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| 3 | <title>mixpp: mlnorm< sq_T > Class Template Reference</title> |
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[32] | 24 | </div> |
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[91] | 25 | <div class="contents"> |
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[33] | 26 | <h1>mlnorm< sq_T > Class Template Reference</h1><!-- doxytag: class="mlnorm" --><!-- doxytag: inherits="mEF" -->Normal distributed linear function with linear function of mean value;. |
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[32] | 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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[33] | 31 | <div class="dynheader"> |
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| 32 | Inheritance diagram for mlnorm< sq_T >:</div> |
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| 33 | <div class="dynsection"> |
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| 34 | <p><center><img src="classmlnorm__inherit__graph.png" border="0" usemap="#mlnorm_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center> |
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| 35 | <map name="mlnorm_3_01sq__T_01_4__inherit__map"> |
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[91] | 36 | <area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="40,82,88,106"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="39,7,89,31"></map> |
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[33] | 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 mlnorm< sq_T >:</div> |
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| 40 | <div class="dynsection"> |
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| 41 | <p><center><img src="classmlnorm__coll__graph.png" border="0" usemap="#mlnorm_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center> |
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| 42 | <map name="mlnorm_3_01sq__T_01_4__coll__map"> |
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[91] | 43 | <area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="40,263,88,287"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="39,186,89,210"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="51,7,88,31"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="84,96,129,120"></map> |
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[33] | 44 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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[32] | 45 | |
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| 46 | <p> |
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| 47 | <a href="classmlnorm-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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| 50 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f927203b3f31171c5c10ffc7caa797f5"></a><!-- doxytag: member="mlnorm::mlnorm" ref="f927203b3f31171c5c10ffc7caa797f5" args="(RV &rv, RV &rvc)" --> |
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[33] | 51 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5">mlnorm</a> (<a class="el" href="classRV.html">RV</a> &<a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a>, <a class="el" href="classRV.html">RV</a> &<a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a>)</td></tr> |
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[32] | 52 | |
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| 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br></td></tr> |
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| 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b6749030c5d5abcb3eb6898f74cea3c0"></a><!-- doxytag: member="mlnorm::set_parameters" ref="b6749030c5d5abcb3eb6898f74cea3c0" args="(const mat &A, const sq_T &R)" --> |
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[33] | 55 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#b6749030c5d5abcb3eb6898f74cea3c0">set_parameters</a> (const mat &A, const sq_T &R)</td></tr> |
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[32] | 56 | |
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[33] | 57 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set <code>A</code> and <code>R</code>. <br></td></tr> |
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[32] | 58 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="decf3e3b5c8e0812e5b4dbe94fa2ae18"></a><!-- doxytag: member="mlnorm::samplecond" ref="decf3e3b5c8e0812e5b4dbe94fa2ae18" args="(vec &cond, double &lik)" --> |
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| 59 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">samplecond</a> (vec &cond, double &lik)</td></tr> |
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| 60 | |
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| 61 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Generate one sample of the posterior. <br></td></tr> |
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| 62 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="215fb88cc8b95d64cdefd6849abdd1e8"></a><!-- doxytag: member="mlnorm::samplecond" ref="215fb88cc8b95d64cdefd6849abdd1e8" args="(vec &cond, vec &lik, int n)" --> |
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| 63 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#215fb88cc8b95d64cdefd6849abdd1e8">samplecond</a> (vec &cond, vec &lik, int n)</td></tr> |
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| 64 | |
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| 65 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Generate matrix of samples of the posterior. <br></td></tr> |
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| 66 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5232fc7e305eceab4e2bd6a8daa44195"></a><!-- doxytag: member="mlnorm::condition" ref="5232fc7e305eceab4e2bd6a8daa44195" args="(vec &cond)" --> |
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[33] | 67 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195">condition</a> (vec &cond)</td></tr> |
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[32] | 68 | |
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[33] | 69 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set value of <code>rvc</code> . Result of this operation is stored in <code><a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a></code> use function <code>_ep</code> to access it. <br></td></tr> |
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[162] | 70 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">samplecond</a> (const vec &cond, double &ll)</td></tr> |
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| 71 | |
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| 72 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. <a href="#3f172b79ec4a5ebc87898a5381141f1b"></a><br></td></tr> |
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| 73 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">samplecond</a> (const vec &cond, vec &ll, int N)</td></tr> |
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| 74 | |
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| 75 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#0e37163660f93df2a4d723cedb1da89c"></a><br></td></tr> |
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[33] | 76 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f95a0cc6ab40611f46804682446ed83"></a><!-- doxytag: member="mlnorm::condition" ref="0f95a0cc6ab40611f46804682446ed83" args="(const vec &cond)" --> |
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| 77 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">condition</a> (const vec &cond)</td></tr> |
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| 78 | |
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| 79 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Update <code>ep</code> so that it represents this <a class="el" href="classmpdf.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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| 80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b738ece5bd4f8c4edaee4b38906f91"></a><!-- doxytag: member="mlnorm::evalcond" ref="80b738ece5bd4f8c4edaee4b38906f91" args="(const vec &dt, const vec &cond)" --> |
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| 81 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">evalcond</a> (const vec &dt, const vec &cond)</td></tr> |
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| 82 | |
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| 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Shortcut for conditioning and evaluation of the internal <a class="el" href="classepdf.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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| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec9c850305984582548e8deb64f0ffe8"></a><!-- doxytag: member="mlnorm::_rvc" ref="ec9c850305984582548e8deb64f0ffe8" args="()" --> |
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| 85 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">_rvc</a> ()</td></tr> |
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| 86 | |
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| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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[162] | 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1e71ad4c66d5884c82d4a3b06b42fe32"></a><!-- doxytag: member="mlnorm::_rv" ref="1e71ad4c66d5884c82d4a3b06b42fe32" args="()" --> |
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| 89 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#1e71ad4c66d5884c82d4a3b06b42fe32">_rv</a> ()</td></tr> |
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| 90 | |
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| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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[33] | 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="mlnorm::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" --> |
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| 93 | <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">_epdf</a> ()</td></tr> |
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| 94 | |
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| 95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 96 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 97 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mlnorm::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" --> |
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| 98 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a></td></tr> |
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| 99 | |
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| 100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modeled random variable <br></td></tr> |
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| 101 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mlnorm::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" --> |
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| 102 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a></td></tr> |
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| 103 | |
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| 104 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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| 105 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mlnorm::ep" ref="7aa894208a32f3487827df6d5054424c" args="" --> |
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| 106 | <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">ep</a></td></tr> |
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| 107 | |
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| 108 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer to internal <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <br></td></tr> |
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[32] | 109 | </table> |
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| 110 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 111 | <h3>template<class sq_T><br> |
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| 112 | class mlnorm< sq_T ></h3> |
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| 113 | |
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| 114 | Normal distributed linear function with linear function of mean value;. |
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| 115 | <p> |
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[162] | 116 | Mean value <img class="formulaInl" alt="$mu=A*rvc$" src="form_40.png">. <hr><h2>Member Function Documentation</h2> |
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| 117 | <a class="anchor" name="3f172b79ec4a5ebc87898a5381141f1b"></a><!-- doxytag: member="mlnorm::samplecond" ref="3f172b79ec4a5ebc87898a5381141f1b" args="(const vec &cond, double &ll)" --> |
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| 118 | <div class="memitem"> |
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| 119 | <div class="memproto"> |
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| 120 | <table class="memname"> |
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| 121 | <tr> |
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| 122 | <td class="memname">virtual vec mpdf::samplecond </td> |
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| 123 | <td>(</td> |
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| 124 | <td class="paramtype">const vec & </td> |
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| 125 | <td class="paramname"> <em>cond</em>, </td> |
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| 126 | </tr> |
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| 127 | <tr> |
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| 128 | <td class="paramkey"></td> |
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| 129 | <td></td> |
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| 130 | <td class="paramtype">double & </td> |
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| 131 | <td class="paramname"> <em>ll</em></td><td> </td> |
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| 132 | </tr> |
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| 133 | <tr> |
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| 134 | <td></td> |
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| 135 | <td>)</td> |
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| 136 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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| 137 | </tr> |
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| 138 | </table> |
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| 139 | </div> |
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| 140 | <div class="memdoc"> |
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| 141 | |
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| 142 | <p> |
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| 143 | Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. |
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| 144 | <p> |
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| 145 | Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 146 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 147 | <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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| 148 | <tr><td valign="top"></td><td valign="top"><em>ll</em> </td><td>is a return value of log-likelihood of the sample. </td></tr> |
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| 149 | </table> |
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| 150 | </dl> |
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| 151 | |
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| 152 | <p>References <a class="el" href="libBM_8h-source.html#l00195">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00178">mpdf::ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p> |
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| 153 | |
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| 154 | <p>Referenced by <a class="el" href="libPF_8h-source.html#l00137">MPF< BM_T >::bayes()</a>, and <a class="el" href="libPF_8cpp-source.html#l00007">PF::bayes()</a>.</p> |
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| 155 | |
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| 156 | </div> |
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| 157 | </div><p> |
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| 158 | <a class="anchor" name="0e37163660f93df2a4d723cedb1da89c"></a><!-- doxytag: member="mlnorm::samplecond" ref="0e37163660f93df2a4d723cedb1da89c" args="(const vec &cond, vec &ll, int N)" --> |
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| 159 | <div class="memitem"> |
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| 160 | <div class="memproto"> |
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| 161 | <table class="memname"> |
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| 162 | <tr> |
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| 163 | <td class="memname">virtual mat mpdf::samplecond </td> |
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| 164 | <td>(</td> |
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| 165 | <td class="paramtype">const vec & </td> |
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| 166 | <td class="paramname"> <em>cond</em>, </td> |
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| 167 | </tr> |
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| 168 | <tr> |
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| 169 | <td class="paramkey"></td> |
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| 170 | <td></td> |
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| 171 | <td class="paramtype">vec & </td> |
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| 172 | <td class="paramname"> <em>ll</em>, </td> |
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| 173 | </tr> |
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| 174 | <tr> |
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| 175 | <td class="paramkey"></td> |
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| 176 | <td></td> |
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| 177 | <td class="paramtype">int </td> |
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| 178 | <td class="paramname"> <em>N</em></td><td> </td> |
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| 179 | </tr> |
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| 180 | <tr> |
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| 181 | <td></td> |
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| 182 | <td>)</td> |
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| 183 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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| 184 | </tr> |
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| 185 | </table> |
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| 186 | </div> |
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| 187 | <div class="memdoc"> |
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| 188 | |
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| 189 | <p> |
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| 190 | Returns. |
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| 191 | <p> |
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| 192 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 193 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 194 | <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_10.png">. </td></tr> |
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| 195 | <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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| 196 | <tr><td valign="top"></td><td valign="top"><em>ll</em> </td><td>is a return value of log-likelihood of the sample. </td></tr> |
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| 197 | </table> |
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| 198 | </dl> |
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| 199 | |
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| 200 | <p>References <a class="el" href="libBM_8h-source.html#l00195">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00069">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00178">mpdf::ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, <a class="el" href="libBM_8h-source.html#l00174">mpdf::rv</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p> |
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| 201 | |
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| 202 | </div> |
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| 203 | </div><p> |
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| 204 | <hr>The documentation for this class was generated from the following file:<ul> |
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[145] | 205 | <li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
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[91] | 206 | </div> |
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[162] | 207 | <hr size="1"><address style="text-align: right;"><small>Generated on Thu Sep 4 19:28:12 2008 for mixpp by |
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[32] | 208 | <a href="http://www.doxygen.org/index.html"> |
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[139] | 209 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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[32] | 210 | </body> |
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| 211 | </html> |
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