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1\hypertarget{classbdm_1_1eDirich}{
2\section{bdm::eDirich Class Reference}
3\label{classbdm_1_1eDirich}\index{bdm::eDirich@{bdm::eDirich}}
4}
5Dirichlet posterior density. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for bdm::eDirich:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=64pt]{classbdm_1_1eDirich__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for bdm::eDirich:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=75pt]{classbdm_1_1eDirich__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classbdm_1_1eDirich_2ae893fe9167f67bca09bc159acbf957}{
28\hyperlink{classbdm_1_1eDirich_2ae893fe9167f67bca09bc159acbf957}{eDirich} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}, const vec \&beta0)}
29\label{classbdm_1_1eDirich_2ae893fe9167f67bca09bc159acbf957}
30
31\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
32\hypertarget{classbdm_1_1eDirich_31cc8bf709552c9e7286ac16b27c8e2c}{
33\hyperlink{classbdm_1_1eDirich_31cc8bf709552c9e7286ac16b27c8e2c}{eDirich} (const \hyperlink{classbdm_1_1eDirich}{eDirich} \&D0)}
34\label{classbdm_1_1eDirich_31cc8bf709552c9e7286ac16b27c8e2c}
35
36\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 
37\hypertarget{classbdm_1_1eDirich_3290613d31d58daa8a45a54b003871fc}{
38vec \hyperlink{classbdm_1_1eDirich_3290613d31d58daa8a45a54b003871fc}{sample} () const }
39\label{classbdm_1_1eDirich_3290613d31d58daa8a45a54b003871fc}
40
41\begin{CompactList}\small\item\em Returns a sample, $x$ from density $epdf(rv)$. \item\end{CompactList}\item 
42\hypertarget{classbdm_1_1eDirich_cb343355ec791298bb5a3404cd482fb6}{
43vec \hyperlink{classbdm_1_1eDirich_cb343355ec791298bb5a3404cd482fb6}{mean} () const }
44\label{classbdm_1_1eDirich_cb343355ec791298bb5a3404cd482fb6}
45
46\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
47\hypertarget{classbdm_1_1eDirich_43c547a2507e233706f92712d8c2aacc}{
48vec \hyperlink{classbdm_1_1eDirich_43c547a2507e233706f92712d8c2aacc}{variance} () const }
49\label{classbdm_1_1eDirich_43c547a2507e233706f92712d8c2aacc}
50
51\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item 
52\hypertarget{classbdm_1_1eDirich_e09a24938e80c3d94b0ee842d1552318}{
53double \hyperlink{classbdm_1_1eDirich_e09a24938e80c3d94b0ee842d1552318}{evallog\_\-nn} (const vec \&val) const }
54\label{classbdm_1_1eDirich_e09a24938e80c3d94b0ee842d1552318}
55
56\begin{CompactList}\small\item\em In this instance, val is ... \item\end{CompactList}\item 
57\hypertarget{classbdm_1_1eDirich_279a99f6266c82fe2273e83841f19eb2}{
58double \hyperlink{classbdm_1_1eDirich_279a99f6266c82fe2273e83841f19eb2}{lognc} () const }
59\label{classbdm_1_1eDirich_279a99f6266c82fe2273e83841f19eb2}
60
61\begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item 
62\hypertarget{classbdm_1_1eDirich_175e0add26d2105c28d8121eefb9e324}{
63vec \& \hyperlink{classbdm_1_1eDirich_175e0add26d2105c28d8121eefb9e324}{\_\-beta} ()}
64\label{classbdm_1_1eDirich_175e0add26d2105c28d8121eefb9e324}
65
66\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
67\hypertarget{classbdm_1_1eDirich_a06af2376976a33e1eceaed7e8da75a5}{
68void \hyperlink{classbdm_1_1eDirich_a06af2376976a33e1eceaed7e8da75a5}{set\_\-parameters} (const vec \&beta0)}
69\label{classbdm_1_1eDirich_a06af2376976a33e1eceaed7e8da75a5}
70
71\begin{CompactList}\small\item\em Set internal parameters. \item\end{CompactList}\item 
72\hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{
73virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)}
74\label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}
75
76\begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item 
77\hypertarget{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{
78virtual double \hyperlink{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{evallog} (const vec \&val) const }
79\label{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}
80
81\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
82\hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{
83virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const }
84\label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}
85
86\begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item 
87\hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{
88virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)}
89\label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}
90
91\begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\item 
92\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{
93virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const }
94\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}
95
96\begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item 
97\hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{
98virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const }
99\label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}
100
101\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
102\hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{
103virtual \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 }
104\label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}
105
106\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 
107\hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{
108virtual \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 }
109\label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}
110
111\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}\item 
112\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{
113const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const }
114\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}
115
116\begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item 
117\hypertarget{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{
118void \hyperlink{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{\_\-renewrv} (const \hyperlink{classbdm_1_1RV}{RV} \&in\_\-rv)}
119\label{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}
120
121\begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize}
122\subsection*{Protected Attributes}
123\begin{CompactItemize}
124\item 
125\hypertarget{classbdm_1_1eDirich_f25886a49b4667af61245de81c83b5d2}{
126vec \hyperlink{classbdm_1_1eDirich_f25886a49b4667af61245de81c83b5d2}{beta}}
127\label{classbdm_1_1eDirich_f25886a49b4667af61245de81c83b5d2}
128
129\begin{CompactList}\small\item\em sufficient statistics \item\end{CompactList}\item 
130\hypertarget{classbdm_1_1eDirich_ee9db192a6f0ab7b29c33b2a18a5e1b4}{
131double \hyperlink{classbdm_1_1eDirich_ee9db192a6f0ab7b29c33b2a18a5e1b4}{gamma}}
132\label{classbdm_1_1eDirich_ee9db192a6f0ab7b29c33b2a18a5e1b4}
133
134\begin{CompactList}\small\item\em speedup variable \item\end{CompactList}\item 
135\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{
136\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}}
137\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}
138
139\begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize}
140
141
142\subsection{Detailed Description}
143Dirichlet posterior density.
144
145Continuous 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 $\gamma=\sum_i \beta_i$.
146
147The documentation for this class was generated from the following file:\begin{CompactItemize}
148\item 
149\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
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