root/doc/latex/classbdm_1_1mlstudent.tex @ 261

\hypertarget{classbdm_1_1mlstudent}{
\section{bdm::mlstudent Class Reference}
\label{classbdm_1_1mlstudent}\index{bdm::mlstudent@{bdm::mlstudent}}
}
{\tt \#include $<$libEF.h$>$}

Inheritance diagram for bdm::mlstudent:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=116pt]{classbdm_1_1mlstudent__inherit__graph}
\end{center}
\end{figure}
Collaboration diagram for bdm::mlstudent:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[height=400pt]{classbdm_1_1mlstudent__coll__graph}
\end{center}
\end{figure}
\subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1mlstudent_bc2b6a8c8ba7946e6a3f2b66aa56f288}{
\textbf{mlstudent} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0, const \hyperlink{classbdm_1_1RV}{RV} \&rvc0)}
\label{classbdm_1_1mlstudent_bc2b6a8c8ba7946e6a3f2b66aa56f288}

\item 
\hypertarget{classbdm_1_1mlstudent_4cdf79aac1b2165c0290e73810a0e4a3}{
void \textbf{set\_\-parameters} (const mat \&A0, const vec \&mu0, const \hyperlink{classldmat}{ldmat} \&R0, const \hyperlink{classldmat}{ldmat} \&Lambda0)}
\label{classbdm_1_1mlstudent_4cdf79aac1b2165c0290e73810a0e4a3}

\item 
\hypertarget{classbdm_1_1mlstudent_efd37560585c8613897f30d3c2f58d0d}{
void \hyperlink{classbdm_1_1mlstudent_efd37560585c8613897f30d3c2f58d0d}{condition} (const vec \&cond)}
\label{classbdm_1_1mlstudent_efd37560585c8613897f30d3c2f58d0d}

\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 
\hypertarget{classbdm_1_1mlnorm_5d18dec3167584338a4775c1d165d96f}{
void \hyperlink{classbdm_1_1mlnorm_5d18dec3167584338a4775c1d165d96f}{set\_\-parameters} (const mat \&A, const vec \&mu0, const \hyperlink{classldmat}{ldmat} \&R)}
\label{classbdm_1_1mlnorm_5d18dec3167584338a4775c1d165d96f}

\begin{CompactList}\small\item\em Set {\tt A} and {\tt R}. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mlnorm_56e587952f94fcac6cfc999eae6dbced}{
vec \& \hyperlink{classbdm_1_1mlnorm_56e587952f94fcac6cfc999eae6dbced}{\_\-mu\_\-const} ()}
\label{classbdm_1_1mlnorm_56e587952f94fcac6cfc999eae6dbced}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mlnorm_262a2a486bff585f34bb6a5005b02614}{
mat \& \hyperlink{classbdm_1_1mlnorm_262a2a486bff585f34bb6a5005b02614}{\_\-A} ()}
\label{classbdm_1_1mlnorm_262a2a486bff585f34bb6a5005b02614}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mlnorm_78120ecd1c2b1d7e80124b4603504604}{
mat \hyperlink{classbdm_1_1mlnorm_78120ecd1c2b1d7e80124b4603504604}{\_\-R} ()}
\label{classbdm_1_1mlnorm_78120ecd1c2b1d7e80124b4603504604}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
virtual vec \hyperlink{classbdm_1_1mpdf_e4848a428d8ef0549c6e4a9ed386d9f2}{samplecond} (const vec \&cond, double \&ll)
\begin{CompactList}\small\item\em Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item\end{CompactList}\item 
virtual mat \hyperlink{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N)
\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{
virtual double \hyperlink{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{evallogcond} (const vec \&dt, const vec \&cond)}
\label{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}

\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 
\hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{
virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)}
\label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}

\begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{
\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{\_\-rvc} () const }
\label{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{
\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{\_\-rv} () const }
\label{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{
\hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{\_\-epdf} ()}
\label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{
\hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{\_\-e} ()}
\label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1mlstudent_41595144a79594acbe288c6b59412657}{
\hyperlink{classldmat}{ldmat} \textbf{Lambda}}
\label{classbdm_1_1mlstudent_41595144a79594acbe288c6b59412657}

\item 
\hypertarget{classbdm_1_1mlstudent_72e9bda4d6684e07faafc4b2192daf39}{
\hyperlink{classldmat}{ldmat} \& \textbf{\_\-R}}
\label{classbdm_1_1mlstudent_72e9bda4d6684e07faafc4b2192daf39}

\item 
\hypertarget{classbdm_1_1mlstudent_1c063ad6cb6e079ee11bc4128c2c9fe8}{
\hyperlink{classldmat}{ldmat} \textbf{Re}}
\label{classbdm_1_1mlstudent_1c063ad6cb6e079ee11bc4128c2c9fe8}

\item 
\hypertarget{classbdm_1_1mlnorm_150ad6acb223b0a0abeaf92346686dcd}{
\hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classldmat}{ldmat} $>$ \hyperlink{classbdm_1_1mlnorm_150ad6acb223b0a0abeaf92346686dcd}{epdf}}
\label{classbdm_1_1mlnorm_150ad6acb223b0a0abeaf92346686dcd}

\begin{CompactList}\small\item\em Internal epdf that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mlnorm_8207ae86d1722102897e139a23e29af8}{
mat \textbf{A}}
\label{classbdm_1_1mlnorm_8207ae86d1722102897e139a23e29af8}

\item 
\hypertarget{classbdm_1_1mlnorm_3a019144d414d1737aea331ffe1c3845}{
vec \textbf{mu\_\-const}}
\label{classbdm_1_1mlnorm_3a019144d414d1737aea331ffe1c3845}

\item 
\hypertarget{classbdm_1_1mlnorm_dea5ea658d5020c11da91275f592244b}{
vec \& \textbf{\_\-mu}}
\label{classbdm_1_1mlnorm_dea5ea658d5020c11da91275f592244b}

\item 
\hypertarget{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{
\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}}
\label{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}

\begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{
\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}}
\label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}

\begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item 
\hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{
\hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}}
\label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}

\begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize}
\subsection*{Friends}
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1mlnorm_1917009347bb410f73bf827df8767b09}{
std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, \hyperlink{classbdm_1_1mlnorm}{mlnorm}$<$ sq\_\-M $>$ \&ml)}
\label{classbdm_1_1mlnorm_1917009347bb410f73bf827df8767b09}

\end{CompactItemize}


\subsection{Detailed Description}
(Approximate) Student t density with linear function of mean value

The internal \hyperlink{classbdm_1_1epdf}{epdf} of this class is of the type of a Gaussian (\hyperlink{classbdm_1_1enorm}{enorm}). However, each conditioning is trying to assure the best possible approximation by taking into account the zeta function. See \mbox{[}\mbox{]} for reference.

Perhaps a moment-matching technique? 

\subsection{Member Function Documentation}
\hypertarget{classbdm_1_1mpdf_e4848a428d8ef0549c6e4a9ed386d9f2}{
\index{bdm::mlstudent@{bdm::mlstudent}!samplecond@{samplecond}}
\index{samplecond@{samplecond}!bdm::mlstudent@{bdm::mlstudent}}
\subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual vec bdm::mpdf::samplecond (const vec \& {\em cond}, \/  double \& {\em ll})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
\label{classbdm_1_1mpdf_e4848a428d8ef0549c6e4a9ed386d9f2}


Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. 

\begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description}
\end{Desc}


Reimplemented in \hyperlink{classbdm_1_1mprod_1a37c2aaba8bde7fce5351c39b6e1168}{bdm::mprod}.

References bdm::mpdf::condition(), bdm::mpdf::ep, bdm::epdf::evallog(), and bdm::epdf::sample().

Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{
\index{bdm::mlstudent@{bdm::mlstudent}!samplecond\_\-m@{samplecond\_\-m}}
\index{samplecond\_\-m@{samplecond\_\-m}!bdm::mlstudent@{bdm::mlstudent}}
\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{]}}}}
\label{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}


Returns. 

\begin{Desc}
\item[Parameters:]
\begin{description}
\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}
\end{Desc}


References bdm::mpdf::condition(), bdm::RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample().

The documentation for this class was generated from the following file:\begin{CompactItemize}
\item 
\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}