1 | \hypertarget{classbdm_1_1epdf}{ |
---|
2 | \section{bdm::epdf Class Reference} |
---|
3 | \label{classbdm_1_1epdf}\index{bdm::epdf@{bdm::epdf}} |
---|
4 | } |
---|
5 | Probability density function with numerical statistics, e.g. posterior density. |
---|
6 | |
---|
7 | |
---|
8 | {\tt \#include $<$libBM.h$>$} |
---|
9 | |
---|
10 | Inheritance diagram for bdm::epdf:\nopagebreak |
---|
11 | \begin{figure}[H] |
---|
12 | \begin{center} |
---|
13 | \leavevmode |
---|
14 | \includegraphics[width=400pt]{classbdm_1_1epdf__inherit__graph} |
---|
15 | \end{center} |
---|
16 | \end{figure} |
---|
17 | Collaboration diagram for bdm::epdf:\nopagebreak |
---|
18 | \begin{figure}[H] |
---|
19 | \begin{center} |
---|
20 | \leavevmode |
---|
21 | \includegraphics[width=75pt]{classbdm_1_1epdf__coll__graph} |
---|
22 | \end{center} |
---|
23 | \end{figure} |
---|
24 | \subsection*{Public Member Functions} |
---|
25 | \begin{CompactItemize} |
---|
26 | \item |
---|
27 | \hypertarget{classbdm_1_1epdf_992f3de956fb3439c62225156aafb6f6}{ |
---|
28 | \hyperlink{classbdm_1_1epdf_992f3de956fb3439c62225156aafb6f6}{epdf} ()} |
---|
29 | \label{classbdm_1_1epdf_992f3de956fb3439c62225156aafb6f6} |
---|
30 | |
---|
31 | \begin{CompactList}\small\item\em default constructor \item\end{CompactList}\item |
---|
32 | \hypertarget{classbdm_1_1epdf_fdfed7aa18f2870951888b1dde977415}{ |
---|
33 | \hyperlink{classbdm_1_1epdf_fdfed7aa18f2870951888b1dde977415}{epdf} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} |
---|
34 | \label{classbdm_1_1epdf_fdfed7aa18f2870951888b1dde977415} |
---|
35 | |
---|
36 | \begin{CompactList}\small\item\em default constructor \item\end{CompactList}\item |
---|
37 | \hypertarget{classbdm_1_1epdf_09721eb148bc49d6ec2f1956039f3a10}{ |
---|
38 | virtual vec \hyperlink{classbdm_1_1epdf_09721eb148bc49d6ec2f1956039f3a10}{sample} () const =0} |
---|
39 | \label{classbdm_1_1epdf_09721eb148bc49d6ec2f1956039f3a10} |
---|
40 | |
---|
41 | \begin{CompactList}\small\item\em Returns a sample, $x$ from density $epdf(rv)$. \item\end{CompactList}\item |
---|
42 | \hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{ |
---|
43 | virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const } |
---|
44 | \label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058} |
---|
45 | |
---|
46 | \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item |
---|
47 | \hypertarget{classbdm_1_1epdf_a8e39e2ff5e5cf5471bc159530d3b2d3}{ |
---|
48 | virtual double \hyperlink{classbdm_1_1epdf_a8e39e2ff5e5cf5471bc159530d3b2d3}{evallog} (const vec \&val) const =0} |
---|
49 | \label{classbdm_1_1epdf_a8e39e2ff5e5cf5471bc159530d3b2d3} |
---|
50 | |
---|
51 | \begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item |
---|
52 | \hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{ |
---|
53 | virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const } |
---|
54 | \label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62} |
---|
55 | |
---|
56 | \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item |
---|
57 | \hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{ |
---|
58 | 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 } |
---|
59 | \label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77} |
---|
60 | |
---|
61 | \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 |
---|
62 | \hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{ |
---|
63 | 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 } |
---|
64 | \label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1} |
---|
65 | |
---|
66 | \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 |
---|
67 | \hypertarget{classbdm_1_1epdf_565300f603ca00c989e16389d9eb42f5}{ |
---|
68 | virtual vec \hyperlink{classbdm_1_1epdf_565300f603ca00c989e16389d9eb42f5}{mean} () const =0} |
---|
69 | \label{classbdm_1_1epdf_565300f603ca00c989e16389d9eb42f5} |
---|
70 | |
---|
71 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
---|
72 | \hypertarget{classbdm_1_1epdf_45c2b64faa4bf526799e4154a6ec6097}{ |
---|
73 | virtual vec \hyperlink{classbdm_1_1epdf_45c2b64faa4bf526799e4154a6ec6097}{variance} () const =0} |
---|
74 | \label{classbdm_1_1epdf_45c2b64faa4bf526799e4154a6ec6097} |
---|
75 | |
---|
76 | \begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item |
---|
77 | \hypertarget{classbdm_1_1epdf_a4fa8637e7307cb051c400c2ce0ca0c8}{ |
---|
78 | virtual \hyperlink{classbdm_1_1epdf_a4fa8637e7307cb051c400c2ce0ca0c8}{$\sim$epdf} ()} |
---|
79 | \label{classbdm_1_1epdf_a4fa8637e7307cb051c400c2ce0ca0c8} |
---|
80 | |
---|
81 | \begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item |
---|
82 | \hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{ |
---|
83 | const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const } |
---|
84 | \label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21} |
---|
85 | |
---|
86 | \begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item |
---|
87 | \hypertarget{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{ |
---|
88 | void \hyperlink{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{\_\-renewrv} (const \hyperlink{classbdm_1_1RV}{RV} \&in\_\-rv)} |
---|
89 | \label{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f} |
---|
90 | |
---|
91 | \begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize} |
---|
92 | \subsection*{Protected Attributes} |
---|
93 | \begin{CompactItemize} |
---|
94 | \item |
---|
95 | \hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{ |
---|
96 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}} |
---|
97 | \label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8} |
---|
98 | |
---|
99 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
---|
100 | |
---|
101 | |
---|
102 | \subsection{Detailed Description} |
---|
103 | Probability density function with numerical statistics, e.g. posterior density. |
---|
104 | |
---|
105 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
---|
106 | \item |
---|
107 | \hyperlink{libBM_8h}{libBM.h}\item |
---|
108 | libBM.cpp\end{CompactItemize} |
---|