Uniform distributed density on a rectangular support. More...
Uniform distributed density on a rectangular support.
#include <exp_family.h>
Public Member Functions | |
double | evallog (const vec &val) const |
Compute log-probability of argument val In case the argument is out of suport return -Infinity. | |
vec | sample () const |
Returns a sample, from density . | |
vec | mean () const |
set values of low and high | |
vec | variance () const |
return expected variance (not covariance!) | |
void | from_setting (const Setting &set) |
void | validate () |
This method TODO. | |
virtual string | to_string () |
This method returns a basic info about the current instance. | |
virtual void | to_setting (Setting &set) const |
This method save all the instance properties into the Setting structure. | |
Constructors | |
euni () | |
euni (const vec &low0, const vec &high0) | |
void | set_parameters (const vec &low0, const vec &high0) |
Constructors | |
Construction of each epdf should support two types of constructors:
The following constructors should be supported for convenience:
All internal data structures are constructed as empty. Their values (including sizes) will be set by method | |
void | set_parameters (int dim0) |
Matematical Operations | |
virtual mat | sample_m (int N) const |
Returns N samples, from density . | |
virtual vec | evallog_m (const mat &Val) const |
Compute log-probability of multiple values argument val . | |
virtual vec | evallog_m (const Array< vec > &Avec) const |
Compute log-probability of multiple values argument val . | |
virtual shared_ptr< mpdf > | condition (const RV &rv) const |
Return conditional density on the given RV, the remaining rvs will be in conditioning. | |
virtual shared_ptr< epdf > | marginal (const RV &rv) const |
Return marginal density on the given RV, the remainig rvs are intergrated out. | |
virtual void | qbounds (vec &lb, vec &ub, double percentage=0.95) const |
Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default. | |
Connection to other classes | |
void | set_rv (const RV &rv0) |
Name its rv. | |
bool | isnamed () const |
True if rv is assigned. | |
const RV & | _rv () const |
Return name (fails when isnamed is false). | |
Access to attributes | |
int | dimension () const |
Size of the random variable. | |
Protected Attributes | |
vec | low |
lower bound on support | |
vec | high |
upper bound on support | |
vec | distance |
internal | |
double | nk |
normalizing coefficients | |
double | lnk |
cache of log( nk ) | |
int | dim |
dimension of the random variable | |
RV | rv |
Description of the random variable. |
void bdm::euni::from_setting | ( | const Setting & | set | ) | [inline, virtual] |
Load from structure with elements:
{ high = [...]; // vector of upper bounds low = [...]; // vector of lower bounds rv = {class="RV",...} // description of RV }
Reimplemented from bdm::epdf.
References bdm::UI::get(), high, low, and validate().