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26 | <h1>mprod Class Reference</h1><!-- doxytag: class="mprod" --><!-- doxytag: inherits="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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27 | <a href="#_details">More...</a> |
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28 | <p> |
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29 | <code>#include <<a class="el" href="emix_8h-source.html">emix.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 mprod:</div> |
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33 | <div class="dynsection"> |
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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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36 | <area shape="rect" href="classmerger.html" title="Function for general combination of pdfs." alt="" coords="5,161,72,188"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="12,7,65,33"></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 mprod:</div> |
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40 | <div class="dynsection"> |
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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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43 | <area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="11,204,64,231"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="24,7,61,33"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="59,105,107,132"></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="classmprod-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"><a class="anchor" name="37f028561c45ce5fd3a1351a911e31dc"></a><!-- doxytag: member="mprod::mprod" ref="37f028561c45ce5fd3a1351a911e31dc" args="(Array< mpdf * > mFacs, bool overlap=false)" --> |
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51 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#37f028561c45ce5fd3a1351a911e31dc">mprod</a> (Array< <a class="el" href="classmpdf.html">mpdf</a> * > mFacs, bool overlap=false)</td></tr> |
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52 | |
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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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56 | |
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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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58 | |
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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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63 | <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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64 | 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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65 | |
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66 | <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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67 | <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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68 | 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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69 | |
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70 | <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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71 | <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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72 | <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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73 | |
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74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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75 | <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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76 | <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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77 | |
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78 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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79 | <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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80 | <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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81 | |
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82 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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83 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7dcf1dde4a220f8c7b97ed987bff6c1f"></a><!-- doxytag: member="mprod::n" ref="7dcf1dde4a220f8c7b97ed987bff6c1f" args="" --> |
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85 | int </td><td class="memItemRight" valign="bottom"><b>n</b></td></tr> |
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86 | |
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87 | <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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88 | Array< <a class="el" href="classepdf.html">epdf</a> * > </td><td class="memItemRight" valign="bottom"><b>epdfs</b></td></tr> |
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89 | |
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90 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2389c7585ac5d0d79587625186818889"></a><!-- doxytag: member="mprod::mpdfs" ref="2389c7585ac5d0d79587625186818889" args="" --> |
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91 | Array< <a class="el" href="classmpdf.html">mpdf</a> * > </td><td class="memItemRight" valign="bottom"><b>mpdfs</b></td></tr> |
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92 | |
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93 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c8f78fbcdb4e38ecd3197d2958082497"></a><!-- doxytag: member="mprod::rvinds" ref="c8f78fbcdb4e38ecd3197d2958082497" args="" --> |
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94 | Array< ivec > </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#c8f78fbcdb4e38ecd3197d2958082497">rvinds</a></td></tr> |
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95 | |
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96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Indeces of rvs in common rv. <br></td></tr> |
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97 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1725c7b497a27ab3c4889b846666b516"></a><!-- doxytag: member="mprod::rvcinrv" ref="1725c7b497a27ab3c4889b846666b516" args="" --> |
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98 | Array< ivec > </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#1725c7b497a27ab3c4889b846666b516">rvcinrv</a></td></tr> |
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99 | |
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100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Indeces of rvc in common rv. <br></td></tr> |
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101 | <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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102 | Array< ivec > </td><td class="memItemRight" valign="bottom"><a class="el" href="classmprod.html#cc85192d8abc01832937ed8b62e363a6">rvcinds</a></td></tr> |
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103 | |
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104 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Indeces of rvc in common rvc. <br></td></tr> |
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105 | <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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106 | <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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107 | |
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108 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modeled random variable <br></td></tr> |
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109 | <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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110 | <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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111 | |
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112 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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113 | <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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114 | <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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115 | |
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116 | <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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117 | </table> |
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118 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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119 | 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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120 | <p> |
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121 | 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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122 | <a class="anchor" name="a48887eb8738a9e5550bfc38eb8e9d68"></a><!-- doxytag: member="mprod::samplecond" ref="a48887eb8738a9e5550bfc38eb8e9d68" args="(const vec &cond, double &ll)" --> |
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123 | <div class="memitem"> |
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124 | <div class="memproto"> |
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125 | <table class="memname"> |
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126 | <tr> |
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127 | <td class="memname">vec mprod::samplecond </td> |
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128 | <td>(</td> |
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129 | <td class="paramtype">const vec & </td> |
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130 | <td class="paramname"> <em>cond</em>, </td> |
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131 | </tr> |
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132 | <tr> |
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133 | <td class="paramkey"></td> |
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134 | <td></td> |
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135 | <td class="paramtype">double & </td> |
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136 | <td class="paramname"> <em>ll</em></td><td> </td> |
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137 | </tr> |
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138 | <tr> |
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139 | <td></td> |
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140 | <td>)</td> |
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141 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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142 | </tr> |
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143 | </table> |
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144 | </div> |
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145 | <div class="memdoc"> |
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146 | |
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147 | <p> |
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148 | 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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149 | <p> |
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150 | 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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151 | <table border="0" cellspacing="2" cellpadding="0"> |
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152 | <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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153 | <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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154 | </table> |
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155 | </dl> |
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156 | |
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157 | <p>Reimplemented from <a class="el" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">mpdf</a>.</p> |
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158 | |
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159 | <p>References <a class="el" href="libBM_8h-source.html#l00069">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00186">mpdf::rv</a>, <a class="el" href="emix_8h-source.html#l00083">rvcinds</a>, <a class="el" href="emix_8h-source.html#l00081">rvcinrv</a>, and <a class="el" href="emix_8h-source.html#l00079">rvinds</a>.</p> |
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160 | |
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161 | <p>Referenced by <a class="el" href="emix_8h-source.html#l00128">samplecond()</a>.</p> |
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162 | |
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163 | </div> |
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164 | </div><p> |
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165 | <a class="anchor" name="e171c40e210539c2af01d6237785620b"></a><!-- doxytag: member="mprod::samplecond" ref="e171c40e210539c2af01d6237785620b" args="(const vec &cond, vec &ll, int N)" --> |
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166 | <div class="memitem"> |
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167 | <div class="memproto"> |
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168 | <table class="memname"> |
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169 | <tr> |
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170 | <td class="memname">mat mprod::samplecond </td> |
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171 | <td>(</td> |
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172 | <td class="paramtype">const vec & </td> |
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173 | <td class="paramname"> <em>cond</em>, </td> |
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174 | </tr> |
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175 | <tr> |
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176 | <td class="paramkey"></td> |
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177 | <td></td> |
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178 | <td class="paramtype">vec & </td> |
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179 | <td class="paramname"> <em>ll</em>, </td> |
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180 | </tr> |
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181 | <tr> |
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182 | <td class="paramkey"></td> |
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183 | <td></td> |
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184 | <td class="paramtype">int </td> |
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185 | <td class="paramname"> <em>N</em></td><td> </td> |
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186 | </tr> |
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187 | <tr> |
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188 | <td></td> |
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189 | <td>)</td> |
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190 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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191 | </tr> |
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192 | </table> |
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193 | </div> |
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194 | <div class="memdoc"> |
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195 | |
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196 | <p> |
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197 | Returns. |
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198 | <p> |
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199 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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200 | <table border="0" cellspacing="2" cellpadding="0"> |
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201 | <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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202 | <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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203 | <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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204 | </table> |
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205 | </dl> |
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206 | |
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207 | <p>Reimplemented from <a class="el" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">mpdf</a>.</p> |
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208 | |
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209 | <p>References <a class="el" href="libBM_8h-source.html#l00069">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00186">mpdf::rv</a>, and <a class="el" href="emix_8h-source.html#l00105">samplecond()</a>.</p> |
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210 | |
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211 | </div> |
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212 | </div><p> |
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213 | <hr>The documentation for this class was generated from the following files:<ul> |
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214 | <li>work/git/mixpp/bdm/stat/<a class="el" href="emix_8h-source.html">emix.h</a><li>work/git/mixpp/bdm/stat/emix.cpp</ul> |
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215 | </div> |
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216 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:54 2008 for mixpp by |
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217 | <a href="http://www.doxygen.org/index.html"> |
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218 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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219 | </body> |
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220 | </html> |
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