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3 | <title>mixpp: mlnorm< sq_T > Class Template Reference</title> |
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25 | <div class="contents"> |
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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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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 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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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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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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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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44 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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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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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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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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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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56 | |
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57 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set <code>A</code> and <code>R</code>. <br></td></tr> |
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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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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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68 | |
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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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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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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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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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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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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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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>Reimplemented in <a class="el" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">mprod</a>.</p> |
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153 | |
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154 | <p>References <a class="el" href="libBM_8h-source.html#l00215">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00198">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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155 | |
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156 | <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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157 | |
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158 | </div> |
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159 | </div><p> |
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160 | <a class="anchor" name="0e37163660f93df2a4d723cedb1da89c"></a><!-- doxytag: member="mlnorm::samplecond" ref="0e37163660f93df2a4d723cedb1da89c" args="(const vec &cond, vec &ll, int N)" --> |
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161 | <div class="memitem"> |
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162 | <div class="memproto"> |
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163 | <table class="memname"> |
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164 | <tr> |
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165 | <td class="memname">virtual mat mpdf::samplecond </td> |
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166 | <td>(</td> |
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167 | <td class="paramtype">const vec & </td> |
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168 | <td class="paramname"> <em>cond</em>, </td> |
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169 | </tr> |
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170 | <tr> |
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171 | <td class="paramkey"></td> |
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172 | <td></td> |
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173 | <td class="paramtype">vec & </td> |
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174 | <td class="paramname"> <em>ll</em>, </td> |
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175 | </tr> |
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176 | <tr> |
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177 | <td class="paramkey"></td> |
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178 | <td></td> |
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179 | <td class="paramtype">int </td> |
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180 | <td class="paramname"> <em>N</em></td><td> </td> |
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181 | </tr> |
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182 | <tr> |
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183 | <td></td> |
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184 | <td>)</td> |
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185 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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186 | </tr> |
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187 | </table> |
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188 | </div> |
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189 | <div class="memdoc"> |
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190 | |
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191 | <p> |
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192 | Returns. |
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193 | <p> |
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194 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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195 | <table border="0" cellspacing="2" cellpadding="0"> |
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196 | <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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197 | <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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198 | <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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199 | </table> |
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200 | </dl> |
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201 | |
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202 | <p>Reimplemented in <a class="el" href="classmprod.html#e171c40e210539c2af01d6237785620b">mprod</a>.</p> |
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203 | |
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204 | <p>References <a class="el" href="libBM_8h-source.html#l00215">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00069">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00198">mpdf::ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, <a class="el" href="libBM_8h-source.html#l00194">mpdf::rv</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p> |
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205 | |
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206 | </div> |
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207 | </div><p> |
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208 | <hr>The documentation for this class was generated from the following file:<ul> |
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209 | <li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
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210 | </div> |
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211 | <hr size="1"><address style="text-align: right;"><small>Generated on Thu Oct 9 21:26:42 2008 for mixpp by |
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212 | <a href="http://www.doxygen.org/index.html"> |
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213 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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214 | </body> |
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215 | </html> |
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