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[8] | 24 | </div> |
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[91] | 25 | <div class="contents"> |
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[8] | 26 | <h1>eEF Class Reference</h1><!-- doxytag: class="eEF" --><!-- doxytag: inherits="epdf" -->General conjugate exponential family posterior density. |
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| 27 | <a href="#_details">More...</a> |
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| 28 | <p> |
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| 29 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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| 30 | <p> |
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| 31 | <div class="dynheader"> |
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| 32 | Inheritance diagram for eEF:</div> |
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| 33 | <div class="dynsection"> |
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[19] | 34 | <p><center><img src="classeEF__inherit__graph.png" border="0" usemap="#eEF__inherit__map" alt="Inheritance graph"></center> |
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| 35 | <map name="eEF__inherit__map"> |
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[171] | 36 | <area shape="rect" href="classeDirich.html" title="Dirichlet posterior density." alt="" coords="5,167,69,193"><area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="93,167,173,193"><area shape="rect" href="classegiw.html" title="Gauss-inverse-Wishart density stored in LD form." alt="" coords="197,167,245,193"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="392,167,515,193"><area shape="rect" href="classenorm.html" title="enorm\< ldmat \>" alt="" coords="233,263,364,289"><area shape="rect" href="classenorm.html" title="enorm\< chmat \>" alt="" coords="581,263,715,289"><area shape="rect" href="classenorm.html" title="enorm\< fsqmat \>" alt="" coords="396,263,535,289"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="259,7,307,33"></map> |
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[19] | 37 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 38 | <div class="dynheader"> |
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| 39 | Collaboration diagram for eEF:</div> |
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| 40 | <div class="dynsection"> |
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| 41 | <p><center><img src="classeEF__coll__graph.png" border="0" usemap="#eEF__coll__map" alt="Collaboration graph"></center> |
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| 42 | <map name="eEF__coll__map"> |
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[91] | 43 | <area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,95,51,119"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="9,7,47,31"></map> |
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[19] | 44 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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[8] | 45 | |
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| 46 | <p> |
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| 47 | <a href="classeEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 48 | <tr><td></td></tr> |
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| 49 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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[33] | 50 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e3c63655e8375c76bf1f421245427a7"></a><!-- doxytag: member="eEF::eEF" ref="7e3c63655e8375c76bf1f421245427a7" args="(const RV &rv)" --> |
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| 51 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#7e3c63655e8375c76bf1f421245427a7">eEF</a> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>)</td></tr> |
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[32] | 52 | |
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| 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <br></td></tr> |
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[99] | 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="69e5680dac10375d62520d26c672477d"></a><!-- doxytag: member="eEF::lognc" ref="69e5680dac10375d62520d26c672477d" args="() const =0" --> |
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| 55 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#69e5680dac10375d62520d26c672477d">lognc</a> () const =0</td></tr> |
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| 56 | |
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| 57 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr> |
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[171] | 58 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a89bef8996410609004fa019b5b48964"></a><!-- doxytag: member="eEF::dupdate" ref="a89bef8996410609004fa019b5b48964" args="(mat &v)" --> |
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| 59 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#a89bef8996410609004fa019b5b48964">dupdate</a> (mat &v)</td></tr> |
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[8] | 60 | |
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[33] | 61 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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[171] | 62 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48cdd33d0e20d1a1aa45683c956bc61c"></a><!-- doxytag: member="eEF::evalpdflog_nn" ref="48cdd33d0e20d1a1aa45683c956bc61c" args="(const vec &val) const " --> |
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| 63 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#48cdd33d0e20d1a1aa45683c956bc61c">evalpdflog_nn</a> (const vec &val) const </td></tr> |
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[8] | 64 | |
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[171] | 65 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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| 66 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6466e8d4aa9dd64698ed288cbb1afc03"></a><!-- doxytag: member="eEF::evalpdflog" ref="6466e8d4aa9dd64698ed288cbb1afc03" args="(const vec &val) const " --> |
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| 67 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#6466e8d4aa9dd64698ed288cbb1afc03">evalpdflog</a> (const vec &val) const </td></tr> |
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[28] | 68 | |
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[171] | 69 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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| 70 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c71faf4b2d153efda14bf1f87dca1507"></a><!-- doxytag: member="eEF::evalpdflog" ref="c71faf4b2d153efda14bf1f87dca1507" args="(const mat &Val) const " --> |
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| 71 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#c71faf4b2d153efda14bf1f87dca1507">evalpdflog</a> (const mat &Val) const </td></tr> |
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| 72 | |
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| 73 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
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| 74 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4f8385dd1cc9740522dc373b1dc3cbf5"></a><!-- doxytag: member="eEF::pow" ref="4f8385dd1cc9740522dc373b1dc3cbf5" args="(double p)" --> |
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| 75 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#4f8385dd1cc9740522dc373b1dc3cbf5">pow</a> (double p)</td></tr> |
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| 76 | |
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| 77 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
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| 78 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8019654e494bf5e458f6fb947e11b262"></a><!-- doxytag: member="eEF::sample" ref="8019654e494bf5e458f6fb947e11b262" args="() const =0" --> |
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| 79 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">sample</a> () const =0</td></tr> |
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| 80 | |
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| 81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> |
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[210] | 82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="76608914c3b19e150292d5c56e93e508"></a><!-- doxytag: member="eEF::sample_m" ref="76608914c3b19e150292d5c56e93e508" args="(int N) const " --> |
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| 83 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#76608914c3b19e150292d5c56e93e508">sample_m</a> (int N) const </td></tr> |
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[106] | 84 | |
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| 85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> |
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[180] | 86 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cebbdd7a85e6328f7358fc0ba8eee06c"></a><!-- doxytag: member="eEF::evalpdflog_m" ref="cebbdd7a85e6328f7358fc0ba8eee06c" args="(const mat &Val) const " --> |
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| 87 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#cebbdd7a85e6328f7358fc0ba8eee06c">evalpdflog_m</a> (const mat &Val) const </td></tr> |
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| 88 | |
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| 89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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[210] | 90 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e87dc8260a5c37bc1b03eb66174741a0"></a><!-- doxytag: member="eEF::condition" ref="e87dc8260a5c37bc1b03eb66174741a0" args="(const RV &rv) const " --> |
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| 91 | virtual <a class="el" href="classmpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#e87dc8260a5c37bc1b03eb66174741a0">condition</a> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>) const </td></tr> |
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[181] | 92 | |
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| 93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr> |
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[210] | 94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38de9f59b65ee06028554f3f74b66025"></a><!-- doxytag: member="eEF::marginal" ref="38de9f59b65ee06028554f3f74b66025" args="(const RV &rv) const " --> |
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| 95 | virtual <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#38de9f59b65ee06028554f3f74b66025">marginal</a> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>) const </td></tr> |
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[181] | 96 | |
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| 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> |
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[33] | 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf0a070a8f3e67a93604ca724638b870"></a><!-- doxytag: member="eEF::mean" ref="bf0a070a8f3e67a93604ca724638b870" args="() const =0" --> |
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| 99 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#bf0a070a8f3e67a93604ca724638b870">mean</a> () const =0</td></tr> |
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[32] | 100 | |
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| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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[171] | 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0d32aabb4cbba347e0c37fe8607562"></a><!-- doxytag: member="eEF::_rv" ref="ca0d32aabb4cbba347e0c37fe8607562" args="() const " --> |
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| 103 | const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562">_rv</a> () const </td></tr> |
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[33] | 104 | |
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[162] | 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function, possibly dangerous! <br></td></tr> |
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[171] | 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fb94ce90d1ac7077d29f7d6a6c3e0a5"></a><!-- doxytag: member="eEF::_renewrv" ref="7fb94ce90d1ac7077d29f7d6a6c3e0a5" args="(const RV &in_rv)" --> |
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| 107 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#7fb94ce90d1ac7077d29f7d6a6c3e0a5">_renewrv</a> (const <a class="el" href="classRV.html">RV</a> &in_rv)</td></tr> |
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| 108 | |
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| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr> |
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[32] | 110 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="eEF::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" --> |
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[33] | 112 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a></td></tr> |
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[32] | 113 | |
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[33] | 114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Identified of the random variable. <br></td></tr> |
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[8] | 115 | </table> |
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| 116 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 117 | General conjugate exponential family posterior density. |
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| 118 | <p> |
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[171] | 119 | More?... <hr>The documentation for this class was generated from the following file:<ul> |
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[145] | 120 | <li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
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[91] | 121 | </div> |
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[210] | 122 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Nov 12 19:18:51 2008 for mixpp by |
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[8] | 123 | <a href="http://www.doxygen.org/index.html"> |
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[139] | 124 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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[8] | 125 | </body> |
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| 126 | </html> |
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