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 | {\tt \#include $<$libEF.h$>$} |
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6 | |
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7 | Inheritance diagram for bdm::eEF::\begin{figure}[H] |
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8 | \begin{center} |
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9 | \leavevmode |
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10 | \includegraphics[height=11cm]{classbdm_1_1eEF} |
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11 | \end{center} |
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12 | \end{figure} |
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13 | |
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14 | |
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15 | \subsection{Detailed Description} |
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16 | General conjugate exponential family posterior density. |
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17 | |
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18 | More?... \subsection*{Public Member Functions} |
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19 | \begin{CompactItemize} |
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20 | \item |
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21 | \hypertarget{classbdm_1_1eEF_d5459d472d0feca7cf1fb5f65c4b9ef4}{ |
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22 | \hyperlink{classbdm_1_1eEF_d5459d472d0feca7cf1fb5f65c4b9ef4}{eEF} ()} |
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23 | \label{classbdm_1_1eEF_d5459d472d0feca7cf1fb5f65c4b9ef4} |
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24 | |
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25 | \begin{CompactList}\small\item\em default constructor \item\end{CompactList}\item |
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26 | \hypertarget{classbdm_1_1eEF_cd678fc9b02007a4b8d6692e746f1bf8}{ |
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27 | virtual double \hyperlink{classbdm_1_1eEF_cd678fc9b02007a4b8d6692e746f1bf8}{lognc} () const =0} |
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28 | \label{classbdm_1_1eEF_cd678fc9b02007a4b8d6692e746f1bf8} |
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29 | |
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30 | \begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item |
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31 | \hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{ |
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32 | virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)} |
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33 | \label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a} |
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34 | |
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35 | \begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item |
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36 | \hypertarget{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{ |
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37 | virtual double \hyperlink{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{evallog\_\-nn} (const vec \&val) const } |
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38 | \label{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6} |
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39 | |
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40 | \begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item |
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41 | \hypertarget{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{ |
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42 | virtual double \hyperlink{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{evallog} (const vec \&val) const } |
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43 | \label{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692} |
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44 | |
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45 | \begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item |
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46 | \hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{ |
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47 | virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const } |
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48 | \label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41} |
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49 | |
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50 | \begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item |
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51 | \hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{ |
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52 | virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)} |
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53 | \label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053} |
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54 | |
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55 | \begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\end{CompactItemize} |
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56 | \begin{Indent}{\bf Constructors}\par |
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57 | {\em Construction of each \hyperlink{classbdm_1_1epdf}{epdf} should support two types of constructors: \begin{itemize} |
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58 | \item empty constructor, \item copy constructor,\end{itemize} |
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59 | The following constructors should be supported for convenience: \begin{itemize} |
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60 | \item constructor followed by calling {\tt set\_\-parameters()} \item constructor accepting random variables calling {\tt \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv()}} \end{itemize} |
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61 | All 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} |
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62 | \item |
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63 | \hypertarget{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8}{ |
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64 | void \textbf{set\_\-parameters} (int dim0)} |
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65 | \label{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8} |
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66 | |
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67 | \end{CompactItemize} |
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68 | \end{Indent} |
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69 | \begin{Indent}{\bf Matematical Operations}\par |
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70 | \begin{CompactItemize} |
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71 | \item |
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72 | \hypertarget{classbdm_1_1epdf_75ba57a89681a8efec488f5796c7cc1b}{ |
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73 | virtual vec \hyperlink{classbdm_1_1epdf_75ba57a89681a8efec488f5796c7cc1b}{sample} () const } |
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74 | \label{classbdm_1_1epdf_75ba57a89681a8efec488f5796c7cc1b} |
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75 | |
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76 | \begin{CompactList}\small\item\em Returns a sample, $ x $ from density $ f_x()$. \item\end{CompactList}\item |
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77 | \hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{ |
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78 | virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const } |
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79 | \label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058} |
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80 | |
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81 | \begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\item |
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82 | \hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{ |
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83 | virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const } |
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84 | \label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62} |
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85 | |
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86 | \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item |
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87 | \hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{ |
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88 | 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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89 | \label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77} |
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90 | |
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91 | \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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92 | \hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{ |
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93 | 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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94 | \label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1} |
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95 | |
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96 | \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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97 | \hypertarget{classbdm_1_1epdf_0c8d13d788094605b3cdab20a6e22b75}{ |
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98 | virtual vec \hyperlink{classbdm_1_1epdf_0c8d13d788094605b3cdab20a6e22b75}{mean} () const } |
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99 | \label{classbdm_1_1epdf_0c8d13d788094605b3cdab20a6e22b75} |
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100 | |
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101 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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102 | \hypertarget{classbdm_1_1epdf_4543d40ccfc5d549b0c831a57a3ed84c}{ |
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103 | virtual vec \hyperlink{classbdm_1_1epdf_4543d40ccfc5d549b0c831a57a3ed84c}{variance} () const } |
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104 | \label{classbdm_1_1epdf_4543d40ccfc5d549b0c831a57a3ed84c} |
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105 | |
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106 | \begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\end{CompactItemize} |
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107 | \end{Indent} |
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108 | \begin{Indent}{\bf Connection to other classes}\par |
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109 | {\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} |
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110 | \item |
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111 | \hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{ |
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112 | void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} |
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113 | \label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff} |
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114 | |
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115 | \begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item |
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116 | \hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{ |
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117 | bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const } |
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118 | \label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9} |
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119 | |
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120 | \begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item |
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121 | \hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{ |
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122 | const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const } |
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123 | \label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21} |
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124 | |
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125 | \begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize} |
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126 | \end{Indent} |
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127 | \begin{Indent}{\bf Access to attributes}\par |
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128 | \begin{CompactItemize} |
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129 | \item |
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130 | \hypertarget{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{ |
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131 | int \hyperlink{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{dimension} () const } |
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132 | \label{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c} |
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133 | |
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134 | \begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize} |
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135 | \end{Indent} |
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136 | \subsection*{Protected Attributes} |
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137 | \begin{CompactItemize} |
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138 | \item |
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139 | \hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{ |
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140 | int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}} |
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141 | \label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce} |
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142 | |
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143 | \begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item |
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144 | \hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{ |
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145 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}} |
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146 | \label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8} |
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147 | |
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148 | \begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize} |
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149 | |
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150 | |
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151 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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152 | \item |
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153 | \hyperlink{libEF_8h}{libEF.h}\end{CompactItemize} |
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