#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:
set_parameters() . This way references can be initialized in constructors. | |
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 | |
Description of the random quantity via attribute rv is optional. For operations such as sampling rv does not need to be set. However, for marginalization and conditioning rv has to be set. NB: | |
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] |
Create Uniform density
from structure
class = 'euni' high = [...]; // vector of upper bounds low = [...]; // vector of lower bounds rv = RV({'name'}); // description of RV
Reimplemented from bdm::epdf.
References bdm::UI::get(), high, low, and validate().