root/doc/latex/classbdm_1_1egamma.tex @ 270

Revision 270, 9.5 kB (checked in by smidl, 16 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

RevLine 
[261]1\hypertarget{classbdm_1_1egamma}{
2\section{bdm::egamma Class Reference}
3\label{classbdm_1_1egamma}\index{bdm::egamma@{bdm::egamma}}
4}
5{\tt \#include $<$libEF.h$>$}
6
7Inheritance diagram for bdm::egamma:\nopagebreak
8\begin{figure}[H]
9\begin{center}
10\leavevmode
11\includegraphics[width=65pt]{classbdm_1_1egamma__inherit__graph}
12\end{center}
13\end{figure}
[270]14
15
16\subsection{Detailed Description}
17Gamma posterior density.
18
19Multivariate Gamma density as product of independent univariate densities. \[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \] \subsection*{Public Member Functions}
[261]20\begin{CompactItemize}
21\item 
[270]22\hypertarget{classbdm_1_1egamma_131197f3dfad99355a01d30903279653}{
23\hyperlink{classbdm_1_1egamma_131197f3dfad99355a01d30903279653}{egamma} ()}
24\label{classbdm_1_1egamma_131197f3dfad99355a01d30903279653}
[261]25
26\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
27\hypertarget{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2}{
28void \hyperlink{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2}{set\_\-parameters} (const vec \&a, const vec \&b)}
29\label{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2}
30
31\begin{CompactList}\small\item\em Sets parameters. \item\end{CompactList}\item 
32\hypertarget{classbdm_1_1egamma_6ed82f0fd05f6002487256d8e75a0bbd}{
33vec \hyperlink{classbdm_1_1egamma_6ed82f0fd05f6002487256d8e75a0bbd}{sample} () const }
34\label{classbdm_1_1egamma_6ed82f0fd05f6002487256d8e75a0bbd}
35
[270]36\begin{CompactList}\small\item\em Returns a sample, $ x $ from density $ f_x()$. \item\end{CompactList}\item 
[261]37\hypertarget{classbdm_1_1egamma_a8e11e5a580ff42a1b205974c60768c6}{
38double \hyperlink{classbdm_1_1egamma_a8e11e5a580ff42a1b205974c60768c6}{evallog} (const vec \&val) const }
39\label{classbdm_1_1egamma_a8e11e5a580ff42a1b205974c60768c6}
40
41\begin{CompactList}\small\item\em TODO: is it used anywhere? \item\end{CompactList}\item 
42\hypertarget{classbdm_1_1egamma_9a66cbd100e8520c769ccb3c451f86f8}{
43double \hyperlink{classbdm_1_1egamma_9a66cbd100e8520c769ccb3c451f86f8}{lognc} () const }
44\label{classbdm_1_1egamma_9a66cbd100e8520c769ccb3c451f86f8}
45
46\begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item 
[270]47\hypertarget{classbdm_1_1egamma_0865cb3d6339fdc7410806cf70a329ed}{
48vec \& \hyperlink{classbdm_1_1egamma_0865cb3d6339fdc7410806cf70a329ed}{\_\-alpha} ()}
49\label{classbdm_1_1egamma_0865cb3d6339fdc7410806cf70a329ed}
[261]50
51\begin{CompactList}\small\item\em Returns poiter to alpha and beta. Potentially dengerous: use with care! \item\end{CompactList}\item 
[270]52\hypertarget{classbdm_1_1egamma_c42cadd9cbd344caaa69b0b433cd16ca}{
53vec \& \textbf{\_\-beta} ()}
54\label{classbdm_1_1egamma_c42cadd9cbd344caaa69b0b433cd16ca}
55
56\item 
[261]57\hypertarget{classbdm_1_1egamma_49d256c42cce14c6faa56ec242b57e85}{
58vec \hyperlink{classbdm_1_1egamma_49d256c42cce14c6faa56ec242b57e85}{mean} () const }
59\label{classbdm_1_1egamma_49d256c42cce14c6faa56ec242b57e85}
60
61\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
62\hypertarget{classbdm_1_1egamma_36986cc01917cd0796fadc17125bdec1}{
63vec \hyperlink{classbdm_1_1egamma_36986cc01917cd0796fadc17125bdec1}{variance} () const }
64\label{classbdm_1_1egamma_36986cc01917cd0796fadc17125bdec1}
65
66\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item 
67\hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{
68virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)}
69\label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}
70
71\begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item 
72\hypertarget{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{
73virtual double \hyperlink{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{evallog\_\-nn} (const vec \&val) const }
74\label{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}
75
76\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
77\hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{
78virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const }
79\label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}
80
81\begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item 
82\hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{
83virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)}
84\label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}
85
[270]86\begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\end{CompactItemize}
87\begin{Indent}{\bf Matematical Operations}\par
88\begin{CompactItemize}
89\item 
[261]90\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{
91virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const }
92\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}
93
[270]94\begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\item 
[261]95\hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{
96virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const }
97\label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}
98
99\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
100\hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{
101virtual \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 }
102\label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}
103
104\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 
105\hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{
106virtual \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 }
107\label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}
108
[270]109\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}
110\end{Indent}
111\begin{Indent}{\bf Connection to other classes}\par
112{\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}
113\item 
114\hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{
115void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)}
116\label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}
117
118\begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item 
119\hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{
120bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const }
121\label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}
122
123\begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item 
[261]124\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{
125const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const }
126\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}
127
[270]128\begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize}
129\end{Indent}
130\begin{Indent}{\bf Access to attributes}\par
131\begin{CompactItemize}
132\item 
133\hypertarget{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{
134bool \hyperlink{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{dimension} () const }
135\label{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}
[261]136
[270]137\begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize}
138\end{Indent}
[261]139\subsection*{Protected Attributes}
140\begin{CompactItemize}
141\item 
142\hypertarget{classbdm_1_1egamma_0901ec983e66b8337aaa506e13b122fa}{
143vec \hyperlink{classbdm_1_1egamma_0901ec983e66b8337aaa506e13b122fa}{alpha}}
144\label{classbdm_1_1egamma_0901ec983e66b8337aaa506e13b122fa}
145
146\begin{CompactList}\small\item\em Vector $\alpha$. \item\end{CompactList}\item 
147\hypertarget{classbdm_1_1egamma_457bfb1ccb2057df85073e519a15ccc1}{
148vec \hyperlink{classbdm_1_1egamma_457bfb1ccb2057df85073e519a15ccc1}{beta}}
149\label{classbdm_1_1egamma_457bfb1ccb2057df85073e519a15ccc1}
150
151\begin{CompactList}\small\item\em Vector $\beta$. \item\end{CompactList}\item 
[270]152\hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{
153int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}}
154\label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}
155
156\begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item 
[261]157\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{
158\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}}
159\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}
160
[270]161\begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize}
[261]162
163
164The documentation for this class was generated from the following files:\begin{CompactItemize}
165\item 
166\hyperlink{libEF_8h}{libEF.h}\item 
167libEF.cpp\end{CompactItemize}
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