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3 | <title>mixpp: eEF Class Reference</title> |
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26 | <div class="contents"> |
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27 | <h1>eEF Class Reference</h1><!-- doxytag: class="eEF" --><!-- doxytag: inherits="epdf" -->General conjugate exponential family posterior density. |
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28 | <a href="#_details">More...</a> |
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29 | <p> |
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30 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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31 | <p> |
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32 | <div class="dynheader"> |
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33 | Inheritance diagram for eEF:</div> |
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34 | <div class="dynsection"> |
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35 | <p><center><img src="classeEF__inherit__graph.png" border="0" usemap="#eEF__inherit__map" alt="Inheritance graph"></center> |
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36 | <map name="eEF__inherit__map"> |
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37 | <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="classeigamma.html" title="Inverse-Gamma posterior density." alt="" coords="269,167,352,193"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="499,167,621,193"><area shape="rect" href="classenorm.html" title="enorm\< ldmat \>" alt="" coords="340,263,471,289"><area shape="rect" href="classenorm.html" title="enorm\< chmat \>" alt="" coords="688,263,821,289"><area shape="rect" href="classenorm.html" title="enorm\< fsqmat \>" alt="" coords="503,263,641,289"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="325,7,373,33"></map> |
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38 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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39 | <div class="dynheader"> |
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40 | Collaboration diagram for eEF:</div> |
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41 | <div class="dynsection"> |
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42 | <p><center><img src="classeEF__coll__graph.png" border="0" usemap="#eEF__coll__map" alt="Collaboration graph"></center> |
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43 | <map name="eEF__coll__map"> |
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44 | <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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45 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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46 | |
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47 | <p> |
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48 | <a href="classeEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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49 | <tr><td></td></tr> |
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50 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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51 | <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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52 | </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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53 | |
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54 | <tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <br></td></tr> |
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55 | <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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56 | 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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57 | |
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58 | <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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59 | <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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60 | 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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61 | |
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62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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63 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="41c70565b4d3fb424599817d008f0c71"></a><!-- doxytag: member="eEF::evallog_nn" ref="41c70565b4d3fb424599817d008f0c71" args="(const vec &val) const " --> |
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64 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#41c70565b4d3fb424599817d008f0c71">evallog_nn</a> (const vec &val) const </td></tr> |
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65 | |
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66 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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67 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="357512dd565e199904d367294b7dd862"></a><!-- doxytag: member="eEF::evallog" ref="357512dd565e199904d367294b7dd862" args="(const vec &val) const " --> |
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68 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#357512dd565e199904d367294b7dd862">evallog</a> (const vec &val) const </td></tr> |
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69 | |
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70 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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71 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cff03a658aec11b806c3e3d48f37b81f"></a><!-- doxytag: member="eEF::evallog" ref="cff03a658aec11b806c3e3d48f37b81f" args="(const mat &Val) const " --> |
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72 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#cff03a658aec11b806c3e3d48f37b81f">evallog</a> (const mat &Val) const </td></tr> |
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73 | |
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74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
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75 | <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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76 | 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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77 | |
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78 | <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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79 | <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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80 | 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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81 | |
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82 | <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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83 | <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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84 | 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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85 | |
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86 | <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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87 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2495a04bbacb9b55fe5a3a59b78affca"></a><!-- doxytag: member="eEF::evallog_m" ref="2495a04bbacb9b55fe5a3a59b78affca" args="(const mat &Val) const " --> |
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88 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#2495a04bbacb9b55fe5a3a59b78affca">evallog_m</a> (const mat &Val) const </td></tr> |
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89 | |
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90 | <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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91 | <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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92 | 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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93 | |
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94 | <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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95 | <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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96 | 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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97 | |
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98 | <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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99 | <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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100 | 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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101 | |
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102 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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103 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="29f17cea338692f4cb6d4ac9f7d89e1f"></a><!-- doxytag: member="eEF::variance" ref="29f17cea338692f4cb6d4ac9f7d89e1f" args="() const =0" --> |
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104 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#29f17cea338692f4cb6d4ac9f7d89e1f">variance</a> () const =0</td></tr> |
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105 | |
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106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
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107 | <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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108 | 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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109 | |
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110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function, possibly dangerous! <br></td></tr> |
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111 | <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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112 | 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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113 | |
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114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr> |
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115 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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116 | <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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117 | <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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118 | |
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119 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Identified of the random variable. <br></td></tr> |
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120 | </table> |
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121 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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122 | General conjugate exponential family posterior density. |
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123 | <p> |
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124 | More?... <hr>The documentation for this class was generated from the following file:<ul> |
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125 | <li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
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126 | </div> |
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127 | <hr size="1"><address style="text-align: right;"><small>Generated on Thu Jan 15 10:50:55 2009 for mixpp by |
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128 | <a href="http://www.doxygen.org/index.html"> |
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129 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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