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69 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1epdf.html">epdf</a> |
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72 | <div class="contents"> |
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73 | <h1>bdm::epdf Class Reference</h1><!-- doxytag: class="bdm::epdf" --><!-- doxytag: inherits="bdm::root" --> |
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74 | <p>Probability density function with numerical statistics, e.g. posterior density. |
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75 | <a href="#_details">More...</a></p> |
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76 | |
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77 | <p><code>#include <<a class="el" href="bdmbase_8h_source.html">bdmbase.h</a>></code></p> |
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78 | |
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79 | <p><a href="classbdm_1_1epdf-members.html">List of all members.</a></p> |
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80 | <table border="0" cellpadding="0" cellspacing="0"> |
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81 | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
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82 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725">from_setting</a> (const Setting &set)</td></tr> |
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83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Load from structure with elements:. <a href="#afa9efc98a065b31c630fe18cc418f725"></a><br/></td></tr> |
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84 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::epdf::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
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85 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
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86 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> |
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87 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::epdf::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
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88 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
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89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> |
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90 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::epdf::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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91 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
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92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
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93 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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94 | <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> |
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95 | <ul> |
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96 | <li>empty constructor, </li> |
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97 | <li>copy constructor,</li> |
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98 | </ul> |
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99 | <p>The following constructors should be supported for convenience: </p> |
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100 | <ul> |
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101 | <li>constructor followed by calling <code>set_parameters()</code> </li> |
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102 | <li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li> |
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103 | </ul> |
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104 | <p>All 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. </p> |
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105 | <br/><br/></div></td></tr> |
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106 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a992f3de956fb3439c62225156aafb6f6"></a><!-- doxytag: member="bdm::epdf::epdf" ref="a992f3de956fb3439c62225156aafb6f6" args="()" --> |
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107 | </td><td class="memItemRight" valign="bottom"><b>epdf</b> ()</td></tr> |
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108 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae50af83245e56edf5cd76dbb4347d030"></a><!-- doxytag: member="bdm::epdf::epdf" ref="ae50af83245e56edf5cd76dbb4347d030" args="(const epdf &e)" --> |
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109 | </td><td class="memItemRight" valign="bottom"><b>epdf</b> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &e)</td></tr> |
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110 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afdfed7aa18f2870951888b1dde977415"></a><!-- doxytag: member="bdm::epdf::epdf" ref="afdfed7aa18f2870951888b1dde977415" args="(const RV &rv0)" --> |
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111 | </td><td class="memItemRight" valign="bottom"><b>epdf</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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112 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::epdf::set_parameters" ref="a840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> |
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113 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr> |
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114 | <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> |
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115 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p> |
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116 | <br/><br/></div></td></tr> |
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117 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::epdf::sample" ref="a75ba57a89681a8efec488f5796c7cc1b" args="() const " --> |
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118 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr> |
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119 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_3.png"/> from density <img class="formulaInl" alt="$ f_x()$" src="form_13.png"/>. <br/></td></tr> |
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120 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::epdf::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
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121 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
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122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [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> |
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123 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adeab266d63c236c277538867d5c3f249"></a><!-- doxytag: member="bdm::epdf::evallog" ref="adeab266d63c236c277538867d5c3f249" args="(const vec &val) const " --> |
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124 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#adeab266d63c236c277538867d5c3f249">evallog</a> (const vec &val) const </td></tr> |
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125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of argument <code>val</code> In case the argument is out of suport return -Infinity. <br/></td></tr> |
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126 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad08b68a5abd461f1b6519597e344caf8"></a><!-- doxytag: member="bdm::epdf::evallog_m" ref="ad08b68a5abd461f1b6519597e344caf8" args="(const mat &Val) const " --> |
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127 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ad08b68a5abd461f1b6519597e344caf8">evallog_m</a> (const mat &Val) const </td></tr> |
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128 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br/></td></tr> |
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129 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9bc02dae61584138443baf6b1cbc1ac9"></a><!-- doxytag: member="bdm::epdf::evallog_m" ref="a9bc02dae61584138443baf6b1cbc1ac9" args="(const Array< vec > &Avec) const " --> |
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130 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a9bc02dae61584138443baf6b1cbc1ac9">evallog_m</a> (const Array< vec > &Avec) const </td></tr> |
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131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br/></td></tr> |
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132 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::epdf::condition" ref="a1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> |
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133 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > </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> &<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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134 | <tr><td class="mdescLeft"> </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> |
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135 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::epdf::marginal" ref="aa84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> |
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136 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#aa84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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137 | <tr><td class="mdescLeft"> </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> |
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138 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::epdf::mean" ref="a0c8d13d788094605b3cdab20a6e22b75" args="() const " --> |
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139 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr> |
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140 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br/></td></tr> |
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141 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::epdf::variance" ref="a4543d40ccfc5d549b0c831a57a3ed84c" args="() const " --> |
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142 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr> |
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143 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br/></td></tr> |
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144 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::epdf::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
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145 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
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146 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br/></td></tr> |
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147 | <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> |
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148 | <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> |
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149 | <br/><br/></div></td></tr> |
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150 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::epdf::set_rv" ref="af423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
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151 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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152 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br/></td></tr> |
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153 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::epdf::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
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154 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
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155 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br/></td></tr> |
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156 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::epdf::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
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157 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
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158 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr> |
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159 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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160 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> |
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161 | <br/><br/></div></td></tr> |
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162 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::epdf::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
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163 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
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164 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br/></td></tr> |
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165 | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
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166 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::epdf::dim" ref="a16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
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167 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
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168 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br/></td></tr> |
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169 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::epdf::rv" ref="a62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
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170 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
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171 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br/></td></tr> |
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172 | </table> |
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173 | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
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174 | <p>Probability density function with numerical statistics, e.g. posterior density. </p> |
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175 | <hr/><h2>Member Function Documentation</h2> |
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176 | <a class="anchor" id="afa9efc98a065b31c630fe18cc418f725"></a><!-- doxytag: member="bdm::epdf::from_setting" ref="afa9efc98a065b31c630fe18cc418f725" args="(const Setting &set)" --> |
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177 | <div class="memitem"> |
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178 | <div class="memproto"> |
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179 | <table class="memname"> |
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180 | <tr> |
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181 | <td class="memname">void bdm::epdf::from_setting </td> |
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182 | <td>(</td> |
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183 | <td class="paramtype">const Setting & </td> |
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184 | <td class="paramname"> <em>set</em></td> |
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185 | <td> ) </td> |
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186 | <td><code> [inline, virtual]</code></td> |
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187 | </tr> |
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188 | </table> |
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189 | </div> |
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190 | <div class="memdoc"> |
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191 | |
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192 | <p>Load from structure with elements:. </p> |
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193 | <div class="fragment"><pre class="fragment"> { <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" 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> |
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194 | <span class="comment">// elements of offsprings</span> |
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195 | } |
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196 | </pre></div> |
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197 | <p>Reimplemented from <a class="el" href="classbdm_1_1root.html#a0551e3121091c5199bf4413b50522176">bdm::root</a>.</p> |
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198 | |
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199 | <p>Reimplemented in <a class="el" href="classbdm_1_1mexEpdf.html#af371482ea8d21c8ac01f011b3d942298">bdm::mexEpdf</a>, <a class="el" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">bdm::enorm< sq_T ></a>, <a class="el" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">bdm::egiw</a>, <a class="el" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">bdm::egamma</a>, <a class="el" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">bdm::euni</a>, <a class="el" href="classbdm_1_1merger__base.html#a10dd390fc6f0d1733bb07cb51977160c">bdm::merger_base</a>, <a class="el" href="classbdm_1_1merger__mix.html#a9f12b2c66344e25e6b3ef0255d000478">bdm::merger_mix</a>, <a class="el" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">bdm::enorm< ldmat ></a>, <a class="el" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">bdm::enorm< chmat ></a>, and <a class="el" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">bdm::enorm< fsqmat ></a>.</p> |
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200 | |
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201 | <p>References <a class="el" href="bdmbase_8h_source.html#l00403">set_rv()</a>.</p> |
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202 | |
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203 | </div> |
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204 | </div> |
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205 | <hr/>The documentation for this class was generated from the following files:<ul> |
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206 | <li><a class="el" href="bdmbase_8h_source.html">bdmbase.h</a></li> |
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207 | <li>bdmbase.cpp</li> |
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208 | </ul> |
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209 | </div> |
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210 | <hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by |
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211 | <a href="http://www.doxygen.org/index.html"> |
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212 | <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> |
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213 | </body> |
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214 | </html> |
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