1 | \hypertarget{classbdm_1_1mlnorm}{ |
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2 | \section{bdm::mlnorm$<$ sq\_\-T $>$ Class Template Reference} |
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3 | \label{classbdm_1_1mlnorm}\index{bdm::mlnorm@{bdm::mlnorm}} |
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4 | } |
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5 | {\tt \#include $<$libEF.h$>$} |
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6 | |
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7 | Inheritance diagram for bdm::mlnorm$<$ sq\_\-T $>$:\nopagebreak |
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8 | \begin{figure}[H] |
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9 | \begin{center} |
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10 | \leavevmode |
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11 | \includegraphics[width=164pt]{classbdm_1_1mlnorm__inherit__graph} |
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12 | \end{center} |
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13 | \end{figure} |
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14 | |
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15 | |
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16 | \subsection{Detailed Description} |
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17 | \subsubsection*{template$<$class sq\_\-T$>$ class bdm::mlnorm$<$ sq\_\-T $>$} |
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18 | |
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19 | Normal distributed linear function with linear function of mean value;. |
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20 | |
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21 | Mean value $mu=A*rvc+mu_0$. \subsection*{Public Member Functions} |
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22 | \begin{CompactItemize} |
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23 | \item |
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24 | \hypertarget{classbdm_1_1mlnorm_2dcc06a3dd71f038efbe14dc34d937ae}{ |
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25 | \hyperlink{classbdm_1_1mlnorm_2dcc06a3dd71f038efbe14dc34d937ae}{mlnorm} ()} |
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26 | \label{classbdm_1_1mlnorm_2dcc06a3dd71f038efbe14dc34d937ae} |
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27 | |
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28 | \begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item |
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29 | \hypertarget{classbdm_1_1mlnorm_5d18dec3167584338a4775c1d165d96f}{ |
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30 | void \hyperlink{classbdm_1_1mlnorm_5d18dec3167584338a4775c1d165d96f}{set\_\-parameters} (const mat \&A, const vec \&mu0, const sq\_\-T \&R)} |
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31 | \label{classbdm_1_1mlnorm_5d18dec3167584338a4775c1d165d96f} |
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32 | |
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33 | \begin{CompactList}\small\item\em Set {\tt A} and {\tt R}. \item\end{CompactList}\item |
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34 | \hypertarget{classbdm_1_1mlnorm_0dafc0196e7e07fd06dc6716e0e18bc2}{ |
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35 | void \hyperlink{classbdm_1_1mlnorm_0dafc0196e7e07fd06dc6716e0e18bc2}{condition} (const vec \&cond)} |
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36 | \label{classbdm_1_1mlnorm_0dafc0196e7e07fd06dc6716e0e18bc2} |
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37 | |
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38 | \begin{CompactList}\small\item\em Set value of {\tt rvc} . Result of this operation is stored in {\tt \hyperlink{classbdm_1_1epdf}{epdf}} use function {\tt \_\-ep} to access it. \item\end{CompactList}\item |
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39 | \hypertarget{classbdm_1_1mlnorm_56e587952f94fcac6cfc999eae6dbced}{ |
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40 | vec \& \hyperlink{classbdm_1_1mlnorm_56e587952f94fcac6cfc999eae6dbced}{\_\-mu\_\-const} ()} |
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41 | \label{classbdm_1_1mlnorm_56e587952f94fcac6cfc999eae6dbced} |
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42 | |
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43 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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44 | \hypertarget{classbdm_1_1mlnorm_262a2a486bff585f34bb6a5005b02614}{ |
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45 | mat \& \hyperlink{classbdm_1_1mlnorm_262a2a486bff585f34bb6a5005b02614}{\_\-A} ()} |
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46 | \label{classbdm_1_1mlnorm_262a2a486bff585f34bb6a5005b02614} |
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47 | |
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48 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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49 | \hypertarget{classbdm_1_1mlnorm_78120ecd1c2b1d7e80124b4603504604}{ |
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50 | mat \hyperlink{classbdm_1_1mlnorm_78120ecd1c2b1d7e80124b4603504604}{\_\-R} ()} |
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51 | \label{classbdm_1_1mlnorm_78120ecd1c2b1d7e80124b4603504604} |
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52 | |
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53 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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54 | \begin{Indent}{\bf Matematical operations}\par |
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55 | \begin{CompactItemize} |
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56 | \item |
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57 | virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) |
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58 | \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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59 | virtual mat \hyperlink{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{samplecond\_\-m} (const vec \&cond, int N) |
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60 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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61 | \hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{ |
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62 | virtual double \hyperlink{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{evallogcond} (const vec \&dt, const vec \&cond)} |
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63 | \label{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b} |
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64 | |
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65 | \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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66 | \hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{ |
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67 | virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
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68 | \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} |
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69 | |
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70 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\end{CompactItemize} |
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71 | \end{Indent} |
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72 | \begin{Indent}{\bf Access to attributes}\par |
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73 | \begin{CompactItemize} |
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74 | \item |
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75 | \hypertarget{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10}{ |
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76 | \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rv} ()} |
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77 | \label{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10} |
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78 | |
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79 | \item |
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80 | \hypertarget{classbdm_1_1mpdf_26001264236846897bd11e4baad47245}{ |
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81 | \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rvc} ()} |
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82 | \label{classbdm_1_1mpdf_26001264236846897bd11e4baad47245} |
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83 | |
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84 | \item |
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85 | \hypertarget{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed}{ |
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86 | int \textbf{dimension} ()} |
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87 | \label{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed} |
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88 | |
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89 | \item |
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90 | \hypertarget{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8}{ |
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91 | int \textbf{dimensionc} ()} |
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92 | \label{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8} |
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93 | |
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94 | \item |
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95 | \hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ |
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96 | \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} ()} |
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97 | \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} |
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98 | |
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99 | \item |
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100 | \hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ |
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101 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} ()} |
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102 | \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} |
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103 | |
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104 | \end{CompactItemize} |
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105 | \end{Indent} |
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106 | \begin{Indent}{\bf Connection to other objects}\par |
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107 | \begin{CompactItemize} |
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108 | \item |
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109 | \hypertarget{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401}{ |
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110 | void \textbf{set\_\-rvc} (const \hyperlink{classbdm_1_1RV}{RV} \&rvc0)} |
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111 | \label{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401} |
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112 | |
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113 | \item |
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114 | \hypertarget{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75}{ |
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115 | void \textbf{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} |
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116 | \label{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75} |
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117 | |
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118 | \item |
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119 | \hypertarget{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045}{ |
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120 | bool \textbf{isnamed} ()} |
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121 | \label{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045} |
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122 | |
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123 | \end{CompactItemize} |
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124 | \end{Indent} |
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125 | \subsection*{Protected Attributes} |
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126 | \begin{CompactItemize} |
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127 | \item |
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128 | \hypertarget{classbdm_1_1mlnorm_150ad6acb223b0a0abeaf92346686dcd}{ |
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129 | \hyperlink{classbdm_1_1enorm}{enorm}$<$ sq\_\-T $>$ \hyperlink{classbdm_1_1mlnorm_150ad6acb223b0a0abeaf92346686dcd}{epdf}} |
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130 | \label{classbdm_1_1mlnorm_150ad6acb223b0a0abeaf92346686dcd} |
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131 | |
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132 | \begin{CompactList}\small\item\em Internal \hyperlink{classbdm_1_1epdf}{epdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item |
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133 | \hypertarget{classbdm_1_1mlnorm_8207ae86d1722102897e139a23e29af8}{ |
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134 | mat \textbf{A}} |
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135 | \label{classbdm_1_1mlnorm_8207ae86d1722102897e139a23e29af8} |
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136 | |
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137 | \item |
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138 | \hypertarget{classbdm_1_1mlnorm_3a019144d414d1737aea331ffe1c3845}{ |
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139 | vec \textbf{mu\_\-const}} |
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140 | \label{classbdm_1_1mlnorm_3a019144d414d1737aea331ffe1c3845} |
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141 | |
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142 | \item |
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143 | \hypertarget{classbdm_1_1mlnorm_dea5ea658d5020c11da91275f592244b}{ |
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144 | vec \& \textbf{\_\-mu}} |
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145 | \label{classbdm_1_1mlnorm_dea5ea658d5020c11da91275f592244b} |
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146 | |
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147 | \item |
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148 | \hypertarget{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{ |
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149 | int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} |
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150 | \label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} |
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151 | |
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152 | \begin{CompactList}\small\item\em dimension of the condition \item\end{CompactList}\item |
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153 | \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ |
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154 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} |
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155 | \label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288} |
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156 | |
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157 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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158 | \hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ |
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159 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}} |
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160 | \label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0} |
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161 | |
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162 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
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163 | \subsection*{Friends} |
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164 | \begin{CompactItemize} |
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165 | \item |
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166 | \hypertarget{classbdm_1_1mlnorm_1917009347bb410f73bf827df8767b09}{ |
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167 | {\footnotesize template$<$class sq\_\-M$>$ }\\std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, \hyperlink{classbdm_1_1mlnorm}{mlnorm}$<$ sq\_\-M $>$ \&ml)} |
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168 | \label{classbdm_1_1mlnorm_1917009347bb410f73bf827df8767b09} |
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169 | |
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170 | \end{CompactItemize} |
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171 | |
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172 | |
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173 | \subsection{Member Function Documentation} |
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174 | \hypertarget{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{ |
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175 | \index{bdm::mlnorm@{bdm::mlnorm}!samplecond@{samplecond}} |
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176 | \index{samplecond@{samplecond}!bdm::mlnorm@{bdm::mlnorm}} |
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177 | \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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178 | \label{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367} |
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179 | |
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180 | |
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181 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. |
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182 | |
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183 | \begin{Desc} |
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184 | \item[Parameters:] |
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185 | \begin{description} |
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186 | \item[{\em cond}]is numeric value of {\tt rv} \end{description} |
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187 | \end{Desc} |
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188 | |
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189 | |
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190 | References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). |
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191 | |
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192 | Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ |
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193 | \index{bdm::mlnorm@{bdm::mlnorm}!samplecond\_\-m@{samplecond\_\-m}} |
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194 | \index{samplecond\_\-m@{samplecond\_\-m}!bdm::mlnorm@{bdm::mlnorm}} |
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195 | \subsubsection[samplecond\_\-m]{\setlength{\rightskip}{0pt plus 5cm}virtual mat bdm::mpdf::samplecond\_\-m (const vec \& {\em cond}, \/ int {\em N})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
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196 | \label{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005} |
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197 | |
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198 | |
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199 | Returns. |
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200 | |
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201 | \begin{Desc} |
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202 | \item[Parameters:] |
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203 | \begin{description} |
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204 | \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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205 | \end{Desc} |
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206 | |
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207 | |
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208 | References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample(). |
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209 | |
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210 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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211 | \item |
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212 | \hyperlink{libEF_8h}{libEF.h}\end{CompactItemize} |
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