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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