root/doc/latex/classmlnorm.tex @ 219

\hypertarget{classmlnorm}{
\section{mlnorm$<$ sq\_\-T $>$ Class Template Reference}
\label{classmlnorm}\index{mlnorm@{mlnorm}}
}
Normal distributed linear function with linear function of mean value;.  


{\tt \#include $<$libEF.h$>$}

Inheritance diagram for mlnorm$<$ sq\_\-T $>$:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=74pt]{classmlnorm__inherit__graph}
\end{center}
\end{figure}
Collaboration diagram for mlnorm$<$ sq\_\-T $>$:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=68pt]{classmlnorm__coll__graph}
\end{center}
\end{figure}
\subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
\hypertarget{classmlnorm_3a5ad4798d8a3878c5e93b8e796c8837}{
\hyperlink{classmlnorm_3a5ad4798d8a3878c5e93b8e796c8837}{mlnorm} (const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}, const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc})}
\label{classmlnorm_3a5ad4798d8a3878c5e93b8e796c8837}

\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
\hypertarget{classmlnorm_f95dfce0b500636a44ecd7e5210de999}{
void \hyperlink{classmlnorm_f95dfce0b500636a44ecd7e5210de999}{set\_\-parameters} (const mat \&A, const vec \&mu0, const sq\_\-T \&R)}
\label{classmlnorm_f95dfce0b500636a44ecd7e5210de999}

\begin{CompactList}\small\item\em Set {\tt A} and {\tt R}. \item\end{CompactList}\item 
\hypertarget{classmlnorm_d41126455ac64b888a38f677886e1b40}{
void \hyperlink{classmlnorm_d41126455ac64b888a38f677886e1b40}{condition} (const vec \&cond)}
\label{classmlnorm_d41126455ac64b888a38f677886e1b40}

\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 
\hypertarget{classmlnorm_2732ae47835dd25d5784bf08fde0a546}{
vec \& \hyperlink{classmlnorm_2732ae47835dd25d5784bf08fde0a546}{\_\-mu\_\-const} ()}
\label{classmlnorm_2732ae47835dd25d5784bf08fde0a546}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classmlnorm_65ec3840c21b21102896bfd2282b47b3}{
mat \& \hyperlink{classmlnorm_65ec3840c21b21102896bfd2282b47b3}{\_\-A} ()}
\label{classmlnorm_65ec3840c21b21102896bfd2282b47b3}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}{
mat \hyperlink{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}{\_\-R} ()}
\label{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
virtual vec \hyperlink{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{samplecond} (const vec \&cond, double \&ll)
\begin{CompactList}\small\item\em Returns the required moment of the \hyperlink{classepdf}{epdf}. \item\end{CompactList}\item 
virtual mat \hyperlink{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N)
\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item 
\hypertarget{classmpdf_2ef8a6374029d990a678782f6decebbe}{
virtual double \hyperlink{classmpdf_2ef8a6374029d990a678782f6decebbe}{evallogcond} (const vec \&dt, const vec \&cond)}
\label{classmpdf_2ef8a6374029d990a678782f6decebbe}

\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 
\hypertarget{classmpdf_95fcff214848f66f1b489459370573fa}{
virtual vec \hyperlink{classmpdf_95fcff214848f66f1b489459370573fa}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)}
\label{classmpdf_95fcff214848f66f1b489459370573fa}

\begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item 
\hypertarget{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{
\hyperlink{classRV}{RV} \hyperlink{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{\_\-rvc} () const }
\label{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{
\hyperlink{classRV}{RV} \hyperlink{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{\_\-rv} () const }
\label{classmpdf_71256ffb5fbd08f41d650e606a5bd585}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{
\hyperlink{classepdf}{epdf} \& \hyperlink{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{\_\-epdf} ()}
\label{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{
\hyperlink{classenorm}{enorm}$<$ sq\_\-T $>$ \hyperlink{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{epdf}}
\label{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}

\begin{CompactList}\small\item\em Internal \hyperlink{classepdf}{epdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item 
\hypertarget{classmlnorm_90a62528ca1ce79b6396ff899119da0f}{
mat \textbf{A}}
\label{classmlnorm_90a62528ca1ce79b6396ff899119da0f}

\item 
\hypertarget{classmlnorm_ebab82017f10fbde483971bbf3b4004d}{
vec \textbf{mu\_\-const}}
\label{classmlnorm_ebab82017f10fbde483971bbf3b4004d}

\item 
\hypertarget{classmlnorm_17552bef9aeba92a42516fe7d39a5893}{
vec \& \textbf{\_\-mu}}
\label{classmlnorm_17552bef9aeba92a42516fe7d39a5893}

\item 
\hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{
\hyperlink{classRV}{RV} \hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}}
\label{classmpdf_f6687c07ff07d47812dd565368ca59eb}

\begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item 
\hypertarget{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{
\hyperlink{classRV}{RV} \hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}}
\label{classmpdf_acb7dda792b3cd5576f39fa3129abbab}

\begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item 
\hypertarget{classmpdf_7aa894208a32f3487827df6d5054424c}{
\hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_7aa894208a32f3487827df6d5054424c}{ep}}
\label{classmpdf_7aa894208a32f3487827df6d5054424c}

\begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize}
\subsection*{Friends}
\begin{CompactItemize}
\item 
\hypertarget{classmlnorm_1917009347bb410f73bf827df8767b09}{
{\footnotesize template$<$class sq\_\-M$>$ }\\std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, \hyperlink{classmlnorm}{mlnorm}$<$ sq\_\-M $>$ \&ml)}
\label{classmlnorm_1917009347bb410f73bf827df8767b09}

\end{CompactItemize}


\subsection{Detailed Description}
\subsubsection*{template$<$class sq\_\-T$>$ class mlnorm$<$ sq\_\-T $>$}

Normal distributed linear function with linear function of mean value;. 

Mean value $mu=A*rvc+mu_0$. 

\subsection{Member Function Documentation}
\hypertarget{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{
\index{mlnorm@{mlnorm}!samplecond@{samplecond}}
\index{samplecond@{samplecond}!mlnorm@{mlnorm}}
\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{]}}}}
\label{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}


Returns the required moment of the \hyperlink{classepdf}{epdf}. 

Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description}
\end{Desc}


Reimplemented in \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{mprod}.

References mpdf::condition(), mpdf::ep, epdf::evallog(), and epdf::sample().

Referenced by MPF$<$ BM\_\-T $>$::bayes(), and PF::bayes().\hypertarget{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}{
\index{mlnorm@{mlnorm}!samplecond\_\-m@{samplecond\_\-m}}
\index{samplecond\_\-m@{samplecond\_\-m}!mlnorm@{mlnorm}}
\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{]}}}}
\label{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}


Returns. 

\begin{Desc}
\item[Parameters:]
\begin{description}
\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}
\end{Desc}


References mpdf::condition(), RV::count(), mpdf::ep, epdf::evallog(), mpdf::rv, and epdf::sample().

The documentation for this class was generated from the following file:\begin{CompactItemize}
\item 
work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}