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 | {\tt \#include $<$emix.h$>$} |
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6 | |
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7 | Inheritance diagram for bdm::mprod::\begin{figure}[H] |
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8 | \begin{center} |
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9 | \leavevmode |
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10 | \includegraphics[height=3cm]{classbdm_1_1mprod} |
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11 | \end{center} |
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12 | \end{figure} |
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13 | |
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14 | |
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15 | \subsection{Detailed Description} |
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16 | Chain rule decomposition of \hyperlink{classbdm_1_1epdf}{epdf}. |
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17 | |
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18 | 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 \subsection*{Public Member Functions} |
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19 | \begin{CompactItemize} |
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20 | \item |
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21 | \hypertarget{classbdm_1_1mprod_680c3e2d95b116c7cfb227c7f2984525}{ |
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22 | \hyperlink{classbdm_1_1mprod_680c3e2d95b116c7cfb227c7f2984525}{mprod} (Array$<$ \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ $>$ mFacs)} |
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23 | \label{classbdm_1_1mprod_680c3e2d95b116c7cfb227c7f2984525} |
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24 | |
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25 | \begin{CompactList}\small\item\em Constructor from list of mFacs,. \item\end{CompactList}\item |
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26 | \hypertarget{classbdm_1_1mprod_800f21d94c919137608a2fd5c88719e2}{ |
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27 | double \hyperlink{classbdm_1_1mprod_800f21d94c919137608a2fd5c88719e2}{evallogcond} (const vec \&val, const vec \&cond)} |
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28 | \label{classbdm_1_1mprod_800f21d94c919137608a2fd5c88719e2} |
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29 | |
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30 | \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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31 | vec \hyperlink{classbdm_1_1mprod_ee715a8013acf9892f6cb489db595555}{samplecond} (const vec \&cond) |
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32 | \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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33 | \hypertarget{classbdm_1_1mprod_d193dcc89fbc6f21979e0ced6d84568c}{ |
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34 | mat \textbf{samplecond} (const vec \&cond, int N)} |
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35 | \label{classbdm_1_1mprod_d193dcc89fbc6f21979e0ced6d84568c} |
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36 | |
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37 | \item |
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38 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9}{getrv} (bool checkoverlap=false) |
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39 | \begin{CompactList}\small\item\em find common rv, flag \item\end{CompactList}\item |
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40 | \hypertarget{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce}{ |
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41 | void \hyperlink{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce}{setrvc} (const \hyperlink{classbdm_1_1RV}{RV} \&rv, \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc})} |
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42 | \label{classbdm_1_1compositepdf_c71fc2c51f49d797e61f479f543c75ce} |
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43 | |
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44 | \begin{CompactList}\small\item\em common rvc of all mpdfs is written to rvc \item\end{CompactList}\end{CompactItemize} |
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45 | \begin{Indent}{\bf Matematical operations}\par |
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46 | \begin{CompactItemize} |
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47 | \item |
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48 | virtual mat \hyperlink{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{samplecond\_\-m} (const vec \&cond, int N) |
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49 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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50 | \hypertarget{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{ |
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51 | virtual void \hyperlink{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{condition} (const vec \&cond)} |
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52 | \label{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530} |
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53 | |
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54 | \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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55 | \hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{ |
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56 | virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
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57 | \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} |
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58 | |
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59 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\end{CompactItemize} |
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60 | \end{Indent} |
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61 | \begin{Indent}{\bf Access to attributes}\par |
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62 | \begin{CompactItemize} |
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63 | \item |
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64 | \hypertarget{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10}{ |
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65 | \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rv} ()} |
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66 | \label{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10} |
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67 | |
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68 | \item |
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69 | \hypertarget{classbdm_1_1mpdf_26001264236846897bd11e4baad47245}{ |
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70 | \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rvc} ()} |
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71 | \label{classbdm_1_1mpdf_26001264236846897bd11e4baad47245} |
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72 | |
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73 | \item |
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74 | \hypertarget{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed}{ |
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75 | int \textbf{dimension} ()} |
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76 | \label{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed} |
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77 | |
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78 | \item |
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79 | \hypertarget{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8}{ |
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80 | int \textbf{dimensionc} ()} |
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81 | \label{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8} |
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82 | |
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83 | \item |
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84 | \hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ |
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85 | \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} ()} |
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86 | \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} |
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87 | |
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88 | \item |
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89 | \hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ |
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90 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} ()} |
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91 | \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} |
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92 | |
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93 | \end{CompactItemize} |
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94 | \end{Indent} |
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95 | \begin{Indent}{\bf Connection to other objects}\par |
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96 | \begin{CompactItemize} |
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97 | \item |
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98 | \hypertarget{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401}{ |
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99 | void \textbf{set\_\-rvc} (const \hyperlink{classbdm_1_1RV}{RV} \&rvc0)} |
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100 | \label{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401} |
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101 | |
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102 | \item |
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103 | \hypertarget{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75}{ |
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104 | void \textbf{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} |
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105 | \label{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75} |
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106 | |
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107 | \item |
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108 | \hypertarget{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045}{ |
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109 | bool \textbf{isnamed} ()} |
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110 | \label{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045} |
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111 | |
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112 | \end{CompactItemize} |
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113 | \end{Indent} |
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114 | \subsection*{Protected Attributes} |
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115 | \begin{CompactItemize} |
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116 | \item |
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117 | \hypertarget{classbdm_1_1mprod_eca722ed1b219727c6c0f8cbc6bf1e51}{ |
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118 | Array$<$ \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ $>$ \hyperlink{classbdm_1_1mprod_eca722ed1b219727c6c0f8cbc6bf1e51}{epdfs}} |
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119 | \label{classbdm_1_1mprod_eca722ed1b219727c6c0f8cbc6bf1e51} |
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120 | |
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121 | \begin{CompactList}\small\item\em pointers to epdfs - shortcut to \hyperlink{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a}{mpdfs()}.posterior() \item\end{CompactList}\item |
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122 | \hypertarget{classbdm_1_1mprod_acf679b3b1d48629c5a042d9ac0d973f}{ |
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123 | Array$<$ \hyperlink{classbdm_1_1datalink__m2m}{datalink\_\-m2m} $\ast$ $>$ \hyperlink{classbdm_1_1mprod_acf679b3b1d48629c5a042d9ac0d973f}{dls}} |
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124 | \label{classbdm_1_1mprod_acf679b3b1d48629c5a042d9ac0d973f} |
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125 | |
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126 | \begin{CompactList}\small\item\em Data link for each mpdfs. \item\end{CompactList}\item |
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127 | \hypertarget{classbdm_1_1mprod_e3fe66c257e5eca9de1031ef44907677}{ |
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128 | \hyperlink{classbdm_1_1epdf}{epdf} \hyperlink{classbdm_1_1mprod_e3fe66c257e5eca9de1031ef44907677}{dummy}} |
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129 | \label{classbdm_1_1mprod_e3fe66c257e5eca9de1031ef44907677} |
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130 | |
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131 | \begin{CompactList}\small\item\em dummy ep \item\end{CompactList}\item |
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132 | \hypertarget{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a}{ |
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133 | int \hyperlink{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a}{n}} |
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134 | \label{classbdm_1_1compositepdf_7ca3cd8ed92a7154f5b9ff13b1e9d52a} |
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135 | |
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136 | \begin{CompactList}\small\item\em Number of mpdfs in the composite. \item\end{CompactList}\item |
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137 | \hypertarget{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a}{ |
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138 | Array$<$ \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ $>$ \hyperlink{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a}{mpdfs}} |
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139 | \label{classbdm_1_1compositepdf_23faf2debc4dde10836393b8c665914a} |
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140 | |
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141 | \begin{CompactList}\small\item\em Elements of composition. \item\end{CompactList}\item |
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142 | \hypertarget{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{ |
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143 | int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} |
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144 | \label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} |
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145 | |
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146 | \begin{CompactList}\small\item\em dimension of the condition \item\end{CompactList}\item |
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147 | \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ |
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148 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} |
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149 | \label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288} |
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150 | |
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151 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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152 | \hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ |
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153 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}} |
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154 | \label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0} |
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155 | |
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156 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
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157 | |
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158 | |
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159 | \subsection{Member Function Documentation} |
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160 | \hypertarget{classbdm_1_1mprod_ee715a8013acf9892f6cb489db595555}{ |
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161 | \index{bdm::mprod@{bdm::mprod}!samplecond@{samplecond}} |
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162 | \index{samplecond@{samplecond}!bdm::mprod@{bdm::mprod}} |
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163 | \subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}vec bdm::mprod::samplecond (const vec \& {\em cond})\hspace{0.3cm}{\tt \mbox{[}inline, virtual\mbox{]}}}} |
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164 | \label{classbdm_1_1mprod_ee715a8013acf9892f6cb489db595555} |
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165 | |
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166 | |
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167 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. |
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168 | |
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169 | \begin{Desc} |
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170 | \item[Parameters:] |
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171 | \begin{description} |
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172 | \item[{\em cond}]is numeric value of {\tt rv} \end{description} |
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173 | \end{Desc} |
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174 | |
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175 | |
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176 | Reimplemented from \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{bdm::mpdf}. |
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177 | |
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178 | References bdm::epdf::dimension(), dls, bdm::mpdf::ep, epdfs, bdm::compositepdf::mpdfs, and bdm::compositepdf::n.\hypertarget{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9}{ |
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179 | \index{bdm::mprod@{bdm::mprod}!getrv@{getrv}} |
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180 | \index{getrv@{getrv}!bdm::mprod@{bdm::mprod}} |
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181 | \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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182 | \label{classbdm_1_1compositepdf_c73d39acc4378eee6a63155c3517d3c9} |
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183 | |
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184 | |
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185 | find common rv, flag |
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186 | |
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187 | \begin{Desc} |
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188 | \item[Parameters:] |
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189 | \begin{description} |
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190 | \item[{\em checkoverlap}]modifies whether overlaps are acceptable \end{description} |
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191 | \end{Desc} |
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192 | |
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193 | |
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194 | References bdm::RV::add(), bdm::compositepdf::mpdfs, and bdm::compositepdf::n. |
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195 | |
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196 | Referenced by mprod().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ |
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197 | \index{bdm::mprod@{bdm::mprod}!samplecond\_\-m@{samplecond\_\-m}} |
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198 | \index{samplecond\_\-m@{samplecond\_\-m}!bdm::mprod@{bdm::mprod}} |
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199 | \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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200 | \label{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005} |
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201 | |
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202 | |
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203 | Returns. |
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204 | |
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205 | \begin{Desc} |
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206 | \item[Parameters:] |
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207 | \begin{description} |
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208 | \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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209 | \end{Desc} |
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210 | |
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211 | |
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212 | References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample(). |
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213 | |
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214 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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215 | \item |
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216 | \hyperlink{emix_8h}{emix.h}\end{CompactItemize} |
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