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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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73<h1>bdm::epdf Class Reference</h1><!-- doxytag: class="bdm::epdf" --><!-- doxytag: inherits="bdm::root" -->
74<p>Probability density function with numerical statistics, e.g. posterior density. 
75<a href="#_details">More...</a></p>
76
77<p><code>#include &lt;<a class="el" href="bdmbase_8h_source.html">bdmbase.h</a>&gt;</code></p>
78
79<p><a href="classbdm_1_1epdf-members.html">List of all members.</a></p>
80<table border="0" cellpadding="0" cellspacing="0">
81<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
82<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725">from_setting</a> (const Setting &amp;set)</td></tr>
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Load from structure with elements:.  <a href="#afa9efc98a065b31c630fe18cc418f725"></a><br/></td></tr>
84<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::epdf::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" -->
85virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr>
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 &amp;set) const " -->
88virtual 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>
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr>
90<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::epdf::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
91virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr>
93<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
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>
95<ul>
96<li>empty constructor, </li>
97<li>copy constructor,</li>
98</ul>
99<p>The following constructors should be supported for convenience: </p>
100<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#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li>
103</ul>
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>
105<br/><br/></div></td></tr>
106<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a992f3de956fb3439c62225156aafb6f6"></a><!-- doxytag: member="bdm::epdf::epdf" ref="a992f3de956fb3439c62225156aafb6f6" args="()" -->
107&nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> ()</td></tr>
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 &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>
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 &amp;rv0)" -->
111&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>
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)" -->
113void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
114<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
115<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p>
116<br/><br/></div></td></tr>
117<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::epdf::sample" ref="a75ba57a89681a8efec488f5796c7cc1b" args="() const " -->
118virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr>
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_3.png"/> from density <img class="formulaInl" alt="$ f_x()$" src="form_13.png"/>. <br/></td></tr>
120<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::epdf::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
121virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [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>
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 &amp;val) const " -->
124virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#adeab266d63c236c277538867d5c3f249">evallog</a> (const vec &amp;val) const </td></tr>
125<tr><td class="mdescLeft">&nbsp;</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>
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 &amp;Val) const " -->
127virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ad08b68a5abd461f1b6519597e344caf8">evallog_m</a> (const mat &amp;Val) const </td></tr>
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br/></td></tr>
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&lt; vec &gt; &amp;Avec) const " -->
130virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a9bc02dae61584138443baf6b1cbc1ac9">evallog_m</a> (const Array&lt; vec &gt; &amp;Avec) const </td></tr>
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br/></td></tr>
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 &amp;rv) const " -->
133virtual <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>
134<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>
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 &amp;rv) const " -->
136virtual <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_1epdf.html#aa84b05f5293cab2aeb4e07faffa60906">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>
137<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>
138<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::epdf::mean" ref="a0c8d13d788094605b3cdab20a6e22b75" args="() const " -->
139virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr>
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br/></td></tr>
141<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::epdf::variance" ref="a4543d40ccfc5d549b0c831a57a3ed84c" args="() const " -->
142virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr>
143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br/></td></tr>
144<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::epdf::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
145virtual 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>
146<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>
147<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
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>
149<br/><br/></div></td></tr>
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 &amp;rv0)" -->
151void&nbsp;</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> &amp;rv0)</td></tr>
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br/></td></tr>
153<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::epdf::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
154bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br/></td></tr>
156<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::epdf::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
157const <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>
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr>
159<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
160<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>
161<br/><br/></div></td></tr>
162<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::epdf::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
163int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br/></td></tr>
165<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
166<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::epdf::dim" ref="a16adac20ec7fe07e1ea0b27d917788ce" args="" -->
167int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br/></td></tr>
169<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::epdf::rv" ref="a62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
170<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>
171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br/></td></tr>
172</table>
173<hr/><a name="_details"></a><h2>Detailed Description</h2>
174<p>Probability density function with numerical statistics, e.g. posterior density. </p>
175<hr/><h2>Member Function Documentation</h2>
176<a class="anchor" id="afa9efc98a065b31c630fe18cc418f725"></a><!-- doxytag: member="bdm::epdf::from_setting" ref="afa9efc98a065b31c630fe18cc418f725" args="(const Setting &amp;set)" -->
177<div class="memitem">
178<div class="memproto">
179      <table class="memname">
180        <tr>
181          <td class="memname">void bdm::epdf::from_setting </td>
182          <td>(</td>
183          <td class="paramtype">const Setting &amp;&nbsp;</td>
184          <td class="paramname"> <em>set</em></td>
185          <td>&nbsp;)&nbsp;</td>
186          <td><code> [inline, virtual]</code></td>
187        </tr>
188      </table>
189</div>
190<div class="memdoc">
191
192<p>Load from structure with elements:. </p>
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">&quot;RV&quot;</span>, names=(...),}; <span class="comment">// RV describing meaning of random variable</span>
194           <span class="comment">// elements of offsprings</span>
195         }
196</pre></div> 
197<p>Reimplemented from <a class="el" href="classbdm_1_1root.html#a0551e3121091c5199bf4413b50522176">bdm::root</a>.</p>
198
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&lt; sq_T &gt;</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&lt; ldmat &gt;</a>, <a class="el" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">bdm::enorm&lt; chmat &gt;</a>, and <a class="el" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">bdm::enorm&lt; fsqmat &gt;</a>.</p>
200
201<p>References <a class="el" href="bdmbase_8h_source.html#l00403">set_rv()</a>.</p>
202
203</div>
204</div>
205<hr/>The documentation for this class was generated from the following files:<ul>
206<li><a class="el" href="bdmbase_8h_source.html">bdmbase.h</a></li>
207<li>bdmbase.cpp</li>
208</ul>
209</div>
210<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by&nbsp;
211<a href="http://www.doxygen.org/index.html">
212<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
213</body>
214</html>
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