libBM_8h-source.html#l00261">bdm::epdf::set_rv()</a>, and <a class="el" href="libBM_8cpp-source.html#l00174">bdm::RV::subt()</a>.</p>
175
176</div>
177</div><p>
178<hr><h2>Member Function Documentation</h2>
179<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mratio::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
180<div class="memitem">
181<div class="memproto">
182      <table class="memname">
183        <tr>
184          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
185          <td>(</td>
186          <td class="paramtype">const vec &amp;&nbsp;</td>
187          <td class="paramname"> <em>cond</em>          </td>
188          <td>&nbsp;)&nbsp;</td>
189          <td><code> [inline, virtual, inherited]</code></td>
190        </tr>
191      </table>
192</div>
193<div class="memdoc">
194
195<p>
196Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
197<p>
198<dl compact><dt><b>Parameters:</b></dt><dd>
199  <table border="0" cellspacing="2" cellpadding="0">
200    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
201  </table>
202</dl>
203
204<p>References <a class="el" href="libBM_8h-source.html#l00315">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
205
206<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>
207
208</div>
209</div><p>
210<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mratio::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
211<div class="memitem">
212<div class="memproto">
213      <table class="memname">
214        <tr>
215          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
216          <td>(</td>
217          <td class="paramtype">const vec &amp;&nbsp;</td>
218          <td class="paramname"> <em>cond</em>, </td>
219        </tr>
220        <tr>
221          <td class="paramkey"></td>
222          <td></td>
223          <td class="paramtype">int&nbsp;</td>
224          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
225        </tr>
226        <tr>
227          <td></td>
228          <td>)</td>
229          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
230        </tr>
231      </table>
232</div>
233<div class="memdoc">
234
235<p>
236Returns.
237<p>
238<dl compact><dt><b>Parameters:</b></dt><dd>
239  <table border="0" cellspacing="2" cellpadding="0">
240    <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>
241    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
242    <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>
243  </table>
244</dl>
245
246<p>References <a class="el" href="libBM_8h-source.html#l00315">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00272">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
247
248</div>
249</div><p>
250<hr>The documentation for this class was generated from the following file:<ul>
251<li><a class="el" href="emix_8h-source.html">emix.h</a></ul>
252</div>
253<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:02 2009 for mixpp by&nbsp;
254<a href="http://www.doxygen.org/index.html">
255<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
256</body>
257</html>
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