| 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:\nopagebreak |
|---|
| 8 | \begin{figure}[H] |
|---|
| 9 | \begin{center} |
|---|
| 10 | \leavevmode |
|---|
| 11 | \includegraphics[width=64pt]{classbdm_1_1mratio__inherit__graph} |
|---|
| 12 | \end{center} |
|---|
| 13 | \end{figure} |
|---|
| 14 | |
|---|
| 15 | |
|---|
| 16 | \subsection{Detailed Description} |
|---|
| 17 | 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 $. |
|---|
| 18 | |
|---|
| 19 | In particular this type of arise by conditioning of a mixture model. |
|---|
| 20 | |
|---|
| 21 | At present the only supported operation is \hyperlink{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204}{evallogcond()}. \subsection*{Public Member Functions} |
|---|
| 22 | \begin{CompactItemize} |
|---|
| 23 | \item |
|---|
| 24 | \hyperlink{classbdm_1_1mratio_0ff56d13f9515d7e5f23b7a4cc5529b4}{mratio} (const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$nom0, const \hyperlink{classbdm_1_1RV}{RV} \&rv, bool copy=false) |
|---|
| 25 | \item |
|---|
| 26 | \hypertarget{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204}{ |
|---|
| 27 | double \hyperlink{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204}{evallogcond} (const vec \&val, const vec \&cond)} |
|---|
| 28 | \label{classbdm_1_1mratio_3a2cbce8c61ca9f592d9c2220f7c1204} |
|---|
| 29 | |
|---|
| 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 |
|---|
| 31 | \hypertarget{classbdm_1_1mratio_c8b39fea586d4258bb3c881406edaf15}{ |
|---|
| 32 | void \hyperlink{classbdm_1_1mratio_c8b39fea586d4258bb3c881406edaf15}{ownnom} ()} |
|---|
| 33 | \label{classbdm_1_1mratio_c8b39fea586d4258bb3c881406edaf15} |
|---|
| 34 | |
|---|
| 35 | \begin{CompactList}\small\item\em Object takes ownership of nom and will destroy it. \item\end{CompactList}\item |
|---|
| 36 | \hypertarget{classbdm_1_1mratio_c0cc0b25dbdc54751466616655454c5c}{ |
|---|
| 37 | \hyperlink{classbdm_1_1mratio_c0cc0b25dbdc54751466616655454c5c}{$\sim$mratio} ()} |
|---|
| 38 | \label{classbdm_1_1mratio_c0cc0b25dbdc54751466616655454c5c} |
|---|
| 39 | |
|---|
| 40 | \begin{CompactList}\small\item\em Default destructor. \item\end{CompactList}\end{CompactItemize} |
|---|
| 41 | \begin{Indent}{\bf Matematical operations}\par |
|---|
| 42 | \begin{CompactItemize} |
|---|
| 43 | \item |
|---|
| 44 | virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) |
|---|
| 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 |
|---|
| 46 | virtual mat \hyperlink{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{samplecond\_\-m} (const vec \&cond, int N) |
|---|
| 47 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
|---|
| 48 | \hypertarget{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{ |
|---|
| 49 | virtual void \hyperlink{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530}{condition} (const vec \&cond)} |
|---|
| 50 | \label{classbdm_1_1mpdf_db94784a9aacf74c65c5a014f6743530} |
|---|
| 51 | |
|---|
| 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 |
|---|
| 53 | \hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{ |
|---|
| 54 | virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
|---|
| 55 | \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} |
|---|
| 56 | |
|---|
| 57 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\end{CompactItemize} |
|---|
| 58 | \end{Indent} |
|---|
| 59 | \begin{Indent}{\bf Access to attributes}\par |
|---|
| 60 | \begin{CompactItemize} |
|---|
| 61 | \item |
|---|
| 62 | \hypertarget{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10}{ |
|---|
| 63 | \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rv} ()} |
|---|
| 64 | \label{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10} |
|---|
| 65 | |
|---|
| 66 | \item |
|---|
| 67 | \hypertarget{classbdm_1_1mpdf_26001264236846897bd11e4baad47245}{ |
|---|
| 68 | \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rvc} ()} |
|---|
| 69 | \label{classbdm_1_1mpdf_26001264236846897bd11e4baad47245} |
|---|
| 70 | |
|---|
| 71 | \item |
|---|
| 72 | \hypertarget{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed}{ |
|---|
| 73 | int \textbf{dimension} ()} |
|---|
| 74 | \label{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed} |
|---|
| 75 | |
|---|
| 76 | \item |
|---|
| 77 | \hypertarget{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8}{ |
|---|
| 78 | int \textbf{dimensionc} ()} |
|---|
| 79 | \label{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8} |
|---|
| 80 | |
|---|
| 81 | \item |
|---|
| 82 | \hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ |
|---|
| 83 | \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} ()} |
|---|
| 84 | \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} |
|---|
| 85 | |
|---|
| 86 | \item |
|---|
| 87 | \hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ |
|---|
| 88 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} ()} |
|---|
| 89 | \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} |
|---|
| 90 | |
|---|
| 91 | \end{CompactItemize} |
|---|
| 92 | \end{Indent} |
|---|
| 93 | \begin{Indent}{\bf Connection to other objects}\par |
|---|
| 94 | \begin{CompactItemize} |
|---|
| 95 | \item |
|---|
| 96 | \hypertarget{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401}{ |
|---|
| 97 | void \textbf{set\_\-rvc} (const \hyperlink{classbdm_1_1RV}{RV} \&rvc0)} |
|---|
| 98 | \label{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401} |
|---|
| 99 | |
|---|
| 100 | \item |
|---|
| 101 | \hypertarget{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75}{ |
|---|
| 102 | void \textbf{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} |
|---|
| 103 | \label{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75} |
|---|
| 104 | |
|---|
| 105 | \item |
|---|
| 106 | \hypertarget{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045}{ |
|---|
| 107 | bool \textbf{isnamed} ()} |
|---|
| 108 | \label{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045} |
|---|
| 109 | |
|---|
| 110 | \end{CompactItemize} |
|---|
| 111 | \end{Indent} |
|---|
| 112 | \subsection*{Protected Attributes} |
|---|
| 113 | \begin{CompactItemize} |
|---|
| 114 | \item |
|---|
| 115 | \hypertarget{classbdm_1_1mratio_f31caba90a2aa10fbf7631832404fe54}{ |
|---|
| 116 | const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mratio_f31caba90a2aa10fbf7631832404fe54}{nom}} |
|---|
| 117 | \label{classbdm_1_1mratio_f31caba90a2aa10fbf7631832404fe54} |
|---|
| 118 | |
|---|
| 119 | \begin{CompactList}\small\item\em Nominator in the form of \hyperlink{classbdm_1_1mpdf}{mpdf}. \item\end{CompactList}\item |
|---|
| 120 | \hypertarget{classbdm_1_1mratio_7daa5d02d3a3be9d15fd4156d886ed88}{ |
|---|
| 121 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mratio_7daa5d02d3a3be9d15fd4156d886ed88}{den}} |
|---|
| 122 | \label{classbdm_1_1mratio_7daa5d02d3a3be9d15fd4156d886ed88} |
|---|
| 123 | |
|---|
| 124 | \begin{CompactList}\small\item\em Denominator in the form of \hyperlink{classbdm_1_1epdf}{epdf}. \item\end{CompactList}\item |
|---|
| 125 | \hypertarget{classbdm_1_1mratio_51bfe6675e724f7fbeaaeacce5a9f9b8}{ |
|---|
| 126 | bool \hyperlink{classbdm_1_1mratio_51bfe6675e724f7fbeaaeacce5a9f9b8}{destroynom}} |
|---|
| 127 | \label{classbdm_1_1mratio_51bfe6675e724f7fbeaaeacce5a9f9b8} |
|---|
| 128 | |
|---|
| 129 | \begin{CompactList}\small\item\em flag for destructor \item\end{CompactList}\item |
|---|
| 130 | \hypertarget{classbdm_1_1mratio_cda5bd23ba60146d69e1f804ff7710c7}{ |
|---|
| 131 | \hyperlink{classbdm_1_1datalink__m2e}{datalink\_\-m2e} \hyperlink{classbdm_1_1mratio_cda5bd23ba60146d69e1f804ff7710c7}{dl}} |
|---|
| 132 | \label{classbdm_1_1mratio_cda5bd23ba60146d69e1f804ff7710c7} |
|---|
| 133 | |
|---|
| 134 | \begin{CompactList}\small\item\em \hyperlink{classbdm_1_1datalink}{datalink} between conditional and nom \item\end{CompactList}\item |
|---|
| 135 | \hypertarget{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{ |
|---|
| 136 | int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} |
|---|
| 137 | \label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} |
|---|
| 138 | |
|---|
| 139 | \begin{CompactList}\small\item\em dimension of the condition \item\end{CompactList}\item |
|---|
| 140 | \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ |
|---|
| 141 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} |
|---|
| 142 | \label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288} |
|---|
| 143 | |
|---|
| 144 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
|---|
| 145 | \hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ |
|---|
| 146 | \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}} |
|---|
| 147 | \label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0} |
|---|
| 148 | |
|---|
| 149 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
|---|
| 150 | |
|---|
| 151 | |
|---|
| 152 | \subsection{Constructor \& Destructor Documentation} |
|---|
| 153 | \hypertarget{classbdm_1_1mratio_0ff56d13f9515d7e5f23b7a4cc5529b4}{ |
|---|
| 154 | \index{bdm::mratio@{bdm::mratio}!mratio@{mratio}} |
|---|
| 155 | \index{mratio@{mratio}!bdm::mratio@{bdm::mratio}} |
|---|
| 156 | \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{]}}}} |
|---|
| 157 | \label{classbdm_1_1mratio_0ff56d13f9515d7e5f23b7a4cc5529b4} |
|---|
| 158 | |
|---|
| 159 | |
|---|
| 160 | 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. |
|---|
| 161 | |
|---|
| 162 | 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(). |
|---|
| 163 | |
|---|
| 164 | \subsection{Member Function Documentation} |
|---|
| 165 | \hypertarget{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{ |
|---|
| 166 | \index{bdm::mratio@{bdm::mratio}!samplecond@{samplecond}} |
|---|
| 167 | \index{samplecond@{samplecond}!bdm::mratio@{bdm::mratio}} |
|---|
| 168 | \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{]}}}} |
|---|
| 169 | \label{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367} |
|---|
| 170 | |
|---|
| 171 | |
|---|
| 172 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. |
|---|
| 173 | |
|---|
| 174 | \begin{Desc} |
|---|
| 175 | \item[Parameters:] |
|---|
| 176 | \begin{description} |
|---|
| 177 | \item[{\em cond}]is numeric value of {\tt rv} \end{description} |
|---|
| 178 | \end{Desc} |
|---|
| 179 | |
|---|
| 180 | |
|---|
| 181 | References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). |
|---|
| 182 | |
|---|
| 183 | Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ |
|---|
| 184 | \index{bdm::mratio@{bdm::mratio}!samplecond\_\-m@{samplecond\_\-m}} |
|---|
| 185 | \index{samplecond\_\-m@{samplecond\_\-m}!bdm::mratio@{bdm::mratio}} |
|---|
| 186 | \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{]}}}} |
|---|
| 187 | \label{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005} |
|---|
| 188 | |
|---|
| 189 | |
|---|
| 190 | Returns. |
|---|
| 191 | |
|---|
| 192 | \begin{Desc} |
|---|
| 193 | \item[Parameters:] |
|---|
| 194 | \begin{description} |
|---|
| 195 | \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} |
|---|
| 196 | \end{Desc} |
|---|
| 197 | |
|---|
| 198 | |
|---|
| 199 | References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample(). |
|---|
| 200 | |
|---|
| 201 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
|---|
| 202 | \item |
|---|
| 203 | \hyperlink{emix_8h}{emix.h}\end{CompactItemize} |
|---|