root/doc/latex/classmlnorm.tex @ 235

Revision 234, 9.1 kB (checked in by smidl, 17 years ago)

doc

  • Property svn:eol-style set to native
Line 
1\hypertarget{classmlnorm}{
2\section{mlnorm$<$ sq\_\-T $>$ Class Template Reference}
3\label{classmlnorm}\index{mlnorm@{mlnorm}}
4}
5Normal distributed linear function with linear function of mean value;. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for mlnorm$<$ sq\_\-T $>$:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=74pt]{classmlnorm__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for mlnorm$<$ sq\_\-T $>$:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=68pt]{classmlnorm__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classmlnorm_3a5ad4798d8a3878c5e93b8e796c8837}{
28\hyperlink{classmlnorm_3a5ad4798d8a3878c5e93b8e796c8837}{mlnorm} (const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}, const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc})}
29\label{classmlnorm_3a5ad4798d8a3878c5e93b8e796c8837}
30
31\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
32\hypertarget{classmlnorm_f95dfce0b500636a44ecd7e5210de999}{
33void \hyperlink{classmlnorm_f95dfce0b500636a44ecd7e5210de999}{set\_\-parameters} (const mat \&A, const vec \&mu0, const sq\_\-T \&R)}
34\label{classmlnorm_f95dfce0b500636a44ecd7e5210de999}
35
36\begin{CompactList}\small\item\em Set {\tt A} and {\tt R}. \item\end{CompactList}\item 
37\hypertarget{classmlnorm_d41126455ac64b888a38f677886e1b40}{
38void \hyperlink{classmlnorm_d41126455ac64b888a38f677886e1b40}{condition} (const vec \&cond)}
39\label{classmlnorm_d41126455ac64b888a38f677886e1b40}
40
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 
42\hypertarget{classmlnorm_2732ae47835dd25d5784bf08fde0a546}{
43vec \& \hyperlink{classmlnorm_2732ae47835dd25d5784bf08fde0a546}{\_\-mu\_\-const} ()}
44\label{classmlnorm_2732ae47835dd25d5784bf08fde0a546}
45
46\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
47\hypertarget{classmlnorm_65ec3840c21b21102896bfd2282b47b3}{
48mat \& \hyperlink{classmlnorm_65ec3840c21b21102896bfd2282b47b3}{\_\-A} ()}
49\label{classmlnorm_65ec3840c21b21102896bfd2282b47b3}
50
51\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
52\hypertarget{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}{
53mat \hyperlink{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}{\_\-R} ()}
54\label{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}
55
56\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
57virtual vec \hyperlink{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{samplecond} (const vec \&cond, double \&ll)
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 
59virtual mat \hyperlink{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N)
60\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item 
61\hypertarget{classmpdf_2ef8a6374029d990a678782f6decebbe}{
62virtual double \hyperlink{classmpdf_2ef8a6374029d990a678782f6decebbe}{evallogcond} (const vec \&dt, const vec \&cond)}
63\label{classmpdf_2ef8a6374029d990a678782f6decebbe}
64
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 
66\hypertarget{classmpdf_95fcff214848f66f1b489459370573fa}{
67virtual vec \hyperlink{classmpdf_95fcff214848f66f1b489459370573fa}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)}
68\label{classmpdf_95fcff214848f66f1b489459370573fa}
69
70\begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item 
71\hypertarget{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{
72\hyperlink{classRV}{RV} \hyperlink{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{\_\-rvc} () const }
73\label{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}
74
75\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
76\hypertarget{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{
77\hyperlink{classRV}{RV} \hyperlink{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{\_\-rv} () const }
78\label{classmpdf_71256ffb5fbd08f41d650e606a5bd585}
79
80\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
81\hypertarget{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{
82\hyperlink{classepdf}{epdf} \& \hyperlink{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{\_\-epdf} ()}
83\label{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}
84
85\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
86\hypertarget{classmpdf_75ded3b0f657cd7da6590691a810963c}{
87\hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_75ded3b0f657cd7da6590691a810963c}{\_\-e} ()}
88\label{classmpdf_75ded3b0f657cd7da6590691a810963c}
89
90\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
91\subsection*{Protected Attributes}
92\begin{CompactItemize}
93\item 
94\hypertarget{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{
95\hyperlink{classenorm}{enorm}$<$ sq\_\-T $>$ \hyperlink{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{epdf}}
96\label{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}
97
98\begin{CompactList}\small\item\em Internal \hyperlink{classepdf}{epdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item 
99\hypertarget{classmlnorm_90a62528ca1ce79b6396ff899119da0f}{
100mat \textbf{A}}
101\label{classmlnorm_90a62528ca1ce79b6396ff899119da0f}
102
103\item 
104\hypertarget{classmlnorm_ebab82017f10fbde483971bbf3b4004d}{
105vec \textbf{mu\_\-const}}
106\label{classmlnorm_ebab82017f10fbde483971bbf3b4004d}
107
108\item 
109\hypertarget{classmlnorm_17552bef9aeba92a42516fe7d39a5893}{
110vec \& \textbf{\_\-mu}}
111\label{classmlnorm_17552bef9aeba92a42516fe7d39a5893}
112
113\item 
114\hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{
115\hyperlink{classRV}{RV} \hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}}
116\label{classmpdf_f6687c07ff07d47812dd565368ca59eb}
117
118\begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item 
119\hypertarget{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{
120\hyperlink{classRV}{RV} \hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}}
121\label{classmpdf_acb7dda792b3cd5576f39fa3129abbab}
122
123\begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item 
124\hypertarget{classmpdf_7aa894208a32f3487827df6d5054424c}{
125\hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_7aa894208a32f3487827df6d5054424c}{ep}}
126\label{classmpdf_7aa894208a32f3487827df6d5054424c}
127
128\begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize}
129\subsection*{Friends}
130\begin{CompactItemize}
131\item 
132\hypertarget{classmlnorm_1917009347bb410f73bf827df8767b09}{
133{\footnotesize template$<$class sq\_\-M$>$ }\\std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, \hyperlink{classmlnorm}{mlnorm}$<$ sq\_\-M $>$ \&ml)}
134\label{classmlnorm_1917009347bb410f73bf827df8767b09}
135
136\end{CompactItemize}
137
138
139\subsection{Detailed Description}
140\subsubsection*{template$<$class sq\_\-T$>$ class mlnorm$<$ sq\_\-T $>$}
141
142Normal distributed linear function with linear function of mean value;.
143
144Mean value $mu=A*rvc+mu_0$.
145
146\subsection{Member Function Documentation}
147\hypertarget{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{
148\index{mlnorm@{mlnorm}!samplecond@{samplecond}}
149\index{samplecond@{samplecond}!mlnorm@{mlnorm}}
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{]}}}}
151\label{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}
152
153
154Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$.
155
156\begin{Desc}
157\item[Parameters:]
158\begin{description}
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}
160\end{Desc}
161
162
163Reimplemented in \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{mprod}.
164
165References mpdf::condition(), mpdf::ep, epdf::evallog(), and epdf::sample().
166
167Referenced by MPF$<$ BM\_\-T $>$::bayes(), and PF::bayes().\hypertarget{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}{
168\index{mlnorm@{mlnorm}!samplecond\_\-m@{samplecond\_\-m}}
169\index{samplecond\_\-m@{samplecond\_\-m}!mlnorm@{mlnorm}}
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{]}}}}
171\label{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}
172
173
174Returns.
175
176\begin{Desc}
177\item[Parameters:]
178\begin{description}
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}
180\end{Desc}
181
182
183References mpdf::condition(), RV::count(), mpdf::ep, epdf::evallog(), mpdf::rv, and epdf::sample().
184
185The documentation for this class was generated from the following file:\begin{CompactItemize}
186\item 
187work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
Note: See TracBrowser for help on using the browser.