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3<title>mixpp: bdm::epdf Class Reference</title>
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[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1epdf.html">epdf</a>
[259]68  </div>
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70<div class="contents">
[396]71<h1>bdm::epdf Class Reference</h1><!-- doxytag: class="bdm::epdf" --><!-- doxytag: inherits="bdm::root" -->Probability density function with numerical statistics, e.g. posterior density. 
[290]72<a href="#_details">More...</a>
[259]73<p>
[397]74<code>#include &lt;<a class="el" href="bdmbase_8h-source.html">bdmbase.h</a>&gt;</code>
[290]75<p>
[259]76
77<p>
[290]78<a href="classbdm_1_1epdf-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[396]81<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#fa9efc98a065b31c630fe18cc418f725">from_setting</a> (const Setting &amp;set)</td></tr>
[353]82
[396]83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::epdf::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
84virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
85
[353]86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
[396]87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::epdf::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
88virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
[353]89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
[396]91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::epdf::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
92virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
[368]93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
[270]95<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
96<tr><td colspan="2"><div class="groupText">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: <ul>
97<li>empty constructor, </li>
[271]98<li>copy constructor,</li>
[270]99</ul>
[271]100The following constructors should be supported for convenience: <ul>
101<li>constructor followed by calling <code>set_parameters()</code> </li>
102<li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li>
103</ul>
[270]104All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code>set_parameters()</code>. This way references can be initialized in constructors. <br><br></div></td></tr>
[259]105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="992f3de956fb3439c62225156aafb6f6"></a><!-- doxytag: member="bdm::epdf::epdf" ref="992f3de956fb3439c62225156aafb6f6" args="()" -->
[270]106&nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> ()</td></tr>
[259]107
[270]108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e50af83245e56edf5cd76dbb4347d030"></a><!-- doxytag: member="bdm::epdf::epdf" ref="e50af83245e56edf5cd76dbb4347d030" args="(const epdf &amp;e)" -->
109&nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;e)</td></tr>
[259]110
[271]111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fdfed7aa18f2870951888b1dde977415"></a><!-- doxytag: member="bdm::epdf::epdf" ref="fdfed7aa18f2870951888b1dde977415" args="(const RV &amp;rv0)" -->
112&nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
113
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::epdf::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
115void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
116
[270]117<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
[271]118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::epdf::sample" ref="75ba57a89681a8efec488f5796c7cc1b" args="() const " -->
119virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr>
[259]120
[397]121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_7.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_8.png">. <br></td></tr>
[259]122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::epdf::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
123virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
124
[397]125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_9.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_10.png">. <br></td></tr>
[271]126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deab266d63c236c277538867d5c3f249"></a><!-- doxytag: member="bdm::epdf::evallog" ref="deab266d63c236c277538867d5c3f249" args="(const vec &amp;val) const " -->
127virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">evallog</a> (const vec &amp;val) const </td></tr>
[259]128
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::epdf::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " -->
131virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &amp;Val) const </td></tr>
132
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
[396]134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="512dbf057299e871fbc61ed55acb5888"></a><!-- doxytag: member="bdm::epdf::evallog_m" ref="512dbf057299e871fbc61ed55acb5888" args="(const Array&lt; vec &gt; &amp;Avec) const " -->
135virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#512dbf057299e871fbc61ed55acb5888">evallog_m</a> (const Array&lt; vec &gt; &amp;Avec) const </td></tr>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
[259]138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::epdf::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " -->
139virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
140
141<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>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::epdf::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &amp;rv) const " -->
143virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
144
145<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>
[271]146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::epdf::mean" ref="0c8d13d788094605b3cdab20a6e22b75" args="() const " -->
147virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr>
[259]148
149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
[271]150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::epdf::variance" ref="4543d40ccfc5d549b0c831a57a3ed84c" args="() const " -->
151virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr>
[259]152
153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
[287]154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::epdf::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
155virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &amp;lb, vec &amp;ub, double percentage=0.95) const </td></tr>
156
157<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>
[270]158<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
159<tr><td colspan="2"><div class="groupText">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: <br><br></div></td></tr>
160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::epdf::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
161void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
[259]162
[270]163<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::epdf::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
165bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
166
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
[259]168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::epdf::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
169const <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#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr>
170
[270]171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
172<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[271]173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::epdf::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
174int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
[259]175
[270]176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
[259]177<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[270]178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::epdf::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
179int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
180
181<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
[259]182<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::epdf::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
183<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#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr>
184
[270]185<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
[259]186</table>
[290]187<hr><a name="_details"></a><h2>Detailed Description</h2>
[396]188Probability density function with numerical statistics, e.g. posterior density. <hr><h2>Member Function Documentation</h2>
189<a class="anchor" name="fa9efc98a065b31c630fe18cc418f725"></a><!-- doxytag: member="bdm::epdf::from_setting" ref="fa9efc98a065b31c630fe18cc418f725" args="(const Setting &amp;set)" -->
190<div class="memitem">
191<div class="memproto">
192      <table class="memname">
193        <tr>
194          <td class="memname">void bdm::epdf::from_setting           </td>
195          <td>(</td>
196          <td class="paramtype">const Setting &amp;&nbsp;</td>
197          <td class="paramname"> <em>set</em>          </td>
198          <td>&nbsp;)&nbsp;</td>
199          <td><code> [inline, virtual]</code></td>
200        </tr>
201      </table>
[259]202</div>
[396]203<div class="memdoc">
204
205<p>
206Load from structure with elements: <div class="fragment"><pre class="fragment"> { <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>, names=(...),}; <span class="comment">// RV describing meaning of random variable</span>
207   <span class="comment">// elements of offsprings</span>
208 }
209</pre></div> 
210<p>Reimplemented from <a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">bdm::root</a>.</p>
211
212<p>Reimplemented in <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm&lt; sq_T &gt;</a>, <a class="el" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">bdm::egiw</a>, <a class="el" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">bdm::egamma</a>, <a class="el" href="classbdm_1_1euni.html#77f5fef1f006fe056066da23b9e5f042">bdm::euni</a>, <a class="el" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c">bdm::merger_base</a>, <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm&lt; ldmat &gt;</a>, <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm&lt; chmat &gt;</a>, and <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm&lt; fsqmat &gt;</a>.</p>
213
[397]214<p>References <a class="el" href="bdmbase_8h-source.html#l00307">set_rv()</a>.</p>
[396]215
216</div>
217</div><p>
218<hr>The documentation for this class was generated from the following files:<ul>
[397]219<li><a class="el" href="bdmbase_8h-source.html">bdmbase.h</a><li>bdmbase.cpp</ul>
220</div>
[401]221<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jul 1 13:05:57 2009 for mixpp by&nbsp;
[259]222<a href="http://www.doxygen.org/index.html">
[398]223<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]224</body>
225</html>
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