[210] | 1 | \hypertarget{classmlstudent}{ |
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| 2 | \section{mlstudent Class Reference} |
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| 3 | \label{classmlstudent}\index{mlstudent@{mlstudent}} |
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| 4 | } |
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| 5 | {\tt \#include $<$libEF.h$>$} |
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| 6 | |
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| 7 | Inheritance diagram for mlstudent:\nopagebreak |
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| 8 | \begin{figure}[H] |
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| 9 | \begin{center} |
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| 10 | \leavevmode |
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| 11 | \includegraphics[width=97pt]{classmlstudent__inherit__graph} |
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| 12 | \end{center} |
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| 13 | \end{figure} |
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| 14 | Collaboration diagram for mlstudent:\nopagebreak |
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| 15 | \begin{figure}[H] |
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| 16 | \begin{center} |
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| 17 | \leavevmode |
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| 18 | \includegraphics[height=400pt]{classmlstudent__coll__graph} |
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| 19 | \end{center} |
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| 20 | \end{figure} |
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| 21 | \subsection*{Public Member Functions} |
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| 22 | \begin{CompactItemize} |
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| 23 | \item |
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| 24 | \hypertarget{classmlstudent_4bacc99b1427f7001e47e070c91fe877}{ |
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| 25 | \textbf{mlstudent} (const \hyperlink{classRV}{RV} \&rv0, const \hyperlink{classRV}{RV} \&rvc0)} |
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| 26 | \label{classmlstudent_4bacc99b1427f7001e47e070c91fe877} |
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| 27 | |
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| 28 | \item |
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| 29 | \hypertarget{classmlstudent_160b9a825dac16d6b8a79ba15ddb2cfa}{ |
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| 30 | void \textbf{set\_\-parameters} (const mat \&A0, const vec \&mu0, const \hyperlink{classldmat}{ldmat} \&R0, const \hyperlink{classldmat}{ldmat} \&Lambda0)} |
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| 31 | \label{classmlstudent_160b9a825dac16d6b8a79ba15ddb2cfa} |
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| 32 | |
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| 33 | \item |
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| 34 | \hypertarget{classmlstudent_d153460ae0180f4bc7f28301f5cde876}{ |
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| 35 | void \hyperlink{classmlstudent_d153460ae0180f4bc7f28301f5cde876}{condition} (const vec \&cond)} |
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| 36 | \label{classmlstudent_d153460ae0180f4bc7f28301f5cde876} |
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| 37 | |
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| 38 | \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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| 39 | \hypertarget{classmlnorm_f95dfce0b500636a44ecd7e5210de999}{ |
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| 40 | void \hyperlink{classmlnorm_f95dfce0b500636a44ecd7e5210de999}{set\_\-parameters} (const mat \&A, const vec \&mu0, const \hyperlink{classldmat}{ldmat} \&R)} |
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| 41 | \label{classmlnorm_f95dfce0b500636a44ecd7e5210de999} |
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| 42 | |
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| 43 | \begin{CompactList}\small\item\em Set {\tt A} and {\tt R}. \item\end{CompactList}\item |
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| 44 | \hypertarget{classmlnorm_2732ae47835dd25d5784bf08fde0a546}{ |
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| 45 | vec \& \hyperlink{classmlnorm_2732ae47835dd25d5784bf08fde0a546}{\_\-mu\_\-const} ()} |
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| 46 | \label{classmlnorm_2732ae47835dd25d5784bf08fde0a546} |
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| 47 | |
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| 48 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 49 | \hypertarget{classmlnorm_65ec3840c21b21102896bfd2282b47b3}{ |
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| 50 | mat \& \hyperlink{classmlnorm_65ec3840c21b21102896bfd2282b47b3}{\_\-A} ()} |
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| 51 | \label{classmlnorm_65ec3840c21b21102896bfd2282b47b3} |
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| 52 | |
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| 53 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 54 | \hypertarget{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}{ |
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| 55 | mat \hyperlink{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}{\_\-R} ()} |
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| 56 | \label{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63} |
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| 57 | |
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| 58 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 59 | virtual vec \hyperlink{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{samplecond} (const vec \&cond, double \&ll) |
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[234] | 60 | \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] | 61 | virtual mat \hyperlink{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N) |
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[210] | 62 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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[219] | 63 | \hypertarget{classmpdf_2ef8a6374029d990a678782f6decebbe}{ |
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| 64 | virtual double \hyperlink{classmpdf_2ef8a6374029d990a678782f6decebbe}{evallogcond} (const vec \&dt, const vec \&cond)} |
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| 65 | \label{classmpdf_2ef8a6374029d990a678782f6decebbe} |
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[210] | 66 | |
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| 67 | \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] | 68 | \hypertarget{classmpdf_95fcff214848f66f1b489459370573fa}{ |
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| 69 | virtual vec \hyperlink{classmpdf_95fcff214848f66f1b489459370573fa}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)} |
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| 70 | \label{classmpdf_95fcff214848f66f1b489459370573fa} |
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[210] | 71 | |
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[219] | 72 | \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item |
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[210] | 73 | \hypertarget{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{ |
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| 74 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{\_\-rvc} () const } |
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| 75 | \label{classmpdf_15ef062183b1ccdf794732d5fa0b77cd} |
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| 76 | |
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| 77 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 78 | \hypertarget{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{ |
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| 79 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{\_\-rv} () const } |
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| 80 | \label{classmpdf_71256ffb5fbd08f41d650e606a5bd585} |
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| 81 | |
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| 82 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 83 | \hypertarget{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{ |
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| 84 | \hyperlink{classepdf}{epdf} \& \hyperlink{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{\_\-epdf} ()} |
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| 85 | \label{classmpdf_e17780ee5b2cfe05922a6c56af1462f8} |
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| 86 | |
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[234] | 87 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 88 | \hypertarget{classmpdf_75ded3b0f657cd7da6590691a810963c}{ |
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| 89 | \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_75ded3b0f657cd7da6590691a810963c}{\_\-e} ()} |
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| 90 | \label{classmpdf_75ded3b0f657cd7da6590691a810963c} |
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| 91 | |
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[210] | 92 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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| 93 | \subsection*{Protected Attributes} |
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| 94 | \begin{CompactItemize} |
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| 95 | \item |
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| 96 | \hypertarget{classmlstudent_37bc739863e41fcd6dc4645bdca8099c}{ |
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| 97 | \hyperlink{classldmat}{ldmat} \textbf{Lambda}} |
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| 98 | \label{classmlstudent_37bc739863e41fcd6dc4645bdca8099c} |
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| 99 | |
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| 100 | \item |
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| 101 | \hypertarget{classmlstudent_01ca0dd5fdb399b0941a86f30a95d1ba}{ |
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| 102 | \hyperlink{classldmat}{ldmat} \& \textbf{\_\-R}} |
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| 103 | \label{classmlstudent_01ca0dd5fdb399b0941a86f30a95d1ba} |
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| 104 | |
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| 105 | \item |
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| 106 | \hypertarget{classmlstudent_9b6b64156d06ccf57e5f549a6bf9dc96}{ |
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| 107 | \hyperlink{classldmat}{ldmat} \textbf{Re}} |
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| 108 | \label{classmlstudent_9b6b64156d06ccf57e5f549a6bf9dc96} |
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| 109 | |
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| 110 | \item |
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| 111 | \hypertarget{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{ |
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| 112 | \hyperlink{classenorm}{enorm}$<$ \hyperlink{classldmat}{ldmat} $>$ \hyperlink{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{epdf}} |
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| 113 | \label{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421} |
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| 114 | |
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| 115 | \begin{CompactList}\small\item\em Internal \hyperlink{classepdf}{epdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item |
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| 116 | \hypertarget{classmlnorm_90a62528ca1ce79b6396ff899119da0f}{ |
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| 117 | mat \textbf{A}} |
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| 118 | \label{classmlnorm_90a62528ca1ce79b6396ff899119da0f} |
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| 119 | |
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| 120 | \item |
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| 121 | \hypertarget{classmlnorm_ebab82017f10fbde483971bbf3b4004d}{ |
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| 122 | vec \textbf{mu\_\-const}} |
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| 123 | \label{classmlnorm_ebab82017f10fbde483971bbf3b4004d} |
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| 124 | |
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| 125 | \item |
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| 126 | \hypertarget{classmlnorm_17552bef9aeba92a42516fe7d39a5893}{ |
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| 127 | vec \& \textbf{\_\-mu}} |
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| 128 | \label{classmlnorm_17552bef9aeba92a42516fe7d39a5893} |
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| 129 | |
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| 130 | \item |
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| 131 | \hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{ |
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| 132 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}} |
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| 133 | \label{classmpdf_f6687c07ff07d47812dd565368ca59eb} |
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| 134 | |
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| 135 | \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item |
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| 136 | \hypertarget{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{ |
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| 137 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}} |
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| 138 | \label{classmpdf_acb7dda792b3cd5576f39fa3129abbab} |
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| 139 | |
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| 140 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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| 141 | \hypertarget{classmpdf_7aa894208a32f3487827df6d5054424c}{ |
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| 142 | \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_7aa894208a32f3487827df6d5054424c}{ep}} |
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| 143 | \label{classmpdf_7aa894208a32f3487827df6d5054424c} |
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| 144 | |
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| 145 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
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| 146 | \subsection*{Friends} |
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| 147 | \begin{CompactItemize} |
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| 148 | \item |
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| 149 | \hypertarget{classmlnorm_1917009347bb410f73bf827df8767b09}{ |
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| 150 | std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, \hyperlink{classmlnorm}{mlnorm}$<$ sq\_\-M $>$ \&ml)} |
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| 151 | \label{classmlnorm_1917009347bb410f73bf827df8767b09} |
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| 152 | |
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| 153 | \end{CompactItemize} |
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| 154 | |
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| 155 | |
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| 156 | \subsection{Detailed Description} |
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| 157 | (Approximate) Student t density with linear function of mean value |
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| 158 | |
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| 159 | \subsection{Member Function Documentation} |
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| 160 | \hypertarget{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{ |
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| 161 | \index{mlstudent@{mlstudent}!samplecond@{samplecond}} |
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| 162 | \index{samplecond@{samplecond}!mlstudent@{mlstudent}} |
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| 163 | \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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| 164 | \label{classmpdf_3f172b79ec4a5ebc87898a5381141f1b} |
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| 165 | |
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| 166 | |
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[234] | 167 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. |
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[210] | 168 | |
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[234] | 169 | \begin{Desc} |
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[210] | 170 | \item[Parameters:] |
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| 171 | \begin{description} |
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| 172 | \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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| 173 | \end{Desc} |
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| 174 | |
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| 175 | |
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| 176 | Reimplemented in \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{mprod}. |
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| 177 | |
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[219] | 178 | References mpdf::condition(), mpdf::ep, epdf::evallog(), and epdf::sample(). |
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[210] | 179 | |
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[219] | 180 | Referenced by MPF$<$ BM\_\-T $>$::bayes(), and PF::bayes().\hypertarget{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}{ |
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| 181 | \index{mlstudent@{mlstudent}!samplecond\_\-m@{samplecond\_\-m}} |
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| 182 | \index{samplecond\_\-m@{samplecond\_\-m}!mlstudent@{mlstudent}} |
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| 183 | \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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| 184 | \label{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5} |
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[210] | 185 | |
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| 186 | |
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| 187 | Returns. |
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| 188 | |
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| 189 | \begin{Desc} |
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| 190 | \item[Parameters:] |
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| 191 | \begin{description} |
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| 192 | \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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| 193 | \end{Desc} |
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| 194 | |
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| 195 | |
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[219] | 196 | References mpdf::condition(), RV::count(), mpdf::ep, epdf::evallog(), mpdf::rv, and epdf::sample(). |
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[210] | 197 | |
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| 198 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 199 | \item |
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| 200 | work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize} |
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