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[608] | 5 | <title>mixpp: bdm::mexEpdf Class Reference</title> |
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[290] | 64 | <li><a href="classes.html"><span>Class Index</span></a></li> |
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[259] | 65 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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| 66 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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[608] | 69 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mexEpdf.html">mexEpdf</a> |
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[259] | 70 | </div> |
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| 71 | </div> |
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| 72 | <div class="contents"> |
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[608] | 73 | <h1>bdm::mexEpdf Class Reference</h1><!-- doxytag: class="bdm::mexEpdf" --><!-- doxytag: inherits="bdm::epdf" --> |
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| 74 | <p><a href="classbdm_1_1mexEpdf-members.html">List of all members.</a></p> |
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[591] | 75 | <table border="0" cellpadding="0" cellspacing="0"> |
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| 76 | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
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[608] | 77 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mexEpdf.html#af371482ea8d21c8ac01f011b3d942298">from_setting</a> (const Setting &S)</td></tr> |
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| 78 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Load from structure with elements:. <a href="#af371482ea8d21c8ac01f011b3d942298"></a><br/></td></tr> |
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| 79 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a028dd3432d55e1fcc49f786a27f5afe8"></a><!-- doxytag: member="bdm::mexEpdf::mean" ref="a028dd3432d55e1fcc49f786a27f5afe8" args="() const " --> |
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| 80 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mexEpdf.html#a028dd3432d55e1fcc49f786a27f5afe8">mean</a> () const </td></tr> |
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| 81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br/></td></tr> |
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| 82 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mexEpdf::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
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[591] | 83 | 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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| 84 | <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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[608] | 85 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::mexEpdf::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
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[591] | 86 | 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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| 87 | <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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[608] | 88 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mexEpdf::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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[591] | 89 | 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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| 90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
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[270] | 91 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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[591] | 92 | <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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| 93 | <ul> |
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[270] | 94 | <li>empty constructor, </li> |
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[271] | 95 | <li>copy constructor,</li> |
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[270] | 96 | </ul> |
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[591] | 97 | <p>The following constructors should be supported for convenience: </p> |
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| 98 | <ul> |
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[271] | 99 | <li>constructor followed by calling <code>set_parameters()</code> </li> |
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[591] | 100 | <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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[271] | 101 | </ul> |
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[591] | 102 | <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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| 103 | <br/><br/></div></td></tr> |
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[608] | 104 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::mexEpdf::set_parameters" ref="a840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> |
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[271] | 105 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr> |
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[270] | 106 | <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> |
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[591] | 107 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p> |
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| 108 | <br/><br/></div></td></tr> |
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[608] | 109 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::mexEpdf::sample" ref="a75ba57a89681a8efec488f5796c7cc1b" args="() const " --> |
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[591] | 110 | 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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[608] | 111 | <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()$" src="form_13.png"/>. <br/></td></tr> |
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| 112 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::mexEpdf::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
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[591] | 113 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
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[608] | 114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [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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| 115 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adeab266d63c236c277538867d5c3f249"></a><!-- doxytag: member="bdm::mexEpdf::evallog" ref="adeab266d63c236c277538867d5c3f249" args="(const vec &val) const " --> |
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| 116 | 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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| 117 | <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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| 118 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad08b68a5abd461f1b6519597e344caf8"></a><!-- doxytag: member="bdm::mexEpdf::evallog_m" ref="ad08b68a5abd461f1b6519597e344caf8" args="(const mat &Val) const " --> |
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[591] | 119 | 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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| 120 | <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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[608] | 121 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9bc02dae61584138443baf6b1cbc1ac9"></a><!-- doxytag: member="bdm::mexEpdf::evallog_m" ref="a9bc02dae61584138443baf6b1cbc1ac9" args="(const Array< vec > &Avec) const " --> |
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[591] | 122 | 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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| 123 | <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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[608] | 124 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::mexEpdf::condition" ref="a1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> |
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[591] | 125 | 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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| 126 | <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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[608] | 127 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::mexEpdf::marginal" ref="aa84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> |
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[591] | 128 | 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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| 129 | <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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[608] | 130 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::mexEpdf::variance" ref="a4543d40ccfc5d549b0c831a57a3ed84c" args="() const " --> |
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[591] | 131 | 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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| 132 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br/></td></tr> |
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[608] | 133 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::mexEpdf::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
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[591] | 134 | 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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| 135 | <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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[270] | 136 | <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> |
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[608] | 137 | <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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[591] | 138 | <br/><br/></div></td></tr> |
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[608] | 139 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::mexEpdf::set_rv" ref="af423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
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[591] | 140 | 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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| 141 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br/></td></tr> |
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[608] | 142 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::mexEpdf::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
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[591] | 143 | 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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| 144 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br/></td></tr> |
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[608] | 145 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::mexEpdf::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
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[591] | 146 | 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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| 147 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr> |
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[270] | 148 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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[591] | 149 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> |
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| 150 | <br/><br/></div></td></tr> |
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[608] | 151 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::mexEpdf::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
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[591] | 152 | 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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| 153 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br/></td></tr> |
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| 154 | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
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[608] | 155 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a287414259db205e5bc82c0023c09e633"></a><!-- doxytag: member="bdm::mexEpdf::name" ref="a287414259db205e5bc82c0023c09e633" args="" --> |
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| 156 | string </td><td class="memItemRight" valign="bottom"><b>name</b></td></tr> |
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| 157 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5190ab6b434834d4efdecaa7c264df67"></a><!-- doxytag: member="bdm::mexEpdf::data" ref="a5190ab6b434834d4efdecaa7c264df67" args="" --> |
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| 158 | mxArray * </td><td class="memItemRight" valign="bottom"><b>data</b></td></tr> |
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| 159 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::mexEpdf::dim" ref="a16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
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[591] | 160 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
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| 161 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br/></td></tr> |
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[608] | 162 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::mexEpdf::rv" ref="a62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
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[591] | 163 | <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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| 164 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br/></td></tr> |
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[259] | 165 | </table> |
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[591] | 166 | <hr/><h2>Member Function Documentation</h2> |
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[608] | 167 | <a class="anchor" id="af371482ea8d21c8ac01f011b3d942298"></a><!-- doxytag: member="bdm::mexEpdf::from_setting" ref="af371482ea8d21c8ac01f011b3d942298" args="(const Setting &S)" --> |
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[472] | 168 | <div class="memitem"> |
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| 169 | <div class="memproto"> |
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| 170 | <table class="memname"> |
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| 171 | <tr> |
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[608] | 172 | <td class="memname">void bdm::mexEpdf::from_setting </td> |
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[472] | 173 | <td>(</td> |
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[396] | 174 | <td class="paramtype">const Setting & </td> |
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[591] | 175 | <td class="paramname"> <em>set</em></td> |
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[396] | 176 | <td> ) </td> |
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| 177 | <td><code> [inline, virtual]</code></td> |
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| 178 | </tr> |
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| 179 | </table> |
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[259] | 180 | </div> |
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[396] | 181 | <div class="memdoc"> |
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[608] | 182 | |
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| 183 | <p>Load from structure with elements:. </p> |
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| 184 | <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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| 185 | <span class="comment">// elements of offsprings</span> |
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| 186 | } |
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[396] | 187 | </pre></div> |
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[608] | 188 | <p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725">bdm::epdf</a>.</p> |
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[396] | 189 | |
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[608] | 190 | <p>References <a class="el" href="config2mxstruct_8h_source.html#l00017">UImxConfig::mxconfig</a>.</p> |
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[396] | 191 | |
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[608] | 192 | <p>Referenced by <a class="el" href="mex__BM_8h_source.html#l00055">bdm::mexBM::from_setting()</a>.</p> |
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[396] | 193 | |
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| 194 | </div> |
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[397] | 195 | </div> |
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[608] | 196 | <hr/>The documentation for this class was generated from the following file:<ul> |
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| 197 | <li><a class="el" href="mex__BM_8h_source.html">mex_BM.h</a></li> |
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[591] | 198 | </ul> |
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| 199 | </div> |
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[621] | 200 | <hr size="1"/><address style="text-align: right;"><small>Generated on Wed Sep 16 22:33:34 2009 for mixpp by |
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[259] | 201 | <a href="http://www.doxygen.org/index.html"> |
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[591] | 202 | <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> |
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[259] | 203 | </body> |
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| 204 | </html> |
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