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[261]1\hypertarget{classbdm_1_1eDirich}{
2\section{bdm::eDirich Class Reference}
3\label{classbdm_1_1eDirich}\index{bdm::eDirich@{bdm::eDirich}}
4}
5{\tt \#include $<$libEF.h$>$}
6
[271]7Inheritance diagram for bdm::eDirich::\begin{figure}[H]
[261]8\begin{center}
9\leavevmode
[271]10\includegraphics[height=4cm]{classbdm_1_1eDirich}
[261]11\end{center}
12\end{figure}
[270]13
14
15\subsection{Detailed Description}
16Dirichlet posterior density.
17
18Continuous Dirichlet density of $n$-dimensional variable $x$ \[ f(x|\beta) = \frac{\Gamma[\gamma]}{\prod_{i=1}^{n}\Gamma(\beta_i)} \prod_{i=1}^{n}x_i^{\beta_i-1} \] where $\gamma=\sum_i \beta_i$. \subsection*{Public Member Functions}
[261]19\begin{CompactItemize}
20\item 
21\hypertarget{classbdm_1_1eDirich_3290613d31d58daa8a45a54b003871fc}{
22vec \hyperlink{classbdm_1_1eDirich_3290613d31d58daa8a45a54b003871fc}{sample} () const }
23\label{classbdm_1_1eDirich_3290613d31d58daa8a45a54b003871fc}
24
[270]25\begin{CompactList}\small\item\em Returns a sample, $ x $ from density $ f_x()$. \item\end{CompactList}\item 
[261]26\hypertarget{classbdm_1_1eDirich_cb343355ec791298bb5a3404cd482fb6}{
27vec \hyperlink{classbdm_1_1eDirich_cb343355ec791298bb5a3404cd482fb6}{mean} () const }
28\label{classbdm_1_1eDirich_cb343355ec791298bb5a3404cd482fb6}
29
30\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
31\hypertarget{classbdm_1_1eDirich_43c547a2507e233706f92712d8c2aacc}{
32vec \hyperlink{classbdm_1_1eDirich_43c547a2507e233706f92712d8c2aacc}{variance} () const }
33\label{classbdm_1_1eDirich_43c547a2507e233706f92712d8c2aacc}
34
35\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item 
36\hypertarget{classbdm_1_1eDirich_e09a24938e80c3d94b0ee842d1552318}{
37double \hyperlink{classbdm_1_1eDirich_e09a24938e80c3d94b0ee842d1552318}{evallog\_\-nn} (const vec \&val) const }
38\label{classbdm_1_1eDirich_e09a24938e80c3d94b0ee842d1552318}
39
40\begin{CompactList}\small\item\em In this instance, val is ... \item\end{CompactList}\item 
41\hypertarget{classbdm_1_1eDirich_279a99f6266c82fe2273e83841f19eb2}{
42double \hyperlink{classbdm_1_1eDirich_279a99f6266c82fe2273e83841f19eb2}{lognc} () const }
43\label{classbdm_1_1eDirich_279a99f6266c82fe2273e83841f19eb2}
44
45\begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item 
46\hypertarget{classbdm_1_1eDirich_175e0add26d2105c28d8121eefb9e324}{
47vec \& \hyperlink{classbdm_1_1eDirich_175e0add26d2105c28d8121eefb9e324}{\_\-beta} ()}
48\label{classbdm_1_1eDirich_175e0add26d2105c28d8121eefb9e324}
49
50\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
51\hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{
52virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)}
53\label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}
54
55\begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item 
56\hypertarget{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{
57virtual double \hyperlink{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{evallog} (const vec \&val) const }
58\label{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}
59
60\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
61\hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{
62virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const }
63\label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}
64
65\begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item 
66\hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{
67virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)}
68\label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}
69
[270]70\begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\end{CompactItemize}
[271]71\begin{Indent}{\bf Constructors}\par
72\begin{CompactItemize}
73\item 
74\hypertarget{classbdm_1_1eDirich_d5137485050ca8d67549b514896f602d}{
75\textbf{eDirich} ()}
76\label{classbdm_1_1eDirich_d5137485050ca8d67549b514896f602d}
77
78\item 
79\hypertarget{classbdm_1_1eDirich_31cc8bf709552c9e7286ac16b27c8e2c}{
80\textbf{eDirich} (const \hyperlink{classbdm_1_1eDirich}{eDirich} \&D0)}
81\label{classbdm_1_1eDirich_31cc8bf709552c9e7286ac16b27c8e2c}
82
83\item 
84\hypertarget{classbdm_1_1eDirich_a961f5846c8db5b2d20e7db483453e0c}{
85\textbf{eDirich} (const vec \&beta0)}
86\label{classbdm_1_1eDirich_a961f5846c8db5b2d20e7db483453e0c}
87
88\item 
89\hypertarget{classbdm_1_1eDirich_a06af2376976a33e1eceaed7e8da75a5}{
90void \textbf{set\_\-parameters} (const vec \&beta0)}
91\label{classbdm_1_1eDirich_a06af2376976a33e1eceaed7e8da75a5}
92
93\end{CompactItemize}
94\end{Indent}
95\begin{Indent}{\bf Constructors}\par
96{\em Construction of each \hyperlink{classbdm_1_1epdf}{epdf} should support two types of constructors: \begin{itemize}
97\item empty constructor, \item copy constructor,\end{itemize}
98The following constructors should be supported for convenience: \begin{itemize}
99\item constructor followed by calling {\tt set\_\-parameters()} \item constructor accepting random variables calling {\tt \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv()}} \end{itemize}
100All internal data structures are constructed as empty. Their values (including sizes) will be set by method {\tt set\_\-parameters()}. This way references can be initialized in constructors. }\begin{CompactItemize}
101\item 
102\hypertarget{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8}{
103void \textbf{set\_\-parameters} (int dim0)}
104\label{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8}
105
106\end{CompactItemize}
107\end{Indent}
[270]108\begin{Indent}{\bf Matematical Operations}\par
109\begin{CompactItemize}
110\item 
[261]111\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{
112virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const }
113\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}
114
[270]115\begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\item 
[261]116\hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{
117virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const }
118\label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}
119
120\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
121\hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{
122virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{condition} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const }
123\label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}
124
125\begin{CompactList}\small\item\em Return conditional density on the given \hyperlink{classbdm_1_1RV}{RV}, the remaining rvs will be in conditioning. \item\end{CompactList}\item 
126\hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{
127virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{marginal} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const }
128\label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}
129
[270]130\begin{CompactList}\small\item\em Return marginal density on the given \hyperlink{classbdm_1_1RV}{RV}, the remainig rvs are intergrated out. \item\end{CompactList}\end{CompactItemize}
131\end{Indent}
132\begin{Indent}{\bf Connection to other classes}\par
133{\em Description of the random quantity via attribute {\tt rv} is optional. For operations such as sampling {\tt rv} does not need to be set. However, for {\tt marginalization} and {\tt conditioning} {\tt rv} has to be set. NB: }\begin{CompactItemize}
134\item 
135\hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{
136void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)}
137\label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}
138
139\begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item 
140\hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{
141bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const }
142\label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}
143
144\begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item 
[261]145\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{
146const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const }
147\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}
148
[270]149\begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize}
150\end{Indent}
151\begin{Indent}{\bf Access to attributes}\par
152\begin{CompactItemize}
153\item 
[271]154\hypertarget{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{
155int \hyperlink{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{dimension} () const }
156\label{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}
[261]157
[270]158\begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize}
159\end{Indent}
[261]160\subsection*{Protected Attributes}
161\begin{CompactItemize}
162\item 
163\hypertarget{classbdm_1_1eDirich_f25886a49b4667af61245de81c83b5d2}{
164vec \hyperlink{classbdm_1_1eDirich_f25886a49b4667af61245de81c83b5d2}{beta}}
165\label{classbdm_1_1eDirich_f25886a49b4667af61245de81c83b5d2}
166
167\begin{CompactList}\small\item\em sufficient statistics \item\end{CompactList}\item 
168\hypertarget{classbdm_1_1eDirich_ee9db192a6f0ab7b29c33b2a18a5e1b4}{
169double \hyperlink{classbdm_1_1eDirich_ee9db192a6f0ab7b29c33b2a18a5e1b4}{gamma}}
170\label{classbdm_1_1eDirich_ee9db192a6f0ab7b29c33b2a18a5e1b4}
171
172\begin{CompactList}\small\item\em speedup variable \item\end{CompactList}\item 
[270]173\hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{
174int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}}
175\label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}
176
177\begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item 
[261]178\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{
179\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}}
180\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}
181
[270]182\begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize}
[261]183
184
185The documentation for this class was generated from the following file:\begin{CompactItemize}
186\item 
187\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
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