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16<h1>work/mixpp/bdm/stat/libEF.h</h1><a href="libEF_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
17<a name="l00013"></a>00013 <span class="preprocessor">#ifndef EF_H</span>
18<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EF_H</span>
19<a name="l00015"></a>00015 <span class="preprocessor"></span>
20<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
21<a name="l00017"></a>00017 <span class="preprocessor">#include "../math/libDC.h"</span>
22<a name="l00018"></a>00018 <span class="preprocessor">#include "<a class="code" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations.">libBM.h</a>"</span>
23<a name="l00019"></a>00019 <span class="preprocessor">#include "../itpp_ext.h"</span>
24<a name="l00020"></a>00020 <span class="comment">//#include &lt;std&gt;</span>
25<a name="l00021"></a>00021
26<a name="l00022"></a>00022 <span class="keyword">using namespace </span>itpp;
27<a name="l00023"></a>00023
28<a name="l00024"></a>00024
29<a name="l00026"></a>00026 <span class="keyword">extern</span> Uniform_RNG UniRNG;
30<a name="l00028"></a>00028 <span class="keyword">extern</span> Normal_RNG NorRNG;
31<a name="l00030"></a>00030 <span class="keyword">extern</span> <a class="code" href="classitpp_1_1Gamma__RNG.html" title="Gamma distribution.">Gamma_RNG</a> GamRNG;
32<a name="l00031"></a>00031
33<a name="l00038"></a><a class="code" href="classeEF.html">00038</a> <span class="keyword">class </span><a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> : <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
34<a name="l00039"></a>00039
35<a name="l00040"></a>00040 <span class="keyword">public</span>:
36<a name="l00041"></a>00041 <span class="comment">//      eEF() :epdf() {};</span>
37<a name="l00043"></a><a class="code" href="classeEF.html#7e3c63655e8375c76bf1f421245427a7">00043</a> <span class="comment"></span>        <a class="code" href="classeEF.html#7e3c63655e8375c76bf1f421245427a7" title="default constructor">eEF</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ) :<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv ) {};
38<a name="l00045"></a><a class="code" href="classeEF.html#fd88bc35550ec8fe9281d358216d0fcf">00045</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classeEF.html#fd88bc35550ec8fe9281d358216d0fcf" title="TODO decide if it is really needed.">tupdate</a> ( <span class="keywordtype">double</span> phi, mat &amp;vbar, <span class="keywordtype">double</span> nubar ) {};
39<a name="l00047"></a><a class="code" href="classeEF.html#5863718c3b2fb1496dece10c5b745d5c">00047</a>         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classeEF.html#5863718c3b2fb1496dece10c5b745d5c" title="TODO decide if it is really needed.">dupdate</a> ( mat &amp;v,<span class="keywordtype">double</span> nu=1.0 ) {};
40<a name="l00048"></a>00048 };
41<a name="l00049"></a>00049
42<a name="l00056"></a><a class="code" href="classmEF.html">00056</a> <span class="keyword">class </span><a class="code" href="classmEF.html" title="Exponential family model.">mEF</a> : <span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
43<a name="l00057"></a>00057
44<a name="l00058"></a>00058 <span class="keyword">public</span>:
45<a name="l00060"></a><a class="code" href="classmEF.html#8bf51fe8654d7b83c8c8afeb19409d4f">00060</a>         <a class="code" href="classmEF.html#8bf51fe8654d7b83c8c8afeb19409d4f" title="Default constructor.">mEF</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0 ) :<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> ( rv0,rvc0 ) {};
46<a name="l00061"></a>00061 };
47<a name="l00062"></a>00062
48<a name="l00068"></a>00068 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
49<a name="l00069"></a>00069
50<a name="l00070"></a><a class="code" href="classenorm.html">00070</a> <span class="keyword">class </span><a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> : <span class="keyword">public</span> <a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> {
51<a name="l00071"></a>00071 <span class="keyword">protected</span>:
52<a name="l00073"></a><a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">00073</a>         vec <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>;
53<a name="l00075"></a><a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">00075</a>         sq_T <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>;
54<a name="l00077"></a><a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e">00077</a>         <span class="keywordtype">int</span> <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>;
55<a name="l00078"></a>00078 <span class="keyword">public</span>:
56<a name="l00079"></a>00079 <span class="comment">//      enorm() :eEF() {};</span>
57<a name="l00081"></a>00081 <span class="comment"></span>        <a class="code" href="classenorm.html#7b5cb487a2570e8109bfdc0df149aa06" title="Default constructor.">enorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> );
58<a name="l00083"></a>00083         <span class="keywordtype">void</span> <a class="code" href="classenorm.html#1394a65caa6e00d42e00cc99b12227af" title="Set mean value mu and covariance R.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;<a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>,<span class="keyword">const</span> sq_T &amp;<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a> );
59<a name="l00085"></a>00085         <span class="keywordtype">void</span> <a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a" title="tupdate in exponential form (not really handy)">tupdate</a> ( <span class="keywordtype">double</span> phi, mat &amp;vbar, <span class="keywordtype">double</span> nubar );
60<a name="l00087"></a>00087         <span class="keywordtype">void</span> <a class="code" href="classenorm.html#5bf185e31e5954fceb90ada3debd2ff2" title="dupdate in exponential form (not really handy)">dupdate</a> ( mat &amp;v,<span class="keywordtype">double</span> nu=1.0 );
61<a name="l00088"></a>00088
62<a name="l00089"></a>00089         vec <a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5" title="Returns the required moment of the epdf.">sample</a>() <span class="keyword">const</span>;
63<a name="l00091"></a>00091         mat <a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5" title="Returns the required moment of the epdf.">sample</a> ( <span class="keywordtype">int</span> N ) <span class="keyword">const</span>;
64<a name="l00092"></a>00092         <span class="keywordtype">double</span> <a class="code" href="classenorm.html#b9e1dfd33692d7b3f1a59f17b0e61bd0" title="Compute probability of argument val.">eval</a> ( <span class="keyword">const</span> vec &amp;val ) <span class="keyword">const</span> ;
65<a name="l00093"></a>00093         <span class="keywordtype">double</span> <a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val ) <span class="keyword">const</span>;
66<a name="l00094"></a><a class="code" href="classenorm.html#50fa84da7bae02f7af17a98f37566899">00094</a>         vec <a class="code" href="classenorm.html#50fa84da7bae02f7af17a98f37566899" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>;}
67<a name="l00095"></a>00095
68<a name="l00096"></a>00096 <span class="comment">//Access methods</span>
69<a name="l00098"></a><a class="code" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac">00098</a> <span class="comment"></span>        vec&amp; <a class="code" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac" title="returns a pointer to the internal mean value. Use with Care!">_mu</a>() {<span class="keywordflow">return</span> <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>;}
70<a name="l00099"></a>00099         
71<a name="l00101"></a><a class="code" href="classenorm.html#d892a38f03be12e572ea57d9689cef6b">00101</a>         <span class="keywordtype">void</span> <a class="code" href="classenorm.html#d892a38f03be12e572ea57d9689cef6b" title="access function">set_mu</a>(<span class="keyword">const</span> vec mu0) { <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>=mu0;}
72<a name="l00102"></a>00102
73<a name="l00104"></a><a class="code" href="classenorm.html#7a5034b25771a84450a990d10fc40ac9">00104</a>         sq_T&amp; <a class="code" href="classenorm.html#7a5034b25771a84450a990d10fc40ac9" title="returns pointers to the internal variance and its inverse. Use with Care!">_R</a>() {<span class="keywordflow">return</span> <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>;}
74<a name="l00105"></a>00105
75<a name="l00107"></a><a class="code" href="classenorm.html#9b9f58dc86affa23511c246887420658">00107</a>         mat <a class="code" href="classenorm.html#9b9f58dc86affa23511c246887420658" title="access method">getR</a> () {<span class="keywordflow">return</span> <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.to_mat();}
76<a name="l00108"></a>00108 };
77<a name="l00109"></a>00109
78<a name="l00119"></a><a class="code" href="classegamma.html">00119</a> <span class="keyword">class </span><a class="code" href="classegamma.html" title="Gamma posterior density.">egamma</a> : <span class="keyword">public</span> <a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> {
79<a name="l00120"></a>00120 <span class="keyword">protected</span>:
80<a name="l00122"></a><a class="code" href="classegamma.html#376cebd8932546c440f21b182910b01b">00122</a>         vec <a class="code" href="classegamma.html#376cebd8932546c440f21b182910b01b" title="Vector .">alpha</a>;
81<a name="l00124"></a><a class="code" href="classegamma.html#cfc5f136467488a421ab22f886323790">00124</a>         vec <a class="code" href="classegamma.html#cfc5f136467488a421ab22f886323790" title="Vector .">beta</a>;
82<a name="l00125"></a>00125 <span class="keyword">public</span> :
83<a name="l00127"></a><a class="code" href="classegamma.html#4b1d34f3b244ea51a58ec10c468788c1">00127</a>         <a class="code" href="classegamma.html#4b1d34f3b244ea51a58ec10c468788c1" title="Default constructor.">egamma</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ) :<a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> ( rv ) {};
84<a name="l00129"></a><a class="code" href="classegamma.html#8e348b89be82b70471fe8c5630f61339">00129</a>         <span class="keywordtype">void</span> <a class="code" href="classegamma.html#8e348b89be82b70471fe8c5630f61339" title="Sets parameters.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;a, <span class="keyword">const</span> vec &amp;b ) {<a class="code" href="classegamma.html#376cebd8932546c440f21b182910b01b" title="Vector .">alpha</a>=a,<a class="code" href="classegamma.html#cfc5f136467488a421ab22f886323790" title="Vector .">beta</a>=b;};
85<a name="l00130"></a>00130         vec <a class="code" href="classegamma.html#8e10c0021b5dfdd9cb62c6959b5ef425" title="Returns the required moment of the epdf.">sample</a>() <span class="keyword">const</span>;
86<a name="l00132"></a>00132         mat <a class="code" href="classegamma.html#8e10c0021b5dfdd9cb62c6959b5ef425" title="Returns the required moment of the epdf.">sample</a> ( <span class="keywordtype">int</span> N ) <span class="keyword">const</span>;
87<a name="l00133"></a>00133         <span class="keywordtype">double</span> <a class="code" href="classegamma.html#de84faac8f9799dfe2777ddbedf997ef" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val ) <span class="keyword">const</span>;
88<a name="l00135"></a><a class="code" href="classegamma.html#44445c56e60b91b377f207f8d5089790">00135</a>         <span class="keywordtype">void</span> <a class="code" href="classegamma.html#44445c56e60b91b377f207f8d5089790" title="Returns poiter to alpha and beta. Potentially dengerous: use with care!">_param</a> ( vec* &amp;a, vec* &amp;b ) {a=&amp;<a class="code" href="classegamma.html#376cebd8932546c440f21b182910b01b" title="Vector .">alpha</a>;b=&amp;<a class="code" href="classegamma.html#cfc5f136467488a421ab22f886323790" title="Vector .">beta</a>;};
89<a name="l00136"></a><a class="code" href="classegamma.html#6ab5ba56f7cdb2e5921c3e77524fa50a">00136</a>         vec <a class="code" href="classegamma.html#6ab5ba56f7cdb2e5921c3e77524fa50a" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec pom ( <a class="code" href="classegamma.html#376cebd8932546c440f21b182910b01b" title="Vector .">alpha</a> ); pom/=<a class="code" href="classegamma.html#cfc5f136467488a421ab22f886323790" title="Vector .">beta</a>; <span class="keywordflow">return</span> pom;}
90<a name="l00137"></a>00137 };
91<a name="l00138"></a>00138 <span class="comment">/*</span>
92<a name="l00140"></a>00140 <span class="comment">class emix : public epdf {</span>
93<a name="l00141"></a>00141 <span class="comment">protected:</span>
94<a name="l00142"></a>00142 <span class="comment">        int n;</span>
95<a name="l00143"></a>00143 <span class="comment">        vec &amp;w;</span>
96<a name="l00144"></a>00144 <span class="comment">        Array&lt;epdf*&gt; Coms;</span>
97<a name="l00145"></a>00145 <span class="comment">public:</span>
98<a name="l00147"></a>00147 <span class="comment">        emix ( const RV &amp;rv, vec &amp;w0): epdf(rv), n(w0.length()), w(w0), Coms(n) {};</span>
99<a name="l00148"></a>00148 <span class="comment">        void set_parameters( int &amp;i, double wi, epdf* ep){w(i)=wi;Coms(i)=ep;}</span>
100<a name="l00149"></a>00149 <span class="comment">        vec mean(){vec pom; for(int i=0;i&lt;n;i++){pom+=Coms(i)-&gt;mean()*w(i);} return pom;};</span>
101<a name="l00150"></a>00150 <span class="comment">        vec sample() {it_error ( "Not implemented" );return 0;}</span>
102<a name="l00151"></a>00151 <span class="comment">};</span>
103<a name="l00152"></a>00152 <span class="comment">*/</span>
104<a name="l00153"></a>00153
105<a name="l00155"></a>00155
106<a name="l00156"></a><a class="code" href="classeuni.html">00156</a> <span class="keyword">class </span><a class="code" href="classeuni.html" title="Uniform distributed density on a rectangular support.">euni</a>: <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
107<a name="l00157"></a>00157 <span class="keyword">protected</span>:
108<a name="l00159"></a><a class="code" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1">00159</a>         vec <a class="code" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1" title="lower bound on support">low</a>;
109<a name="l00161"></a><a class="code" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231">00161</a>         vec <a class="code" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231" title="upper bound on support">high</a>;
110<a name="l00163"></a><a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4">00163</a>         vec <a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4" title="internal">distance</a>;
111<a name="l00165"></a><a class="code" href="classeuni.html#63105490e946e43372d6187ad1bafdda">00165</a>         <span class="keywordtype">double</span> <a class="code" href="classeuni.html#63105490e946e43372d6187ad1bafdda" title="normalizing coefficients">nk</a>;
112<a name="l00167"></a><a class="code" href="classeuni.html#f445a0ce24f39d14c1a4eed53fc8e2c3">00167</a>         <span class="keywordtype">double</span> <a class="code" href="classeuni.html#f445a0ce24f39d14c1a4eed53fc8e2c3" title="cache of log( nk )">lnk</a>;
113<a name="l00168"></a>00168 <span class="keyword">public</span>:
114<a name="l00170"></a><a class="code" href="classeuni.html#2537a6c239cff52e3ba814851a1116cd">00170</a>         <a class="code" href="classeuni.html#2537a6c239cff52e3ba814851a1116cd" title="Defualt constructor.">euni</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ) :<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv ) {}
115<a name="l00171"></a><a class="code" href="classeuni.html#2723d4992900b5c5495bfa03628195ed">00171</a>         <span class="keywordtype">double</span> <a class="code" href="classeuni.html#2723d4992900b5c5495bfa03628195ed" title="Compute probability of argument val.">eval</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const  </span>{<span class="keywordflow">return</span> <a class="code" href="classeuni.html#63105490e946e43372d6187ad1bafdda" title="normalizing coefficients">nk</a>;}
116<a name="l00172"></a><a class="code" href="classeuni.html#06af95d514a6623ad4688bd2ad50ad71">00172</a>         <span class="keywordtype">double</span> <a class="code" href="classeuni.html#06af95d514a6623ad4688bd2ad50ad71" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const  </span>{<span class="keywordflow">return</span> <a class="code" href="classeuni.html#f445a0ce24f39d14c1a4eed53fc8e2c3" title="cache of log( nk )">lnk</a>;}
117<a name="l00173"></a><a class="code" href="classeuni.html#4a0e09392be17beaee120ba98fc038cd">00173</a>         vec <a class="code" href="classeuni.html#4a0e09392be17beaee120ba98fc038cd" title="Returns the required moment of the epdf.">sample</a>()<span class="keyword"> const </span>{
118<a name="l00174"></a>00174                 vec smp ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>() ); UniRNG.sample_vector ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>(),smp );
119<a name="l00175"></a>00175                 <span class="keywordflow">return</span> <a class="code" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1" title="lower bound on support">low</a>+<a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4" title="internal">distance</a>*smp;
120<a name="l00176"></a>00176         }
121<a name="l00178"></a><a class="code" href="classeuni.html#4fd7c6a05100616ad16ece405cad7bf2">00178</a>         <span class="keywordtype">void</span> <a class="code" href="classeuni.html#4fd7c6a05100616ad16ece405cad7bf2" title="set values of low and high ">set_parameters</a> ( <span class="keyword">const</span> vec &amp;low0, <span class="keyword">const</span> vec &amp;high0 ) {
122<a name="l00179"></a>00179                 <a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4" title="internal">distance</a> = high0-low0;
123<a name="l00180"></a>00180                 it_assert_debug ( min ( <a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4" title="internal">distance</a> ) &gt;0.0,<span class="stringliteral">"bad support"</span> );
124<a name="l00181"></a>00181                 <a class="code" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1" title="lower bound on support">low</a> = low0;
125<a name="l00182"></a>00182                 <a class="code" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231" title="upper bound on support">high</a> = high0;
126<a name="l00183"></a>00183                 <a class="code" href="classeuni.html#63105490e946e43372d6187ad1bafdda" title="normalizing coefficients">nk</a> = prod ( 1.0/<a class="code" href="classeuni.html#52a6ff4a54010f88a6a19fca605c64a4" title="internal">distance</a> );
127<a name="l00184"></a>00184                 <a class="code" href="classeuni.html#f445a0ce24f39d14c1a4eed53fc8e2c3" title="cache of log( nk )">lnk</a> = log ( <a class="code" href="classeuni.html#63105490e946e43372d6187ad1bafdda" title="normalizing coefficients">nk</a> );
128<a name="l00185"></a>00185         }
129<a name="l00186"></a><a class="code" href="classeuni.html#8050087e421a9cfd1b4b1f8bd33b1cc1">00186</a>         vec <a class="code" href="classeuni.html#8050087e421a9cfd1b4b1f8bd33b1cc1" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec pom=<a class="code" href="classeuni.html#71b6d6b41aeb61a7f76f682b72119231" title="upper bound on support">high</a>; pom-=<a class="code" href="classeuni.html#ef42cd8d7645422048d46c46ec5cdac1" title="lower bound on support">low</a>; pom/=2.0; <span class="keywordflow">return</span> pom;}
130<a name="l00187"></a>00187 };
131<a name="l00188"></a>00188
132<a name="l00189"></a>00189
133<a name="l00195"></a>00195 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
134<a name="l00196"></a><a class="code" href="classmlnorm.html">00196</a> <span class="keyword">class </span><a class="code" href="classmlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> : <span class="keyword">public</span> <a class="code" href="classmEF.html" title="Exponential family model.">mEF</a> {
135<a name="l00198"></a>00198         <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>;
136<a name="l00199"></a>00199         vec&amp; _mu; <span class="comment">//cached epdf.mu;</span>
137<a name="l00200"></a>00200         mat A;
138<a name="l00201"></a>00201 <span class="keyword">public</span>:
139<a name="l00203"></a>00203         <a class="code" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5" title="Constructor.">mlnorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> );
140<a name="l00205"></a>00205         <span class="keywordtype">void</span> <a class="code" href="classmlnorm.html#b6749030c5d5abcb3eb6898f74cea3c0" title="Set A and R.">set_parameters</a> ( <span class="keyword">const</span>  mat &amp;A, <span class="keyword">const</span> sq_T &amp;R );
141<a name="l00207"></a>00207         vec <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">samplecond</a> ( vec &amp;cond, <span class="keywordtype">double</span> &amp;lik );
142<a name="l00209"></a>00209         mat <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">samplecond</a> ( vec &amp;cond, vec &amp;lik, <span class="keywordtype">int</span> n );
143<a name="l00211"></a>00211         <span class="keywordtype">void</span> <a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195" title="Set value of rvc . Result of this operation is stored in epdf use function _ep to...">condition</a> ( vec &amp;cond );
144<a name="l00212"></a>00212 };
145<a name="l00213"></a>00213
146<a name="l00223"></a><a class="code" href="classmgamma.html">00223</a> <span class="keyword">class </span><a class="code" href="classmgamma.html" title="Gamma random walk.">mgamma</a> : <span class="keyword">public</span> <a class="code" href="classmEF.html" title="Exponential family model.">mEF</a> {
147<a name="l00224"></a>00224 <span class="keyword">protected</span>:
148<a name="l00226"></a><a class="code" href="classmgamma.html#612dbf35c770a780027619aaac2c443e">00226</a>         <a class="code" href="classegamma.html" title="Gamma posterior density.">egamma</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>;
149<a name="l00228"></a><a class="code" href="classmgamma.html#43f733cce0245a52363d566099add687">00228</a>         <span class="keywordtype">double</span> <a class="code" href="classmgamma.html#43f733cce0245a52363d566099add687" title="Constant $k$.">k</a>;
150<a name="l00230"></a><a class="code" href="classmgamma.html#5e90652837448bcc29707e7412f99691">00230</a>         vec* <a class="code" href="classmgamma.html#5e90652837448bcc29707e7412f99691" title="cache of epdf.beta">_beta</a>;
151<a name="l00231"></a>00231
152<a name="l00232"></a>00232 <span class="keyword">public</span>:
153<a name="l00234"></a>00234         <a class="code" href="classmgamma.html#af43e61b86900c0398d5c0ffc83b94e6" title="Constructor.">mgamma</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>,<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> );
154<a name="l00236"></a>00236         <span class="keywordtype">void</span> <a class="code" href="classmgamma.html#a9d646cf758a70126dde7c48790b6e94" title="Set value of k.">set_parameters</a> ( <span class="keywordtype">double</span> <a class="code" href="classmgamma.html#43f733cce0245a52363d566099add687" title="Constant $k$.">k</a> );
155<a name="l00238"></a>00238         vec <a class="code" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139" title="Generate one sample of the posterior.">samplecond</a> ( vec &amp;cond, <span class="keywordtype">double</span> &amp;lik );
156<a name="l00240"></a>00240         mat <a class="code" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139" title="Generate one sample of the posterior.">samplecond</a> ( vec &amp;cond, vec &amp;lik, <span class="keywordtype">int</span> n );
157<a name="l00241"></a><a class="code" href="classmgamma.html#a61094c9f7a2d64ea77b130cbc031f97">00241</a>         <span class="keywordtype">void</span> <a class="code" href="classmgamma.html#a61094c9f7a2d64ea77b130cbc031f97" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {*<a class="code" href="classmgamma.html#5e90652837448bcc29707e7412f99691" title="cache of epdf.beta">_beta</a>=<a class="code" href="classmgamma.html#43f733cce0245a52363d566099add687" title="Constant $k$.">k</a>/val;};
158<a name="l00242"></a>00242 };
159<a name="l00243"></a>00243
160<a name="l00255"></a><a class="code" href="classmgamma__fix.html">00255</a> <span class="keyword">class </span><a class="code" href="classmgamma__fix.html" title="Gamma random walk around a fixed point.">mgamma_fix</a> : <span class="keyword">public</span> <a class="code" href="classmgamma.html" title="Gamma random walk.">mgamma</a> {
161<a name="l00256"></a>00256 <span class="keyword">protected</span>:
162<a name="l00257"></a>00257         <span class="keywordtype">double</span> l;
163<a name="l00258"></a>00258         vec refl;
164<a name="l00259"></a>00259 <span class="keyword">public</span>:
165<a name="l00261"></a><a class="code" href="classmgamma__fix.html#b92c3d2e5fd0381033a072e5ef3bcf80">00261</a>         <a class="code" href="classmgamma__fix.html#b92c3d2e5fd0381033a072e5ef3bcf80" title="Constructor.">mgamma_fix</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>,<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ) : <a class="code" href="classmgamma.html" title="Gamma random walk.">mgamma</a> ( rv,rvc ),refl ( rv.count() ) {};
166<a name="l00263"></a><a class="code" href="classmgamma__fix.html#ec6f846896749e27cb7be9fa48dd1cb1">00263</a>         <span class="keywordtype">void</span> <a class="code" href="classmgamma__fix.html#ec6f846896749e27cb7be9fa48dd1cb1" title="Set value of k.">set_parameters</a> ( <span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0 ) {
167<a name="l00264"></a>00264                 <a class="code" href="classmgamma.html#a9d646cf758a70126dde7c48790b6e94" title="Set value of k.">mgamma::set_parameters</a> ( k0 );
168<a name="l00265"></a>00265                 refl=pow ( ref0,1.0-l0 );l=l0;
169<a name="l00266"></a>00266         };
170<a name="l00267"></a>00267
171<a name="l00268"></a><a class="code" href="classmgamma__fix.html#6ea3931eec7b7da7b693e45981052460">00268</a>         <span class="keywordtype">void</span> <a class="code" href="classmgamma__fix.html#6ea3931eec7b7da7b693e45981052460" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {vec mean=elem_mult ( refl,pow ( val,l ) ); *<a class="code" href="classmgamma.html#5e90652837448bcc29707e7412f99691" title="cache of epdf.beta">_beta</a>=<a class="code" href="classmgamma.html#43f733cce0245a52363d566099add687" title="Constant $k$.">k</a>/mean;};
172<a name="l00269"></a>00269 };
173<a name="l00270"></a>00270
174<a name="l00272"></a><a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212">00272</a> <span class="keyword">enum</span> <a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212" title="Switch between various resampling methods.">RESAMPLING_METHOD</a> { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
175<a name="l00278"></a><a class="code" href="classeEmp.html">00278</a> <span class="keyword">class </span><a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a>: <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> {
176<a name="l00279"></a>00279 <span class="keyword">protected</span> :
177<a name="l00281"></a><a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd">00281</a>         <span class="keywordtype">int</span> <a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a>;
178<a name="l00283"></a><a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8">00283</a>         vec <a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights $w$.">w</a>;
179<a name="l00285"></a><a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a">00285</a>         Array&lt;vec&gt; <a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a>;
180<a name="l00286"></a>00286 <span class="keyword">public</span>:
181<a name="l00288"></a><a class="code" href="classeEmp.html#0c04b073ecd0dae3d498e680ae27e9e4">00288</a>         <a class="code" href="classeEmp.html#0c04b073ecd0dae3d498e680ae27e9e4" title="Default constructor.">eEmp</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0 ,<span class="keywordtype">int</span> n0 ) :<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv0 ),<a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a> ( n0 ),<a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights $w$.">w</a> ( <a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a> ),<a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a> ( <a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a> ) {};
182<a name="l00290"></a>00290         <span class="keywordtype">void</span> <a class="code" href="classeEmp.html#6606a656c1b28114f7384c25aaf80e8d" title="Set sample.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;w0, <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* pdf0 );
183<a name="l00292"></a><a class="code" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">00292</a>         vec&amp; <a class="code" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b" title="Potentially dangerous, use with care.">_w</a>()  {<span class="keywordflow">return</span> <a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights $w$.">w</a>;};
184<a name="l00294"></a><a class="code" href="classeEmp.html#31b747eca73b16f30370827ba4cc3575">00294</a>         Array&lt;vec&gt;&amp; <a class="code" href="classeEmp.html#31b747eca73b16f30370827ba4cc3575" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a>;};
185<a name="l00296"></a>00296         ivec <a class="code" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59" title="Function performs resampling, i.e. removal of low-weight samples and duplication...">resample</a> ( <a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212" title="Switch between various resampling methods.">RESAMPLING_METHOD</a> method = SYSTEMATIC );
186<a name="l00298"></a><a class="code" href="classeEmp.html#83f9283f92b805508d896479dc1ccf12">00298</a>         vec <a class="code" href="classeEmp.html#83f9283f92b805508d896479dc1ccf12" title="inherited operation : NOT implemneted">sample</a>()<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;}
187<a name="l00300"></a><a class="code" href="classeEmp.html#23e7358995400865ad2e278945922fb3">00300</a>         <span class="keywordtype">double</span> <a class="code" href="classeEmp.html#23e7358995400865ad2e278945922fb3" title="inherited operation : NOT implemneted">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0.0;}
188<a name="l00301"></a><a class="code" href="classeEmp.html#ba055c19038cc72628d98e25197e982d">00301</a>         vec <a class="code" href="classeEmp.html#ba055c19038cc72628d98e25197e982d" title="return expected value">mean</a>()<span class="keyword"> const </span>{
189<a name="l00302"></a>00302                 vec pom=zeros ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>() );
190<a name="l00303"></a>00303                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a>;i++ ) {pom+=<a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a> ( i ) *<a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights $w$.">w</a> ( i );}
191<a name="l00304"></a>00304                 <span class="keywordflow">return</span> pom;
192<a name="l00305"></a>00305         }
193<a name="l00306"></a>00306 };
194<a name="l00307"></a>00307
195<a name="l00308"></a>00308
196<a name="l00310"></a>00310
197<a name="l00311"></a>00311 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
198<a name="l00312"></a><a class="code" href="classenorm.html#7b5cb487a2570e8109bfdc0df149aa06">00312</a> <a class="code" href="classenorm.html#7b5cb487a2570e8109bfdc0df149aa06" title="Default constructor.">enorm&lt;sq_T&gt;::enorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv ) :<a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> ( rv ), mu ( rv.count() ),R ( rv.count() ),dim ( rv.count() ) {};
199<a name="l00313"></a>00313
200<a name="l00314"></a>00314 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
201<a name="l00315"></a><a class="code" href="classenorm.html#1394a65caa6e00d42e00cc99b12227af">00315</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#1394a65caa6e00d42e00cc99b12227af" title="Set mean value mu and covariance R.">enorm&lt;sq_T&gt;::set_parameters</a> ( <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0 ) {
202<a name="l00316"></a>00316 <span class="comment">//Fixme test dimensions of mu0 and R0;</span>
203<a name="l00317"></a>00317         <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a> = mu0;
204<a name="l00318"></a>00318         <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a> = R0;
205<a name="l00319"></a>00319 };
206<a name="l00320"></a>00320
207<a name="l00321"></a>00321 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
208<a name="l00322"></a><a class="code" href="classenorm.html#5bf185e31e5954fceb90ada3debd2ff2">00322</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#5bf185e31e5954fceb90ada3debd2ff2" title="dupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::dupdate</a> ( mat &amp;v, <span class="keywordtype">double</span> nu ) {
209<a name="l00323"></a>00323         <span class="comment">//</span>
210<a name="l00324"></a>00324 };
211<a name="l00325"></a>00325
212<a name="l00326"></a>00326 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
213<a name="l00327"></a><a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">00327</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a" title="tupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::tupdate</a> ( <span class="keywordtype">double</span> phi, mat &amp;vbar, <span class="keywordtype">double</span> nubar ) {
214<a name="l00328"></a>00328         <span class="comment">//</span>
215<a name="l00329"></a>00329 };
216<a name="l00330"></a>00330
217<a name="l00331"></a>00331 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
218<a name="l00332"></a><a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5">00332</a> vec <a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5" title="Returns the required moment of the epdf.">enorm&lt;sq_T&gt;::sample</a>()<span class="keyword"> const </span>{
219<a name="l00333"></a>00333         vec x ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a> );
220<a name="l00334"></a>00334         NorRNG.sample_vector ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,x );
221<a name="l00335"></a>00335         vec smp = <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult ( x );
222<a name="l00336"></a>00336
223<a name="l00337"></a>00337         smp += <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>;
224<a name="l00338"></a>00338         <span class="keywordflow">return</span> smp;
225<a name="l00339"></a>00339 };
226<a name="l00340"></a>00340
227<a name="l00341"></a>00341 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
228<a name="l00342"></a><a class="code" href="classenorm.html#60f0f3bfa53d6e65843eea9532b16d36">00342</a> mat <a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5" title="Returns the required moment of the epdf.">enorm&lt;sq_T&gt;::sample</a> ( <span class="keywordtype">int</span> N )<span class="keyword"> const </span>{
229<a name="l00343"></a>00343         mat X ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,N );
230<a name="l00344"></a>00344         vec x ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a> );
231<a name="l00345"></a>00345         vec pom;
232<a name="l00346"></a>00346         <span class="keywordtype">int</span> i;
233<a name="l00347"></a>00347
234<a name="l00348"></a>00348         <span class="keywordflow">for</span> ( i=0;i&lt;N;i++ ) {
235<a name="l00349"></a>00349                 NorRNG.sample_vector ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,x );
236<a name="l00350"></a>00350                 pom = <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult ( x );
237<a name="l00351"></a>00351                 pom +=<a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>;
238<a name="l00352"></a>00352                 X.set_col ( i, pom );
239<a name="l00353"></a>00353         }
240<a name="l00354"></a>00354
241<a name="l00355"></a>00355         <span class="keywordflow">return</span> X;
242<a name="l00356"></a>00356 };
243<a name="l00357"></a>00357
244<a name="l00358"></a>00358 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
245<a name="l00359"></a><a class="code" href="classenorm.html#b9e1dfd33692d7b3f1a59f17b0e61bd0">00359</a> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#b9e1dfd33692d7b3f1a59f17b0e61bd0" title="Compute probability of argument val.">enorm&lt;sq_T&gt;::eval</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{
246<a name="l00360"></a>00360         <span class="keywordtype">double</span> pdfl,e;
247<a name="l00361"></a>00361         pdfl = <a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401" title="Compute log-probability of argument val.">evalpdflog</a> ( val );
248<a name="l00362"></a>00362         e = exp ( pdfl );
249<a name="l00363"></a>00363         <span class="keywordflow">return</span> e;
250<a name="l00364"></a>00364 };
251<a name="l00365"></a>00365
252<a name="l00366"></a>00366 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
253<a name="l00367"></a><a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401">00367</a> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401" title="Compute log-probability of argument val.">enorm&lt;sq_T&gt;::evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{
254<a name="l00368"></a>00368         <span class="comment">// 1.83787706640935 = log(2pi)</span>
255<a name="l00369"></a>00369         <span class="keywordflow">return</span> -0.5* ( <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 +<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.logdet() +<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.invqform ( <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>-val ) );
256<a name="l00370"></a>00370 };
257<a name="l00371"></a>00371
258<a name="l00372"></a>00372
259<a name="l00373"></a>00373 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
260<a name="l00374"></a><a class="code" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5">00374</a> <a class="code" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5" title="Constructor.">mlnorm&lt;sq_T&gt;::mlnorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0 ) :<a class="code" href="classmEF.html" title="Exponential family model.">mEF</a> ( rv0,rvc0 ),<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a> ),A ( rv0.count(),rv0.count() ),<a class="code" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac" title="returns a pointer to the internal mean value. Use with Care!">_mu</a>(<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.<a class="code" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac" title="returns a pointer to the internal mean value. Use with Care!">_mu</a>()) {
261<a name="l00375"></a>00375 }
262<a name="l00376"></a>00376
263<a name="l00377"></a>00377 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
264<a name="l00378"></a><a class="code" href="classmlnorm.html#b6749030c5d5abcb3eb6898f74cea3c0">00378</a> <span class="keywordtype">void</span> <a class="code" href="classmlnorm.html#b6749030c5d5abcb3eb6898f74cea3c0" title="Set A and R.">mlnorm&lt;sq_T&gt;::set_parameters</a> ( <span class="keyword">const</span> mat &amp;A0, <span class="keyword">const</span> sq_T &amp;R0 ) {
265<a name="l00379"></a>00379         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( zeros ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>() ),R0 );
266<a name="l00380"></a>00380         A = A0;
267<a name="l00381"></a>00381 }
268<a name="l00382"></a>00382
269<a name="l00383"></a>00383 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
270<a name="l00384"></a><a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">00384</a> vec <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">mlnorm&lt;sq_T&gt;::samplecond</a> ( vec &amp;cond, <span class="keywordtype">double</span> &amp;lik ) {
271<a name="l00385"></a>00385         this-&gt;<a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195" title="Set value of rvc . Result of this operation is stored in epdf use function _ep to...">condition</a> ( cond );
272<a name="l00386"></a>00386         vec smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample();
273<a name="l00387"></a>00387         lik = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval ( smp );
274<a name="l00388"></a>00388         <span class="keywordflow">return</span> smp;
275<a name="l00389"></a>00389 }
276<a name="l00390"></a>00390
277<a name="l00391"></a>00391 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
278<a name="l00392"></a><a class="code" href="classmlnorm.html#215fb88cc8b95d64cdefd6849abdd1e8">00392</a> mat <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">mlnorm&lt;sq_T&gt;::samplecond</a> ( vec &amp;cond, vec &amp;lik, <span class="keywordtype">int</span> n ) {
279<a name="l00393"></a>00393         <span class="keywordtype">int</span> i;
280<a name="l00394"></a>00394         <span class="keywordtype">int</span> dim = <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>();
281<a name="l00395"></a>00395         mat Smp ( dim,n );
282<a name="l00396"></a>00396         vec smp ( dim );
283<a name="l00397"></a>00397         this-&gt;<a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195" title="Set value of rvc . Result of this operation is stored in epdf use function _ep to...">condition</a> ( cond );
284<a name="l00398"></a>00398
285<a name="l00399"></a>00399         <span class="keywordflow">for</span> ( i=0; i&lt;n; i++ ) {
286<a name="l00400"></a>00400                 smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample();
287<a name="l00401"></a>00401                 lik ( i ) = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval ( smp );
288<a name="l00402"></a>00402                 Smp.set_col ( i ,smp );
289<a name="l00403"></a>00403         }
290<a name="l00404"></a>00404
291<a name="l00405"></a>00405         <span class="keywordflow">return</span> Smp;
292<a name="l00406"></a>00406 }
293<a name="l00407"></a>00407
294<a name="l00408"></a>00408 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
295<a name="l00409"></a><a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195">00409</a> <span class="keywordtype">void</span> <a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195" title="Set value of rvc . Result of this operation is stored in epdf use function _ep to...">mlnorm&lt;sq_T&gt;::condition</a> ( vec &amp;cond ) {
296<a name="l00410"></a>00410         _mu = A*cond;
297<a name="l00411"></a>00411 <span class="comment">//R is already assigned;</span>
298<a name="l00412"></a>00412 }
299<a name="l00413"></a>00413
300<a name="l00415"></a>00415
301<a name="l00416"></a>00416
302<a name="l00417"></a>00417 <span class="preprocessor">#endif //EF_H</span>
303</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:15 2008 for mixpp by&nbsp;
304<a href="http://www.doxygen.org/index.html">
305<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
306</body>
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