1 | \hypertarget{classbdm_1_1mratio}{ |
---|
2 | \section{bdm::mratio Class Reference} |
---|
3 | \label{classbdm_1_1mratio}\index{bdm::mratio@{bdm::mratio}} |
---|
4 | } |
---|
5 | {\tt \#include $<$emix.h$>$} |
---|
6 | |
---|
7 | Inheritance diagram for bdm::mratio::\begin{figure}[H] |
---|
8 | \begin{center} |
---|
9 | \leavevmode |
---|
10 | \includegraphics[height=3cm]{classbdm_1_1mratio} |
---|
11 | \end{center} |
---|
12 | \end{figure} |
---|
13 | |
---|
14 | |
---|
15 | \subsection{Detailed Description} |
---|
16 | 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 $. |
---|
17 | |
---|
18 | In particular this type of arise by conditioning of a mixture model. |
---|
19 | |
---|
20 | At present the only supported operation is \hyperlink{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204}{evallogcond()}. \subsection*{Public Member Functions} |
---|
21 | \begin{CompactItemize} |
---|
22 | \item |
---|
23 | \hyperlink{classbdm_1_1mratio_0ff56d13f9515d7e5f23b7a4cc5529b4}{mratio} (const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$nom0, const \hyperlink{classbdm_1_1RV}{RV} \&rv, bool copy=false) |
---|
24 | \item |
---|
25 | \hypertarget{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204}{ |
---|
26 | double \hyperlink{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204}{evallogcond} (const vec \&val, const vec \&cond)} |
---|
27 | \label{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204} |
---|
28 | |
---|
29 | \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 |
---|
30 | \hypertarget{classbdm_1_1mratio_c8b39fea586d4258bb3c881406edaf15}{ |
---|
31 | void \hyperlink{classbdm_1_1mratio_c8b39fea586d4258bb3c881406edaf15}{ownnom} ()} |
---|
32 | \label{classbdm_1_1mratio_c8b39fea586d4258bb3c881406edaf15} |
---|
33 | |
---|
34 | \begin{CompactList}\small\item\em Object takes ownership of nom and will destroy it. \item\end{CompactList}\item |
---|
35 | \hypertarget{classbdm_1_1mratio_c0cc0b25dbdc54751466616655454c5c}{ |
---|
36 | \hyperlink{classbdm_1_1mratio_c0cc0b25dbdc54751466616655454c5c}{$\sim$mratio} ()} |
---|
37 | \label{classbdm_1_1mratio_c0cc0b25dbdc54751466616655454c5c} |
---|
38 | |
---|
39 | \begin{CompactList}\small\item\em Default destructor. \item\end{CompactList}\end{CompactItemize} |
---|
40 | \begin{Indent}{\bf Matematical operations}\par |
---|
41 | \begin{CompactItemize} |
---|
42 | \item |
---|
43 | virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) |
---|
44 | \begin{CompactList}\small\item\em Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item\end{CompactList}\item |
---|
45 | virtual mat \hyperlink{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{samplecond\_\-m} (const vec \&cond, int N) |
---|
46 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
---|
47 | \hypertarget{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{ |
---|
48 | virtual void \hyperlink{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{condition} (const vec \&cond)} |
---|
49 | \label{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530} |
---|
50 | |
---|
51 | \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 |
---|
52 | \hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{ |
---|
53 | virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
---|
54 | \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} |
---|
55 | |
---|
56 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\end{CompactItemize} |
---|
57 | \end{Indent} |
---|
58 | \begin{Indent}{\bf Access to attributes}\par |
---|
59 | \begin{CompactItemize} |
---|
60 | \item |
---|
61 | \hypertarget{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10}{ |
---|
62 | \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rv} ()} |
---|
63 | \label{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10} |
---|
64 | |
---|
65 | \item |
---|
66 | \hypertarget{classbdm_1_1mpdf_26001264236846897bd11e4baad47245}{ |
---|
67 | \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rvc} ()} |
---|
68 | \label{classbdm_1_1mpdf_26001264236846897bd11e4baad47245} |
---|
69 | |
---|
70 | \item |
---|
71 | \hypertarget{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed}{ |
---|
72 | int \textbf{dimension} ()} |
---|
73 | \label{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed} |
---|
74 | |
---|
75 | \item |
---|
76 | \hypertarget{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8}{ |
---|
77 | int \textbf{dimensionc} ()} |
---|
78 | \label{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8} |
---|
79 | |
---|
80 | \item |
---|
81 | \hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ |
---|
82 | \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} ()} |
---|
83 | \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} |
---|
84 | |
---|
85 | \item |
---|
86 | \hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ |
---|
87 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} ()} |
---|
88 | \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} |
---|
89 | |
---|
90 | \end{CompactItemize} |
---|
91 | \end{Indent} |
---|
92 | \begin{Indent}{\bf Connection to other objects}\par |
---|
93 | \begin{CompactItemize} |
---|
94 | \item |
---|
95 | \hypertarget{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401}{ |
---|
96 | void \textbf{set\_\-rvc} (const \hyperlink{classbdm_1_1RV}{RV} \&rvc0)} |
---|
97 | \label{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401} |
---|
98 | |
---|
99 | \item |
---|
100 | \hypertarget{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75}{ |
---|
101 | void \textbf{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} |
---|
102 | \label{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75} |
---|
103 | |
---|
104 | \item |
---|
105 | \hypertarget{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045}{ |
---|
106 | bool \textbf{isnamed} ()} |
---|
107 | \label{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045} |
---|
108 | |
---|
109 | \end{CompactItemize} |
---|
110 | \end{Indent} |
---|
111 | \subsection*{Protected Attributes} |
---|
112 | \begin{CompactItemize} |
---|
113 | \item |
---|
114 | \hypertarget{classbdm_1_1mratio_f31caba90a2aa10fbf7631832404fe54}{ |
---|
115 | const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mratio_f31caba90a2aa10fbf7631832404fe54}{nom}} |
---|
116 | \label{classbdm_1_1mratio_f31caba90a2aa10fbf7631832404fe54} |
---|
117 | |
---|
118 | \begin{CompactList}\small\item\em Nominator in the form of \hyperlink{classbdm_1_1mpdf}{mpdf}. \item\end{CompactList}\item |
---|
119 | \hypertarget{classbdm_1_1mratio_7daa5d02d3a3be9d15fd4156d886ed88}{ |
---|
120 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mratio_7daa5d02d3a3be9d15fd4156d886ed88}{den}} |
---|
121 | \label{classbdm_1_1mratio_7daa5d02d3a3be9d15fd4156d886ed88} |
---|
122 | |
---|
123 | \begin{CompactList}\small\item\em Denominator in the form of \hyperlink{classbdm_1_1epdf}{epdf}. \item\end{CompactList}\item |
---|
124 | \hypertarget{classbdm_1_1mratio_51bfe6675e724f7fbeaaeacce5a9f9b8}{ |
---|
125 | bool \hyperlink{classbdm_1_1mratio_51bfe6675e724f7fbeaaeacce5a9f9b8}{destroynom}} |
---|
126 | \label{classbdm_1_1mratio_51bfe6675e724f7fbeaaeacce5a9f9b8} |
---|
127 | |
---|
128 | \begin{CompactList}\small\item\em flag for destructor \item\end{CompactList}\item |
---|
129 | \hypertarget{classbdm_1_1mratio_cda5bd23ba60146d69e1f804ff7710c7}{ |
---|
130 | \hyperlink{classbdm_1_1datalink__m2e}{datalink\_\-m2e} \hyperlink{classbdm_1_1mratio_cda5bd23ba60146d69e1f804ff7710c7}{dl}} |
---|
131 | \label{classbdm_1_1mratio_cda5bd23ba60146d69e1f804ff7710c7} |
---|
132 | |
---|
133 | \begin{CompactList}\small\item\em \hyperlink{classbdm_1_1datalink}{datalink} between conditional and nom \item\end{CompactList}\item |
---|
134 | \hypertarget{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{ |
---|
135 | int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} |
---|
136 | \label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} |
---|
137 | |
---|
138 | \begin{CompactList}\small\item\em dimension of the condition \item\end{CompactList}\item |
---|
139 | \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ |
---|
140 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} |
---|
141 | \label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288} |
---|
142 | |
---|
143 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
---|
144 | \hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ |
---|
145 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}} |
---|
146 | \label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0} |
---|
147 | |
---|
148 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
---|
149 | |
---|
150 | |
---|
151 | \subsection{Constructor \& Destructor Documentation} |
---|
152 | \hypertarget{classbdm_1_1mratio_0ff56d13f9515d7e5f23b7a4cc5529b4}{ |
---|
153 | \index{bdm::mratio@{bdm::mratio}!mratio@{mratio}} |
---|
154 | \index{mratio@{mratio}!bdm::mratio@{bdm::mratio}} |
---|
155 | \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{]}}}} |
---|
156 | \label{classbdm_1_1mratio_0ff56d13f9515d7e5f23b7a4cc5529b4} |
---|
157 | |
---|
158 | |
---|
159 | 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. |
---|
160 | |
---|
161 | References bdm::epdf::\_\-rv(), den, destroynom, bdm::mpdf::ep, bdm::RV::length(), bdm::epdf::marginal(), nom, bdm::mpdf::rvc, bdm::epdf::set\_\-rv(), and bdm::RV::subt(). |
---|
162 | |
---|
163 | \subsection{Member Function Documentation} |
---|
164 | \hypertarget{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{ |
---|
165 | \index{bdm::mratio@{bdm::mratio}!samplecond@{samplecond}} |
---|
166 | \index{samplecond@{samplecond}!bdm::mratio@{bdm::mratio}} |
---|
167 | \subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual vec bdm::mpdf::samplecond (const vec \& {\em cond})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
---|
168 | \label{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367} |
---|
169 | |
---|
170 | |
---|
171 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. |
---|
172 | |
---|
173 | \begin{Desc} |
---|
174 | \item[Parameters:] |
---|
175 | \begin{description} |
---|
176 | \item[{\em cond}]is numeric value of {\tt rv} \end{description} |
---|
177 | \end{Desc} |
---|
178 | |
---|
179 | |
---|
180 | Reimplemented in \hyperlink{classbdm_1_1mprod_ee715a8013acf9892f6cb489db595555}{bdm::mprod}. |
---|
181 | |
---|
182 | References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). |
---|
183 | |
---|
184 | Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ |
---|
185 | \index{bdm::mratio@{bdm::mratio}!samplecond\_\-m@{samplecond\_\-m}} |
---|
186 | \index{samplecond\_\-m@{samplecond\_\-m}!bdm::mratio@{bdm::mratio}} |
---|
187 | \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{]}}}} |
---|
188 | \label{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005} |
---|
189 | |
---|
190 | |
---|
191 | Returns. |
---|
192 | |
---|
193 | \begin{Desc} |
---|
194 | \item[Parameters:] |
---|
195 | \begin{description} |
---|
196 | \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} |
---|
197 | \end{Desc} |
---|
198 | |
---|
199 | |
---|
200 | References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample(). |
---|
201 | |
---|
202 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
---|
203 | \item |
---|
204 | \hyperlink{emix_8h}{emix.h}\end{CompactItemize} |
---|