root/doc/html/classmpdf.html @ 210

Revision 210, 15.4 kB (checked in by smidl, 16 years ago)

dokumentace

RevLine 
[8]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: mpdf Class 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>
[139]7<!-- Generated by Doxygen 1.5.6 -->
[91]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 class="current"><a href="annotated.html"><span>Classes</span></a></li>
14      <li><a href="files.html"><span>Files</span></a></li>
15    </ul>
16  </div>
17  <div class="tabs">
18    <ul>
19      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
20      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
21      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
22    </ul>
23  </div>
[8]24</div>
[91]25<div class="contents">
[8]26<h1>mpdf Class Reference</h1><!-- doxytag: class="mpdf" -->Conditional probability density, e.g. modeling some dependencies. 
27<a href="#_details">More...</a>
28<p>
29<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
30<p>
[19]31<div class="dynheader">
32Inheritance diagram for mpdf:</div>
33<div class="dynsection">
34<p><center><img src="classmpdf__inherit__graph.png" border="0" usemap="#mpdf__inherit__map" alt="Inheritance graph"></center>
[33]35<map name="mpdf__inherit__map">
[210]36<area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="164,87,212,113"><area shape="rect" href="classmepdf.html" title="Unconditional mpdf, allows using epdf in the role of mpdf." alt="" coords="236,87,297,113"><area shape="rect" href="classmmix.html" title="Mixture of mpdfs with constant weights, all mpdfs are of equal type." alt="" coords="321,87,377,113"><area shape="rect" href="classmprod.html" title="Chain rule decomposition of epdf." alt="" coords="401,87,465,113"><area shape="rect" href="classmratio.html" title="Class representing ratio of two densities which arise e.g. by applying the Bayes..." alt="" coords="489,87,553,113"><area shape="rect" href="classmgamma.html" title="Gamma random walk." alt="" coords="16,167,99,193"><area shape="rect" href="classmlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="123,167,253,193"><area shape="rect" href="classmlnorm.html" title="mlnorm\&lt; ldmat \&gt;" alt="" coords="177,263,316,289"><area shape="rect" href="classmgamma__fix.html" title="Gamma random walk around a fixed point." alt="" coords="5,263,109,289"><area shape="rect" href="classmlstudent.html" title="mlstudent" alt="" coords="204,343,289,369"></map>
[19]37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for mpdf:</div>
40<div class="dynsection">
41<p><center><img src="classmpdf__coll__graph.png" border="0" usemap="#mpdf__coll__map" alt="Collaboration graph"></center>
42<map name="mpdf__coll__map">
[91]43<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="17,7,55,31"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="51,96,96,120"></map>
[19]44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
[8]45
46<p>
47<a href="classmpdf-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
48<tr><td></td></tr>
49<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[162]50<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>
[8]51
[162]52<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>
53<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">samplecond</a> (const vec &amp;cond, vec &amp;ll, int N)</td></tr>
[139]54
[162]55<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#0e37163660f93df2a4d723cedb1da89c"></a><br></td></tr>
[32]56<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f95a0cc6ab40611f46804682446ed83"></a><!-- doxytag: member="mpdf::condition" ref="0f95a0cc6ab40611f46804682446ed83" args="(const vec &amp;cond)" -->
[33]57virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">condition</a> (const vec &amp;cond)</td></tr>
[8]58
[33]59<tr><td class="mdescLeft">&nbsp;</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>
[32]60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b738ece5bd4f8c4edaee4b38906f91"></a><!-- doxytag: member="mpdf::evalcond" ref="80b738ece5bd4f8c4edaee4b38906f91" args="(const vec &amp;dt, const vec &amp;cond)" -->
[33]61virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">evalcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr>
[32]62
[33]63<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>
[210]64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7b2da35080cd15f1be365b805e7277e"></a><!-- doxytag: member="mpdf::evalcond_m" ref="b7b2da35080cd15f1be365b805e7277e" args="(const mat &amp;Dt, const vec &amp;cond)" -->
65virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalcond_m</b> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
66
[32]67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6788be9f3a888796499c5293a318fcfb"></a><!-- doxytag: member="mpdf::~mpdf" ref="6788be9f3a888796499c5293a318fcfb" args="()" -->
68virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">~mpdf</a> ()</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="581ecf362185d37c08bb31cb9d046d6f"></a><!-- doxytag: member="mpdf::mpdf" ref="581ecf362185d37c08bb31cb9d046d6f" args="(const RV &amp;rv0, const RV &amp;rvc0)" -->
72&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">mpdf</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0, const <a class="el" href="classRV.html">RV</a> &amp;rvc0)</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
[210]75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15ef062183b1ccdf794732d5fa0b77cd"></a><!-- doxytag: member="mpdf::_rvc" ref="15ef062183b1ccdf794732d5fa0b77cd" args="() const " -->
76<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>
[33]77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[210]79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71256ffb5fbd08f41d650e606a5bd585"></a><!-- doxytag: member="mpdf::_rv" ref="71256ffb5fbd08f41d650e606a5bd585" args="() const " -->
80<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>
[162]81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[33]83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="mpdf::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" -->
84<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>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[32]87<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mpdf::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" -->
89<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>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mpdf::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" -->
93<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>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mpdf::ep" ref="7aa894208a32f3487827df6d5054424c" args="" -->
97<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>
98
99<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>
[8]100</table>
101<hr><a name="_details"></a><h2>Detailed Description</h2>
102Conditional probability density, e.g. modeling some dependencies. <hr><h2>Member Function Documentation</h2>
[162]103<a class="anchor" name="3f172b79ec4a5ebc87898a5381141f1b"></a><!-- doxytag: member="mpdf::samplecond" ref="3f172b79ec4a5ebc87898a5381141f1b" args="(const vec &amp;cond, double &amp;ll)" -->
[8]104<div class="memitem">
105<div class="memproto">
106      <table class="memname">
107        <tr>
108          <td class="memname">virtual vec mpdf::samplecond           </td>
109          <td>(</td>
[162]110          <td class="paramtype">const vec &amp;&nbsp;</td>
[8]111          <td class="paramname"> <em>cond</em>, </td>
112        </tr>
113        <tr>
114          <td class="paramkey"></td>
115          <td></td>
[33]116          <td class="paramtype">double &amp;&nbsp;</td>
117          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td>
[8]118        </tr>
119        <tr>
120          <td></td>
121          <td>)</td>
[139]122          <td></td><td></td><td><code> [inline, virtual]</code></td>
[8]123        </tr>
124      </table>
125</div>
126<div class="memdoc">
127
128<p>
129Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
130<p>
[33]131Returns 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>
[32]132  <table border="0" cellspacing="2" cellpadding="0">
[33]133    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
134    <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>
[32]135  </table>
136</dl>
137
[210]138<p>Reimplemented in <a class="el" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">mprod</a>.</p>
[33]139
[210]140<p>References <a class="el" href="libBM_8h-source.html#l00229">condition()</a>, <a class="el" href="libBM_8h-source.html#l00210">ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p>
[171]141
[210]142<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>
[91]143
[8]144</div>
145</div><p>
[162]146<a class="anchor" name="0e37163660f93df2a4d723cedb1da89c"></a><!-- doxytag: member="mpdf::samplecond" ref="0e37163660f93df2a4d723cedb1da89c" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
[139]147<div class="memitem">
148<div class="memproto">
149      <table class="memname">
150        <tr>
151          <td class="memname">virtual mat mpdf::samplecond           </td>
152          <td>(</td>
[162]153          <td class="paramtype">const vec &amp;&nbsp;</td>
[139]154          <td class="paramname"> <em>cond</em>, </td>
155        </tr>
156        <tr>
157          <td class="paramkey"></td>
158          <td></td>
159          <td class="paramtype">vec &amp;&nbsp;</td>
160          <td class="paramname"> <em>ll</em>, </td>
161        </tr>
162        <tr>
163          <td class="paramkey"></td>
164          <td></td>
165          <td class="paramtype">int&nbsp;</td>
166          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
167        </tr>
168        <tr>
169          <td></td>
170          <td>)</td>
171          <td></td><td></td><td><code> [inline, virtual]</code></td>
172        </tr>
173      </table>
174</div>
175<div class="memdoc">
176
177<p>
[145]178Returns.
[139]179<p>
180<dl compact><dt><b>Parameters:</b></dt><dd>
181  <table border="0" cellspacing="2" cellpadding="0">
[145]182    <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>
[139]183    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
184    <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>
185  </table>
186</dl>
187
[210]188<p>Reimplemented in <a class="el" href="classmprod.html#e171c40e210539c2af01d6237785620b">mprod</a>.</p>
[139]189
[210]190<p>References <a class="el" href="libBM_8h-source.html#l00229">condition()</a>, <a class="el" href="libBM_8h-source.html#l00073">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00210">ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, <a class="el" href="libBM_8h-source.html#l00206">rv</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p>
[171]191
[139]192</div>
193</div><p>
[8]194<hr>The documentation for this class was generated from the following file:<ul>
[145]195<li>work/git/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
[91]196</div>
[210]197<hr size="1"><address style="text-align: right;"><small>Generated on Wed Nov 12 19:18:56 2008 for mixpp by&nbsp;
[8]198<a href="http://www.doxygen.org/index.html">
[139]199<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
[8]200</body>
201</html>
Note: See TracBrowser for help on using the browser.