1 | \hypertarget{classmpdf}{ |
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2 | \section{mpdf Class Reference} |
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3 | \label{classmpdf}\index{mpdf@{mpdf}} |
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4 | } |
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5 | Conditional probability density, e.g. modeling some dependencies. |
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6 | |
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7 | |
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8 | {\tt \#include $<$libBM.h$>$} |
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9 | |
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10 | Inheritance diagram for mpdf:\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=400pt]{classmpdf__inherit__graph} |
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15 | \end{center} |
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16 | \end{figure} |
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17 | Collaboration diagram for mpdf:\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=56pt]{classmpdf__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 | virtual vec \hyperlink{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{samplecond} (const vec \&cond, double \&ll) |
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28 | \begin{CompactList}\small\item\em Returns the required moment of the \hyperlink{classepdf}{epdf}. \item\end{CompactList}\item |
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29 | virtual mat \hyperlink{classmpdf_0e37163660f93df2a4d723cedb1da89c}{samplecond} (const vec \&cond, vec \&ll, int N) |
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30 | \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item |
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31 | \hypertarget{classmpdf_0f95a0cc6ab40611f46804682446ed83}{ |
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32 | virtual void \hyperlink{classmpdf_0f95a0cc6ab40611f46804682446ed83}{condition} (const vec \&cond)} |
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33 | \label{classmpdf_0f95a0cc6ab40611f46804682446ed83} |
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34 | |
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35 | \begin{CompactList}\small\item\em Update {\tt ep} so that it represents this \hyperlink{classmpdf}{mpdf} conditioned on {\tt rvc} = cond. \item\end{CompactList}\item |
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36 | \hypertarget{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{ |
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37 | virtual double \hyperlink{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{evalcond} (const vec \&dt, const vec \&cond)} |
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38 | \label{classmpdf_80b738ece5bd4f8c4edaee4b38906f91} |
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39 | |
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40 | \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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41 | \hypertarget{classmpdf_b7b2da35080cd15f1be365b805e7277e}{ |
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42 | virtual vec \textbf{evalcond\_\-m} (const mat \&Dt, const vec \&cond)} |
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43 | \label{classmpdf_b7b2da35080cd15f1be365b805e7277e} |
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44 | |
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45 | \item |
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46 | \hypertarget{classmpdf_6788be9f3a888796499c5293a318fcfb}{ |
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47 | virtual \hyperlink{classmpdf_6788be9f3a888796499c5293a318fcfb}{$\sim$mpdf} ()} |
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48 | \label{classmpdf_6788be9f3a888796499c5293a318fcfb} |
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49 | |
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50 | \begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item |
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51 | \hypertarget{classmpdf_581ecf362185d37c08bb31cb9d046d6f}{ |
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52 | \hyperlink{classmpdf_581ecf362185d37c08bb31cb9d046d6f}{mpdf} (const \hyperlink{classRV}{RV} \&rv0, const \hyperlink{classRV}{RV} \&rvc0)} |
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53 | \label{classmpdf_581ecf362185d37c08bb31cb9d046d6f} |
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54 | |
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55 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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56 | \hypertarget{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{ |
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57 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{\_\-rvc} () const } |
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58 | \label{classmpdf_15ef062183b1ccdf794732d5fa0b77cd} |
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59 | |
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60 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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61 | \hypertarget{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{ |
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62 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{\_\-rv} () const } |
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63 | \label{classmpdf_71256ffb5fbd08f41d650e606a5bd585} |
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64 | |
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65 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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66 | \hypertarget{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{ |
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67 | \hyperlink{classepdf}{epdf} \& \hyperlink{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{\_\-epdf} ()} |
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68 | \label{classmpdf_e17780ee5b2cfe05922a6c56af1462f8} |
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69 | |
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70 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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71 | \subsection*{Protected Attributes} |
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72 | \begin{CompactItemize} |
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73 | \item |
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74 | \hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{ |
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75 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}} |
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76 | \label{classmpdf_f6687c07ff07d47812dd565368ca59eb} |
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77 | |
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78 | \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item |
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79 | \hypertarget{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{ |
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80 | \hyperlink{classRV}{RV} \hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}} |
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81 | \label{classmpdf_acb7dda792b3cd5576f39fa3129abbab} |
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82 | |
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83 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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84 | \hypertarget{classmpdf_7aa894208a32f3487827df6d5054424c}{ |
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85 | \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_7aa894208a32f3487827df6d5054424c}{ep}} |
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86 | \label{classmpdf_7aa894208a32f3487827df6d5054424c} |
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87 | |
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88 | \begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize} |
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89 | |
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90 | |
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91 | \subsection{Detailed Description} |
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92 | Conditional probability density, e.g. modeling some dependencies. |
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93 | |
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94 | \subsection{Member Function Documentation} |
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95 | \hypertarget{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{ |
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96 | \index{mpdf@{mpdf}!samplecond@{samplecond}} |
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97 | \index{samplecond@{samplecond}!mpdf@{mpdf}} |
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98 | \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\mbox{]}}}} |
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99 | \label{classmpdf_3f172b79ec4a5ebc87898a5381141f1b} |
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100 | |
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101 | |
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102 | Returns the required moment of the \hyperlink{classepdf}{epdf}. |
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103 | |
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104 | Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \begin{Desc} |
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105 | \item[Parameters:] |
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106 | \begin{description} |
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107 | \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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108 | \end{Desc} |
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109 | |
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110 | |
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111 | Reimplemented in \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{mprod}. |
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112 | |
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113 | References condition(), ep, epdf::evalpdflog(), and epdf::sample(). |
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114 | |
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115 | Referenced by MPF$<$ BM\_\-T $>$::bayes(), and PF::bayes().\hypertarget{classmpdf_0e37163660f93df2a4d723cedb1da89c}{ |
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116 | \index{mpdf@{mpdf}!samplecond@{samplecond}} |
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117 | \index{samplecond@{samplecond}!mpdf@{mpdf}} |
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118 | \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\mbox{]}}}} |
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119 | \label{classmpdf_0e37163660f93df2a4d723cedb1da89c} |
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120 | |
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121 | |
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122 | Returns. |
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123 | |
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124 | \begin{Desc} |
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125 | \item[Parameters:] |
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126 | \begin{description} |
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127 | \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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128 | \end{Desc} |
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129 | |
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130 | |
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131 | Reimplemented in \hyperlink{classmprod_e171c40e210539c2af01d6237785620b}{mprod}. |
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132 | |
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133 | References condition(), RV::count(), ep, epdf::evalpdflog(), rv, and epdf::sample(). |
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134 | |
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135 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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136 | \item |
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137 | work/git/mixpp/bdm/stat/\hyperlink{libBM_8h}{libBM.h}\end{CompactItemize} |
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