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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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[210] | 36 | <area shape="rect" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes this abstract class is..." 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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[210] | 43 | <area shape="rect" href="classcompositepdf.html" title="Abstract composition of pdfs, a base for specific classes this abstract class is..." 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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[210] | 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor from list of mFacs,. <br></td></tr> |
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| 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1e662c8d90a96bf19235a05373d6887a"></a><!-- doxytag: member="mprod::evalcond" ref="1e662c8d90a96bf19235a05373d6887a" args="(const vec &val, const vec &cond)" --> |
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| 55 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#1e662c8d90a96bf19235a05373d6887a">evalcond</a> (const vec &val, const vec &cond)</td></tr> |
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[33] | 56 | |
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[210] | 57 | <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] | 58 | <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] | 59 | |
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[171] | 60 | <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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| 61 | <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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| 62 | |
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| 63 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#e171c40e210539c2af01d6237785620b"></a><br></td></tr> |
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[181] | 64 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classcompositepdf.html#635d219fb3e32852400d6f98aa4bdc93">getrv</a> (bool checkoverlap=false)</td></tr> |
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[180] | 65 | |
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[181] | 66 | <tr><td class="mdescLeft"> </td><td class="mdescRight">find common rv, flag <a href="#635d219fb3e32852400d6f98aa4bdc93"></a><br></td></tr> |
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[180] | 67 | <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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[181] | 68 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classcompositepdf.html#5a4479785c1fdb2cc351fbea07b899ac">setrvc</a> (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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[180] | 69 | |
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[181] | 70 | <tr><td class="mdescLeft"> </td><td class="mdescRight">common rvc of all mpdfs is written to rvc <br></td></tr> |
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[171] | 71 | <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] | 72 | 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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| 73 | |
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| 74 | <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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[210] | 75 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7b2da35080cd15f1be365b805e7277e"></a><!-- doxytag: member="mprod::evalcond_m" ref="b7b2da35080cd15f1be365b805e7277e" args="(const mat &Dt, const vec &cond)" --> |
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| 76 | virtual vec </td><td class="memItemRight" valign="bottom"><b>evalcond_m</b> (const mat &Dt, const vec &cond)</td></tr> |
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[33] | 77 | |
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[210] | 78 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15ef062183b1ccdf794732d5fa0b77cd"></a><!-- doxytag: member="mprod::_rvc" ref="15ef062183b1ccdf794732d5fa0b77cd" args="() const " --> |
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| 79 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#15ef062183b1ccdf794732d5fa0b77cd">_rvc</a> () const </td></tr> |
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[33] | 80 | |
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| 81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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[210] | 82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71256ffb5fbd08f41d650e606a5bd585"></a><!-- doxytag: member="mprod::_rv" ref="71256ffb5fbd08f41d650e606a5bd585" args="() const " --> |
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| 83 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#71256ffb5fbd08f41d650e606a5bd585">_rv</a> () const </td></tr> |
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[162] | 84 | |
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| 85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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[171] | 86 | <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] | 87 | <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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| 88 | |
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| 89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 90 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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[171] | 91 | <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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[181] | 92 | Array< <a class="el" href="classepdf.html">epdf</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#0883ce383e8475546df138719918f70e">epdfs</a></td></tr> |
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[171] | 93 | |
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[181] | 94 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointers to epdfs - shortcut to <a class="el" href="classcompositepdf.html#637877061b917a16a0421bb5c4cd480d" title="Elements of composition.">mpdfs()</a>.<a class="el" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8" title="access function">_epdf()</a> <br></td></tr> |
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[210] | 95 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5334777dda3dad9b9fa73e22e8d0f24c"></a><!-- doxytag: member="mprod::dls" ref="5334777dda3dad9b9fa73e22e8d0f24c" args="" --> |
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| 96 | Array< <a class="el" href="classdatalink__m2m.html">datalink_m2m</a> * > </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#5334777dda3dad9b9fa73e22e8d0f24c">dls</a></td></tr> |
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[171] | 97 | |
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[210] | 98 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Data link for each mpdfs. <br></td></tr> |
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[180] | 99 | <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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| 100 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classcompositepdf.html#c1646fe41ff5934d010e54ccaa46133f">n</a></td></tr> |
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[171] | 101 | |
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[180] | 102 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of mpdfs in the composite. <br></td></tr> |
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| 103 | <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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| 104 | 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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| 105 | |
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| 106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Elements of composition. <br></td></tr> |
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[171] | 107 | <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] | 108 | <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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| 109 | |
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| 110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modeled random variable <br></td></tr> |
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[171] | 111 | <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] | 112 | <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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| 113 | |
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| 114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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[171] | 115 | <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] | 116 | <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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| 117 | |
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| 118 | <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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| 119 | </table> |
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| 120 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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[171] | 121 | 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] | 122 | <p> |
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[171] | 123 | 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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| 124 | <a class="anchor" name="a48887eb8738a9e5550bfc38eb8e9d68"></a><!-- doxytag: member="mprod::samplecond" ref="a48887eb8738a9e5550bfc38eb8e9d68" args="(const vec &cond, double &ll)" --> |
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[33] | 125 | <div class="memitem"> |
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| 126 | <div class="memproto"> |
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| 127 | <table class="memname"> |
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| 128 | <tr> |
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[171] | 129 | <td class="memname">vec mprod::samplecond </td> |
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[33] | 130 | <td>(</td> |
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[162] | 131 | <td class="paramtype">const vec & </td> |
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[33] | 132 | <td class="paramname"> <em>cond</em>, </td> |
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| 133 | </tr> |
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| 134 | <tr> |
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| 135 | <td class="paramkey"></td> |
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| 136 | <td></td> |
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| 137 | <td class="paramtype">double & </td> |
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| 138 | <td class="paramname"> <em>ll</em></td><td> </td> |
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| 139 | </tr> |
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| 140 | <tr> |
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| 141 | <td></td> |
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| 142 | <td>)</td> |
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[171] | 143 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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[33] | 144 | </tr> |
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| 145 | </table> |
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| 146 | </div> |
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| 147 | <div class="memdoc"> |
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| 148 | |
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| 149 | <p> |
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| 150 | 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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| 151 | <p> |
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| 152 | 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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| 153 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 154 | <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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| 155 | <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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| 156 | </table> |
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| 157 | </dl> |
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| 158 | |
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[171] | 159 | <p>Reimplemented from <a class="el" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">mpdf</a>.</p> |
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[33] | 160 | |
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[210] | 161 | <p>References <a class="el" href="libBM_8h-source.html#l00073">RV::count()</a>, <a class="el" href="emix_8h-source.html#l00152">dls</a>, <a class="el" href="emix_8h-source.html#l00150">epdfs</a>, <a class="el" href="libBM_8h-source.html#l00349">compositepdf::mpdfs</a>, <a class="el" href="libBM_8h-source.html#l00347">compositepdf::n</a>, and <a class="el" href="libBM_8h-source.html#l00206">mpdf::rv</a>.</p> |
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[91] | 162 | |
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[210] | 163 | <p>Referenced by <a class="el" href="emix_8h-source.html#l00202">samplecond()</a>.</p> |
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[171] | 164 | |
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[33] | 165 | </div> |
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| 166 | </div><p> |
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[171] | 167 | <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] | 168 | <div class="memitem"> |
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| 169 | <div class="memproto"> |
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| 170 | <table class="memname"> |
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| 171 | <tr> |
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[171] | 172 | <td class="memname">mat mprod::samplecond </td> |
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[139] | 173 | <td>(</td> |
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[162] | 174 | <td class="paramtype">const vec & </td> |
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[139] | 175 | <td class="paramname"> <em>cond</em>, </td> |
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| 176 | </tr> |
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| 177 | <tr> |
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| 178 | <td class="paramkey"></td> |
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| 179 | <td></td> |
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| 180 | <td class="paramtype">vec & </td> |
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| 181 | <td class="paramname"> <em>ll</em>, </td> |
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| 182 | </tr> |
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| 183 | <tr> |
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| 184 | <td class="paramkey"></td> |
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| 185 | <td></td> |
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| 186 | <td class="paramtype">int </td> |
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| 187 | <td class="paramname"> <em>N</em></td><td> </td> |
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| 188 | </tr> |
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| 189 | <tr> |
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| 190 | <td></td> |
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| 191 | <td>)</td> |
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[171] | 192 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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[139] | 193 | </tr> |
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| 194 | </table> |
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| 195 | </div> |
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| 196 | <div class="memdoc"> |
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| 197 | |
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| 198 | <p> |
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[145] | 199 | Returns. |
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[139] | 200 | <p> |
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| 201 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 202 | <table border="0" cellspacing="2" cellpadding="0"> |
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[145] | 203 | <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] | 204 | <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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| 205 | <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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| 206 | </table> |
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| 207 | </dl> |
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| 208 | |
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[171] | 209 | <p>Reimplemented from <a class="el" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">mpdf</a>.</p> |
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[139] | 210 | |
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[210] | 211 | <p>References <a class="el" href="libBM_8h-source.html#l00073">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00206">mpdf::rv</a>, and <a class="el" href="emix_8h-source.html#l00184">samplecond()</a>.</p> |
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[171] | 212 | |
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[139] | 213 | </div> |
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| 214 | </div><p> |
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[181] | 215 | <a class="anchor" name="635d219fb3e32852400d6f98aa4bdc93"></a><!-- doxytag: member="mprod::getrv" ref="635d219fb3e32852400d6f98aa4bdc93" args="(bool checkoverlap=false)" --> |
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| 216 | <div class="memitem"> |
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| 217 | <div class="memproto"> |
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| 218 | <table class="memname"> |
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| 219 | <tr> |
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| 220 | <td class="memname"><a class="el" href="classRV.html">RV</a> compositepdf::getrv </td> |
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| 221 | <td>(</td> |
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| 222 | <td class="paramtype">bool </td> |
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| 223 | <td class="paramname"> <em>checkoverlap</em> = <code>false</code> </td> |
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| 224 | <td> ) </td> |
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| 225 | <td><code> [inherited]</code></td> |
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| 226 | </tr> |
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| 227 | </table> |
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| 228 | </div> |
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| 229 | <div class="memdoc"> |
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| 230 | |
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| 231 | <p> |
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| 232 | find common rv, flag |
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| 233 | <p> |
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| 234 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 235 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 236 | <tr><td valign="top"></td><td valign="top"><em>checkoverlap</em> </td><td>modifies whether overlaps are acceptable </td></tr> |
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| 237 | </table> |
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| 238 | </dl> |
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| 239 | |
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[210] | 240 | <p>References <a class="el" href="libBM_8cpp-source.html#l00051">RV::add()</a>, <a class="el" href="libBM_8h-source.html#l00349">compositepdf::mpdfs</a>, and <a class="el" href="libBM_8h-source.html#l00347">compositepdf::n</a>.</p> |
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[181] | 241 | |
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| 242 | </div> |
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| 243 | </div><p> |
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[180] | 244 | <hr>The documentation for this class was generated from the following file:<ul> |
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| 245 | <li>work/git/mixpp/bdm/stat/<a class="el" href="emix_8h-source.html">emix.h</a></ul> |
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[91] | 246 | </div> |
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[210] | 247 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Nov 12 19:18:56 2008 for mixpp by |
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[33] | 248 | <a href="http://www.doxygen.org/index.html"> |
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[139] | 249 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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[33] | 250 | </body> |
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| 251 | </html> |
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