| [261] | 1 | \hypertarget{classbdm_1_1mprod}{ |
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| 2 | \section{bdm::mprod Class Reference} |
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| 3 | \label{classbdm_1_1mprod}\index{bdm::mprod@{bdm::mprod}} |
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| 4 | } |
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| 5 | Chain rule decomposition of \hyperlink{classbdm_1_1epdf}{epdf}. |
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| 6 | |
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| 7 | |
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| 8 | {\tt \#include $<$emix.h$>$} |
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| 9 | |
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| 10 | Inheritance diagram for bdm::mprod:\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=123pt]{classbdm_1_1mprod__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::mprod:\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=150pt]{classbdm_1_1mprod__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_1mprod_680c3e2d95b116c7cfb227c7f2984525}{ |
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| 28 | \hyperlink{classbdm_1_1mprod_680c3e2d95b116c7cfb227c7f2984525}{mprod} (Array$<$ \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ $>$ mFacs)} |
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| 29 | \label{classbdm_1_1mprod_680c3e2d95b116c7cfb227c7f2984525} |
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| 30 | |
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| 31 | \begin{CompactList}\small\item\em Constructor from list of mFacs,. \item\end{CompactList}\item |
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| 32 | \hypertarget{classbdm_1_1mprod_800f21d94c919137608a2fd5c88719e2}{ |
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| 33 | double \hyperlink{classbdm_1_1mprod_800f21d94c919137608a2fd5c88719e2}{evallogcond} (const vec \&val, const vec \&cond)} |
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| 34 | \label{classbdm_1_1mprod_800f21d94c919137608a2fd5c88719e2} |
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| 35 | |
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| 36 | \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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| 37 | vec \hyperlink{classbdm_1_1mprod_1a37c2aaba8bde7fce5351c39b6e1168}{samplecond} (const vec \&cond, double \&ll) |
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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 | \hypertarget{classbdm_1_1mprod_b493b5565dc6a5617927421d32697cc6}{ |
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| 40 | mat \textbf{samplecond} (const vec \&cond, vec \&ll, int N)} |
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| 41 | \label{classbdm_1_1mprod_b493b5565dc6a5617927421d32697cc6} |
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| 42 | |
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| 43 | \item |
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| 44 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9}{getrv} (bool checkoverlap=false) |
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| 45 | \begin{CompactList}\small\item\em find common rv, flag \item\end{CompactList}\item |
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| 46 | \hypertarget{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce}{ |
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| 47 | void \hyperlink{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce}{setrvc} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}, \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc})} |
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| 48 | \label{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce} |
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| 49 | |
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| 50 | \begin{CompactList}\small\item\em common rvc of all mpdfs is written to rvc \item\end{CompactList}\item |
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| 51 | virtual mat \hyperlink{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N) |
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| 52 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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| 53 | \hypertarget{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{ |
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| 54 | virtual void \hyperlink{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{condition} (const vec \&cond)} |
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| 55 | \label{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530} |
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| 56 | |
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| 57 | \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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| 58 | \hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{ |
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| 59 | virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
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| 60 | \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} |
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| 61 | |
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| 62 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item |
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| 63 | \hypertarget{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{ |
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| 64 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{\_\-rvc} () const } |
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| 65 | \label{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8} |
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| 66 | |
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| 67 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 68 | \hypertarget{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{ |
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| 69 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{\_\-rv} () const } |
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| 70 | \label{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151} |
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| 71 | |
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| 72 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 73 | \hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ |
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| 74 | \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{\_\-epdf} ()} |
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| 75 | \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} |
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| 76 | |
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| 77 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 78 | \hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ |
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| 79 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{\_\-e} ()} |
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| 80 | \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} |
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| 81 | |
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| 82 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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| 83 | \subsection*{Protected Attributes} |
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| 84 | \begin{CompactItemize} |
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| 85 | \item |
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| 86 | \hypertarget{classbdm_1_1mprod_eca722ed1b219727c6c0f8cbc6bf1e51}{ |
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| 87 | Array$<$ \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ $>$ \hyperlink{classbdm_1_1mprod_eca722ed1b219727c6c0f8cbc6bf1e51}{epdfs}} |
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| 88 | \label{classbdm_1_1mprod_eca722ed1b219727c6c0f8cbc6bf1e51} |
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| 89 | |
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| 90 | \begin{CompactList}\small\item\em pointers to epdfs - shortcut to \hyperlink{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a}{mpdfs()}.\hyperlink{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{\_\-epdf()} \item\end{CompactList}\item |
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| 91 | \hypertarget{classbdm_1_1mprod_acf679b3b1d48629c5a042d9ac0d973f}{ |
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| 92 | Array$<$ \hyperlink{classbdm_1_1datalink__m2m}{datalink\_\-m2m} $\ast$ $>$ \hyperlink{classbdm_1_1mprod_acf679b3b1d48629c5a042d9ac0d973f}{dls}} |
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| 93 | \label{classbdm_1_1mprod_acf679b3b1d48629c5a042d9ac0d973f} |
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| 94 | |
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| 95 | \begin{CompactList}\small\item\em Data link for each mpdfs. \item\end{CompactList}\item |
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| 96 | \hypertarget{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a}{ |
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| 97 | int \hyperlink{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a}{n}} |
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| 98 | \label{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a} |
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| 99 | |
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| 100 | \begin{CompactList}\small\item\em Number of mpdfs in the composite. \item\end{CompactList}\item |
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| 101 | \hypertarget{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a}{ |
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| 102 | Array$<$ \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ $>$ \hyperlink{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a}{mpdfs}} |
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| 103 | \label{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a} |
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| 104 | |
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| 105 | \begin{CompactList}\small\item\em Elements of composition. \item\end{CompactList}\item |
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| 106 | \hypertarget{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{ |
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| 107 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}} |
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| 108 | \label{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51} |
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| 109 | |
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| 110 | \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item |
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| 111 | \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ |
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| 112 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} |
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| 113 | \label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288} |
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| 114 | |
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| 115 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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| 116 | \hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ |
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| 117 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}} |
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| 118 | \label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0} |
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| 119 | |
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| 120 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
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| 121 | |
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| 122 | |
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| 123 | \subsection{Detailed Description} |
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| 124 | Chain rule decomposition of \hyperlink{classbdm_1_1epdf}{epdf}. |
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| 125 | |
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| 126 | Probability density in the form of Chain-rule decomposition: $\backslash$\mbox{[} f(x\_\-1,x\_\-2,x\_\-3) = f(x\_\-1$|$x\_\-2,x\_\-3)f(x\_\-2,x\_\-3)f(x\_\-3) $\backslash$\mbox{]} Note that |
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| 127 | |
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| 128 | \subsection{Member Function Documentation} |
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| 129 | \hypertarget{classbdm_1_1mprod_1a37c2aaba8bde7fce5351c39b6e1168}{ |
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| 130 | \index{bdm::mprod@{bdm::mprod}!samplecond@{samplecond}} |
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| 131 | \index{samplecond@{samplecond}!bdm::mprod@{bdm::mprod}} |
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| 132 | \subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}vec bdm::mprod::samplecond (const vec \& {\em cond}, \/ double \& {\em ll})\hspace{0.3cm}{\tt \mbox{[}inline, virtual\mbox{]}}}} |
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| 133 | \label{classbdm_1_1mprod_1a37c2aaba8bde7fce5351c39b6e1168} |
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| 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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| 141 | \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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| 142 | \end{Desc} |
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| 143 | |
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| 144 | |
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| 145 | Reimplemented from \hyperlink{classbdm_1_1mpdf_e4848a428d8ef0549c6e4a9ed386d9f2}{bdm::mpdf}. |
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| 146 | |
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| 147 | References bdm::RV::count(), dls, epdfs, bdm::compositepdf::mpdfs, bdm::compositepdf::n, and bdm::mpdf::rv.\hypertarget{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9}{ |
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| 148 | \index{bdm::mprod@{bdm::mprod}!getrv@{getrv}} |
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| 149 | \index{getrv@{getrv}!bdm::mprod@{bdm::mprod}} |
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| 150 | \subsubsection[getrv]{\setlength{\rightskip}{0pt plus 5cm}{\bf RV} bdm::compositepdf::getrv (bool {\em checkoverlap} = {\tt false})\hspace{0.3cm}{\tt \mbox{[}inherited\mbox{]}}}} |
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| 151 | \label{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9} |
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| 152 | |
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| 153 | |
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| 154 | find common rv, flag |
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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 checkoverlap}]modifies whether overlaps are acceptable \end{description} |
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| 160 | \end{Desc} |
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| 161 | |
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| 162 | |
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| 163 | References bdm::RV::add(), bdm::compositepdf::mpdfs, and bdm::compositepdf::n.\hypertarget{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{ |
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| 164 | \index{bdm::mprod@{bdm::mprod}!samplecond\_\-m@{samplecond\_\-m}} |
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| 165 | \index{samplecond\_\-m@{samplecond\_\-m}!bdm::mprod@{bdm::mprod}} |
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| 166 | \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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| 167 | \label{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652} |
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| 168 | |
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| 169 | |
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| 170 | Returns. |
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| 171 | |
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| 172 | \begin{Desc} |
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| 173 | \item[Parameters:] |
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| 174 | \begin{description} |
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| 175 | \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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| 176 | \end{Desc} |
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| 177 | |
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| 178 | |
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| 179 | References bdm::mpdf::condition(), bdm::RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample(). |
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| 180 | |
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| 181 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 182 | \item |
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| 183 | \hyperlink{emix_8h}{emix.h}\end{CompactItemize} |
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