| [261] | 1 | \hypertarget{classbdm_1_1mratio}{ |
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| 2 | \section{bdm::mratio Class Reference} |
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| 3 | \label{classbdm_1_1mratio}\index{bdm::mratio@{bdm::mratio}} |
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| 4 | } |
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| 5 | Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: \[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \] where $ f(rvc) = \int f(rv,rvc) d\ rv $. |
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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::mratio:\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=64pt]{classbdm_1_1mratio__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::mratio:\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=148pt]{classbdm_1_1mratio__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 | \hyperlink{classbdm_1_1mratio_0ff56d13f9515d7e5f23b7a4cc5529b4}{mratio} (const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$nom0, const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}, bool copy=false) |
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| 28 | \item |
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| 29 | \hypertarget{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204}{ |
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| 30 | double \hyperlink{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204}{evallogcond} (const vec \&val, const vec \&cond)} |
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| 31 | \label{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204} |
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| 32 | |
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| 33 | \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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| 34 | \hypertarget{classbdm_1_1mratio_c8b39fea586d4258bb3c881406edaf15}{ |
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| 35 | void \hyperlink{classbdm_1_1mratio_c8b39fea586d4258bb3c881406edaf15}{ownnom} ()} |
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| 36 | \label{classbdm_1_1mratio_c8b39fea586d4258bb3c881406edaf15} |
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| 37 | |
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| 38 | \begin{CompactList}\small\item\em Object takes ownership of nom and will destroy it. \item\end{CompactList}\item |
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| 39 | \hypertarget{classbdm_1_1mratio_c0cc0b25dbdc54751466616655454c5c}{ |
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| 40 | \hyperlink{classbdm_1_1mratio_c0cc0b25dbdc54751466616655454c5c}{$\sim$mratio} ()} |
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| 41 | \label{classbdm_1_1mratio_c0cc0b25dbdc54751466616655454c5c} |
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| 42 | |
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| 43 | \begin{CompactList}\small\item\em Default destructor. \item\end{CompactList}\item |
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| 44 | virtual vec \hyperlink{classbdm_1_1mpdf_e4848a428d8ef0549c6e4a9ed386d9f2}{samplecond} (const vec \&cond, double \&ll) |
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| 45 | \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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| 46 | virtual mat \hyperlink{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N) |
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| 47 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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| 48 | \hypertarget{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{ |
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| 49 | virtual void \hyperlink{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{condition} (const vec \&cond)} |
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| 50 | \label{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530} |
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| 51 | |
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| 52 | \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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| 53 | \hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{ |
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| 54 | virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
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| 55 | \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} |
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| 56 | |
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| 57 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item |
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| 58 | \hypertarget{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{ |
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| 59 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{\_\-rvc} () const } |
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| 60 | \label{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8} |
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| 61 | |
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| 62 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 63 | \hypertarget{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{ |
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| 64 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{\_\-rv} () const } |
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| 65 | \label{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151} |
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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_1892fe3933488942253679f068e9e7f6}{ |
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| 69 | \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{\_\-epdf} ()} |
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| 70 | \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} |
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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_05e843fd11c410a99dad2b88c55aca80}{ |
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| 74 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{\_\-e} ()} |
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| 75 | \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} |
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| 76 | |
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| 77 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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| 78 | \subsection*{Protected Attributes} |
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| 79 | \begin{CompactItemize} |
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| 80 | \item |
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| 81 | \hypertarget{classbdm_1_1mratio_f31caba90a2aa10fbf7631832404fe54}{ |
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| 82 | const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mratio_f31caba90a2aa10fbf7631832404fe54}{nom}} |
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| 83 | \label{classbdm_1_1mratio_f31caba90a2aa10fbf7631832404fe54} |
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| 84 | |
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| 85 | \begin{CompactList}\small\item\em Nominator in the form of \hyperlink{classbdm_1_1mpdf}{mpdf}. \item\end{CompactList}\item |
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| 86 | \hypertarget{classbdm_1_1mratio_7daa5d02d3a3be9d15fd4156d886ed88}{ |
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| 87 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mratio_7daa5d02d3a3be9d15fd4156d886ed88}{den}} |
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| 88 | \label{classbdm_1_1mratio_7daa5d02d3a3be9d15fd4156d886ed88} |
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| 89 | |
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| 90 | \begin{CompactList}\small\item\em Denominator in the form of \hyperlink{classbdm_1_1epdf}{epdf}. \item\end{CompactList}\item |
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| 91 | \hypertarget{classbdm_1_1mratio_51bfe6675e724f7fbeaaeacce5a9f9b8}{ |
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| 92 | bool \hyperlink{classbdm_1_1mratio_51bfe6675e724f7fbeaaeacce5a9f9b8}{destroynom}} |
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| 93 | \label{classbdm_1_1mratio_51bfe6675e724f7fbeaaeacce5a9f9b8} |
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| 94 | |
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| 95 | \begin{CompactList}\small\item\em flag for destructor \item\end{CompactList}\item |
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| 96 | \hypertarget{classbdm_1_1mratio_cda5bd23ba60146d69e1f804ff7710c7}{ |
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| 97 | \hyperlink{classbdm_1_1datalink__m2e}{datalink\_\-m2e} \hyperlink{classbdm_1_1mratio_cda5bd23ba60146d69e1f804ff7710c7}{dl}} |
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| 98 | \label{classbdm_1_1mratio_cda5bd23ba60146d69e1f804ff7710c7} |
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| 99 | |
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| 100 | \begin{CompactList}\small\item\em datalink between conditional and nom \item\end{CompactList}\item |
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| 101 | \hypertarget{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{ |
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| 102 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}} |
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| 103 | \label{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51} |
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| 104 | |
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| 105 | \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item |
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| 106 | \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ |
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| 107 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} |
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| 108 | \label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288} |
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| 109 | |
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| 110 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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| 111 | \hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ |
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| 112 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}} |
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| 113 | \label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0} |
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| 114 | |
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| 115 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
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| 116 | |
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| 117 | |
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| 118 | \subsection{Detailed Description} |
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| 119 | Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: \[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \] where $ f(rvc) = \int f(rv,rvc) d\ rv $. |
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| 120 | |
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| 121 | In particular this type of arise by conditioning of a mixture model. |
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| 122 | |
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| 123 | At present the only supported operation is \hyperlink{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204}{evallogcond()}. |
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| 124 | |
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| 125 | \subsection{Constructor \& Destructor Documentation} |
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| 126 | \hypertarget{classbdm_1_1mratio_0ff56d13f9515d7e5f23b7a4cc5529b4}{ |
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| 127 | \index{bdm::mratio@{bdm::mratio}!mratio@{mratio}} |
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| 128 | \index{mratio@{mratio}!bdm::mratio@{bdm::mratio}} |
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| 129 | \subsubsection[mratio]{\setlength{\rightskip}{0pt plus 5cm}bdm::mratio::mratio (const {\bf epdf} $\ast$ {\em nom0}, \/ const {\bf RV} \& {\em rv}, \/ bool {\em copy} = {\tt false})\hspace{0.3cm}{\tt \mbox{[}inline\mbox{]}}}} |
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| 130 | \label{classbdm_1_1mratio_0ff56d13f9515d7e5f23b7a4cc5529b4} |
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| 131 | |
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| 132 | |
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| 133 | Default constructor. By default, the given \hyperlink{classbdm_1_1epdf}{epdf} is not copied! It is assumed that this function will be used only temporarily. |
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| 134 | |
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| 135 | References den, destroynom, bdm::RV::length(), bdm::epdf::marginal(), nom, and bdm::mpdf::rvc. |
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| 136 | |
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| 137 | \subsection{Member Function Documentation} |
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| 138 | \hypertarget{classbdm_1_1mpdf_e4848a428d8ef0549c6e4a9ed386d9f2}{ |
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| 139 | \index{bdm::mratio@{bdm::mratio}!samplecond@{samplecond}} |
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| 140 | \index{samplecond@{samplecond}!bdm::mratio@{bdm::mratio}} |
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| 141 | \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{]}}}} |
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| 142 | \label{classbdm_1_1mpdf_e4848a428d8ef0549c6e4a9ed386d9f2} |
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| 143 | |
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| 144 | |
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| 145 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. |
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| 146 | |
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| 147 | \begin{Desc} |
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| 148 | \item[Parameters:] |
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| 149 | \begin{description} |
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| 150 | \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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| 151 | \end{Desc} |
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| 152 | |
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| 153 | |
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| 154 | Reimplemented in \hyperlink{classbdm_1_1mprod_1a37c2aaba8bde7fce5351c39b6e1168}{bdm::mprod}. |
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| 155 | |
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| 156 | References bdm::mpdf::condition(), bdm::mpdf::ep, bdm::epdf::evallog(), and bdm::epdf::sample(). |
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| 157 | |
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| 158 | Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{ |
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| 159 | \index{bdm::mratio@{bdm::mratio}!samplecond\_\-m@{samplecond\_\-m}} |
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| 160 | \index{samplecond\_\-m@{samplecond\_\-m}!bdm::mratio@{bdm::mratio}} |
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| 161 | \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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| 162 | \label{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652} |
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| 163 | |
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| 164 | |
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| 165 | Returns. |
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| 166 | |
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| 167 | \begin{Desc} |
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| 168 | \item[Parameters:] |
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| 169 | \begin{description} |
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| 170 | \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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| 171 | \end{Desc} |
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| 172 | |
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| 173 | |
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| 174 | References bdm::mpdf::condition(), bdm::RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample(). |
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| 175 | |
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| 176 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 177 | \item |
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| 178 | \hyperlink{emix_8h}{emix.h}\end{CompactItemize} |
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