| 1 | \section{mlnorm$<$ sq\_\-T $>$ Class Template Reference} |
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| 2 | \label{classmlnorm}\index{mlnorm@{mlnorm}} |
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| 3 | Normal distributed linear function with linear function of mean value;. |
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| 4 | |
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| 5 | |
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| 6 | {\tt \#include $<$libEF.h$>$} |
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| 7 | |
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| 8 | Inheritance diagram for mlnorm$<$ sq\_\-T $>$:\nopagebreak |
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| 9 | \begin{figure}[H] |
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| 10 | \begin{center} |
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| 11 | \leavevmode |
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| 12 | \includegraphics[width=66pt]{classmlnorm__inherit__graph} |
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| 13 | \end{center} |
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| 14 | \end{figure} |
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| 15 | Collaboration diagram for mlnorm$<$ sq\_\-T $>$:\nopagebreak |
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| 16 | \begin{figure}[H] |
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| 17 | \begin{center} |
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| 18 | \leavevmode |
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| 19 | \includegraphics[width=68pt]{classmlnorm__coll__graph} |
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| 20 | \end{center} |
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| 21 | \end{figure} |
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| 22 | \subsection*{Public Member Functions} |
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| 23 | \begin{CompactItemize} |
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| 24 | \item |
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| 25 | {\bf mlnorm} ({\bf RV} \&{\bf rv}, {\bf RV} \&{\bf rvc})\label{classmlnorm_f927203b3f31171c5c10ffc7caa797f5} |
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| 26 | |
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| 27 | \begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item |
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| 28 | void {\bf set\_\-parameters} (const mat \&A, const sq\_\-T \&R)\label{classmlnorm_b6749030c5d5abcb3eb6898f74cea3c0} |
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| 29 | |
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| 30 | \begin{CompactList}\small\item\em Set {\tt A} and {\tt R}. \item\end{CompactList}\item |
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| 31 | vec {\bf samplecond} (vec \&cond, double \&lik)\label{classmlnorm_decf3e3b5c8e0812e5b4dbe94fa2ae18} |
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| 32 | |
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| 33 | \begin{CompactList}\small\item\em Generate one sample of the posterior. \item\end{CompactList}\item |
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| 34 | mat {\bf samplecond} (vec \&cond, vec \&lik, int n)\label{classmlnorm_215fb88cc8b95d64cdefd6849abdd1e8} |
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| 35 | |
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| 36 | \begin{CompactList}\small\item\em Generate matrix of samples of the posterior. \item\end{CompactList}\item |
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| 37 | void {\bf condition} (vec \&cond)\label{classmlnorm_5232fc7e305eceab4e2bd6a8daa44195} |
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| 38 | |
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| 39 | \begin{CompactList}\small\item\em Set value of {\tt rvc} . Result of this operation is stored in {\tt \doxyref{epdf}{p.}{classepdf}} use function {\tt \_\-ep} to access it. \item\end{CompactList}\item |
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| 40 | virtual vec {\bf samplecond} (const vec \&cond, double \&ll) |
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| 41 | \begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item |
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| 42 | virtual mat {\bf samplecond} (const vec \&cond, vec \&ll, int N) |
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| 43 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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| 44 | virtual void {\bf condition} (const vec \&cond)\label{classmpdf_0f95a0cc6ab40611f46804682446ed83} |
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| 45 | |
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| 46 | \begin{CompactList}\small\item\em Update {\tt ep} so that it represents this \doxyref{mpdf}{p.}{classmpdf} conditioned on {\tt rvc} = cond. \item\end{CompactList}\item |
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| 47 | virtual double {\bf evalcond} (const vec \&dt, const vec \&cond)\label{classmpdf_80b738ece5bd4f8c4edaee4b38906f91} |
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| 48 | |
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| 49 | \begin{CompactList}\small\item\em Shortcut for conditioning and evaluation of the internal \doxyref{epdf}{p.}{classepdf}. In some cases, this operation can be implemented efficiently. \item\end{CompactList}\item |
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| 50 | {\bf RV} {\bf \_\-rvc} ()\label{classmpdf_ec9c850305984582548e8deb64f0ffe8} |
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| 51 | |
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| 52 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 53 | {\bf RV} {\bf \_\-rv} ()\label{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32} |
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| 54 | |
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| 55 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 56 | {\bf epdf} \& {\bf \_\-epdf} ()\label{classmpdf_e17780ee5b2cfe05922a6c56af1462f8} |
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| 57 | |
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| 58 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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| 59 | \subsection*{Protected Attributes} |
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| 60 | \begin{CompactItemize} |
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| 61 | \item |
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| 62 | {\bf RV} {\bf rv}\label{classmpdf_f6687c07ff07d47812dd565368ca59eb} |
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| 63 | |
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| 64 | \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item |
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| 65 | {\bf RV} {\bf rvc}\label{classmpdf_acb7dda792b3cd5576f39fa3129abbab} |
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| 66 | |
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| 67 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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| 68 | {\bf epdf} $\ast$ {\bf ep}\label{classmpdf_7aa894208a32f3487827df6d5054424c} |
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| 69 | |
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| 70 | \begin{CompactList}\small\item\em pointer to internal \doxyref{epdf}{p.}{classepdf} \item\end{CompactList}\end{CompactItemize} |
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| 71 | |
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| 72 | |
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| 73 | \subsection{Detailed Description} |
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| 74 | \subsubsection*{template$<$class sq\_\-T$>$ class mlnorm$<$ sq\_\-T $>$} |
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| 75 | |
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| 76 | Normal distributed linear function with linear function of mean value;. |
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| 77 | |
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| 78 | Mean value $mu=A*rvc$. |
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| 79 | |
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| 80 | \subsection{Member Function Documentation} |
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| 81 | \index{mlnorm@{mlnorm}!samplecond@{samplecond}} |
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| 82 | \index{samplecond@{samplecond}!mlnorm@{mlnorm}} |
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| 83 | \subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual vec mpdf::samplecond (const vec \& {\em cond}, \/ double \& {\em ll})\hspace{0.3cm}{\tt [inline, virtual, inherited]}}\label{classmpdf_3f172b79ec4a5ebc87898a5381141f1b} |
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| 84 | |
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| 85 | |
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| 86 | Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. |
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| 87 | |
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| 88 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \begin{Desc} |
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| 89 | \item[Parameters:] |
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| 90 | \begin{description} |
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| 91 | \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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| 92 | \end{Desc} |
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| 93 | |
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| 94 | |
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| 95 | References mpdf::condition(), mpdf::ep, epdf::evalpdflog(), and epdf::sample(). |
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| 96 | |
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| 97 | Referenced by MPF$<$ BM\_\-T $>$::bayes(), and PF::bayes().\index{mlnorm@{mlnorm}!samplecond@{samplecond}} |
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| 98 | \index{samplecond@{samplecond}!mlnorm@{mlnorm}} |
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| 99 | \subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual mat mpdf::samplecond (const vec \& {\em cond}, \/ vec \& {\em ll}, \/ int {\em N})\hspace{0.3cm}{\tt [inline, virtual, inherited]}}\label{classmpdf_0e37163660f93df2a4d723cedb1da89c} |
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| 100 | |
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| 101 | |
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| 102 | Returns. |
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| 103 | |
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| 104 | \begin{Desc} |
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| 105 | \item[Parameters:] |
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| 106 | \begin{description} |
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| 107 | \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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| 108 | \end{Desc} |
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| 109 | |
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| 110 | |
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| 111 | References mpdf::condition(), RV::count(), mpdf::ep, epdf::evalpdflog(), mpdf::rv, and epdf::sample(). |
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| 112 | |
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| 113 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 114 | \item |
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| 115 | work/git/mixpp/bdm/stat/{\bf libEF.h}\end{CompactItemize} |
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