1 | \hypertarget{classbdm_1_1mEF}{ |
---|
2 | \section{bdm::mEF Class Reference} |
---|
3 | \label{classbdm_1_1mEF}\index{bdm::mEF@{bdm::mEF}} |
---|
4 | } |
---|
5 | Exponential family model. |
---|
6 | |
---|
7 | |
---|
8 | {\tt \#include $<$libEF.h$>$} |
---|
9 | |
---|
10 | Inheritance diagram for bdm::mEF:\nopagebreak |
---|
11 | \begin{figure}[H] |
---|
12 | \begin{center} |
---|
13 | \leavevmode |
---|
14 | \includegraphics[width=400pt]{classbdm_1_1mEF__inherit__graph} |
---|
15 | \end{center} |
---|
16 | \end{figure} |
---|
17 | Collaboration diagram for bdm::mEF:\nopagebreak |
---|
18 | \begin{figure}[H] |
---|
19 | \begin{center} |
---|
20 | \leavevmode |
---|
21 | \includegraphics[width=87pt]{classbdm_1_1mEF__coll__graph} |
---|
22 | \end{center} |
---|
23 | \end{figure} |
---|
24 | \subsection*{Public Member Functions} |
---|
25 | \begin{CompactItemize} |
---|
26 | \item |
---|
27 | \hypertarget{classbdm_1_1mEF_f6647b16e9c99b8a7d7df93374ef90f3}{ |
---|
28 | \hyperlink{classbdm_1_1mEF_f6647b16e9c99b8a7d7df93374ef90f3}{mEF} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0, const \hyperlink{classbdm_1_1RV}{RV} \&rvc0)} |
---|
29 | \label{classbdm_1_1mEF_f6647b16e9c99b8a7d7df93374ef90f3} |
---|
30 | |
---|
31 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
---|
32 | virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) |
---|
33 | \begin{CompactList}\small\item\em Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item\end{CompactList}\item |
---|
34 | virtual mat \hyperlink{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N) |
---|
35 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
---|
36 | \hypertarget{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{ |
---|
37 | virtual void \hyperlink{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{condition} (const vec \&cond)} |
---|
38 | \label{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530} |
---|
39 | |
---|
40 | \begin{CompactList}\small\item\em Update {\tt ep} so that it represents this \hyperlink{classbdm_1_1mpdf}{mpdf} conditioned on {\tt rvc} = cond. \item\end{CompactList}\item |
---|
41 | \hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{ |
---|
42 | virtual double \hyperlink{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{evallogcond} (const vec \&dt, const vec \&cond)} |
---|
43 | \label{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b} |
---|
44 | |
---|
45 | \begin{CompactList}\small\item\em Shortcut for conditioning and evaluation of the internal \hyperlink{classbdm_1_1epdf}{epdf}. In some cases, this operation can be implemented efficiently. \item\end{CompactList}\item |
---|
46 | \hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{ |
---|
47 | virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
---|
48 | \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} |
---|
49 | |
---|
50 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item |
---|
51 | \hypertarget{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{ |
---|
52 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{\_\-rvc} () const } |
---|
53 | \label{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8} |
---|
54 | |
---|
55 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
---|
56 | \hypertarget{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{ |
---|
57 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{\_\-rv} () const } |
---|
58 | \label{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151} |
---|
59 | |
---|
60 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
---|
61 | \hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ |
---|
62 | \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{\_\-epdf} ()} |
---|
63 | \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} |
---|
64 | |
---|
65 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
---|
66 | \hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ |
---|
67 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{\_\-e} ()} |
---|
68 | \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} |
---|
69 | |
---|
70 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
---|
71 | \subsection*{Protected Attributes} |
---|
72 | \begin{CompactItemize} |
---|
73 | \item |
---|
74 | \hypertarget{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{ |
---|
75 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}} |
---|
76 | \label{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51} |
---|
77 | |
---|
78 | \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item |
---|
79 | \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ |
---|
80 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} |
---|
81 | \label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288} |
---|
82 | |
---|
83 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
---|
84 | \hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ |
---|
85 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}} |
---|
86 | \label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0} |
---|
87 | |
---|
88 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
---|
89 | |
---|
90 | |
---|
91 | \subsection{Detailed Description} |
---|
92 | Exponential family model. |
---|
93 | |
---|
94 | More?... |
---|
95 | |
---|
96 | \subsection{Member Function Documentation} |
---|
97 | \hypertarget{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{ |
---|
98 | \index{bdm::mEF@{bdm::mEF}!samplecond@{samplecond}} |
---|
99 | \index{samplecond@{samplecond}!bdm::mEF@{bdm::mEF}} |
---|
100 | \subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual vec bdm::mpdf::samplecond (const vec \& {\em cond})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
---|
101 | \label{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367} |
---|
102 | |
---|
103 | |
---|
104 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. |
---|
105 | |
---|
106 | \begin{Desc} |
---|
107 | \item[Parameters:] |
---|
108 | \begin{description} |
---|
109 | \item[{\em cond}]is numeric value of {\tt rv} \end{description} |
---|
110 | \end{Desc} |
---|
111 | |
---|
112 | |
---|
113 | References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). |
---|
114 | |
---|
115 | Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{ |
---|
116 | \index{bdm::mEF@{bdm::mEF}!samplecond\_\-m@{samplecond\_\-m}} |
---|
117 | \index{samplecond\_\-m@{samplecond\_\-m}!bdm::mEF@{bdm::mEF}} |
---|
118 | \subsubsection[samplecond\_\-m]{\setlength{\rightskip}{0pt plus 5cm}virtual mat bdm::mpdf::samplecond\_\-m (const vec \& {\em cond}, \/ vec \& {\em ll}, \/ int {\em N})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
---|
119 | \label{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652} |
---|
120 | |
---|
121 | |
---|
122 | Returns. |
---|
123 | |
---|
124 | \begin{Desc} |
---|
125 | \item[Parameters:] |
---|
126 | \begin{description} |
---|
127 | \item[{\em N}]samples from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description} |
---|
128 | \end{Desc} |
---|
129 | |
---|
130 | |
---|
131 | References bdm::mpdf::condition(), bdm::RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample(). |
---|
132 | |
---|
133 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
---|
134 | \item |
---|
135 | \hyperlink{libEF_8h}{libEF.h}\end{CompactItemize} |
---|