1 | \hypertarget{classmlnorm}{ |
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2 | \section{mlnorm$<$ sq\_\-T $>$ Class Template Reference} |
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3 | \label{classmlnorm}\index{mlnorm@{mlnorm}} |
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4 | } |
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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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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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14 | \includegraphics[width=74pt]{classmlnorm__inherit__graph} |
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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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21 | \includegraphics[width=68pt]{classmlnorm__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{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 | |
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31 | \begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item |
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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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35 | |
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36 | \begin{CompactList}\small\item\em Set {\tt A} and {\tt R}. \item\end{CompactList}\item |
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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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40 | |
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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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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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58 | \begin{CompactList}\small\item\em Returns the required moment of the \hyperlink{classepdf}{epdf}. \item\end{CompactList}\item |
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59 | virtual mat \hyperlink{classmpdf_0e37163660f93df2a4d723cedb1da89c}{samplecond} (const vec \&cond, vec \&ll, int N) |
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60 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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61 | \hypertarget{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{ |
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62 | virtual double \hyperlink{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{evalcond} (const vec \&dt, const vec \&cond)} |
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63 | \label{classmpdf_80b738ece5bd4f8c4edaee4b38906f91} |
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64 | |
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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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66 | \hypertarget{classmpdf_b7b2da35080cd15f1be365b805e7277e}{ |
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67 | virtual vec \textbf{evalcond\_\-m} (const mat \&Dt, const vec \&cond)} |
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68 | \label{classmpdf_b7b2da35080cd15f1be365b805e7277e} |
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69 | |
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70 | \item |
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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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75 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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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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79 | |
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80 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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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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84 | |
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85 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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86 | \subsection*{Protected Attributes} |
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87 | \begin{CompactItemize} |
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88 | \item |
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89 | \hypertarget{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{ |
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90 | \hyperlink{classenorm}{enorm}$<$ sq\_\-T $>$ \hyperlink{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{epdf}} |
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91 | \label{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421} |
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92 | |
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93 | \begin{CompactList}\small\item\em Internal \hyperlink{classepdf}{epdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item |
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94 | \hypertarget{classmlnorm_90a62528ca1ce79b6396ff899119da0f}{ |
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95 | mat \textbf{A}} |
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96 | \label{classmlnorm_90a62528ca1ce79b6396ff899119da0f} |
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97 | |
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98 | \item |
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99 | \hypertarget{classmlnorm_ebab82017f10fbde483971bbf3b4004d}{ |
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100 | vec \textbf{mu\_\-const}} |
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101 | \label{classmlnorm_ebab82017f10fbde483971bbf3b4004d} |
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102 | |
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103 | \item |
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104 | \hypertarget{classmlnorm_17552bef9aeba92a42516fe7d39a5893}{ |
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105 | vec \& \textbf{\_\-mu}} |
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106 | \label{classmlnorm_17552bef9aeba92a42516fe7d39a5893} |
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107 | |
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108 | \item |
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109 | \hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{ |
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110 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}} |
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111 | \label{classmpdf_f6687c07ff07d47812dd565368ca59eb} |
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112 | |
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113 | \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item |
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114 | \hypertarget{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{ |
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115 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}} |
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116 | \label{classmpdf_acb7dda792b3cd5576f39fa3129abbab} |
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117 | |
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118 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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119 | \hypertarget{classmpdf_7aa894208a32f3487827df6d5054424c}{ |
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120 | \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_7aa894208a32f3487827df6d5054424c}{ep}} |
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121 | \label{classmpdf_7aa894208a32f3487827df6d5054424c} |
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122 | |
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123 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
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124 | \subsection*{Friends} |
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125 | \begin{CompactItemize} |
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126 | \item |
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127 | \hypertarget{classmlnorm_1917009347bb410f73bf827df8767b09}{ |
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128 | {\footnotesize template$<$class sq\_\-M$>$ }\\std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, \hyperlink{classmlnorm}{mlnorm}$<$ sq\_\-M $>$ \&ml)} |
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129 | \label{classmlnorm_1917009347bb410f73bf827df8767b09} |
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130 | |
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131 | \end{CompactItemize} |
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132 | |
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133 | |
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134 | \subsection{Detailed Description} |
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135 | \subsubsection*{template$<$class sq\_\-T$>$ class mlnorm$<$ sq\_\-T $>$} |
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136 | |
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137 | Normal distributed linear function with linear function of mean value;. |
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138 | |
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139 | Mean value $mu=A*rvc+mu_0$. |
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140 | |
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141 | \subsection{Member Function Documentation} |
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142 | \hypertarget{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{ |
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143 | \index{mlnorm@{mlnorm}!samplecond@{samplecond}} |
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144 | \index{samplecond@{samplecond}!mlnorm@{mlnorm}} |
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145 | \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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146 | \label{classmpdf_3f172b79ec4a5ebc87898a5381141f1b} |
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147 | |
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148 | |
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149 | Returns the required moment of the \hyperlink{classepdf}{epdf}. |
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150 | |
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151 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \begin{Desc} |
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152 | \item[Parameters:] |
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153 | \begin{description} |
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154 | \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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155 | \end{Desc} |
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156 | |
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157 | |
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158 | Reimplemented in \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{mprod}. |
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159 | |
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160 | References mpdf::condition(), mpdf::ep, epdf::evalpdflog(), and epdf::sample(). |
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161 | |
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162 | Referenced by MPF$<$ BM\_\-T $>$::bayes(), and PF::bayes().\hypertarget{classmpdf_0e37163660f93df2a4d723cedb1da89c}{ |
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163 | \index{mlnorm@{mlnorm}!samplecond@{samplecond}} |
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164 | \index{samplecond@{samplecond}!mlnorm@{mlnorm}} |
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165 | \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 \mbox{[}inline, virtual, inherited\mbox{]}}}} |
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166 | \label{classmpdf_0e37163660f93df2a4d723cedb1da89c} |
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167 | |
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168 | |
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169 | Returns. |
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170 | |
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171 | \begin{Desc} |
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172 | \item[Parameters:] |
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173 | \begin{description} |
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174 | \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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175 | \end{Desc} |
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176 | |
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177 | |
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178 | Reimplemented in \hyperlink{classmprod_e171c40e210539c2af01d6237785620b}{mprod}. |
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179 | |
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180 | References mpdf::condition(), RV::count(), mpdf::ep, epdf::evalpdflog(), mpdf::rv, and epdf::sample(). |
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181 | |
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182 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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183 | \item |
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184 | work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize} |
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