1 | \hypertarget{classeEF}{ |
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2 | \section{eEF Class Reference} |
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3 | \label{classeEF}\index{eEF@{eEF}} |
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4 | } |
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5 | General conjugate exponential family posterior density. |
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6 | |
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7 | |
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8 | {\tt \#include $<$libEF.h$>$} |
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9 | |
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10 | Inheritance diagram for eEF:\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=400pt]{classeEF__inherit__graph} |
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15 | \end{center} |
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16 | \end{figure} |
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17 | Collaboration diagram for eEF:\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=39pt]{classeEF__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{classeEF_7e3c63655e8375c76bf1f421245427a7}{ |
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28 | \hyperlink{classeEF_7e3c63655e8375c76bf1f421245427a7}{eEF} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv})} |
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29 | \label{classeEF_7e3c63655e8375c76bf1f421245427a7} |
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30 | |
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31 | \begin{CompactList}\small\item\em default constructor \item\end{CompactList}\item |
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32 | \hypertarget{classeEF_69e5680dac10375d62520d26c672477d}{ |
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33 | virtual double \hyperlink{classeEF_69e5680dac10375d62520d26c672477d}{lognc} () const =0} |
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34 | \label{classeEF_69e5680dac10375d62520d26c672477d} |
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35 | |
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36 | \begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item |
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37 | \hypertarget{classeEF_a89bef8996410609004fa019b5b48964}{ |
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38 | virtual void \hyperlink{classeEF_a89bef8996410609004fa019b5b48964}{dupdate} (mat \&v)} |
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39 | \label{classeEF_a89bef8996410609004fa019b5b48964} |
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40 | |
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41 | \begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item |
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42 | \hypertarget{classeEF_41c70565b4d3fb424599817d008f0c71}{ |
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43 | virtual double \hyperlink{classeEF_41c70565b4d3fb424599817d008f0c71}{evallog\_\-nn} (const vec \&val) const } |
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44 | \label{classeEF_41c70565b4d3fb424599817d008f0c71} |
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45 | |
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46 | \begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item |
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47 | \hypertarget{classeEF_357512dd565e199904d367294b7dd862}{ |
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48 | virtual double \hyperlink{classeEF_357512dd565e199904d367294b7dd862}{evallog} (const vec \&val) const } |
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49 | \label{classeEF_357512dd565e199904d367294b7dd862} |
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50 | |
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51 | \begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item |
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52 | \hypertarget{classeEF_cff03a658aec11b806c3e3d48f37b81f}{ |
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53 | virtual vec \hyperlink{classeEF_cff03a658aec11b806c3e3d48f37b81f}{evallog} (const mat \&Val) const } |
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54 | \label{classeEF_cff03a658aec11b806c3e3d48f37b81f} |
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55 | |
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56 | \begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item |
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57 | \hypertarget{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5}{ |
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58 | virtual void \hyperlink{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5}{pow} (double p)} |
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59 | \label{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5} |
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60 | |
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61 | \begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\item |
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62 | \hypertarget{classepdf_8019654e494bf5e458f6fb947e11b262}{ |
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63 | virtual vec \hyperlink{classepdf_8019654e494bf5e458f6fb947e11b262}{sample} () const =0} |
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64 | \label{classepdf_8019654e494bf5e458f6fb947e11b262} |
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65 | |
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66 | \begin{CompactList}\small\item\em Returns a sample, $x$ from density $epdf(rv)$. \item\end{CompactList}\item |
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67 | \hypertarget{classepdf_76608914c3b19e150292d5c56e93e508}{ |
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68 | virtual mat \hyperlink{classepdf_76608914c3b19e150292d5c56e93e508}{sample\_\-m} (int N) const } |
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69 | \label{classepdf_76608914c3b19e150292d5c56e93e508} |
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70 | |
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71 | \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item |
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72 | \hypertarget{classepdf_2495a04bbacb9b55fe5a3a59b78affca}{ |
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73 | virtual vec \hyperlink{classepdf_2495a04bbacb9b55fe5a3a59b78affca}{evallog\_\-m} (const mat \&Val) const } |
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74 | \label{classepdf_2495a04bbacb9b55fe5a3a59b78affca} |
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75 | |
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76 | \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item |
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77 | \hypertarget{classepdf_e87dc8260a5c37bc1b03eb66174741a0}{ |
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78 | virtual \hyperlink{classmpdf}{mpdf} $\ast$ \hyperlink{classepdf_e87dc8260a5c37bc1b03eb66174741a0}{condition} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}) const } |
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79 | \label{classepdf_e87dc8260a5c37bc1b03eb66174741a0} |
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80 | |
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81 | \begin{CompactList}\small\item\em Return conditional density on the given \hyperlink{classRV}{RV}, the remaining rvs will be in conditioning. \item\end{CompactList}\item |
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82 | \hypertarget{classepdf_38de9f59b65ee06028554f3f74b66025}{ |
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83 | virtual \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classepdf_38de9f59b65ee06028554f3f74b66025}{marginal} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}) const } |
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84 | \label{classepdf_38de9f59b65ee06028554f3f74b66025} |
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85 | |
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86 | \begin{CompactList}\small\item\em Return marginal density on the given \hyperlink{classRV}{RV}, the remainig rvs are intergrated out. \item\end{CompactList}\item |
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87 | \hypertarget{classepdf_bf0a070a8f3e67a93604ca724638b870}{ |
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88 | virtual vec \hyperlink{classepdf_bf0a070a8f3e67a93604ca724638b870}{mean} () const =0} |
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89 | \label{classepdf_bf0a070a8f3e67a93604ca724638b870} |
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90 | |
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91 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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92 | \hypertarget{classepdf_29f17cea338692f4cb6d4ac9f7d89e1f}{ |
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93 | virtual vec \hyperlink{classepdf_29f17cea338692f4cb6d4ac9f7d89e1f}{variance} () const =0} |
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94 | \label{classepdf_29f17cea338692f4cb6d4ac9f7d89e1f} |
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95 | |
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96 | \begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item |
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97 | \hypertarget{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{ |
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98 | const \hyperlink{classRV}{RV} \& \hyperlink{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{\_\-rv} () const } |
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99 | \label{classepdf_ca0d32aabb4cbba347e0c37fe8607562} |
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100 | |
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101 | \begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item |
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102 | \hypertarget{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{ |
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103 | void \hyperlink{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{\_\-renewrv} (const \hyperlink{classRV}{RV} \&in\_\-rv)} |
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104 | \label{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5} |
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105 | |
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106 | \begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize} |
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107 | \subsection*{Protected Attributes} |
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108 | \begin{CompactItemize} |
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109 | \item |
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110 | \hypertarget{classepdf_74da992e3f5d598da8850b646b79b9d9}{ |
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111 | \hyperlink{classRV}{RV} \hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}} |
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112 | \label{classepdf_74da992e3f5d598da8850b646b79b9d9} |
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113 | |
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114 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
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115 | |
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116 | |
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117 | \subsection{Detailed Description} |
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118 | General conjugate exponential family posterior density. |
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119 | |
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120 | More?... |
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121 | |
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122 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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123 | \item |
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124 | work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize} |
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