[261] | 1 | \hypertarget{classbdm_1_1eEF}{ |
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| 2 | \section{bdm::eEF Class Reference} |
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| 3 | \label{classbdm_1_1eEF}\index{bdm::eEF@{bdm::eEF}} |
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| 4 | } |
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| 5 | General conjugate exponential family posterior density. |
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| 6 | |
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| 7 | |
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| 8 | {\tt \#include $<$libEF.h$>$} |
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| 9 | |
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| 10 | Inheritance diagram for bdm::eEF:\nopagebreak |
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| 11 | \begin{figure}[H] |
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| 12 | \begin{center} |
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| 13 | \leavevmode |
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| 14 | \includegraphics[width=400pt]{classbdm_1_1eEF__inherit__graph} |
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| 15 | \end{center} |
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| 16 | \end{figure} |
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| 17 | Collaboration diagram for bdm::eEF:\nopagebreak |
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| 18 | \begin{figure}[H] |
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| 19 | \begin{center} |
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| 20 | \leavevmode |
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| 21 | \includegraphics[width=75pt]{classbdm_1_1eEF__coll__graph} |
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| 22 | \end{center} |
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| 23 | \end{figure} |
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| 24 | \subsection*{Public Member Functions} |
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| 25 | \begin{CompactItemize} |
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| 26 | \item |
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| 27 | \hypertarget{classbdm_1_1eEF_1e92e3f94e594edb20adfa81ae9e2959}{ |
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| 28 | \hyperlink{classbdm_1_1eEF_1e92e3f94e594edb20adfa81ae9e2959}{eEF} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv})} |
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| 29 | \label{classbdm_1_1eEF_1e92e3f94e594edb20adfa81ae9e2959} |
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| 30 | |
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| 31 | \begin{CompactList}\small\item\em default constructor \item\end{CompactList}\item |
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| 32 | \hypertarget{classbdm_1_1eEF_cd678fc9b02007a4b8d6692e746f1bf8}{ |
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| 33 | virtual double \hyperlink{classbdm_1_1eEF_cd678fc9b02007a4b8d6692e746f1bf8}{lognc} () const =0} |
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| 34 | \label{classbdm_1_1eEF_cd678fc9b02007a4b8d6692e746f1bf8} |
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| 35 | |
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| 36 | \begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item |
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| 37 | \hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{ |
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| 38 | virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)} |
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| 39 | \label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a} |
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| 40 | |
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| 41 | \begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item |
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| 42 | \hypertarget{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{ |
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| 43 | virtual double \hyperlink{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{evallog\_\-nn} (const vec \&val) const } |
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| 44 | \label{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6} |
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| 45 | |
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| 46 | \begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item |
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| 47 | \hypertarget{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{ |
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| 48 | virtual double \hyperlink{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{evallog} (const vec \&val) const } |
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| 49 | \label{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692} |
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| 50 | |
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| 51 | \begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item |
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| 52 | \hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{ |
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| 53 | virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const } |
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| 54 | \label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41} |
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| 55 | |
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| 56 | \begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item |
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| 57 | \hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{ |
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| 58 | virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)} |
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| 59 | \label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053} |
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| 60 | |
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| 61 | \begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\item |
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| 62 | \hypertarget{classbdm_1_1epdf_09721eb148bc49d6ec2f1956039f3a10}{ |
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| 63 | virtual vec \hyperlink{classbdm_1_1epdf_09721eb148bc49d6ec2f1956039f3a10}{sample} () const =0} |
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| 64 | \label{classbdm_1_1epdf_09721eb148bc49d6ec2f1956039f3a10} |
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| 65 | |
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| 66 | \begin{CompactList}\small\item\em Returns a sample, $x$ from density $epdf(rv)$. \item\end{CompactList}\item |
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| 67 | \hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{ |
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| 68 | virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const } |
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| 69 | \label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058} |
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| 70 | |
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| 71 | \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item |
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| 72 | \hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{ |
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| 73 | virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const } |
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| 74 | \label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62} |
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| 75 | |
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| 76 | \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item |
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| 77 | \hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{ |
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| 78 | virtual \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 } |
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| 79 | \label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77} |
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| 80 | |
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| 81 | \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 |
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| 82 | \hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{ |
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| 83 | virtual \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 } |
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| 84 | \label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1} |
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| 85 | |
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| 86 | \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 |
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| 87 | \hypertarget{classbdm_1_1epdf_565300f603ca00c989e16389d9eb42f5}{ |
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| 88 | virtual vec \hyperlink{classbdm_1_1epdf_565300f603ca00c989e16389d9eb42f5}{mean} () const =0} |
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| 89 | \label{classbdm_1_1epdf_565300f603ca00c989e16389d9eb42f5} |
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| 90 | |
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| 91 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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| 92 | \hypertarget{classbdm_1_1epdf_45c2b64faa4bf526799e4154a6ec6097}{ |
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| 93 | virtual vec \hyperlink{classbdm_1_1epdf_45c2b64faa4bf526799e4154a6ec6097}{variance} () const =0} |
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| 94 | \label{classbdm_1_1epdf_45c2b64faa4bf526799e4154a6ec6097} |
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| 95 | |
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| 96 | \begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item |
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| 97 | \hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{ |
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| 98 | const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const } |
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| 99 | \label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21} |
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| 100 | |
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| 101 | \begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item |
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| 102 | \hypertarget{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{ |
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| 103 | void \hyperlink{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{\_\-renewrv} (const \hyperlink{classbdm_1_1RV}{RV} \&in\_\-rv)} |
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| 104 | \label{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f} |
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| 105 | |
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| 106 | \begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize} |
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| 107 | \subsection*{Protected Attributes} |
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| 108 | \begin{CompactItemize} |
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| 109 | \item |
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| 110 | \hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{ |
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| 111 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}} |
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| 112 | \label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8} |
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| 113 | |
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| 114 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
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| 115 | |
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| 116 | |
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| 117 | \subsection{Detailed Description} |
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| 118 | General conjugate exponential family posterior density. |
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| 119 | |
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| 120 | More?... |
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| 121 | |
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| 122 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 123 | \item |
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| 124 | \hyperlink{libEF_8h}{libEF.h}\end{CompactItemize} |
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