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15<h1>work/mixpp/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
16<a name="l00013"></a>00013 <span class="preprocessor">#ifndef EF_H</span>
17<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EF_H</span>
18<a name="l00015"></a>00015 <span class="preprocessor"></span>
19<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
20<a name="l00017"></a>00017 <span class="comment">//#include &lt;std&gt;</span>
21<a name="l00018"></a>00018
22<a name="l00019"></a>00019 <span class="keyword">using namespace </span>itpp;
23<a name="l00020"></a>00020
24<a name="l00026"></a><a class="code" href="classeEF.html">00026</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> {
25<a name="l00027"></a>00027
26<a name="l00028"></a>00028 <span class="keyword">public</span>:
27<a name="l00029"></a>00029         <span class="keyword">virtual</span> <span class="keywordtype">void</span> tupdate( <span class="keywordtype">double</span> phi, mat &amp;vbar, <span class="keywordtype">double</span> nubar ){};
28<a name="l00030"></a>00030         <span class="keyword">virtual</span> <span class="keywordtype">void</span> dupdate( mat &amp;v,<span class="keywordtype">double</span> nu=1.0 ){};
29<a name="l00031"></a>00031 };
30<a name="l00032"></a>00032
31<a name="l00033"></a>00033 <span class="keyword">class </span>mEF :<span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> {
32<a name="l00034"></a>00034
33<a name="l00035"></a>00035 <span class="keyword">public</span>:
34<a name="l00036"></a>00036
35<a name="l00037"></a>00037 };
36<a name="l00038"></a>00038
37<a name="l00044"></a>00044 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
38<a name="l00045"></a><a class="code" href="classenorm.html">00045</a> <span class="keyword">class </span><a class="code" href="classenorm.html" title="General exponential family density.">enorm</a> : <span class="keyword">public</span> <a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> {
39<a name="l00046"></a>00046         vec mu;
40<a name="l00047"></a>00047         sq_T R;
41<a name="l00048"></a>00048 <span class="keyword">public</span>:
42<a name="l00049"></a>00049         <a class="code" href="classenorm.html" title="General exponential family density.">enorm</a>( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv, vec &amp;mu, sq_T &amp;R );
43<a name="l00050"></a>00050         <a class="code" href="classenorm.html" title="General exponential family density.">enorm</a>();
44<a name="l00051"></a>00051         <span class="keywordtype">void</span> tupdate( <span class="keywordtype">double</span> phi, mat &amp;vbar, <span class="keywordtype">double</span> nubar );
45<a name="l00052"></a>00052         <span class="keywordtype">void</span> dupdate( mat &amp;v,<span class="keywordtype">double</span> nu=1.0 );
46<a name="l00053"></a>00053         vec <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">sample</a>();
47<a name="l00054"></a>00054         <span class="keywordtype">double</span> eval( <span class="keyword">const</span> vec &amp;val );
48<a name="l00055"></a>00055
49<a name="l00056"></a>00056 };
50<a name="l00057"></a>00057
51<a name="l00061"></a>00061 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
52<a name="l00062"></a>00062 <span class="keyword">class </span>mlnorm : <span class="keyword">public</span> mEF {
53<a name="l00063"></a>00063         <a class="code" href="classenorm.html" title="General exponential family density.">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>;
54<a name="l00064"></a>00064         mat A;
55<a name="l00065"></a>00065 <span class="keyword">public</span>:
56<a name="l00067"></a>00067         mlnorm( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc, mat &amp;A, sq_T &amp;R );
57<a name="l00069"></a>00069         vec samplecond( vec &amp;cond, <span class="keywordtype">double</span> &amp;lik );
58<a name="l00070"></a>00070         mat samplecond( vec &amp;cond, vec &amp;lik, <span class="keywordtype">int</span> n );
59<a name="l00071"></a>00071         <span class="keywordtype">void</span> condition( vec &amp;cond );
60<a name="l00072"></a>00072 };
61<a name="l00073"></a>00073
62<a name="l00075"></a>00075
63<a name="l00076"></a>00076 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
64<a name="l00077"></a>00077 <a class="code" href="classenorm.html" title="General exponential family density.">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, vec &amp;mu0, sq_T &amp;R0 ) {
65<a name="l00078"></a>00078         mu = mu0;
66<a name="l00079"></a>00079         R = R0;
67<a name="l00080"></a>00080 };
68<a name="l00081"></a>00081
69<a name="l00082"></a>00082 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
70<a name="l00083"></a>00083 <span class="keywordtype">void</span> <a class="code" href="classenorm.html" title="General exponential family density.">enorm&lt;sq_T&gt;::dupdate</a>( mat &amp;v, <span class="keywordtype">double</span> nu ) {
71<a name="l00084"></a>00084         <span class="comment">//</span>
72<a name="l00085"></a>00085 };
73<a name="l00086"></a>00086
74<a name="l00087"></a>00087 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
75<a name="l00088"></a>00088 <span class="keywordtype">void</span> <a class="code" href="classenorm.html" title="General exponential family density.">enorm&lt;sq_T&gt;::tupdate</a>( <span class="keywordtype">double</span> phi, mat &amp;vbar, <span class="keywordtype">double</span> nubar ) {
76<a name="l00089"></a>00089         <span class="comment">//</span>
77<a name="l00090"></a>00090 };
78<a name="l00091"></a>00091
79<a name="l00092"></a>00092 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
80<a name="l00093"></a><a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">00093</a> vec <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">enorm&lt;sq_T&gt;::sample</a>() {
81<a name="l00094"></a>00094         <span class="comment">//</span>
82<a name="l00095"></a>00095 };
83<a name="l00096"></a>00096
84<a name="l00097"></a>00097 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
85<a name="l00098"></a>00098 <span class="keywordtype">double</span> <a class="code" href="classenorm.html" title="General exponential family density.">enorm&lt;sq_T&gt;::eval</a>( <span class="keyword">const</span> vec &amp;val ) {
86<a name="l00099"></a>00099         <span class="comment">//</span>
87<a name="l00100"></a>00100 };
88<a name="l00101"></a>00101
89<a name="l00102"></a>00102
90<a name="l00103"></a>00103 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
91<a name="l00104"></a>00104 <a class="code" href="classenorm.html" title="General exponential family density.">enorm&lt;sq_T&gt;::enorm</a>() {};
92<a name="l00105"></a>00105
93<a name="l00106"></a>00106 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
94<a name="l00107"></a>00107 mlnorm&lt;sq_T&gt;::mlnorm( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc, mat &amp;A, sq_T &amp;R ) {
95<a name="l00108"></a>00108         <span class="keywordtype">int</span> dim = rv.<a class="code" href="classRV.html#a764092415291a0e6452a3711749d18e" title="Return length (number of scalars) of the RV.">length</a>();
96<a name="l00109"></a>00109         vec mu( dim );
97<a name="l00110"></a>00110
98<a name="l00111"></a>00111         <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" title="General exponential family density.">enorm&lt;sq_T&gt;</a>( rv,mu,R );
99<a name="l00112"></a>00112 }
100<a name="l00113"></a>00113
101<a name="l00114"></a>00114 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
102<a name="l00115"></a>00115 vec mlnorm&lt;sq_T&gt;::samplecond( vec &amp;cond, <span class="keywordtype">double</span> &amp;lik ) {
103<a name="l00116"></a>00116         this-&gt;condition( cond );
104<a name="l00117"></a>00117         vec smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample();
105<a name="l00118"></a>00118         lik = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval(smp);
106<a name="l00119"></a>00119         <span class="keywordflow">return</span> smp;
107<a name="l00120"></a>00120 }
108<a name="l00121"></a>00121
109<a name="l00122"></a>00122 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
110<a name="l00123"></a>00123 mat mlnorm&lt;sq_T&gt;::samplecond( vec &amp;cond, vec &amp;lik, <span class="keywordtype">int</span> n ) {
111<a name="l00124"></a>00124         <span class="keywordtype">int</span> i;
112<a name="l00125"></a>00125         <span class="keywordtype">int</span> dim = rv.<a class="code" href="classRV.html#a764092415291a0e6452a3711749d18e" title="Return length (number of scalars) of the RV.">length</a>();
113<a name="l00126"></a>00126         mat Smp( dim,n );
114<a name="l00127"></a>00127         vec smp( dim);
115<a name="l00128"></a>00128         this-&gt;condition( cond );
116<a name="l00129"></a>00129         <span class="keywordflow">for</span> ( i=0; i&lt;dim; i++ ) {
117<a name="l00130"></a>00130                 smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample();
118<a name="l00131"></a>00131                 lik(i) = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval(smp);
119<a name="l00132"></a>00132                 Smp.set_col( i ,smp);
120<a name="l00133"></a>00133         }
121<a name="l00134"></a>00134         <span class="keywordflow">return</span> Smp;
122<a name="l00135"></a>00135 }
123<a name="l00136"></a>00136
124<a name="l00137"></a>00137 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
125<a name="l00138"></a>00138 <span class="keywordtype">void</span> mlnorm&lt;sq_T&gt;::condition( vec &amp;cond) {
126<a name="l00139"></a>00139 }
127<a name="l00140"></a>00140
128<a name="l00141"></a>00141 <span class="preprocessor">#endif //EF_H</span>
129</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Wed Jan 23 11:30:10 2008 for mixpp by&nbsp;
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