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[171] | 3 | <title>mixpp: mprod Class Reference</title> |
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[33] | 24 | </div> |
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[91] | 25 | <div class="contents"> |
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[180] | 26 | <h1>mprod Class Reference</h1><!-- doxytag: class="mprod" --><!-- doxytag: inherits="compositepdf,mpdf" -->Chain rule decomposition of <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. |
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[33] | 27 | <a href="#_details">More...</a> |
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| 28 | <p> |
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[171] | 29 | <code>#include <<a class="el" href="emix_8h-source.html">emix.h</a>></code> |
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[33] | 30 | <p> |
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| 31 | <div class="dynheader"> |
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[171] | 32 | Inheritance diagram for mprod:</div> |
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[33] | 33 | <div class="dynsection"> |
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[171] | 34 | <p><center><img src="classmprod__inherit__graph.png" border="0" usemap="#mprod__inherit__map" alt="Inheritance graph"></center> |
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| 35 | <map name="mprod__inherit__map"> |
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[180] | 36 | <area shape="rect" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes." alt="" coords="5,7,112,33"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="136,7,189,33"></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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[171] | 39 | Collaboration diagram for mprod:</div> |
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[33] | 40 | <div class="dynsection"> |
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[171] | 41 | <p><center><img src="classmprod__coll__graph.png" border="0" usemap="#mprod__coll__map" alt="Collaboration graph"></center> |
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| 42 | <map name="mprod__coll__map"> |
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[180] | 43 | <area shape="rect" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes." alt="" coords="5,204,112,231"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="136,204,189,231"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="137,7,175,33"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="172,105,220,132"></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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| 45 | |
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| 46 | <p> |
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[171] | 47 | <a href="classmprod-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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[33] | 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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[180] | 50 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="419b303581a91ad85200bdcb4b3186f4"></a><!-- doxytag: member="mprod::mprod" ref="419b303581a91ad85200bdcb4b3186f4" args="(Array< mpdf * > mFacs)" --> |
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| 51 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#419b303581a91ad85200bdcb4b3186f4">mprod</a> (Array< <a class="el" href="classmpdf.html">mpdf</a> * > mFacs)</td></tr> |
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[33] | 52 | |
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[171] | 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor from list of mFacs, Additional parameter overlap is left for future use. Do not set to true for <a class="el" href="classmprod.html" title="Chain rule decomposition of epdf.">mprod</a>. <br></td></tr> |
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| 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c15df5d0c7bb9dc82dd78f037b2550a8"></a><!-- doxytag: member="mprod::evalpdflog" ref="c15df5d0c7bb9dc82dd78f037b2550a8" args="(const vec &val) const " --> |
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| 55 | double </td><td class="memItemRight" valign="bottom"><b>evalpdflog</b> (const vec &val) const </td></tr> |
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[33] | 56 | |
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[171] | 57 | <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">samplecond</a> (const vec &cond, double &ll)</td></tr> |
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[139] | 58 | |
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[171] | 59 | <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="#a48887eb8738a9e5550bfc38eb8e9d68"></a><br></td></tr> |
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| 60 | <tr><td class="memItemLeft" nowrap align="right" valign="top">mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#e171c40e210539c2af01d6237785620b">samplecond</a> (const vec &cond, vec &ll, int N)</td></tr> |
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| 61 | |
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| 62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#e171c40e210539c2af01d6237785620b"></a><br></td></tr> |
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[180] | 63 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="635d219fb3e32852400d6f98aa4bdc93"></a><!-- doxytag: member="mprod::getrv" ref="635d219fb3e32852400d6f98aa4bdc93" args="(bool checkoverlap=false)" --> |
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| 64 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>getrv</b> (bool checkoverlap=false)</td></tr> |
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| 65 | |
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| 66 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a4479785c1fdb2cc351fbea07b899ac"></a><!-- doxytag: member="mprod::setrvc" ref="5a4479785c1fdb2cc351fbea07b899ac" args="(const RV &rv, RV &rvc)" --> |
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| 67 | void </td><td class="memItemRight" valign="bottom"><b>setrvc</b> (const <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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| 68 | |
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| 69 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="08958c8f76d65de94ecc37b8d90bc77a"></a><!-- doxytag: member="mprod::setindices" ref="08958c8f76d65de94ecc37b8d90bc77a" args="(const RV &rv)" --> |
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| 70 | void </td><td class="memItemRight" valign="bottom"><b>setindices</b> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a>)</td></tr> |
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| 71 | |
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| 72 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3bd4ada95f381ea6c4cff2dc86e957c4"></a><!-- doxytag: member="mprod::setrvcinrv" ref="3bd4ada95f381ea6c4cff2dc86e957c4" args="(const RV &rvc, Array< ivec > &rvcind)" --> |
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| 73 | void </td><td class="memItemRight" valign="bottom"><b>setrvcinrv</b> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a>, Array< ivec > &rvcind)</td></tr> |
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| 74 | |
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[171] | 75 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f95a0cc6ab40611f46804682446ed83"></a><!-- doxytag: member="mprod::condition" ref="0f95a0cc6ab40611f46804682446ed83" args="(const vec &cond)" --> |
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[33] | 76 | 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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| 77 | |
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| 78 | <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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[171] | 79 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b738ece5bd4f8c4edaee4b38906f91"></a><!-- doxytag: member="mprod::evalcond" ref="80b738ece5bd4f8c4edaee4b38906f91" args="(const vec &dt, const vec &cond)" --> |
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[33] | 80 | 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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| 81 | |
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| 82 | <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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[171] | 83 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec9c850305984582548e8deb64f0ffe8"></a><!-- doxytag: member="mprod::_rvc" ref="ec9c850305984582548e8deb64f0ffe8" args="()" --> |
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[33] | 84 | <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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| 85 | |
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| 86 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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[171] | 87 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1e71ad4c66d5884c82d4a3b06b42fe32"></a><!-- doxytag: member="mprod::_rv" ref="1e71ad4c66d5884c82d4a3b06b42fe32" args="()" --> |
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[162] | 88 | <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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| 89 | |
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| 90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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[171] | 91 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="mprod::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" --> |
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[33] | 92 | <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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| 93 | |
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| 94 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 95 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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[171] | 96 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0883ce383e8475546df138719918f70e"></a><!-- doxytag: member="mprod::epdfs" ref="0883ce383e8475546df138719918f70e" args="" --> |
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| 97 | Array< <a class="el" href="classepdf.html">epdf</a> * > </td><td class="memItemRight" valign="bottom"><b>epdfs</b></td></tr> |
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| 98 | |
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[180] | 99 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cc85192d8abc01832937ed8b62e363a6"></a><!-- doxytag: member="mprod::rvcinds" ref="cc85192d8abc01832937ed8b62e363a6" args="" --> |
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| 100 | Array< ivec > </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6">rvcinds</a></td></tr> |
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[171] | 101 | |
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[180] | 102 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Indeces of rvc in common rvc. <br></td></tr> |
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| 103 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c1646fe41ff5934d010e54ccaa46133f"></a><!-- doxytag: member="mprod::n" ref="c1646fe41ff5934d010e54ccaa46133f" args="" --> |
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| 104 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f">n</a></td></tr> |
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[171] | 105 | |
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[180] | 106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of mpdfs in the composite. <br></td></tr> |
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| 107 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="637877061b917a16a0421bb5c4cd480d"></a><!-- doxytag: member="mprod::mpdfs" ref="637877061b917a16a0421bb5c4cd480d" args="" --> |
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| 108 | Array< <a class="el" href="classmpdf.html">mpdf</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d">mpdfs</a></td></tr> |
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| 109 | |
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| 110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Elements of composition. <br></td></tr> |
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| 111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d4a8269f9faefeca8cdc251a5a29a7f"></a><!-- doxytag: member="mprod::rvsinrv" ref="4d4a8269f9faefeca8cdc251a5a29a7f" args="" --> |
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| 112 | Array< ivec > </td><td class="memItemRight" valign="bottom"><a class="el" href="classcompositepdf.html#4d4a8269f9faefeca8cdc251a5a29a7f">rvsinrv</a></td></tr> |
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| 113 | |
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[171] | 114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Indeces of rvs in common rv. <br></td></tr> |
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[180] | 115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3df07bb5e3ed36a3119b145043296676"></a><!-- doxytag: member="mprod::rvcsinrv" ref="3df07bb5e3ed36a3119b145043296676" args="" --> |
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| 116 | Array< ivec > </td><td class="memItemRight" valign="bottom"><a class="el" href="classcompositepdf.html#3df07bb5e3ed36a3119b145043296676">rvcsinrv</a></td></tr> |
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[171] | 117 | |
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| 118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Indeces of rvc in common rv. <br></td></tr> |
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| 119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mprod::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" --> |
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[33] | 120 | <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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| 121 | |
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| 122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modeled random variable <br></td></tr> |
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[171] | 123 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mprod::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" --> |
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[33] | 124 | <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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| 125 | |
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| 126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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[171] | 127 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mprod::ep" ref="7aa894208a32f3487827df6d5054424c" args="" --> |
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[33] | 128 | <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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| 129 | |
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| 130 | <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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| 131 | </table> |
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| 132 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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[171] | 133 | Chain rule decomposition of <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. |
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[33] | 134 | <p> |
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[171] | 135 | Probability density in the form of Chain-rule decomposition: \[ f(x_1,x_2,x_3) = f(x_1|x_2,x_3)f(x_2,x_3)f(x_3) \] Note that <hr><h2>Member Function Documentation</h2> |
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| 136 | <a class="anchor" name="a48887eb8738a9e5550bfc38eb8e9d68"></a><!-- doxytag: member="mprod::samplecond" ref="a48887eb8738a9e5550bfc38eb8e9d68" args="(const vec &cond, double &ll)" --> |
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[33] | 137 | <div class="memitem"> |
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| 138 | <div class="memproto"> |
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| 139 | <table class="memname"> |
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| 140 | <tr> |
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[171] | 141 | <td class="memname">vec mprod::samplecond </td> |
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[33] | 142 | <td>(</td> |
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[162] | 143 | <td class="paramtype">const vec & </td> |
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[33] | 144 | <td class="paramname"> <em>cond</em>, </td> |
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| 145 | </tr> |
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| 146 | <tr> |
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| 147 | <td class="paramkey"></td> |
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| 148 | <td></td> |
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| 149 | <td class="paramtype">double & </td> |
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| 150 | <td class="paramname"> <em>ll</em></td><td> </td> |
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| 151 | </tr> |
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| 152 | <tr> |
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| 153 | <td></td> |
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| 154 | <td>)</td> |
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[171] | 155 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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[33] | 156 | </tr> |
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| 157 | </table> |
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| 158 | </div> |
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| 159 | <div class="memdoc"> |
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| 160 | |
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| 161 | <p> |
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| 162 | 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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| 163 | <p> |
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| 164 | 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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| 165 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 166 | <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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| 167 | <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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| 168 | </table> |
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| 169 | </dl> |
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| 170 | |
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[171] | 171 | <p>Reimplemented from <a class="el" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">mpdf</a>.</p> |
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[33] | 172 | |
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[180] | 173 | <p>References <a class="el" href="libBM_8h-source.html#l00069">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00249">compositepdf::mpdfs</a>, <a class="el" href="libBM_8h-source.html#l00247">compositepdf::n</a>, <a class="el" href="libBM_8h-source.html#l00194">mpdf::rv</a>, <a class="el" href="emix_8h-source.html#l00075">rvcinds</a>, <a class="el" href="libBM_8h-source.html#l00253">compositepdf::rvcsinrv</a>, and <a class="el" href="libBM_8h-source.html#l00251">compositepdf::rvsinrv</a>.</p> |
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[91] | 174 | |
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[180] | 175 | <p>Referenced by <a class="el" href="emix_8h-source.html#l00121">samplecond()</a>.</p> |
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[171] | 176 | |
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[33] | 177 | </div> |
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| 178 | </div><p> |
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[171] | 179 | <a class="anchor" name="e171c40e210539c2af01d6237785620b"></a><!-- doxytag: member="mprod::samplecond" ref="e171c40e210539c2af01d6237785620b" args="(const vec &cond, vec &ll, int N)" --> |
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[139] | 180 | <div class="memitem"> |
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| 181 | <div class="memproto"> |
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| 182 | <table class="memname"> |
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| 183 | <tr> |
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[171] | 184 | <td class="memname">mat mprod::samplecond </td> |
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[139] | 185 | <td>(</td> |
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[162] | 186 | <td class="paramtype">const vec & </td> |
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[139] | 187 | <td class="paramname"> <em>cond</em>, </td> |
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| 188 | </tr> |
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| 189 | <tr> |
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| 190 | <td class="paramkey"></td> |
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| 191 | <td></td> |
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| 192 | <td class="paramtype">vec & </td> |
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| 193 | <td class="paramname"> <em>ll</em>, </td> |
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| 194 | </tr> |
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| 195 | <tr> |
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| 196 | <td class="paramkey"></td> |
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| 197 | <td></td> |
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| 198 | <td class="paramtype">int </td> |
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| 199 | <td class="paramname"> <em>N</em></td><td> </td> |
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| 200 | </tr> |
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| 201 | <tr> |
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| 202 | <td></td> |
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| 203 | <td>)</td> |
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[171] | 204 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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[139] | 205 | </tr> |
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| 206 | </table> |
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| 207 | </div> |
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| 208 | <div class="memdoc"> |
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| 209 | |
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| 210 | <p> |
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[145] | 211 | Returns. |
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[139] | 212 | <p> |
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| 213 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 214 | <table border="0" cellspacing="2" cellpadding="0"> |
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[145] | 215 | <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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[139] | 216 | <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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| 217 | <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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| 218 | </table> |
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| 219 | </dl> |
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| 220 | |
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[171] | 221 | <p>Reimplemented from <a class="el" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">mpdf</a>.</p> |
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[139] | 222 | |
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[180] | 223 | <p>References <a class="el" href="libBM_8h-source.html#l00069">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00194">mpdf::rv</a>, and <a class="el" href="emix_8h-source.html#l00098">samplecond()</a>.</p> |
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[171] | 224 | |
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[139] | 225 | </div> |
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| 226 | </div><p> |
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[180] | 227 | <hr>The documentation for this class was generated from the following file:<ul> |
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| 228 | <li>work/git/mixpp/bdm/stat/<a class="el" href="emix_8h-source.html">emix.h</a></ul> |
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[91] | 229 | </div> |
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[180] | 230 | <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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[33] | 231 | <a href="http://www.doxygen.org/index.html"> |
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[139] | 232 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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[33] | 233 | </body> |
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| 234 | </html> |
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