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