\hypertarget{classbdm_1_1epdf}{ \section{bdm::epdf Class Reference} \label{classbdm_1_1epdf}\index{bdm::epdf@{bdm::epdf}} } {\tt \#include $<$libBM.h$>$} Inheritance diagram for bdm::epdf::\begin{figure}[H] \begin{center} \leavevmode \includegraphics[height=7.17949cm]{classbdm_1_1epdf} \end{center} \end{figure} \subsection{Detailed Description} Probability density function with numerical statistics, e.g. posterior density. \subsection*{Public Member Functions} \begin{Indent}{\bf Constructors}\par {\em Construction of each \hyperlink{classbdm_1_1epdf}{epdf} should support two types of constructors: \begin{itemize} \item empty constructor, \item copy constructor,\end{itemize} The following constructors should be supported for convenience: \begin{itemize} \item constructor followed by calling {\tt set\_\-parameters()} \item constructor accepting random variables calling {\tt \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv()}} \end{itemize} 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} \item \hypertarget{classbdm_1_1epdf_992f3de956fb3439c62225156aafb6f6}{ \textbf{epdf} ()} \label{classbdm_1_1epdf_992f3de956fb3439c62225156aafb6f6} \item \hypertarget{classbdm_1_1epdf_e50af83245e56edf5cd76dbb4347d030}{ \textbf{epdf} (const \hyperlink{classbdm_1_1epdf}{epdf} \&e)} \label{classbdm_1_1epdf_e50af83245e56edf5cd76dbb4347d030} \item \hypertarget{classbdm_1_1epdf_fdfed7aa18f2870951888b1dde977415}{ \textbf{epdf} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} \label{classbdm_1_1epdf_fdfed7aa18f2870951888b1dde977415} \item \hypertarget{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8}{ void \textbf{set\_\-parameters} (int dim0)} \label{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8} \end{CompactItemize} \end{Indent} \begin{Indent}{\bf Matematical Operations}\par \begin{CompactItemize} \item \hypertarget{classbdm_1_1epdf_75ba57a89681a8efec488f5796c7cc1b}{ virtual vec \hyperlink{classbdm_1_1epdf_75ba57a89681a8efec488f5796c7cc1b}{sample} () const } \label{classbdm_1_1epdf_75ba57a89681a8efec488f5796c7cc1b} \begin{CompactList}\small\item\em Returns a sample, $ x $ from density $ f_x()$. \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{ virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const } \label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058} \begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_deab266d63c236c277538867d5c3f249}{ virtual double \hyperlink{classbdm_1_1epdf_deab266d63c236c277538867d5c3f249}{evallog} (const vec \&val) const } \label{classbdm_1_1epdf_deab266d63c236c277538867d5c3f249} \begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{ virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const } \label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62} \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{ 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 } \label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77} \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 \hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{ 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 } \label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1} \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 \hypertarget{classbdm_1_1epdf_0c8d13d788094605b3cdab20a6e22b75}{ virtual vec \hyperlink{classbdm_1_1epdf_0c8d13d788094605b3cdab20a6e22b75}{mean} () const } \label{classbdm_1_1epdf_0c8d13d788094605b3cdab20a6e22b75} \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_4543d40ccfc5d549b0c831a57a3ed84c}{ virtual vec \hyperlink{classbdm_1_1epdf_4543d40ccfc5d549b0c831a57a3ed84c}{variance} () const } \label{classbdm_1_1epdf_4543d40ccfc5d549b0c831a57a3ed84c} \begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\end{CompactItemize} \end{Indent} \begin{Indent}{\bf Connection to other classes}\par {\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} \item \hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{ void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} \label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff} \begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{ bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const } \label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9} \begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{ const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const } \label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21} \begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize} \end{Indent} \begin{Indent}{\bf Access to attributes}\par \begin{CompactItemize} \item \hypertarget{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{ int \hyperlink{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{dimension} () const } \label{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c} \begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize} \end{Indent} \subsection*{Protected Attributes} \begin{CompactItemize} \item \hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{ int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}} \label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce} \begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item \hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{ \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}} \label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8} \begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize} The documentation for this class was generated from the following files:\begin{CompactItemize} \item \hyperlink{libBM_8h}{libBM.h}\item libBM.cpp\end{CompactItemize}