[261] | 1 | \hypertarget{classbdm_1_1mpdf}{ |
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| 2 | \section{bdm::mpdf Class Reference} |
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| 3 | \label{classbdm_1_1mpdf}\index{bdm::mpdf@{bdm::mpdf}} |
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| 4 | } |
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| 5 | {\tt \#include $<$libBM.h$>$} |
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| 6 | |
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| 7 | Inheritance diagram for bdm::mpdf:\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=400pt]{classbdm_1_1mpdf__inherit__graph} |
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| 12 | \end{center} |
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| 13 | \end{figure} |
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[270] | 14 | |
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| 15 | |
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| 16 | \subsection{Detailed Description} |
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| 17 | Conditional probability density, e.g. modeling some dependencies. \subsection*{Public Member Functions} |
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| 18 | \begin{Indent}{\bf Constructors}\par |
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[261] | 19 | \begin{CompactItemize} |
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| 20 | \item |
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[270] | 21 | \hypertarget{classbdm_1_1mpdf_dc3f5e531994dd42447d678deb92fe48}{ |
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| 22 | \textbf{mpdf} ()} |
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| 23 | \label{classbdm_1_1mpdf_dc3f5e531994dd42447d678deb92fe48} |
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| 24 | |
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| 25 | \item |
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| 26 | \hypertarget{classbdm_1_1mpdf_7089fcbd918f201fdf4256119e31f173}{ |
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| 27 | \hyperlink{classbdm_1_1mpdf_7089fcbd918f201fdf4256119e31f173}{mpdf} (const \hyperlink{classbdm_1_1mpdf}{mpdf} \&m)} |
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| 28 | \label{classbdm_1_1mpdf_7089fcbd918f201fdf4256119e31f173} |
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| 29 | |
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| 30 | \begin{CompactList}\small\item\em copy constructor does not set pointer {\tt ep} - has to be done in offsprings! \item\end{CompactList}\end{CompactItemize} |
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| 31 | \end{Indent} |
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| 32 | \begin{Indent}{\bf Matematical operations}\par |
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| 33 | \begin{CompactItemize} |
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| 34 | \item |
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[269] | 35 | virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) |
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[261] | 36 | \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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[270] | 37 | virtual mat \hyperlink{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{samplecond\_\-m} (const vec \&cond, int N) |
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[261] | 38 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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| 39 | \hypertarget{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{ |
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| 40 | virtual void \hyperlink{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{condition} (const vec \&cond)} |
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| 41 | \label{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530} |
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| 42 | |
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| 43 | \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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| 44 | \hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{ |
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| 45 | virtual double \hyperlink{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{evallogcond} (const vec \&dt, const vec \&cond)} |
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| 46 | \label{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b} |
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| 47 | |
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| 48 | \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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| 49 | \hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{ |
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| 50 | virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
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| 51 | \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} |
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| 52 | |
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[270] | 53 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\end{CompactItemize} |
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| 54 | \end{Indent} |
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| 55 | \begin{Indent}{\bf Access to attributes}\par |
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| 56 | \begin{CompactItemize} |
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| 57 | \item |
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| 58 | \hypertarget{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10}{ |
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| 59 | \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rv} ()} |
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| 60 | \label{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10} |
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[261] | 61 | |
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[270] | 62 | \item |
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| 63 | \hypertarget{classbdm_1_1mpdf_26001264236846897bd11e4baad47245}{ |
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| 64 | \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rvc} ()} |
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| 65 | \label{classbdm_1_1mpdf_26001264236846897bd11e4baad47245} |
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[261] | 66 | |
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[270] | 67 | \item |
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| 68 | \hypertarget{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed}{ |
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| 69 | int \textbf{dimension} ()} |
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| 70 | \label{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed} |
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[261] | 71 | |
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[270] | 72 | \item |
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| 73 | \hypertarget{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8}{ |
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| 74 | int \textbf{dimensionc} ()} |
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| 75 | \label{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8} |
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[261] | 76 | |
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[270] | 77 | \item |
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[261] | 78 | \hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ |
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[270] | 79 | \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} ()} |
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[261] | 80 | \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} |
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| 81 | |
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[270] | 82 | \item |
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[261] | 83 | \hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ |
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[270] | 84 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} ()} |
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[261] | 85 | \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} |
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| 86 | |
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[270] | 87 | \end{CompactItemize} |
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| 88 | \end{Indent} |
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| 89 | \begin{Indent}{\bf Connection to other objects}\par |
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| 90 | \begin{CompactItemize} |
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| 91 | \item |
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| 92 | \hypertarget{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401}{ |
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| 93 | void \textbf{set\_\-rvc} (const \hyperlink{classbdm_1_1RV}{RV} \&rvc0)} |
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| 94 | \label{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401} |
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| 95 | |
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| 96 | \item |
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| 97 | \hypertarget{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75}{ |
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| 98 | void \textbf{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} |
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| 99 | \label{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75} |
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| 100 | |
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| 101 | \item |
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| 102 | \hypertarget{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045}{ |
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| 103 | bool \textbf{isnamed} ()} |
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| 104 | \label{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045} |
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| 105 | |
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| 106 | \end{CompactItemize} |
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| 107 | \end{Indent} |
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[261] | 108 | \subsection*{Protected Attributes} |
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| 109 | \begin{CompactItemize} |
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| 110 | \item |
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[270] | 111 | \hypertarget{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{ |
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| 112 | int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} |
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| 113 | \label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} |
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[261] | 114 | |
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[270] | 115 | \begin{CompactList}\small\item\em dimension of the condition \item\end{CompactList}\item |
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[261] | 116 | \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ |
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| 117 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} |
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| 118 | \label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288} |
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| 119 | |
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| 120 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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| 121 | \hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ |
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| 122 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}} |
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| 123 | \label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0} |
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| 124 | |
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| 125 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
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| 126 | |
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| 127 | |
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| 128 | \subsection{Member Function Documentation} |
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[269] | 129 | \hypertarget{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{ |
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[261] | 130 | \index{bdm::mpdf@{bdm::mpdf}!samplecond@{samplecond}} |
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| 131 | \index{samplecond@{samplecond}!bdm::mpdf@{bdm::mpdf}} |
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[269] | 132 | \subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual vec bdm::mpdf::samplecond (const vec \& {\em cond})\hspace{0.3cm}{\tt \mbox{[}inline, virtual\mbox{]}}}} |
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| 133 | \label{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367} |
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[261] | 134 | |
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| 135 | |
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| 136 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. |
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| 137 | |
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| 138 | \begin{Desc} |
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| 139 | \item[Parameters:] |
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| 140 | \begin{description} |
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[269] | 141 | \item[{\em cond}]is numeric value of {\tt rv} \end{description} |
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[261] | 142 | \end{Desc} |
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| 143 | |
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| 144 | |
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[269] | 145 | References condition(), ep, and bdm::epdf::sample(). |
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[261] | 146 | |
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[270] | 147 | Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ |
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[261] | 148 | \index{bdm::mpdf@{bdm::mpdf}!samplecond\_\-m@{samplecond\_\-m}} |
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| 149 | \index{samplecond\_\-m@{samplecond\_\-m}!bdm::mpdf@{bdm::mpdf}} |
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[270] | 150 | \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\mbox{]}}}} |
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| 151 | \label{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005} |
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[261] | 152 | |
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| 153 | |
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| 154 | Returns. |
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| 155 | |
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| 156 | \begin{Desc} |
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| 157 | \item[Parameters:] |
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| 158 | \begin{description} |
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| 159 | \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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| 160 | \end{Desc} |
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| 161 | |
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| 162 | |
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[270] | 163 | References condition(), bdm::epdf::dimension(), ep, and bdm::epdf::sample(). |
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[261] | 164 | |
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| 165 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 166 | \item |
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| 167 | \hyperlink{libBM_8h}{libBM.h}\end{CompactItemize} |
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