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25 | <div class="contents"> |
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26 | <h1>mpdf Class Reference</h1><!-- doxytag: class="mpdf" -->Conditional probability density, e.g. modeling some dependencies. |
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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="libBM_8h-source.html">libBM.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 mpdf:</div> |
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33 | <div class="dynsection"> |
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34 | <p><center><img src="classmpdf__inherit__graph.png" border="0" usemap="#mpdf__inherit__map" alt="Inheritance graph"></center> |
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35 | <map name="mpdf__inherit__map"> |
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36 | <area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="99,84,147,111"><area shape="rect" href="classmepdf.html" title="Unconditional mpdf, allows using epdf in the role of mpdf." alt="" coords="171,84,232,111"><area shape="rect" href="classmmix.html" title="Mixture of mpdfs with constant weights." alt="" coords="256,84,312,111"><area shape="rect" href="classmgamma.html" title="Gamma random walk." alt="" coords="16,161,99,188"><area shape="rect" href="classmlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="123,161,253,188"><area shape="rect" href="classmgamma__fix.html" title="Gamma random walk around a fixed point." alt="" coords="5,239,109,265"></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 mpdf:</div> |
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40 | <div class="dynsection"> |
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41 | <p><center><img src="classmpdf__coll__graph.png" border="0" usemap="#mpdf__coll__map" alt="Collaboration graph"></center> |
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42 | <map name="mpdf__coll__map"> |
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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> |
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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="classmpdf-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">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#b0193a350c97933ddf15b15a130da352">samplecond</a> (vec &cond, double &ll)</td></tr> |
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51 | |
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52 | <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="#b0193a350c97933ddf15b15a130da352"></a><br></td></tr> |
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53 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#6bf806badfdac606c847e458e8fce18c">samplecond</a> (vec &cond, vec &ll, int N)</td></tr> |
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54 | |
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55 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#6bf806badfdac606c847e458e8fce18c"></a><br></td></tr> |
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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 &cond)" --> |
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57 | 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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58 | |
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59 | <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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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 &dt, const vec &cond)" --> |
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61 | 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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62 | |
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63 | <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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64 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6788be9f3a888796499c5293a318fcfb"></a><!-- doxytag: member="mpdf::~mpdf" ref="6788be9f3a888796499c5293a318fcfb" args="()" --> |
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65 | virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">~mpdf</a> ()</td></tr> |
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66 | |
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67 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor for future use;. <br></td></tr> |
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68 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="581ecf362185d37c08bb31cb9d046d6f"></a><!-- doxytag: member="mpdf::mpdf" ref="581ecf362185d37c08bb31cb9d046d6f" args="(const RV &rv0, const RV &rvc0)" --> |
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69 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">mpdf</a> (const <a class="el" href="classRV.html">RV</a> &rv0, const <a class="el" href="classRV.html">RV</a> &rvc0)</td></tr> |
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70 | |
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71 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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72 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec9c850305984582548e8deb64f0ffe8"></a><!-- doxytag: member="mpdf::_rvc" ref="ec9c850305984582548e8deb64f0ffe8" args="()" --> |
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73 | <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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74 | |
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75 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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76 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="mpdf::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" --> |
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77 | <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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78 | |
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79 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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80 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mpdf::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" --> |
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82 | <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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83 | |
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84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modeled random variable <br></td></tr> |
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85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mpdf::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" --> |
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86 | <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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87 | |
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88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mpdf::ep" ref="7aa894208a32f3487827df6d5054424c" args="" --> |
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90 | <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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91 | |
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92 | <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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93 | </table> |
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94 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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95 | Conditional probability density, e.g. modeling some dependencies. <hr><h2>Member Function Documentation</h2> |
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96 | <a class="anchor" name="b0193a350c97933ddf15b15a130da352"></a><!-- doxytag: member="mpdf::samplecond" ref="b0193a350c97933ddf15b15a130da352" args="(vec &cond, double &ll)" --> |
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97 | <div class="memitem"> |
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98 | <div class="memproto"> |
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99 | <table class="memname"> |
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100 | <tr> |
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101 | <td class="memname">virtual vec mpdf::samplecond </td> |
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102 | <td>(</td> |
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103 | <td class="paramtype">vec & </td> |
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104 | <td class="paramname"> <em>cond</em>, </td> |
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105 | </tr> |
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106 | <tr> |
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107 | <td class="paramkey"></td> |
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108 | <td></td> |
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109 | <td class="paramtype">double & </td> |
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110 | <td class="paramname"> <em>ll</em></td><td> </td> |
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111 | </tr> |
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112 | <tr> |
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113 | <td></td> |
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114 | <td>)</td> |
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115 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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116 | </tr> |
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117 | </table> |
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118 | </div> |
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119 | <div class="memdoc"> |
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120 | |
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121 | <p> |
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122 | 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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123 | <p> |
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124 | 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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125 | <table border="0" cellspacing="2" cellpadding="0"> |
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126 | <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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127 | <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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128 | </table> |
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129 | </dl> |
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130 | |
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131 | <p>Reimplemented in <a class="el" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">mlnorm< sq_T ></a>, and <a class="el" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139">mgamma</a>.</p> |
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132 | |
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133 | <p>References <a class="el" href="libBM_8h-source.html#l00180">condition()</a>, <a class="el" href="libBM_8h-source.html#l00163">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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134 | |
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135 | <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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136 | |
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137 | </div> |
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138 | </div><p> |
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139 | <a class="anchor" name="6bf806badfdac606c847e458e8fce18c"></a><!-- doxytag: member="mpdf::samplecond" ref="6bf806badfdac606c847e458e8fce18c" args="(vec &cond, vec &ll, int N)" --> |
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140 | <div class="memitem"> |
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141 | <div class="memproto"> |
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142 | <table class="memname"> |
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143 | <tr> |
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144 | <td class="memname">virtual mat mpdf::samplecond </td> |
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145 | <td>(</td> |
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146 | <td class="paramtype">vec & </td> |
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147 | <td class="paramname"> <em>cond</em>, </td> |
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148 | </tr> |
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149 | <tr> |
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150 | <td class="paramkey"></td> |
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151 | <td></td> |
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152 | <td class="paramtype">vec & </td> |
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153 | <td class="paramname"> <em>ll</em>, </td> |
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154 | </tr> |
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155 | <tr> |
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156 | <td class="paramkey"></td> |
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157 | <td></td> |
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158 | <td class="paramtype">int </td> |
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159 | <td class="paramname"> <em>N</em></td><td> </td> |
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160 | </tr> |
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161 | <tr> |
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162 | <td></td> |
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163 | <td>)</td> |
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164 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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165 | </tr> |
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166 | </table> |
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167 | </div> |
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168 | <div class="memdoc"> |
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169 | |
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170 | <p> |
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171 | Returns. |
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172 | <p> |
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173 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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174 | <table border="0" cellspacing="2" cellpadding="0"> |
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175 | <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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176 | <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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177 | <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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178 | </table> |
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179 | </dl> |
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180 | |
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181 | <p>Reimplemented in <a class="el" href="classmlnorm.html#215fb88cc8b95d64cdefd6849abdd1e8">mlnorm< sq_T ></a>, and <a class="el" href="classmgamma.html#e9d52749793f40aad85b70c6db4435ae">mgamma</a>.</p> |
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182 | |
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183 | <p>References <a class="el" href="libBM_8h-source.html#l00180">condition()</a>, <a class="el" href="libBM_8h-source.html#l00057">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00163">ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, <a class="el" href="libBM_8h-source.html#l00159">rv</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p> |
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184 | |
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185 | </div> |
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186 | </div><p> |
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187 | <hr>The documentation for this class was generated from the following file:<ul> |
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188 | <li>work/git/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> |
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189 | </div> |
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190 | <hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 16 17:22:10 2008 for mixpp by |
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191 | <a href="http://www.doxygen.org/index.html"> |
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192 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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194 | </html> |
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