1 | \hypertarget{classbdm_1_1mepdf}{ |
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2 | \section{bdm::mepdf Class Reference} |
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3 | \label{classbdm_1_1mepdf}\index{bdm::mepdf@{bdm::mepdf}} |
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4 | } |
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5 | Unconditional \hyperlink{classbdm_1_1mpdf}{mpdf}, allows using \hyperlink{classbdm_1_1epdf}{epdf} in the role of \hyperlink{classbdm_1_1mpdf}{mpdf}. |
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6 | |
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7 | |
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8 | {\tt \#include $<$libBM.h$>$} |
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9 | |
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10 | Inheritance diagram for bdm::mepdf:\nopagebreak |
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11 | \begin{figure}[H] |
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12 | \begin{center} |
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13 | \leavevmode |
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14 | \includegraphics[width=64pt]{classbdm_1_1mepdf__inherit__graph} |
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15 | \end{center} |
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16 | \end{figure} |
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17 | Collaboration diagram for bdm::mepdf:\nopagebreak |
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18 | \begin{figure}[H] |
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19 | \begin{center} |
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20 | \leavevmode |
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21 | \includegraphics[width=88pt]{classbdm_1_1mepdf__coll__graph} |
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22 | \end{center} |
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23 | \end{figure} |
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24 | \subsection*{Public Member Functions} |
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25 | \begin{CompactItemize} |
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26 | \item |
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27 | \hypertarget{classbdm_1_1mepdf_27cc32d1a810516c25bda51ddf886376}{ |
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28 | \hyperlink{classbdm_1_1mepdf_27cc32d1a810516c25bda51ddf886376}{mepdf} (const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$em)} |
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29 | \label{classbdm_1_1mepdf_27cc32d1a810516c25bda51ddf886376} |
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30 | |
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31 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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32 | \hypertarget{classbdm_1_1mepdf_b2b898058169e7ed9a6dc7cd4e1c147c}{ |
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33 | void \hyperlink{classbdm_1_1mepdf_b2b898058169e7ed9a6dc7cd4e1c147c}{condition} (const vec \&cond)} |
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34 | \label{classbdm_1_1mepdf_b2b898058169e7ed9a6dc7cd4e1c147c} |
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35 | |
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36 | \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 |
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37 | virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) |
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38 | \begin{CompactList}\small\item\em Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item\end{CompactList}\item |
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39 | virtual mat \hyperlink{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N) |
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40 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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41 | \hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{ |
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42 | virtual double \hyperlink{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{evallogcond} (const vec \&dt, const vec \&cond)} |
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43 | \label{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b} |
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44 | |
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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 |
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46 | \hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{ |
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47 | virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
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48 | \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} |
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49 | |
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50 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item |
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51 | \hypertarget{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{ |
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52 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{\_\-rvc} () const } |
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53 | \label{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8} |
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54 | |
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55 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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56 | \hypertarget{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{ |
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57 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{\_\-rv} () const } |
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58 | \label{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151} |
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59 | |
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60 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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61 | \hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ |
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62 | \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{\_\-epdf} ()} |
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63 | \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} |
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64 | |
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65 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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66 | \hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ |
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67 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{\_\-e} ()} |
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68 | \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} |
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69 | |
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70 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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71 | \subsection*{Protected Attributes} |
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72 | \begin{CompactItemize} |
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73 | \item |
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74 | \hypertarget{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{ |
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75 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}} |
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76 | \label{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51} |
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77 | |
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78 | \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item |
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79 | \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ |
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80 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} |
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81 | \label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288} |
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82 | |
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83 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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84 | \hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ |
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85 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}} |
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86 | \label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0} |
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87 | |
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88 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
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89 | |
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90 | |
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91 | \subsection{Detailed Description} |
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92 | Unconditional \hyperlink{classbdm_1_1mpdf}{mpdf}, allows using \hyperlink{classbdm_1_1epdf}{epdf} in the role of \hyperlink{classbdm_1_1mpdf}{mpdf}. |
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93 | |
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94 | |
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95 | |
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96 | \subsection{Member Function Documentation} |
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97 | \hypertarget{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{ |
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98 | \index{bdm::mepdf@{bdm::mepdf}!samplecond@{samplecond}} |
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99 | \index{samplecond@{samplecond}!bdm::mepdf@{bdm::mepdf}} |
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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{]}}}} |
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101 | \label{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367} |
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102 | |
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103 | |
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104 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. |
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105 | |
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106 | \begin{Desc} |
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107 | \item[Parameters:] |
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108 | \begin{description} |
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109 | \item[{\em cond}]is numeric value of {\tt rv} \end{description} |
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110 | \end{Desc} |
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111 | |
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112 | |
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113 | References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). |
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114 | |
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115 | Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{ |
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116 | \index{bdm::mepdf@{bdm::mepdf}!samplecond\_\-m@{samplecond\_\-m}} |
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117 | \index{samplecond\_\-m@{samplecond\_\-m}!bdm::mepdf@{bdm::mepdf}} |
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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{]}}}} |
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119 | \label{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652} |
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120 | |
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121 | |
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122 | Returns. |
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123 | |
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124 | \begin{Desc} |
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125 | \item[Parameters:] |
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126 | \begin{description} |
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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} |
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128 | \end{Desc} |
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129 | |
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130 | |
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131 | References bdm::mpdf::condition(), bdm::RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample(). |
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132 | |
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133 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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134 | \item |
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135 | \hyperlink{libBM_8h}{libBM.h}\end{CompactItemize} |
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