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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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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="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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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="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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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="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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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="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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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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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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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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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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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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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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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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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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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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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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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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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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101 | |
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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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105 | |
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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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114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Indeces of rvs in common rv. <br></td></tr> |
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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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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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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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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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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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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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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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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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134 | <p> |
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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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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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141 | <td class="memname">vec mprod::samplecond </td> |
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142 | <td>(</td> |
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143 | <td class="paramtype">const vec & </td> |
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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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155 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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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 | <p>Reimplemented from <a class="el" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">mpdf</a>.</p> |
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172 | |
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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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174 | |
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175 | <p>Referenced by <a class="el" href="emix_8h-source.html#l00121">samplecond()</a>.</p> |
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176 | |
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177 | </div> |
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178 | </div><p> |
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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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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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184 | <td class="memname">mat mprod::samplecond </td> |
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185 | <td>(</td> |
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186 | <td class="paramtype">const vec & </td> |
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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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204 | <td></td><td></td><td><code> [inline, virtual]</code></td> |
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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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211 | Returns. |
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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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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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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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221 | <p>Reimplemented from <a class="el" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">mpdf</a>.</p> |
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222 | |
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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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224 | |
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225 | </div> |
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226 | </div><p> |
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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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229 | </div> |
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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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231 | <a href="http://www.doxygen.org/index.html"> |
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232 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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233 | </body> |
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234 | </html> |
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