root/doc/latex/classbdm_1_1enorm.tex @ 270

Revision 270, 10.6 kB (checked in by smidl, 17 years ago)

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

Line 
1\hypertarget{classbdm_1_1enorm}{
2\section{bdm::enorm$<$ sq\_\-T $>$ Class Template Reference}
3\label{classbdm_1_1enorm}\index{bdm::enorm@{bdm::enorm}}
4}
5{\tt \#include $<$libEF.h$>$}
6
7Inheritance diagram for bdm::enorm$<$ sq\_\-T $>$:\nopagebreak
8\begin{figure}[H]
9\begin{center}
10\leavevmode
11\includegraphics[width=400pt]{classbdm_1_1enorm__inherit__graph}
12\end{center}
13\end{figure}
14
15
16\subsection{Detailed Description}
17\subsubsection*{template$<$class sq\_\-T$>$ class bdm::enorm$<$ sq\_\-T $>$}
18
19Gaussian density with positive definite (decomposed) covariance matrix.
20
21More?... \subsection*{Public Member Functions}
22\begin{CompactItemize}
23\item 
24\hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{
25virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)}
26\label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}
27
28\begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item 
29\hypertarget{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{
30virtual double \hyperlink{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{evallog} (const vec \&val) const }
31\label{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}
32
33\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
34\hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{
35virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const }
36\label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}
37
38\begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item 
39\hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{
40virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)}
41\label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}
42
43\begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\end{CompactItemize}
44\begin{Indent}{\bf Constructors}\par
45\begin{CompactItemize}
46\item 
47\hypertarget{classbdm_1_1enorm_ccc42fd86d4532de03e0d2a0075e066c}{
48\textbf{enorm} ()}
49\label{classbdm_1_1enorm_ccc42fd86d4532de03e0d2a0075e066c}
50
51\item 
52\hypertarget{classbdm_1_1enorm_4c9db749e205a0605ad9c93470f6dcaa}{
53\textbf{enorm} (const vec \&\hyperlink{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}{mu}, const sq\_\-T \&\hyperlink{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}{R})}
54\label{classbdm_1_1enorm_4c9db749e205a0605ad9c93470f6dcaa}
55
56\item 
57\hypertarget{classbdm_1_1enorm_b8322f2c11560871dd922c660f4771bb}{
58void \textbf{set\_\-parameters} (const vec \&\hyperlink{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}{mu}, const sq\_\-T \&\hyperlink{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}{R})}
59\label{classbdm_1_1enorm_b8322f2c11560871dd922c660f4771bb}
60
61\end{CompactItemize}
62\end{Indent}
63\begin{Indent}{\bf Mathematical operations}\par
64\begin{CompactItemize}
65\item 
66\hypertarget{classbdm_1_1enorm_d2e0d3a1e30ab3ab04df2d0c43ae74a2}{
67void \hyperlink{classbdm_1_1enorm_d2e0d3a1e30ab3ab04df2d0c43ae74a2}{dupdate} (mat \&v, double nu=1.0)}
68\label{classbdm_1_1enorm_d2e0d3a1e30ab3ab04df2d0c43ae74a2}
69
70\begin{CompactList}\small\item\em dupdate in exponential form (not really handy) \item\end{CompactList}\item 
71\hypertarget{classbdm_1_1enorm_e1a48f52351ec3a349bd443b713b1766}{
72vec \hyperlink{classbdm_1_1enorm_e1a48f52351ec3a349bd443b713b1766}{sample} () const }
73\label{classbdm_1_1enorm_e1a48f52351ec3a349bd443b713b1766}
74
75\begin{CompactList}\small\item\em Returns a sample, $ x $ from density $ f_x()$. \item\end{CompactList}\item 
76\hypertarget{classbdm_1_1enorm_ebd96125aed74f9504033bb3605849db}{
77mat \textbf{sample} (int N) const }
78\label{classbdm_1_1enorm_ebd96125aed74f9504033bb3605849db}
79
80\item 
81\hypertarget{classbdm_1_1enorm_e13aeed5b543b2179bacdc4fa2ae47a3}{
82double \hyperlink{classbdm_1_1enorm_e13aeed5b543b2179bacdc4fa2ae47a3}{evallog\_\-nn} (const vec \&val) const }
83\label{classbdm_1_1enorm_e13aeed5b543b2179bacdc4fa2ae47a3}
84
85\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
86\hypertarget{classbdm_1_1enorm_25785343aff102cc5df1cab08ba16d32}{
87double \hyperlink{classbdm_1_1enorm_25785343aff102cc5df1cab08ba16d32}{lognc} () const }
88\label{classbdm_1_1enorm_25785343aff102cc5df1cab08ba16d32}
89
90\begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item 
91\hypertarget{classbdm_1_1enorm_b2fa2915c35366392fe9bb022ca1a600}{
92vec \hyperlink{classbdm_1_1enorm_b2fa2915c35366392fe9bb022ca1a600}{mean} () const }
93\label{classbdm_1_1enorm_b2fa2915c35366392fe9bb022ca1a600}
94
95\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
96\hypertarget{classbdm_1_1enorm_729c75ef0fa8abae03d58ad1f81e6773}{
97vec \hyperlink{classbdm_1_1enorm_729c75ef0fa8abae03d58ad1f81e6773}{variance} () const }
98\label{classbdm_1_1enorm_729c75ef0fa8abae03d58ad1f81e6773}
99
100\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item 
101\hypertarget{classbdm_1_1enorm_baea4d49c657342b58297d68cda16d26}{
102\hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1enorm_baea4d49c657342b58297d68cda16d26}{condition} (const \hyperlink{classbdm_1_1RV}{RV} \&rvn) const }
103\label{classbdm_1_1enorm_baea4d49c657342b58297d68cda16d26}
104
105\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 
106\hypertarget{classbdm_1_1enorm_cd02d76e9d4f96bdd3fa6b604e273039}{
107\hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1enorm_cd02d76e9d4f96bdd3fa6b604e273039}{marginal} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const }
108\label{classbdm_1_1enorm_cd02d76e9d4f96bdd3fa6b604e273039}
109
110\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}
111\end{Indent}
112\begin{Indent}{\bf Access to attributes}\par
113\begin{CompactItemize}
114\item 
115\hypertarget{classbdm_1_1enorm_766127847e9482aea9226ea157295ea2}{
116vec \& \textbf{\_\-mu} ()}
117\label{classbdm_1_1enorm_766127847e9482aea9226ea157295ea2}
118
119\item 
120\hypertarget{classbdm_1_1enorm_8915d68ae76ad185c8c314f960a63f0c}{
121void \textbf{set\_\-mu} (const vec mu0)}
122\label{classbdm_1_1enorm_8915d68ae76ad185c8c314f960a63f0c}
123
124\item 
125\hypertarget{classbdm_1_1enorm_81d81e35e57c9f194bde248e3affcf1f}{
126sq\_\-T \& \textbf{\_\-R} ()}
127\label{classbdm_1_1enorm_81d81e35e57c9f194bde248e3affcf1f}
128
129\item 
130\hypertarget{classbdm_1_1enorm_8c664b024e79f18ca3f8e8cc81af2103}{
131const sq\_\-T \& \textbf{\_\-R} () const }
132\label{classbdm_1_1enorm_8c664b024e79f18ca3f8e8cc81af2103}
133
134\end{CompactItemize}
135\end{Indent}
136\begin{Indent}{\bf Matematical Operations}\par
137\begin{CompactItemize}
138\item 
139\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{
140virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const }
141\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}
142
143\begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\item 
144\hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{
145virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const }
146\label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}
147
148\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\end{CompactItemize}
149\end{Indent}
150\begin{Indent}{\bf Connection to other classes}\par
151{\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}
152\item 
153\hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{
154void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)}
155\label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}
156
157\begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item 
158\hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{
159bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const }
160\label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}
161
162\begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item 
163\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{
164const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const }
165\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}
166
167\begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize}
168\end{Indent}
169\begin{Indent}{\bf Access to attributes}\par
170\begin{CompactItemize}
171\item 
172\hypertarget{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{
173bool \hyperlink{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{dimension} () const }
174\label{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}
175
176\begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize}
177\end{Indent}
178\subsection*{Protected Attributes}
179\begin{CompactItemize}
180\item 
181\hypertarget{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}{
182vec \hyperlink{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}{mu}}
183\label{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}
184
185\begin{CompactList}\small\item\em mean value \item\end{CompactList}\item 
186\hypertarget{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}{
187sq\_\-T \hyperlink{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}{R}}
188\label{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}
189
190\begin{CompactList}\small\item\em Covariance matrix in decomposed form. \item\end{CompactList}\item 
191\hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{
192int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}}
193\label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}
194
195\begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item 
196\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{
197\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}}
198\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}
199
200\begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize}
201
202
203The documentation for this class was generated from the following file:\begin{CompactItemize}
204\item 
205\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
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