root/library/doc/html/classbdm_1_1egiwmix.html @ 661

Revision 661, 34.4 kB (checked in by smidl, 15 years ago)

doc

Line 
1<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
2<html xmlns="http://www.w3.org/1999/xhtml">
3<head>
4<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
5<title>mixpp: bdm::egiwmix Class Reference</title>
6<link href="tabs.css" rel="stylesheet" type="text/css"/>
7<link href="doxygen.css" rel="stylesheet" type="text/css"/>
8</head>
9<body>
10<!-- Generated by Doxygen 1.6.1 -->
11<script type="text/javascript">
12<!--
13function changeDisplayState (e){
14  var num=this.id.replace(/[^[0-9]/g,'');
15  var button=this.firstChild;
16  var sectionDiv=document.getElementById('dynsection'+num);
17  if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){
18    sectionDiv.style.display='block';
19    button.src='open.gif';
20  }else{
21    sectionDiv.style.display='none';
22    button.src='closed.gif';
23  }
24}
25function initDynSections(){
26  var divs=document.getElementsByTagName('div');
27  var sectionCounter=1;
28  for(var i=0;i<divs.length-1;i++){
29    if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){
30      var header=divs[i];
31      var section=divs[i+1];
32      var button=header.firstChild;
33      if (button!='IMG'){
34        divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild);
35        button=document.createElement('img');
36        divs[i].insertBefore(button,divs[i].firstChild);
37      }
38      header.style.cursor='pointer';
39      header.onclick=changeDisplayState;
40      header.id='dynheader'+sectionCounter;
41      button.src='closed.gif';
42      section.id='dynsection'+sectionCounter;
43      section.style.display='none';
44      section.style.marginLeft='14px';
45      sectionCounter++;
46    }
47  }
48}
49window.onload = initDynSections;
50-->
51</script>
52<div class="navigation" id="top">
53  <div class="tabs">
54    <ul>
55      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
56      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
57      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
58      <li><a href="files.html"><span>Files</span></a></li>
59    </ul>
60  </div>
61  <div class="tabs">
62    <ul>
63      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
64      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li>
65      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
66      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
67    </ul>
68  </div>
69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1egiwmix.html">egiwmix</a>
70  </div>
71</div>
72<div class="contents">
73<h1>bdm::egiwmix Class Reference</h1><!-- doxytag: class="bdm::egiwmix" --><!-- doxytag: inherits="bdm::egiw" -->
74<p>Mixture of egiws. 
75<a href="#_details">More...</a></p>
76<hr/><a name="_details"></a><h2>Detailed Description</h2>
77<p>Mixture of egiws. </p>
78
79<p><code>#include &lt;<a class="el" href="emix_8h_source.html">emix.h</a>&gt;</code></p>
80
81<p><a href="classbdm_1_1egiwmix-members.html">List of all members.</a></p>
82<table border="0" cellpadding="0" cellspacing="0">
83<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
84<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a41f4cf7baf554e0a70bf495457179dbb"></a><!-- doxytag: member="bdm::egiwmix::egiwmix" ref="a41f4cf7baf554e0a70bf495457179dbb" args="()" -->
85&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a41f4cf7baf554e0a70bf495457179dbb">egiwmix</a> ()</td></tr>
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br/></td></tr>
87<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#ac4627222e22df6e14f8f1496e13c4975">set_parameters</a> (const vec &amp;<a class="el" href="classbdm_1_1egiwmix.html#a2deb6d7cd689949b92450227de98afa4">w</a>, const Array&lt; <a class="el" href="classbdm_1_1egiw.html">egiw</a> * &gt; &amp;<a class="el" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280">Coms</a>, bool copy=false)</td></tr>
88<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74e7c77bd89a454a7fd984945c58df1c"></a><!-- doxytag: member="bdm::egiwmix::mean" ref="a74e7c77bd89a454a7fd984945c58df1c" args="() const " -->
89vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a74e7c77bd89a454a7fd984945c58df1c">mean</a> () const </td></tr>
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br/></td></tr>
91<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8bd92fb4c94a46220e84d9a39ddd2e28"></a><!-- doxytag: member="bdm::egiwmix::sample" ref="a8bd92fb4c94a46220e84d9a39ddd2e28" args="() const " -->
92vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a8bd92fb4c94a46220e84d9a39ddd2e28">sample</a> () const </td></tr>
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return a sample from the density <br/></td></tr>
94<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a96e1cfb7157b87f04e2957ca4d883425"></a><!-- doxytag: member="bdm::egiwmix::variance" ref="a96e1cfb7157b87f04e2957ca4d883425" args="() const " -->
95vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a96e1cfb7157b87f04e2957ca4d883425">variance</a> () const </td></tr>
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return the expected variance <br/></td></tr>
97<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a99962cd566fc4e6d59099dae6b7ecb8c"></a><!-- doxytag: member="bdm::egiwmix::mean_mat" ref="a99962cd566fc4e6d59099dae6b7ecb8c" args="(mat &amp;M, mat &amp;R) const " -->
98void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a99962cd566fc4e6d59099dae6b7ecb8c">mean_mat</a> (mat &amp;M, mat &amp;R) const </td></tr>
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">expected values of the linear coefficient and the covariance matrix are written to <code>M</code> and <code>R</code> , respectively <br/></td></tr>
100<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5713da45d66410382d6eca4e1b05a132"></a><!-- doxytag: member="bdm::egiwmix::evallog_nn" ref="a5713da45d66410382d6eca4e1b05a132" args="(const vec &amp;val) const " -->
101double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a5713da45d66410382d6eca4e1b05a132">evallog_nn</a> (const vec &amp;val) const </td></tr>
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ]. <br/></td></tr>
103<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c9bc72ecea861dd2416f852905bf023"></a><!-- doxytag: member="bdm::egiwmix::lognc" ref="a7c9bc72ecea861dd2416f852905bf023" args="() const " -->
104double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a7c9bc72ecea861dd2416f852905bf023">lognc</a> () const </td></tr>
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_100.png"/> <br/></td></tr>
106<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aab30611d0ca7cc718956548a42a1f67d"></a><!-- doxytag: member="bdm::egiwmix::marginal" ref="aab30611d0ca7cc718956548a42a1f67d" args="(const RV &amp;rv) const " -->
107<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#aab30611d0ca7cc718956548a42a1f67d">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br/></td></tr>
109<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0f403bb5b09d5855b7098665290434bf"></a><!-- doxytag: member="bdm::egiwmix::marginal" ref="a0f403bb5b09d5855b7098665290434bf" args="(const RV &amp;rv, emix &amp;target) const " -->
110void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a0f403bb5b09d5855b7098665290434bf">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>, <a class="el" href="classbdm_1_1emix.html">emix</a> &amp;target) const </td></tr>
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">marginal density update <br/></td></tr>
112<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a884d203ca3994b9fba4c8bd440f355ea"></a><!-- doxytag: member="bdm::egiwmix::_w" ref="a884d203ca3994b9fba4c8bd440f355ea" args="()" -->
113vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a884d203ca3994b9fba4c8bd440f355ea">_w</a> ()</td></tr>
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns a pointer to the internal mean value. Use with Care! <br/></td></tr>
115<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadc550fe74df25524c20867e89b5b096"></a><!-- doxytag: member="bdm::egiwmix::ownComs" ref="aadc550fe74df25524c20867e89b5b096" args="()" -->
116void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#aadc550fe74df25524c20867e89b5b096">ownComs</a> ()</td></tr>
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auxiliary function for taking ownership of the <a class="el" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280" title="Component (epdfs).">Coms()</a>. <br/></td></tr>
118<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad20a56a7b129c1ea9f71725e15f8ad8c"></a><!-- doxytag: member="bdm::egiwmix::_Coms" ref="ad20a56a7b129c1ea9f71725e15f8ad8c" args="(int i)" -->
119<a class="el" href="classbdm_1_1egiw.html">egiw</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#ad20a56a7b129c1ea9f71725e15f8ad8c">_Coms</a> (int i)</td></tr>
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
121<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adc999c5c1402c450200f22128db688b2"></a><!-- doxytag: member="bdm::egiwmix::set_rv" ref="adc999c5c1402c450200f22128db688b2" args="(const RV &amp;rv)" -->
122void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#adc999c5c1402c450200f22128db688b2">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>)</td></tr>
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br/></td></tr>
124<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10894d50e82130cc5b93d3cbc30b2e4d"></a><!-- doxytag: member="bdm::egiwmix::approx" ref="a10894d50e82130cc5b93d3cbc30b2e4d" args="()" -->
125<a class="el" href="classbdm_1_1egiw.html">egiw</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a10894d50e82130cc5b93d3cbc30b2e4d">approx</a> ()</td></tr>
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Approximation of a GiW mix by a single GiW pdf. <br/></td></tr>
127<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66d2ba9295c306012b309efcc9e516f0"></a><!-- doxytag: member="bdm::egiwmix::est_theta" ref="a66d2ba9295c306012b309efcc9e516f0" args="() const " -->
128vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a66d2ba9295c306012b309efcc9e516f0">est_theta</a> () const </td></tr>
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">LS estimate of <img class="formulaInl" alt="$\theta$" src="form_102.png"/>. <br/></td></tr>
130<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a88c321a2051d1afdbb31a098896a717b"></a><!-- doxytag: member="bdm::egiwmix::est_theta_cov" ref="a88c321a2051d1afdbb31a098896a717b" args="() const " -->
131<a class="el" href="classbdm_1_1ldmat.html">ldmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a88c321a2051d1afdbb31a098896a717b">est_theta_cov</a> () const </td></tr>
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance of the LS estimate. <br/></td></tr>
133<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e610e95401a11baf34f65e16ecd87be"></a><!-- doxytag: member="bdm::egiwmix::pow" ref="a8e610e95401a11baf34f65e16ecd87be" args="(double p)" -->
134void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be">pow</a> (double p)</td></tr>
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br/></td></tr>
136<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::egiwmix::evallog" ref="aa36d06ecdd6f4c79dc122510eaccc692" args="(const vec &amp;val) const " -->
137virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#aa36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &amp;val) const </td></tr>
138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr>
139<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::egiwmix::evallog_m" ref="a6886c60b6b690e503913240db5de0c6f" args="(const mat &amp;Val) const " -->
140virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a6886c60b6b690e503913240db5de0c6f">evallog_m</a> (const mat &amp;Val) const </td></tr>
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr>
142<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::egiwmix::evallog_m" ref="ad793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array&lt; vec &gt; &amp;Val) const " -->
143virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#ad793f4fd6d0dcec5f16bff0ae45fc7d5">evallog_m</a> (const Array&lt; vec &gt; &amp;Val) const </td></tr>
144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr>
145<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::egiwmix::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" -->
146virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr>
148<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::egiwmix::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
149virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr>
151<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::egiwmix::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
152virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr>
154<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
155<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p>
156<br/><br/></div></td></tr>
157<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a40b04f8ef133d089c4be2c7983e18b5c"></a><!-- doxytag: member="bdm::egiwmix::set_parameters" ref="a40b04f8ef133d089c4be2c7983e18b5c" args="(int dimx0, ldmat V0, double nu0=&#45;1.0)" -->
158void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dimx0, <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr>
159<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
160<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> Construction of each <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> should support two types of constructors: </p>
161<ul>
162<li>empty constructor, </li>
163<li>copy constructor,</li>
164</ul>
165<p>The following constructors should be supported for convenience: </p>
166<ul>
167<li>constructor followed by calling <code><a class="el" href="classbdm_1_1egiwmix.html#ac4627222e22df6e14f8f1496e13c4975">set_parameters()</a></code> </li>
168<li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1egiwmix.html#adc999c5c1402c450200f22128db688b2" title="Name its rv.">set_rv()</a></code> </li>
169</ul>
170<p>All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code><a class="el" href="classbdm_1_1egiwmix.html#ac4627222e22df6e14f8f1496e13c4975">set_parameters()</a></code>. This way references can be initialized in constructors. </p>
171<br/><br/></div></td></tr>
172<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::egiwmix::set_parameters" ref="a840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
173void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
174<tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr>
175<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp8937227e303215af8852936dc1bf96ca"></a> </p>
176<br/><br/></div></td></tr>
177<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a15792f3112e5cf67d572f491b09324c8"></a><!-- doxytag: member="bdm::egiwmix::_V" ref="a15792f3112e5cf67d572f491b09324c8" args="()" -->
178<a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_V</b> ()</td></tr>
179<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aad9c539a80a552e837245ddcebcbbba4"></a><!-- doxytag: member="bdm::egiwmix::_V" ref="aad9c539a80a552e837245ddcebcbbba4" args="() const " -->
180const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_V</b> () const </td></tr>
181<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa025ee710274ca142dd0ae978735ad4a"></a><!-- doxytag: member="bdm::egiwmix::_nu" ref="aa025ee710274ca142dd0ae978735ad4a" args="()" -->
182double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_nu</b> ()</td></tr>
183<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acf3b2bcb158c15c24788bba90e4154e4"></a><!-- doxytag: member="bdm::egiwmix::_nu" ref="acf3b2bcb158c15c24788bba90e4154e4" args="() const " -->
184const double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_nu</b> () const </td></tr>
185<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (const Setting &amp;set)</td></tr>
186<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
187<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p>
188<br/><br/></div></td></tr>
189<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::egiwmix::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
190virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
191<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_14.png"/> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_15.png"/>. <br/></td></tr>
192<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::egiwmix::condition" ref="a1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &amp;rv) const " -->
193virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
194<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br/></td></tr>
195<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::egiwmix::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
196virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &amp;lb, vec &amp;ub, double percentage=0.95) const </td></tr>
197<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br/></td></tr>
198<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
199<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp14fc6e1cb822e9dfc5edc16c20fabe11"></a> Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: </p>
200<br/><br/></div></td></tr>
201<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::egiwmix::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
202bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br/></td></tr>
204<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egiwmix::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
205const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr>
206<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr>
207<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
208<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>
209<br/><br/></div></td></tr>
210<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::egiwmix::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
211int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
212<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br/></td></tr>
213<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
214<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2deb6d7cd689949b92450227de98afa4"></a><!-- doxytag: member="bdm::egiwmix::w" ref="a2deb6d7cd689949b92450227de98afa4" args="" -->
215vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a2deb6d7cd689949b92450227de98afa4">w</a></td></tr>
216<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">weights of the components <br/></td></tr>
217<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8d0a3acd6ced68349b8f9950f4658280"></a><!-- doxytag: member="bdm::egiwmix::Coms" ref="a8d0a3acd6ced68349b8f9950f4658280" args="" -->
218Array&lt; <a class="el" href="classbdm_1_1egiw.html">egiw</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a8d0a3acd6ced68349b8f9950f4658280">Coms</a></td></tr>
219<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Component (epdfs). <br/></td></tr>
220<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2a363169e5aa6c7cad1f4d7647fe9eec"></a><!-- doxytag: member="bdm::egiwmix::destroyComs" ref="a2a363169e5aa6c7cad1f4d7647fe9eec" args="" -->
221bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiwmix.html#a2a363169e5aa6c7cad1f4d7647fe9eec">destroyComs</a></td></tr>
222<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flag if owning Coms. <br/></td></tr>
223<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae56852845c6af176fd9017dbebbbd52"></a><!-- doxytag: member="bdm::egiwmix::V" ref="aae56852845c6af176fd9017dbebbbd52" args="" -->
224<a class="el" href="classbdm_1_1ldmat.html">ldmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52">V</a></td></tr>
225<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended information matrix of sufficient statistics. <br/></td></tr>
226<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a447eacf19d4f4083872686f044814dc4"></a><!-- doxytag: member="bdm::egiwmix::nu" ref="a447eacf19d4f4083872686f044814dc4" args="" -->
227double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4">nu</a></td></tr>
228<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of data records (degrees of freedom) of sufficient statistics. <br/></td></tr>
229<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23e4d78bea7e98840f3da30e76a2b57a"></a><!-- doxytag: member="bdm::egiwmix::dimx" ref="a23e4d78bea7e98840f3da30e76a2b57a" args="" -->
230int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a">dimx</a></td></tr>
231<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the output. <br/></td></tr>
232<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a322414c32d9a21a006a5aab0311f64fd"></a><!-- doxytag: member="bdm::egiwmix::nPsi" ref="a322414c32d9a21a006a5aab0311f64fd" args="" -->
233int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd">nPsi</a></td></tr>
234<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the regressor. <br/></td></tr>
235<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::egiwmix::dim" ref="a16adac20ec7fe07e1ea0b27d917788ce" args="" -->
236int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
237<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br/></td></tr>
238<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egiwmix::rv" ref="a62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
239<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr>
240<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br/></td></tr>
241</table>
242<hr/><h2>Member Function Documentation</h2>
243<a class="anchor" id="a55b76ec75bd2df5ef9cab3be20a33bbb"></a><!-- doxytag: member="bdm::egiwmix::from_setting" ref="a55b76ec75bd2df5ef9cab3be20a33bbb" args="(const Setting &amp;set)" -->
244<div class="memitem">
245<div class="memproto">
246      <table class="memname">
247        <tr>
248          <td class="memname">void bdm::egiw::from_setting </td>
249          <td>(</td>
250          <td class="paramtype">const Setting &amp;&nbsp;</td>
251          <td class="paramname"> <em>set</em></td>
252          <td>&nbsp;)&nbsp;</td>
253          <td><code> [inline, virtual, inherited]</code></td>
254        </tr>
255      </table>
256</div>
257<div class="memdoc">
258<p>Create Gauss-inverse-Wishart density </p>
259<p class="formulaDsp">
260<img class="formulaDsp" alt="\[ f(rv) = GiW(V,\nu) \]" src="form_103.png"/>
261</p>
262<p> from structure </p>
263<div class="fragment"><pre class="fragment">                <span class="keyword">class </span>= &apos;egiw&apos;;
264                <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>     = [];               <span class="comment">// square matrix</span>
265                <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>    = [];               <span class="comment">// scalar \nu ((almost) degrees of freedom)</span>
266                                                                  <span class="comment">// when missing, it will be computed to obtain proper pdf</span>
267                <a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>  = [];               <span class="comment">// dimension of the wishart part</span>
268                <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = RV({<span class="stringliteral">&apos;name&apos;</span>})         <span class="comment">// description of RV</span>
269                rvc = RV({<span class="stringliteral">&apos;name&apos;</span>})        <span class="comment">// description of RV in condition</span>
270</pre></div> 
271<p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725">bdm::epdf</a>.</p>
272
273<p>References <a class="el" href="exp__family_8h_source.html#l00210">bdm::egiw::dimx</a>, <a class="el" href="user__info_8h_source.html#l00451">bdm::UI::get()</a>, <a class="el" href="exp__family_8h_source.html#l00208">bdm::egiw::nu</a>, and <a class="el" href="exp__family_8h_source.html#l00206">bdm::egiw::V</a>.</p>
274
275</div>
276</div>
277<a class="anchor" id="ac4627222e22df6e14f8f1496e13c4975"></a><!-- doxytag: member="bdm::egiwmix::set_parameters" ref="ac4627222e22df6e14f8f1496e13c4975" args="(const vec &amp;w, const Array&lt; egiw * &gt; &amp;Coms, bool copy=false)" -->
278<div class="memitem">
279<div class="memproto">
280      <table class="memname">
281        <tr>
282          <td class="memname">void bdm::egiwmix::set_parameters </td>
283          <td>(</td>
284          <td class="paramtype">const vec &amp;&nbsp;</td>
285          <td class="paramname"> <em>w</em>, </td>
286        </tr>
287        <tr>
288          <td class="paramkey"></td>
289          <td></td>
290          <td class="paramtype">const Array&lt; <a class="el" href="classbdm_1_1egiw.html">egiw</a> * &gt; &amp;&nbsp;</td>
291          <td class="paramname"> <em>Coms</em>, </td>
292        </tr>
293        <tr>
294          <td class="paramkey"></td>
295          <td></td>
296          <td class="paramtype">bool&nbsp;</td>
297          <td class="paramname"> <em>copy</em> = <code>false</code></td><td>&nbsp;</td>
298        </tr>
299        <tr>
300          <td></td>
301          <td>)</td>
302          <td></td><td></td><td></td>
303        </tr>
304      </table>
305</div>
306<div class="memdoc">
307<p>Set weights <code>w</code> and components <code>Coms</code> By default Coms are copied inside. Parameter <code>copy</code> can be set to false if Coms live externally. Use method <a class="el" href="classbdm_1_1egiwmix.html#aadc550fe74df25524c20867e89b5b096" title="Auxiliary function for taking ownership of the Coms().">ownComs()</a> if Coms should be destroyed by the destructor. </p>
308
309<p>References <a class="el" href="bdmerror_8h_source.html#l00047">bdm_assert_debug</a>, <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>, <a class="el" href="emix_8h_source.html#l00211">Coms</a>, <a class="el" href="emix_8h_source.html#l00213">destroyComs</a>, <a class="el" href="bdmbase_8h_source.html#l00329">bdm::epdf::dim</a>, <a class="el" href="bdmbase_8h_source.html#l00435">bdm::epdf::dimension()</a>, and <a class="el" href="emix_8h_source.html#l00209">w</a>.</p>
310
311</div>
312</div>
313<hr/>The documentation for this class was generated from the following files:<ul>
314<li><a class="el" href="emix_8h_source.html">emix.h</a></li>
315<li>emix.cpp</li>
316</ul>
317</div>
318<hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:50 2009 for mixpp by&nbsp;
319<a href="http://www.doxygen.org/index.html">
320<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
321</body>
322</html>
Note: See TracBrowser for help on using the browser.