[172] | 1 | \hypertarget{classenorm}{ |
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[8] | 2 | \section{enorm$<$ sq\_\-T $>$ Class Template Reference} |
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| 3 | \label{classenorm}\index{enorm@{enorm}} |
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[172] | 4 | } |
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[22] | 5 | Gaussian density with positive definite (decomposed) covariance matrix. |
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[8] | 6 | |
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| 7 | |
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| 8 | {\tt \#include $<$libEF.h$>$} |
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| 9 | |
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[19] | 10 | Inheritance diagram for enorm$<$ sq\_\-T $>$:\nopagebreak |
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| 11 | \begin{figure}[H] |
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[8] | 12 | \begin{center} |
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| 13 | \leavevmode |
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[91] | 14 | \includegraphics[width=171pt]{classenorm__inherit__graph} |
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[8] | 15 | \end{center} |
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| 16 | \end{figure} |
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[19] | 17 | Collaboration diagram for enorm$<$ sq\_\-T $>$:\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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[91] | 21 | \includegraphics[width=69pt]{classenorm__coll__graph} |
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[19] | 22 | \end{center} |
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| 23 | \end{figure} |
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[8] | 24 | \subsection*{Public Member Functions} |
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| 25 | \begin{CompactItemize} |
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| 26 | \item |
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[181] | 27 | \hypertarget{classenorm_0caf54fed9e48f9fe28b534b2027df2f}{ |
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| 28 | \hyperlink{classenorm_0caf54fed9e48f9fe28b534b2027df2f}{enorm} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv})} |
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| 29 | \label{classenorm_0caf54fed9e48f9fe28b534b2027df2f} |
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[8] | 30 | |
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[33] | 31 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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[172] | 32 | \hypertarget{classenorm_1394a65caa6e00d42e00cc99b12227af}{ |
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| 33 | void \hyperlink{classenorm_1394a65caa6e00d42e00cc99b12227af}{set\_\-parameters} (const vec \&\hyperlink{classenorm_71fde0d54bba147e00f612577f95ad20}{mu}, const sq\_\-T \&\hyperlink{classenorm_4ccc8d8514d644ef1c98d8ab023748a1}{R})} |
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| 34 | \label{classenorm_1394a65caa6e00d42e00cc99b12227af} |
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[32] | 35 | |
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[33] | 36 | \begin{CompactList}\small\item\em Set mean value {\tt mu} and covariance {\tt R}. \item\end{CompactList}\item |
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[172] | 37 | \hypertarget{classenorm_5bf185e31e5954fceb90ada3debd2ff2}{ |
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| 38 | void \hyperlink{classenorm_5bf185e31e5954fceb90ada3debd2ff2}{dupdate} (mat \&v, double nu=1.0)} |
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| 39 | \label{classenorm_5bf185e31e5954fceb90ada3debd2ff2} |
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[8] | 40 | |
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[33] | 41 | \begin{CompactList}\small\item\em dupdate in exponential form (not really handy) \item\end{CompactList}\item |
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[172] | 42 | \hypertarget{classenorm_60b47544f6181ffd4530d3e415ce12c5}{ |
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| 43 | vec \hyperlink{classenorm_60b47544f6181ffd4530d3e415ce12c5}{sample} () const } |
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| 44 | \label{classenorm_60b47544f6181ffd4530d3e415ce12c5} |
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[19] | 45 | |
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[172] | 46 | \begin{CompactList}\small\item\em Returns a sample, $x$ from density $epdf(rv)$. \item\end{CompactList}\item |
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| 47 | \hypertarget{classenorm_60f0f3bfa53d6e65843eea9532b16d36}{ |
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| 48 | mat \hyperlink{classenorm_60f0f3bfa53d6e65843eea9532b16d36}{sample} (int N) const } |
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| 49 | \label{classenorm_60f0f3bfa53d6e65843eea9532b16d36} |
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| 50 | |
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[33] | 51 | \begin{CompactList}\small\item\em TODO is it used? \item\end{CompactList}\item |
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[219] | 52 | \hypertarget{classenorm_50cb0a083d97a7adbbd97c92e712c46c}{ |
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| 53 | double \hyperlink{classenorm_50cb0a083d97a7adbbd97c92e712c46c}{evallog\_\-nn} (const vec \&val) const } |
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| 54 | \label{classenorm_50cb0a083d97a7adbbd97c92e712c46c} |
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[8] | 55 | |
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[172] | 56 | \begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item |
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| 57 | \hypertarget{classenorm_b289a36a69db59d182bb6eba9c05d4a8}{ |
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| 58 | double \hyperlink{classenorm_b289a36a69db59d182bb6eba9c05d4a8}{lognc} () const } |
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| 59 | \label{classenorm_b289a36a69db59d182bb6eba9c05d4a8} |
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[99] | 60 | |
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| 61 | \begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item |
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[172] | 62 | \hypertarget{classenorm_50fa84da7bae02f7af17a98f37566899}{ |
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| 63 | vec \hyperlink{classenorm_50fa84da7bae02f7af17a98f37566899}{mean} () const } |
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| 64 | \label{classenorm_50fa84da7bae02f7af17a98f37566899} |
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[32] | 65 | |
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| 66 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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[210] | 67 | \hypertarget{classenorm_921024bd6d5a0e65f2af2e39bf38dfca}{ |
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| 68 | \hyperlink{classmpdf}{mpdf} $\ast$ \hyperlink{classenorm_921024bd6d5a0e65f2af2e39bf38dfca}{condition} (const \hyperlink{classRV}{RV} \&rvn) const } |
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| 69 | \label{classenorm_921024bd6d5a0e65f2af2e39bf38dfca} |
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[181] | 70 | |
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| 71 | \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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[210] | 72 | \hypertarget{classenorm_af50a6102846060bcb23a670bf38117b}{ |
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| 73 | \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classenorm_af50a6102846060bcb23a670bf38117b}{marginal} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}) const } |
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| 74 | \label{classenorm_af50a6102846060bcb23a670bf38117b} |
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[181] | 75 | |
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| 76 | \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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[172] | 77 | \hypertarget{classenorm_0b8cb284e5af920a1b64a21d057ec5ac}{ |
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| 78 | vec \& \hyperlink{classenorm_0b8cb284e5af920a1b64a21d057ec5ac}{\_\-mu} ()} |
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| 79 | \label{classenorm_0b8cb284e5af920a1b64a21d057ec5ac} |
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[32] | 80 | |
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| 81 | \begin{CompactList}\small\item\em returns a pointer to the internal mean value. Use with Care! \item\end{CompactList}\item |
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[172] | 82 | \hypertarget{classenorm_d892a38f03be12e572ea57d9689cef6b}{ |
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| 83 | void \hyperlink{classenorm_d892a38f03be12e572ea57d9689cef6b}{set\_\-mu} (const vec mu0)} |
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| 84 | \label{classenorm_d892a38f03be12e572ea57d9689cef6b} |
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[32] | 85 | |
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[79] | 86 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[172] | 87 | \hypertarget{classenorm_7a5034b25771a84450a990d10fc40ac9}{ |
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| 88 | sq\_\-T \& \hyperlink{classenorm_7a5034b25771a84450a990d10fc40ac9}{\_\-R} ()} |
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| 89 | \label{classenorm_7a5034b25771a84450a990d10fc40ac9} |
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[79] | 90 | |
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[32] | 91 | \begin{CompactList}\small\item\em returns pointers to the internal variance and its inverse. Use with Care! \item\end{CompactList}\item |
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[219] | 92 | \hypertarget{classenorm_d01385983048ece700b426549bbaee56}{ |
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| 93 | const sq\_\-T \& \textbf{\_\-R} () const } |
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| 94 | \label{classenorm_d01385983048ece700b426549bbaee56} |
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| 95 | |
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| 96 | \item |
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[172] | 97 | \hypertarget{classeEF_a89bef8996410609004fa019b5b48964}{ |
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| 98 | virtual void \hyperlink{classeEF_a89bef8996410609004fa019b5b48964}{dupdate} (mat \&v)} |
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| 99 | \label{classeEF_a89bef8996410609004fa019b5b48964} |
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[140] | 100 | |
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[172] | 101 | \begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item |
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[219] | 102 | \hypertarget{classeEF_357512dd565e199904d367294b7dd862}{ |
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| 103 | virtual double \hyperlink{classeEF_357512dd565e199904d367294b7dd862}{evallog} (const vec \&val) const } |
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| 104 | \label{classeEF_357512dd565e199904d367294b7dd862} |
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[172] | 105 | |
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| 106 | \begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item |
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[219] | 107 | \hypertarget{classeEF_cff03a658aec11b806c3e3d48f37b81f}{ |
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| 108 | virtual vec \hyperlink{classeEF_cff03a658aec11b806c3e3d48f37b81f}{evallog} (const mat \&Val) const } |
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| 109 | \label{classeEF_cff03a658aec11b806c3e3d48f37b81f} |
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[172] | 110 | |
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| 111 | \begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item |
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| 112 | \hypertarget{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5}{ |
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| 113 | virtual void \hyperlink{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5}{pow} (double p)} |
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| 114 | \label{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5} |
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| 115 | |
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| 116 | \begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\item |
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[210] | 117 | \hypertarget{classepdf_76608914c3b19e150292d5c56e93e508}{ |
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| 118 | virtual mat \hyperlink{classepdf_76608914c3b19e150292d5c56e93e508}{sample\_\-m} (int N) const } |
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| 119 | \label{classepdf_76608914c3b19e150292d5c56e93e508} |
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[172] | 120 | |
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[140] | 121 | \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item |
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[219] | 122 | \hypertarget{classepdf_2495a04bbacb9b55fe5a3a59b78affca}{ |
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| 123 | virtual vec \hyperlink{classepdf_2495a04bbacb9b55fe5a3a59b78affca}{evallog\_\-m} (const mat \&Val) const } |
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| 124 | \label{classepdf_2495a04bbacb9b55fe5a3a59b78affca} |
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[180] | 125 | |
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| 126 | \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item |
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[172] | 127 | \hypertarget{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{ |
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| 128 | const \hyperlink{classRV}{RV} \& \hyperlink{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{\_\-rv} () const } |
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| 129 | \label{classepdf_ca0d32aabb4cbba347e0c37fe8607562} |
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[33] | 130 | |
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[172] | 131 | \begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item |
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| 132 | \hypertarget{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{ |
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| 133 | void \hyperlink{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{\_\-renewrv} (const \hyperlink{classRV}{RV} \&in\_\-rv)} |
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| 134 | \label{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5} |
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| 135 | |
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| 136 | \begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize} |
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[32] | 137 | \subsection*{Protected Attributes} |
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[19] | 138 | \begin{CompactItemize} |
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| 139 | \item |
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[172] | 140 | \hypertarget{classenorm_71fde0d54bba147e00f612577f95ad20}{ |
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| 141 | vec \hyperlink{classenorm_71fde0d54bba147e00f612577f95ad20}{mu}} |
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| 142 | \label{classenorm_71fde0d54bba147e00f612577f95ad20} |
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[8] | 143 | |
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[32] | 144 | \begin{CompactList}\small\item\em mean value \item\end{CompactList}\item |
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[172] | 145 | \hypertarget{classenorm_4ccc8d8514d644ef1c98d8ab023748a1}{ |
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| 146 | sq\_\-T \hyperlink{classenorm_4ccc8d8514d644ef1c98d8ab023748a1}{R}} |
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| 147 | \label{classenorm_4ccc8d8514d644ef1c98d8ab023748a1} |
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[32] | 148 | |
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| 149 | \begin{CompactList}\small\item\em Covariance matrix in decomposed form. \item\end{CompactList}\item |
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[172] | 150 | \hypertarget{classenorm_6938fc390a19cdaf6ad4503fcbaada4e}{ |
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| 151 | int \hyperlink{classenorm_6938fc390a19cdaf6ad4503fcbaada4e}{dim}} |
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| 152 | \label{classenorm_6938fc390a19cdaf6ad4503fcbaada4e} |
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[32] | 153 | |
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| 154 | \begin{CompactList}\small\item\em dimension (redundant from rv.count() for easier coding ) \item\end{CompactList}\item |
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[172] | 155 | \hypertarget{classepdf_74da992e3f5d598da8850b646b79b9d9}{ |
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| 156 | \hyperlink{classRV}{RV} \hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}} |
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| 157 | \label{classepdf_74da992e3f5d598da8850b646b79b9d9} |
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[32] | 158 | |
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[33] | 159 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
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[8] | 160 | |
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[19] | 161 | |
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[8] | 162 | \subsection{Detailed Description} |
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| 163 | \subsubsection*{template$<$class sq\_\-T$>$ class enorm$<$ sq\_\-T $>$} |
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| 164 | |
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[22] | 165 | Gaussian density with positive definite (decomposed) covariance matrix. |
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[8] | 166 | |
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| 167 | More?... |
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| 168 | |
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| 169 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 170 | \item |
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[172] | 171 | work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize} |
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