root/doc/latex/classmprod.tex @ 180

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Modifications of BDM to reflect changes in basics

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1\hypertarget{classmprod}{
2\section{mprod Class Reference}
3\label{classmprod}\index{mprod@{mprod}}
4}
5Chain rule decomposition of \hyperlink{classepdf}{epdf}
6
7
8{\tt \#include $<$emix.h$>$}
9
10Inheritance diagram for mprod:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=91pt]{classmprod__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for mprod:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=102pt]{classmprod__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classmprod_419b303581a91ad85200bdcb4b3186f4}{
28\hyperlink{classmprod_419b303581a91ad85200bdcb4b3186f4}{mprod} (Array$<$ \hyperlink{classmpdf}{mpdf} $\ast$ $>$ mFacs)}
29\label{classmprod_419b303581a91ad85200bdcb4b3186f4}
30
31\begin{CompactList}\small\item\em Constructor from list of mFacs, Additional parameter overlap is left for future use. Do not set to true for \hyperlink{classmprod}{mprod}. \item\end{CompactList}\item 
32\hypertarget{classmprod_c15df5d0c7bb9dc82dd78f037b2550a8}{
33double \textbf{evalpdflog} (const vec \&val) const }
34\label{classmprod_c15df5d0c7bb9dc82dd78f037b2550a8}
35
36\item 
37vec \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{samplecond} (const vec \&cond, double \&ll)
38\begin{CompactList}\small\item\em Returns the required moment of the \hyperlink{classepdf}{epdf}. \item\end{CompactList}\item 
39mat \hyperlink{classmprod_e171c40e210539c2af01d6237785620b}{samplecond} (const vec \&cond, vec \&ll, int N)
40\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item 
41\hypertarget{classcompositepdf_635d219fb3e32852400d6f98aa4bdc93}{
42\hyperlink{classRV}{RV} \textbf{getrv} (bool checkoverlap=false)}
43\label{classcompositepdf_635d219fb3e32852400d6f98aa4bdc93}
44
45\item 
46\hypertarget{classcompositepdf_5a4479785c1fdb2cc351fbea07b899ac}{
47void \textbf{setrvc} (const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}, \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc})}
48\label{classcompositepdf_5a4479785c1fdb2cc351fbea07b899ac}
49
50\item 
51\hypertarget{classcompositepdf_08958c8f76d65de94ecc37b8d90bc77a}{
52void \textbf{setindices} (const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv})}
53\label{classcompositepdf_08958c8f76d65de94ecc37b8d90bc77a}
54
55\item 
56\hypertarget{classcompositepdf_3bd4ada95f381ea6c4cff2dc86e957c4}{
57void \textbf{setrvcinrv} (const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}, Array$<$ ivec $>$ \&rvcind)}
58\label{classcompositepdf_3bd4ada95f381ea6c4cff2dc86e957c4}
59
60\item 
61\hypertarget{classmpdf_0f95a0cc6ab40611f46804682446ed83}{
62virtual void \hyperlink{classmpdf_0f95a0cc6ab40611f46804682446ed83}{condition} (const vec \&cond)}
63\label{classmpdf_0f95a0cc6ab40611f46804682446ed83}
64
65\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 
66\hypertarget{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{
67virtual double \hyperlink{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{evalcond} (const vec \&dt, const vec \&cond)}
68\label{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}
69
70\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 
71\hypertarget{classmpdf_ec9c850305984582548e8deb64f0ffe8}{
72\hyperlink{classRV}{RV} \hyperlink{classmpdf_ec9c850305984582548e8deb64f0ffe8}{\_\-rvc} ()}
73\label{classmpdf_ec9c850305984582548e8deb64f0ffe8}
74
75\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
76\hypertarget{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}{
77\hyperlink{classRV}{RV} \hyperlink{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}{\_\-rv} ()}
78\label{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}
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}\end{CompactItemize}
86\subsection*{Protected Attributes}
87\begin{CompactItemize}
88\item 
89\hypertarget{classmprod_0883ce383e8475546df138719918f70e}{
90Array$<$ \hyperlink{classepdf}{epdf} $\ast$ $>$ \textbf{epdfs}}
91\label{classmprod_0883ce383e8475546df138719918f70e}
92
93\item 
94\hypertarget{classmprod_cc85192d8abc01832937ed8b62e363a6}{
95Array$<$ ivec $>$ \hyperlink{classmprod_cc85192d8abc01832937ed8b62e363a6}{rvcinds}}
96\label{classmprod_cc85192d8abc01832937ed8b62e363a6}
97
98\begin{CompactList}\small\item\em Indeces of rvc in common rvc. \item\end{CompactList}\item 
99\hypertarget{classcompositepdf_c1646fe41ff5934d010e54ccaa46133f}{
100int \hyperlink{classcompositepdf_c1646fe41ff5934d010e54ccaa46133f}{n}}
101\label{classcompositepdf_c1646fe41ff5934d010e54ccaa46133f}
102
103\begin{CompactList}\small\item\em Number of mpdfs in the composite. \item\end{CompactList}\item 
104\hypertarget{classcompositepdf_637877061b917a16a0421bb5c4cd480d}{
105Array$<$ \hyperlink{classmpdf}{mpdf} $\ast$ $>$ \hyperlink{classcompositepdf_637877061b917a16a0421bb5c4cd480d}{mpdfs}}
106\label{classcompositepdf_637877061b917a16a0421bb5c4cd480d}
107
108\begin{CompactList}\small\item\em Elements of composition. \item\end{CompactList}\item 
109\hypertarget{classcompositepdf_4d4a8269f9faefeca8cdc251a5a29a7f}{
110Array$<$ ivec $>$ \hyperlink{classcompositepdf_4d4a8269f9faefeca8cdc251a5a29a7f}{rvsinrv}}
111\label{classcompositepdf_4d4a8269f9faefeca8cdc251a5a29a7f}
112
113\begin{CompactList}\small\item\em Indeces of rvs in common rv. \item\end{CompactList}\item 
114\hypertarget{classcompositepdf_3df07bb5e3ed36a3119b145043296676}{
115Array$<$ ivec $>$ \hyperlink{classcompositepdf_3df07bb5e3ed36a3119b145043296676}{rvcsinrv}}
116\label{classcompositepdf_3df07bb5e3ed36a3119b145043296676}
117
118\begin{CompactList}\small\item\em Indeces of rvc in common rv. \item\end{CompactList}\item 
119\hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{
120\hyperlink{classRV}{RV} \hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}}
121\label{classmpdf_f6687c07ff07d47812dd565368ca59eb}
122
123\begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item 
124\hypertarget{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{
125\hyperlink{classRV}{RV} \hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}}
126\label{classmpdf_acb7dda792b3cd5576f39fa3129abbab}
127
128\begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item 
129\hypertarget{classmpdf_7aa894208a32f3487827df6d5054424c}{
130\hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_7aa894208a32f3487827df6d5054424c}{ep}}
131\label{classmpdf_7aa894208a32f3487827df6d5054424c}
132
133\begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize}
134
135
136\subsection{Detailed Description}
137Chain rule decomposition of \hyperlink{classepdf}{epdf}.
138
139Probability density in the form of Chain-rule decomposition: $\backslash$\mbox{[} f(x\_\-1,x\_\-2,x\_\-3) = f(x\_\-1$|$x\_\-2,x\_\-3)f(x\_\-2,x\_\-3)f(x\_\-3) $\backslash$\mbox{]} Note that
140
141\subsection{Member Function Documentation}
142\hypertarget{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{
143\index{mprod@{mprod}!samplecond@{samplecond}}
144\index{samplecond@{samplecond}!mprod@{mprod}}
145\subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}vec mprod::samplecond (const vec \& {\em cond}, \/  double \& {\em ll})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
146\label{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}
147
148
149Returns the required moment of the \hyperlink{classepdf}{epdf}.
150
151Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \begin{Desc}
152\item[Parameters:]
153\begin{description}
154\item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description}
155\end{Desc}
156
157
158Reimplemented from \hyperlink{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{mpdf}.
159
160References RV::count(), compositepdf::mpdfs, compositepdf::n, mpdf::rv, rvcinds, compositepdf::rvcsinrv, and compositepdf::rvsinrv.
161
162Referenced by samplecond().\hypertarget{classmprod_e171c40e210539c2af01d6237785620b}{
163\index{mprod@{mprod}!samplecond@{samplecond}}
164\index{samplecond@{samplecond}!mprod@{mprod}}
165\subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}mat mprod::samplecond (const vec \& {\em cond}, \/  vec \& {\em ll}, \/  int {\em N})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
166\label{classmprod_e171c40e210539c2af01d6237785620b}
167
168
169Returns.
170
171\begin{Desc}
172\item[Parameters:]
173\begin{description}
174\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}
175\end{Desc}
176
177
178Reimplemented from \hyperlink{classmpdf_0e37163660f93df2a4d723cedb1da89c}{mpdf}.
179
180References RV::count(), mpdf::rv, and samplecond().
181
182The documentation for this class was generated from the following file:\begin{CompactItemize}
183\item 
184work/git/mixpp/bdm/stat/\hyperlink{emix_8h}{emix.h}\end{CompactItemize}
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