[172] | 1 | \hypertarget{classmlnorm}{ |
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[30] | 2 | \section{mlnorm$<$ sq\_\-T $>$ Class Template Reference} |
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| 3 | \label{classmlnorm}\index{mlnorm@{mlnorm}} |
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[172] | 4 | } |
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[30] | 5 | Normal distributed linear function with linear function of mean value;. |
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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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[33] | 10 | Inheritance diagram for mlnorm$<$ sq\_\-T $>$:\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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[210] | 14 | \includegraphics[width=74pt]{classmlnorm__inherit__graph} |
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[33] | 15 | \end{center} |
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| 16 | \end{figure} |
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| 17 | Collaboration diagram for mlnorm$<$ 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=68pt]{classmlnorm__coll__graph} |
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[33] | 22 | \end{center} |
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| 23 | \end{figure} |
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[30] | 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{classmlnorm_3a5ad4798d8a3878c5e93b8e796c8837}{ |
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| 28 | \hyperlink{classmlnorm_3a5ad4798d8a3878c5e93b8e796c8837}{mlnorm} (const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}, const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc})} |
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| 29 | \label{classmlnorm_3a5ad4798d8a3878c5e93b8e796c8837} |
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[30] | 30 | |
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| 31 | \begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item |
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[181] | 32 | \hypertarget{classmlnorm_f95dfce0b500636a44ecd7e5210de999}{ |
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| 33 | void \hyperlink{classmlnorm_f95dfce0b500636a44ecd7e5210de999}{set\_\-parameters} (const mat \&A, const vec \&mu0, const sq\_\-T \&R)} |
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| 34 | \label{classmlnorm_f95dfce0b500636a44ecd7e5210de999} |
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[30] | 35 | |
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[33] | 36 | \begin{CompactList}\small\item\em Set {\tt A} and {\tt R}. \item\end{CompactList}\item |
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[181] | 37 | \hypertarget{classmlnorm_d41126455ac64b888a38f677886e1b40}{ |
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| 38 | void \hyperlink{classmlnorm_d41126455ac64b888a38f677886e1b40}{condition} (const vec \&cond)} |
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| 39 | \label{classmlnorm_d41126455ac64b888a38f677886e1b40} |
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[30] | 40 | |
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[172] | 41 | \begin{CompactList}\small\item\em Set value of {\tt rvc} . Result of this operation is stored in {\tt \hyperlink{classepdf}{epdf}} use function {\tt \_\-ep} to access it. \item\end{CompactList}\item |
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[210] | 42 | \hypertarget{classmlnorm_2732ae47835dd25d5784bf08fde0a546}{ |
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| 43 | vec \& \hyperlink{classmlnorm_2732ae47835dd25d5784bf08fde0a546}{\_\-mu\_\-const} ()} |
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| 44 | \label{classmlnorm_2732ae47835dd25d5784bf08fde0a546} |
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| 45 | |
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| 46 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 47 | \hypertarget{classmlnorm_65ec3840c21b21102896bfd2282b47b3}{ |
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| 48 | mat \& \hyperlink{classmlnorm_65ec3840c21b21102896bfd2282b47b3}{\_\-A} ()} |
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| 49 | \label{classmlnorm_65ec3840c21b21102896bfd2282b47b3} |
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| 50 | |
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| 51 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 52 | \hypertarget{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}{ |
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| 53 | mat \hyperlink{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}{\_\-R} ()} |
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| 54 | \label{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63} |
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| 55 | |
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| 56 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 57 | virtual vec \hyperlink{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{samplecond} (const vec \&cond, double \&ll) |
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[234] | 58 | \begin{CompactList}\small\item\em Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item\end{CompactList}\item |
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[219] | 59 | virtual mat \hyperlink{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N) |
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[210] | 60 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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[219] | 61 | \hypertarget{classmpdf_2ef8a6374029d990a678782f6decebbe}{ |
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| 62 | virtual double \hyperlink{classmpdf_2ef8a6374029d990a678782f6decebbe}{evallogcond} (const vec \&dt, const vec \&cond)} |
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| 63 | \label{classmpdf_2ef8a6374029d990a678782f6decebbe} |
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[30] | 64 | |
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[172] | 65 | \begin{CompactList}\small\item\em Shortcut for conditioning and evaluation of the internal \hyperlink{classepdf}{epdf}. In some cases, this operation can be implemented efficiently. \item\end{CompactList}\item |
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[219] | 66 | \hypertarget{classmpdf_95fcff214848f66f1b489459370573fa}{ |
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| 67 | virtual vec \hyperlink{classmpdf_95fcff214848f66f1b489459370573fa}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
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| 68 | \label{classmpdf_95fcff214848f66f1b489459370573fa} |
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[33] | 69 | |
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[219] | 70 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item |
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[210] | 71 | \hypertarget{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{ |
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| 72 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{\_\-rvc} () const } |
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| 73 | \label{classmpdf_15ef062183b1ccdf794732d5fa0b77cd} |
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| 74 | |
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[33] | 75 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[210] | 76 | \hypertarget{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{ |
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| 77 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{\_\-rv} () const } |
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| 78 | \label{classmpdf_71256ffb5fbd08f41d650e606a5bd585} |
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[162] | 79 | |
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| 80 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[172] | 81 | \hypertarget{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{ |
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| 82 | \hyperlink{classepdf}{epdf} \& \hyperlink{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{\_\-epdf} ()} |
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| 83 | \label{classmpdf_e17780ee5b2cfe05922a6c56af1462f8} |
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[33] | 84 | |
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[234] | 85 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 86 | \hypertarget{classmpdf_75ded3b0f657cd7da6590691a810963c}{ |
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| 87 | \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_75ded3b0f657cd7da6590691a810963c}{\_\-e} ()} |
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| 88 | \label{classmpdf_75ded3b0f657cd7da6590691a810963c} |
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| 89 | |
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[33] | 90 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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| 91 | \subsection*{Protected Attributes} |
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| 92 | \begin{CompactItemize} |
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| 93 | \item |
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[210] | 94 | \hypertarget{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{ |
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| 95 | \hyperlink{classenorm}{enorm}$<$ sq\_\-T $>$ \hyperlink{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{epdf}} |
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| 96 | \label{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421} |
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| 97 | |
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| 98 | \begin{CompactList}\small\item\em Internal \hyperlink{classepdf}{epdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item |
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| 99 | \hypertarget{classmlnorm_90a62528ca1ce79b6396ff899119da0f}{ |
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| 100 | mat \textbf{A}} |
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| 101 | \label{classmlnorm_90a62528ca1ce79b6396ff899119da0f} |
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| 102 | |
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| 103 | \item |
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| 104 | \hypertarget{classmlnorm_ebab82017f10fbde483971bbf3b4004d}{ |
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| 105 | vec \textbf{mu\_\-const}} |
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| 106 | \label{classmlnorm_ebab82017f10fbde483971bbf3b4004d} |
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| 107 | |
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| 108 | \item |
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| 109 | \hypertarget{classmlnorm_17552bef9aeba92a42516fe7d39a5893}{ |
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| 110 | vec \& \textbf{\_\-mu}} |
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| 111 | \label{classmlnorm_17552bef9aeba92a42516fe7d39a5893} |
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| 112 | |
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| 113 | \item |
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[172] | 114 | \hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{ |
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| 115 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}} |
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| 116 | \label{classmpdf_f6687c07ff07d47812dd565368ca59eb} |
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[33] | 117 | |
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| 118 | \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item |
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[172] | 119 | \hypertarget{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{ |
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| 120 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}} |
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| 121 | \label{classmpdf_acb7dda792b3cd5576f39fa3129abbab} |
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[33] | 122 | |
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| 123 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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[172] | 124 | \hypertarget{classmpdf_7aa894208a32f3487827df6d5054424c}{ |
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| 125 | \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_7aa894208a32f3487827df6d5054424c}{ep}} |
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| 126 | \label{classmpdf_7aa894208a32f3487827df6d5054424c} |
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[33] | 127 | |
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[172] | 128 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
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[210] | 129 | \subsection*{Friends} |
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| 130 | \begin{CompactItemize} |
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| 131 | \item |
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| 132 | \hypertarget{classmlnorm_1917009347bb410f73bf827df8767b09}{ |
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| 133 | {\footnotesize template$<$class sq\_\-M$>$ }\\std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, \hyperlink{classmlnorm}{mlnorm}$<$ sq\_\-M $>$ \&ml)} |
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| 134 | \label{classmlnorm_1917009347bb410f73bf827df8767b09} |
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[33] | 135 | |
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[210] | 136 | \end{CompactItemize} |
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[33] | 137 | |
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[210] | 138 | |
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[30] | 139 | \subsection{Detailed Description} |
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| 140 | \subsubsection*{template$<$class sq\_\-T$>$ class mlnorm$<$ sq\_\-T $>$} |
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| 141 | |
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| 142 | Normal distributed linear function with linear function of mean value;. |
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| 143 | |
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[181] | 144 | Mean value $mu=A*rvc+mu_0$. |
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[30] | 145 | |
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[210] | 146 | \subsection{Member Function Documentation} |
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| 147 | \hypertarget{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{ |
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| 148 | \index{mlnorm@{mlnorm}!samplecond@{samplecond}} |
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| 149 | \index{samplecond@{samplecond}!mlnorm@{mlnorm}} |
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| 150 | \subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual vec mpdf::samplecond (const vec \& {\em cond}, \/ double \& {\em ll})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
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| 151 | \label{classmpdf_3f172b79ec4a5ebc87898a5381141f1b} |
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| 152 | |
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| 153 | |
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[234] | 154 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. |
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[210] | 155 | |
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[234] | 156 | \begin{Desc} |
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[210] | 157 | \item[Parameters:] |
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| 158 | \begin{description} |
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| 159 | \item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description} |
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| 160 | \end{Desc} |
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| 161 | |
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| 162 | |
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| 163 | Reimplemented in \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{mprod}. |
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| 164 | |
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[219] | 165 | References mpdf::condition(), mpdf::ep, epdf::evallog(), and epdf::sample(). |
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[210] | 166 | |
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[219] | 167 | Referenced by MPF$<$ BM\_\-T $>$::bayes(), and PF::bayes().\hypertarget{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}{ |
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| 168 | \index{mlnorm@{mlnorm}!samplecond\_\-m@{samplecond\_\-m}} |
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| 169 | \index{samplecond\_\-m@{samplecond\_\-m}!mlnorm@{mlnorm}} |
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| 170 | \subsubsection[samplecond\_\-m]{\setlength{\rightskip}{0pt plus 5cm}virtual mat mpdf::samplecond\_\-m (const vec \& {\em cond}, \/ vec \& {\em ll}, \/ int {\em N})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
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| 171 | \label{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5} |
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[210] | 172 | |
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| 173 | |
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| 174 | Returns. |
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| 175 | |
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| 176 | \begin{Desc} |
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| 177 | \item[Parameters:] |
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| 178 | \begin{description} |
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| 179 | \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} |
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| 180 | \end{Desc} |
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| 181 | |
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| 182 | |
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[219] | 183 | References mpdf::condition(), RV::count(), mpdf::ep, epdf::evallog(), mpdf::rv, and epdf::sample(). |
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[210] | 184 | |
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[30] | 185 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 186 | \item |
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[172] | 187 | work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize} |
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