root/doc/html/classmlnorm.html @ 219

Revision 219, 19.2 kB (checked in by smidl, 16 years ago)

doc

Line 
1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: mlnorm&lt; sq_T &gt; Class Template Reference</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.6 -->
8<div class="navigation" id="top">
9  <div class="tabs">
10    <ul>
11      <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
12      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
13      <li><a href="modules.html"><span>Modules</span></a></li>
14      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
15      <li><a href="files.html"><span>Files</span></a></li>
16    </ul>
17  </div>
18  <div class="tabs">
19    <ul>
20      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
21      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
22      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
23    </ul>
24  </div>
25</div>
26<div class="contents">
27<h1>mlnorm&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="mlnorm" --><!-- doxytag: inherits="mEF" -->Normal distributed linear function with linear function of mean value;. 
28<a href="#_details">More...</a>
29<p>
30<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
31<p>
32<div class="dynheader">
33Inheritance diagram for mlnorm&lt; sq_T &gt;:</div>
34<div class="dynsection">
35<p><center><img src="classmlnorm__inherit__graph.png" border="0" usemap="#mlnorm_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center>
36<map name="mlnorm_3_01sq__T_01_4__inherit__map">
37<area shape="rect" href="classmlnorm.html" title="mlnorm\&lt; ldmat \&gt;" alt="" coords="5,263,144,289"><area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="51,87,99,113"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="48,7,101,33"><area shape="rect" href="classmlstudent.html" title="mlstudent" alt="" coords="32,343,117,369"></map>
38<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
39<div class="dynheader">
40Collaboration diagram for mlnorm&lt; sq_T &gt;:</div>
41<div class="dynsection">
42<p><center><img src="classmlnorm__coll__graph.png" border="0" usemap="#mlnorm_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center>
43<map name="mlnorm_3_01sq__T_01_4__coll__map">
44<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>
45<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
46
47<p>
48<a href="classmlnorm-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
49<tr><td></td></tr>
50<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3a5ad4798d8a3878c5e93b8e796c8837"></a><!-- doxytag: member="mlnorm::mlnorm" ref="3a5ad4798d8a3878c5e93b8e796c8837" args="(const RV &amp;rv, const RV &amp;rvc)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#3a5ad4798d8a3878c5e93b8e796c8837">mlnorm</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a>, const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a>)</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f95dfce0b500636a44ecd7e5210de999"></a><!-- doxytag: member="mlnorm::set_parameters" ref="f95dfce0b500636a44ecd7e5210de999" args="(const mat &amp;A, const vec &amp;mu0, const sq_T &amp;R)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#f95dfce0b500636a44ecd7e5210de999">set_parameters</a> (const mat &amp;A, const vec &amp;mu0, const sq_T &amp;R)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set <code>A</code> and <code>R</code>. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d41126455ac64b888a38f677886e1b40"></a><!-- doxytag: member="mlnorm::condition" ref="d41126455ac64b888a38f677886e1b40" args="(const vec &amp;cond)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#d41126455ac64b888a38f677886e1b40">condition</a> (const vec &amp;cond)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</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>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2732ae47835dd25d5784bf08fde0a546"></a><!-- doxytag: member="mlnorm::_mu_const" ref="2732ae47835dd25d5784bf08fde0a546" args="()" -->
64vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#2732ae47835dd25d5784bf08fde0a546">_mu_const</a> ()</td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="65ec3840c21b21102896bfd2282b47b3"></a><!-- doxytag: member="mlnorm::_A" ref="65ec3840c21b21102896bfd2282b47b3" args="()" -->
68mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#65ec3840c21b21102896bfd2282b47b3">_A</a> ()</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3ff2b03fbb5e1133a5fe1bf831939f63"></a><!-- doxytag: member="mlnorm::_R" ref="3ff2b03fbb5e1133a5fe1bf831939f63" args="()" -->
72mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#3ff2b03fbb5e1133a5fe1bf831939f63">_R</a> ()</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">samplecond</a> (const vec &amp;cond, double &amp;ll)</td></tr>
76
77<tr><td class="mdescLeft">&nbsp;</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>
78<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#b1dae6171ee39a6a05976c7b1007a3c5">samplecond_m</a> (const vec &amp;cond, vec &amp;ll, int N)</td></tr>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#b1dae6171ee39a6a05976c7b1007a3c5"></a><br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ef8a6374029d990a678782f6decebbe"></a><!-- doxytag: member="mlnorm::evallogcond" ref="2ef8a6374029d990a678782f6decebbe" args="(const vec &amp;dt, const vec &amp;cond)" -->
82virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#2ef8a6374029d990a678782f6decebbe">evallogcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</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>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95fcff214848f66f1b489459370573fa"></a><!-- doxytag: member="mlnorm::evallogcond_m" ref="95fcff214848f66f1b489459370573fa" args="(const mat &amp;Dt, const vec &amp;cond)" -->
86virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#95fcff214848f66f1b489459370573fa">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15ef062183b1ccdf794732d5fa0b77cd"></a><!-- doxytag: member="mlnorm::_rvc" ref="15ef062183b1ccdf794732d5fa0b77cd" args="() const " -->
90<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#15ef062183b1ccdf794732d5fa0b77cd">_rvc</a> () const </td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71256ffb5fbd08f41d650e606a5bd585"></a><!-- doxytag: member="mlnorm::_rv" ref="71256ffb5fbd08f41d650e606a5bd585" args="() const " -->
94<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#71256ffb5fbd08f41d650e606a5bd585">_rv</a> () const </td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="mlnorm::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" -->
98<a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">_epdf</a> ()</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
101<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b76ee2171ace4fb3ff95a131ae8fc421"></a><!-- doxytag: member="mlnorm::epdf" ref="b76ee2171ace4fb3ff95a131ae8fc421" args="" -->
103<a class="el" href="classenorm.html">enorm</a>&lt; sq_T &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#b76ee2171ace4fb3ff95a131ae8fc421">epdf</a></td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> that arise by conditioning on <code>rvc</code>. <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90a62528ca1ce79b6396ff899119da0f"></a><!-- doxytag: member="mlnorm::A" ref="90a62528ca1ce79b6396ff899119da0f" args="" -->
107mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
108
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ebab82017f10fbde483971bbf3b4004d"></a><!-- doxytag: member="mlnorm::mu_const" ref="ebab82017f10fbde483971bbf3b4004d" args="" -->
110vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>mu_const</b></td></tr>
111
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17552bef9aeba92a42516fe7d39a5893"></a><!-- doxytag: member="mlnorm::_mu" ref="17552bef9aeba92a42516fe7d39a5893" args="" -->
113vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b></td></tr>
114
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mlnorm::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" -->
116<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a></td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mlnorm::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" -->
120<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a></td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mlnorm::ep" ref="7aa894208a32f3487827df6d5054424c" args="" -->
124<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">ep</a></td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</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>
127<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
128<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="1917009347bb410f73bf827df8767b09"></a><!-- doxytag: member="mlnorm::operator&lt;&lt;" ref="1917009347bb410f73bf827df8767b09" args="(std::ostream &amp;os, mlnorm&lt; sq_M &gt; &amp;ml)" -->
129template&lt;class sq_M&gt; </td></tr>
130<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">std::ostream &amp;&nbsp;</td><td class="memTemplItemRight" valign="bottom"><b>operator&lt;&lt;</b> (std::ostream &amp;os, <a class="el" href="classmlnorm.html">mlnorm</a>&lt; sq_M &gt; &amp;ml)</td></tr>
131
132</table>
133<hr><a name="_details"></a><h2>Detailed Description</h2>
134<h3>template&lt;class sq_T&gt;<br>
135 class mlnorm&lt; sq_T &gt;</h3>
136
137Normal distributed linear function with linear function of mean value;.
138<p>
139Mean value <img class="formulaInl" alt="$mu=A*rvc+mu_0$" src="form_78.png">. <hr><h2>Member Function Documentation</h2>
140<a class="anchor" name="3f172b79ec4a5ebc87898a5381141f1b"></a><!-- doxytag: member="mlnorm::samplecond" ref="3f172b79ec4a5ebc87898a5381141f1b" args="(const vec &amp;cond, double &amp;ll)" -->
141<div class="memitem">
142<div class="memproto">
143      <table class="memname">
144        <tr>
145          <td class="memname">virtual vec mpdf::samplecond           </td>
146          <td>(</td>
147          <td class="paramtype">const vec &amp;&nbsp;</td>
148          <td class="paramname"> <em>cond</em>, </td>
149        </tr>
150        <tr>
151          <td class="paramkey"></td>
152          <td></td>
153          <td class="paramtype">double &amp;&nbsp;</td>
154          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td>
155        </tr>
156        <tr>
157          <td></td>
158          <td>)</td>
159          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
160        </tr>
161      </table>
162</div>
163<div class="memdoc">
164
165<p>
166Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
167<p>
168Returns 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>
169  <table border="0" cellspacing="2" cellpadding="0">
170    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
171    <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>
172  </table>
173</dl>
174
175<p>Reimplemented in <a class="el" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">mprod</a>.</p>
176
177<p>References <a class="el" href="libBM_8h-source.html#l00235">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00216">mpdf::ep</a>, <a class="el" href="classepdf.html#e1996af1da1fa1214270066a96ca113e">epdf::evallog()</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p>
178
179<p>Referenced by <a class="el" href="libPF_8h-source.html#l00138">MPF&lt; BM_T &gt;::bayes()</a>, and <a class="el" href="libPF_8cpp-source.html#l00007">PF::bayes()</a>.</p>
180
181</div>
182</div><p>
183<a class="anchor" name="b1dae6171ee39a6a05976c7b1007a3c5"></a><!-- doxytag: member="mlnorm::samplecond_m" ref="b1dae6171ee39a6a05976c7b1007a3c5" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
184<div class="memitem">
185<div class="memproto">
186      <table class="memname">
187        <tr>
188          <td class="memname">virtual mat mpdf::samplecond_m           </td>
189          <td>(</td>
190          <td class="paramtype">const vec &amp;&nbsp;</td>
191          <td class="paramname"> <em>cond</em>, </td>
192        </tr>
193        <tr>
194          <td class="paramkey"></td>
195          <td></td>
196          <td class="paramtype">vec &amp;&nbsp;</td>
197          <td class="paramname"> <em>ll</em>, </td>
198        </tr>
199        <tr>
200          <td class="paramkey"></td>
201          <td></td>
202          <td class="paramtype">int&nbsp;</td>
203          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
204        </tr>
205        <tr>
206          <td></td>
207          <td>)</td>
208          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
209        </tr>
210      </table>
211</div>
212<div class="memdoc">
213
214<p>
215Returns.
216<p>
217<dl compact><dt><b>Parameters:</b></dt><dd>
218  <table border="0" cellspacing="2" cellpadding="0">
219    <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>
220    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
221    <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>
222  </table>
223</dl>
224
225<p>References <a class="el" href="libBM_8h-source.html#l00235">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00077">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00216">mpdf::ep</a>, <a class="el" href="classepdf.html#e1996af1da1fa1214270066a96ca113e">epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00212">mpdf::rv</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p>
226
227</div>
228</div><p>
229<hr>The documentation for this class was generated from the following file:<ul>
230<li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
231</div>
232<hr size="1"><address style="text-align: right;"><small>Generated on Thu Dec 4 14:42:25 2008 for mixpp by&nbsp;
233<a href="http://www.doxygen.org/index.html">
234<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
235</body>
236</html>
Note: See TracBrowser for help on using the browser.