root/doc/latex/classenorm.tex @ 180

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Modifications of BDM to reflect changes in basics

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[172]1\hypertarget{classenorm}{
[8]2\section{enorm$<$ sq\_\-T $>$ Class Template Reference}
3\label{classenorm}\index{enorm@{enorm}}
[172]4}
[22]5Gaussian density with positive definite (decomposed) covariance matrix. 
[8]6
7
8{\tt \#include $<$libEF.h$>$}
9
[19]10Inheritance diagram for enorm$<$ sq\_\-T $>$:\nopagebreak
11\begin{figure}[H]
[8]12\begin{center}
13\leavevmode
[91]14\includegraphics[width=171pt]{classenorm__inherit__graph}
[8]15\end{center}
16\end{figure}
[19]17Collaboration diagram for enorm$<$ sq\_\-T $>$:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
[91]21\includegraphics[width=69pt]{classenorm__coll__graph}
[19]22\end{center}
23\end{figure}
[8]24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
[172]27\hypertarget{classenorm_7b5cb487a2570e8109bfdc0df149aa06}{
28\hyperlink{classenorm_7b5cb487a2570e8109bfdc0df149aa06}{enorm} (\hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv})}
29\label{classenorm_7b5cb487a2570e8109bfdc0df149aa06}
[8]30
[33]31\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
[172]32\hypertarget{classenorm_1394a65caa6e00d42e00cc99b12227af}{
33void \hyperlink{classenorm_1394a65caa6e00d42e00cc99b12227af}{set\_\-parameters} (const vec \&\hyperlink{classenorm_71fde0d54bba147e00f612577f95ad20}{mu}, const sq\_\-T \&\hyperlink{classenorm_4ccc8d8514d644ef1c98d8ab023748a1}{R})}
34\label{classenorm_1394a65caa6e00d42e00cc99b12227af}
[32]35
[33]36\begin{CompactList}\small\item\em Set mean value {\tt mu} and covariance {\tt R}. \item\end{CompactList}\item 
[172]37\hypertarget{classenorm_5b5fd142b6b17ea334597960e3fe126a}{
38void \hyperlink{classenorm_5b5fd142b6b17ea334597960e3fe126a}{tupdate} (double phi, mat \&vbar, double nubar)}
39\label{classenorm_5b5fd142b6b17ea334597960e3fe126a}
[8]40
[22]41\begin{CompactList}\small\item\em tupdate in exponential form (not really handy) \item\end{CompactList}\item 
[172]42\hypertarget{classenorm_5bf185e31e5954fceb90ada3debd2ff2}{
43void \hyperlink{classenorm_5bf185e31e5954fceb90ada3debd2ff2}{dupdate} (mat \&v, double nu=1.0)}
44\label{classenorm_5bf185e31e5954fceb90ada3debd2ff2}
[8]45
[33]46\begin{CompactList}\small\item\em dupdate in exponential form (not really handy) \item\end{CompactList}\item 
[172]47\hypertarget{classenorm_60b47544f6181ffd4530d3e415ce12c5}{
48vec \hyperlink{classenorm_60b47544f6181ffd4530d3e415ce12c5}{sample} () const }
49\label{classenorm_60b47544f6181ffd4530d3e415ce12c5}
[19]50
[172]51\begin{CompactList}\small\item\em Returns a sample, $x$ from density $epdf(rv)$. \item\end{CompactList}\item 
52\hypertarget{classenorm_60f0f3bfa53d6e65843eea9532b16d36}{
53mat \hyperlink{classenorm_60f0f3bfa53d6e65843eea9532b16d36}{sample} (int N) const }
54\label{classenorm_60f0f3bfa53d6e65843eea9532b16d36}
55
[33]56\begin{CompactList}\small\item\em TODO is it used? \item\end{CompactList}\item 
[172]57\hypertarget{classenorm_b9e1dfd33692d7b3f1a59f17b0e61bd0}{
58double \hyperlink{classenorm_b9e1dfd33692d7b3f1a59f17b0e61bd0}{eval} (const vec \&val) const }
59\label{classenorm_b9e1dfd33692d7b3f1a59f17b0e61bd0}
[8]60
[32]61\begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item 
[180]62\hypertarget{classenorm_c1e3dcba256b0153cfdb286120e110be}{
63double \hyperlink{classenorm_c1e3dcba256b0153cfdb286120e110be}{evalpdflog\_\-nn} (const vec \&val) const }
64\label{classenorm_c1e3dcba256b0153cfdb286120e110be}
[32]65
[172]66\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
67\hypertarget{classenorm_b289a36a69db59d182bb6eba9c05d4a8}{
68double \hyperlink{classenorm_b289a36a69db59d182bb6eba9c05d4a8}{lognc} () const }
69\label{classenorm_b289a36a69db59d182bb6eba9c05d4a8}
[99]70
71\begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item 
[172]72\hypertarget{classenorm_50fa84da7bae02f7af17a98f37566899}{
73vec \hyperlink{classenorm_50fa84da7bae02f7af17a98f37566899}{mean} () const }
74\label{classenorm_50fa84da7bae02f7af17a98f37566899}
[32]75
76\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
[172]77\hypertarget{classenorm_0b8cb284e5af920a1b64a21d057ec5ac}{
78vec \& \hyperlink{classenorm_0b8cb284e5af920a1b64a21d057ec5ac}{\_\-mu} ()}
79\label{classenorm_0b8cb284e5af920a1b64a21d057ec5ac}
[32]80
81\begin{CompactList}\small\item\em returns a pointer to the internal mean value. Use with Care! \item\end{CompactList}\item 
[172]82\hypertarget{classenorm_d892a38f03be12e572ea57d9689cef6b}{
83void \hyperlink{classenorm_d892a38f03be12e572ea57d9689cef6b}{set\_\-mu} (const vec mu0)}
84\label{classenorm_d892a38f03be12e572ea57d9689cef6b}
[32]85
[79]86\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
[172]87\hypertarget{classenorm_7a5034b25771a84450a990d10fc40ac9}{
88sq\_\-T \& \hyperlink{classenorm_7a5034b25771a84450a990d10fc40ac9}{\_\-R} ()}
89\label{classenorm_7a5034b25771a84450a990d10fc40ac9}
[79]90
[32]91\begin{CompactList}\small\item\em returns pointers to the internal variance and its inverse. Use with Care! \item\end{CompactList}\item 
[172]92\hypertarget{classeEF_a89bef8996410609004fa019b5b48964}{
93virtual void \hyperlink{classeEF_a89bef8996410609004fa019b5b48964}{dupdate} (mat \&v)}
94\label{classeEF_a89bef8996410609004fa019b5b48964}
[140]95
[172]96\begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item 
[180]97\hypertarget{classeEF_6466e8d4aa9dd64698ed288cbb1afc03}{
98virtual double \hyperlink{classeEF_6466e8d4aa9dd64698ed288cbb1afc03}{evalpdflog} (const vec \&val) const }
99\label{classeEF_6466e8d4aa9dd64698ed288cbb1afc03}
[172]100
101\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
102\hypertarget{classeEF_c71faf4b2d153efda14bf1f87dca1507}{
103virtual vec \hyperlink{classeEF_c71faf4b2d153efda14bf1f87dca1507}{evalpdflog} (const mat \&Val) const }
104\label{classeEF_c71faf4b2d153efda14bf1f87dca1507}
105
106\begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item 
107\hypertarget{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5}{
108virtual void \hyperlink{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5}{pow} (double p)}
109\label{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5}
110
111\begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\item 
112\hypertarget{classepdf_54d7dd53a641b618771cd9bee135181f}{
113virtual mat \hyperlink{classepdf_54d7dd53a641b618771cd9bee135181f}{sampleN} (int N) const }
114\label{classepdf_54d7dd53a641b618771cd9bee135181f}
115
[140]116\begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item 
[180]117\hypertarget{classepdf_cebbdd7a85e6328f7358fc0ba8eee06c}{
118virtual vec \hyperlink{classepdf_cebbdd7a85e6328f7358fc0ba8eee06c}{evalpdflog\_\-m} (const mat \&Val) const }
119\label{classepdf_cebbdd7a85e6328f7358fc0ba8eee06c}
120
121\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
[172]122\hypertarget{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{
123const \hyperlink{classRV}{RV} \& \hyperlink{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{\_\-rv} () const }
124\label{classepdf_ca0d32aabb4cbba347e0c37fe8607562}
[33]125
[172]126\begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item 
127\hypertarget{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{
128void \hyperlink{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{\_\-renewrv} (const \hyperlink{classRV}{RV} \&in\_\-rv)}
129\label{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}
130
131\begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize}
[32]132\subsection*{Protected Attributes}
[19]133\begin{CompactItemize}
134\item 
[172]135\hypertarget{classenorm_71fde0d54bba147e00f612577f95ad20}{
136vec \hyperlink{classenorm_71fde0d54bba147e00f612577f95ad20}{mu}}
137\label{classenorm_71fde0d54bba147e00f612577f95ad20}
[8]138
[32]139\begin{CompactList}\small\item\em mean value \item\end{CompactList}\item 
[172]140\hypertarget{classenorm_4ccc8d8514d644ef1c98d8ab023748a1}{
141sq\_\-T \hyperlink{classenorm_4ccc8d8514d644ef1c98d8ab023748a1}{R}}
142\label{classenorm_4ccc8d8514d644ef1c98d8ab023748a1}
[32]143
144\begin{CompactList}\small\item\em Covariance matrix in decomposed form. \item\end{CompactList}\item 
[172]145\hypertarget{classenorm_6938fc390a19cdaf6ad4503fcbaada4e}{
146int \hyperlink{classenorm_6938fc390a19cdaf6ad4503fcbaada4e}{dim}}
147\label{classenorm_6938fc390a19cdaf6ad4503fcbaada4e}
[32]148
149\begin{CompactList}\small\item\em dimension (redundant from rv.count() for easier coding ) \item\end{CompactList}\item 
[172]150\hypertarget{classepdf_74da992e3f5d598da8850b646b79b9d9}{
151\hyperlink{classRV}{RV} \hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}}
152\label{classepdf_74da992e3f5d598da8850b646b79b9d9}
[32]153
[33]154\begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize}
[8]155
[19]156
[8]157\subsection{Detailed Description}
158\subsubsection*{template$<$class sq\_\-T$>$ class enorm$<$ sq\_\-T $>$}
159
[22]160Gaussian density with positive definite (decomposed) covariance matrix.
[8]161
162More?...
163
164The documentation for this class was generated from the following file:\begin{CompactItemize}
165\item 
[172]166work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
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