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[287] | 5 | <title>mixpp: bdm::mlognorm Class Reference</title> |
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[259] | 65 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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[287] | 69 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mlognorm.html">mlognorm</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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[591] | 73 | <h1>bdm::mlognorm Class Reference</h1><!-- doxytag: class="bdm::mlognorm" --><!-- doxytag: inherits="mpdf_internal< elognorm >" --> |
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| 74 | <p>Log-Normal random walk. |
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| 75 | <a href="#_details">More...</a></p> |
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[259] | 76 | |
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[591] | 77 | <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> |
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[259] | 78 | |
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[591] | 79 | <p><a href="classbdm_1_1mlognorm-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"><a class="anchor" id="aa5d6eb2688d02e0348b96c4fbd7bde41"></a><!-- doxytag: member="bdm::mlognorm::mlognorm" ref="aa5d6eb2688d02e0348b96c4fbd7bde41" args="()" --> |
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| 83 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41">mlognorm</a> ()</td></tr> |
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| 84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br/></td></tr> |
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| 85 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a604cab0e8a76f9041dc3c606043bb39f"></a><!-- doxytag: member="bdm::mlognorm::set_parameters" ref="a604cab0e8a76f9041dc3c606043bb39f" args="(int size, double k)" --> |
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| 86 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a604cab0e8a76f9041dc3c606043bb39f">set_parameters</a> (int size, double k)</td></tr> |
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| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set value of <code>k</code>. <br/></td></tr> |
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[608] | 88 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9106d8fd8bdf2b6be675ffd8f3ca584e"></a><!-- doxytag: member="bdm::mlognorm::condition" ref="a9106d8fd8bdf2b6be675ffd8f3ca584e" args="(const vec &val)" --> |
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| 89 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e">condition</a> (const vec &val)</td></tr> |
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| 90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Update <code>iepdf</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> conditioned on <code>rvc</code> = cond This function provides convenient reimplementation in offsprings. <br/></td></tr> |
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[591] | 91 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a49e45ea13a869da607ef9be7a229128a">from_setting</a> (const Setting &set)</td></tr> |
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| 92 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6b4d1cb8d7e230e313b4f0c905874d5a"></a><!-- doxytag: member="bdm::mlognorm::e" ref="a6b4d1cb8d7e230e313b4f0c905874d5a" args="()" --> |
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| 93 | <a class="el" href="classbdm_1_1elognorm.html">elognorm</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a">e</a> ()</td></tr> |
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| 94 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function to iepdf <br/></td></tr> |
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| 95 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad8e547695d1cc19219b91164d825c930"></a><!-- doxytag: member="bdm::mlognorm::samplecond" ref="ad8e547695d1cc19219b91164d825c930" args="(const vec &cond)" --> |
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| 96 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#ad8e547695d1cc19219b91164d825c930">samplecond</a> (const vec &cond)</td></tr> |
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| 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplements samplecond using <code>condition()</code>. <br/></td></tr> |
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| 98 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a89076e62b8d7df7616bad68c94591948"></a><!-- doxytag: member="bdm::mlognorm::evallogcond" ref="a89076e62b8d7df7616bad68c94591948" args="(const vec &val, const vec &cond)" --> |
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| 99 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a89076e62b8d7df7616bad68c94591948">evallogcond</a> (const vec &val, const vec &cond)</td></tr> |
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| 100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplements evallogcond using <code>condition()</code>. <br/></td></tr> |
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| 101 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae28c214e3063733a6e4d17738941c61c"></a><!-- doxytag: member="bdm::mlognorm::evallogcond_m" ref="ae28c214e3063733a6e4d17738941c61c" args="(const mat &Dt, const vec &cond)" --> |
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| 102 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#ae28c214e3063733a6e4d17738941c61c">evallogcond_m</a> (const mat &Dt, const vec &cond)</td></tr> |
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| 103 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of evallogcond for matrices. <br/></td></tr> |
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| 104 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae82db07ce8af02f29cfd81e014edb3db"></a><!-- doxytag: member="bdm::mlognorm::evallogcond_m" ref="ae82db07ce8af02f29cfd81e014edb3db" args="(const Array< vec > &Dt, const vec &cond)" --> |
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| 105 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#ae82db07ce8af02f29cfd81e014edb3db">evallogcond_m</a> (const Array< vec > &Dt, const vec &cond)</td></tr> |
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| 106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of evallogcond for Array<vec>. <br/></td></tr> |
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| 107 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9554c554054da2d22cb8e908ae9c8823"></a><!-- doxytag: member="bdm::mlognorm::samplecond_m" ref="a9554c554054da2d22cb8e908ae9c8823" args="(const vec &cond, int N)" --> |
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| 108 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">samplecond_m</a> (const vec &cond, int N)</td></tr> |
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| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of samplecond. <br/></td></tr> |
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| 110 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mlognorm::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
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| 111 | 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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| 112 | <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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| 113 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::mlognorm::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
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| 114 | 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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| 115 | <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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| 116 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mlognorm::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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| 117 | 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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| 118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
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[270] | 119 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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[591] | 120 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> |
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| 121 | <br/><br/></div></td></tr> |
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[608] | 122 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaa0095f80870f15209bca68a8a7bad8a"></a><!-- doxytag: member="bdm::mlognorm::_rv" ref="aaa0095f80870f15209bca68a8a7bad8a" args="() const " --> |
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| 123 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_rv</b> () const </td></tr> |
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| 124 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a739d5202899bb56792a547c74e517a11"></a><!-- doxytag: member="bdm::mlognorm::_rvc" ref="a739d5202899bb56792a547c74e517a11" args="() const " --> |
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| 125 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_rvc</b> () const </td></tr> |
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[591] | 126 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeea4a999ed9679181335927e9cb66d28"></a><!-- doxytag: member="bdm::mlognorm::dimension" ref="aeea4a999ed9679181335927e9cb66d28" args="() const " --> |
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[538] | 127 | int </td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr> |
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[591] | 128 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mlognorm::dimensionc" ref="a35e135910aed187b7290742f50e61bc8" args="()" --> |
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[270] | 129 | int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> |
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| 130 | <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> |
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[591] | 131 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp91e4120baa9617769b7119bfb087c022"></a> </p> |
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| 132 | <br/><br/></div></td></tr> |
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| 133 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mlognorm::set_rvc" ref="a7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> |
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[270] | 134 | void </td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvc0)</td></tr> |
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[591] | 135 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mlognorm::set_rv" ref="a18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> |
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[270] | 136 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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[591] | 137 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mlognorm::isnamed" ref="af8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> |
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[270] | 138 | bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> |
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[591] | 139 | <tr><td colspan="2"><h2>Protected Member Functions</h2></td></tr> |
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| 140 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a147afacb393324bb3f9a7a89e33f835e"></a><!-- doxytag: member="bdm::mlognorm::set_ep" ref="a147afacb393324bb3f9a7a89e33f835e" args="(epdf &iepdf)" --> |
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| 141 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e">set_ep</a> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> &<a class="el" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468">iepdf</a>)</td></tr> |
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| 142 | <tr><td class="mdescLeft"> </td><td class="mdescRight">set internal pointer <code>ep</code> to point to given <code>iepdf</code> <br/></td></tr> |
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| 143 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7555b377f8b5895c9b759c9628ee3e20"></a><!-- doxytag: member="bdm::mlognorm::set_ep" ref="a7555b377f8b5895c9b759c9628ee3e20" args="(epdf *iepdfp)" --> |
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| 144 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a7555b377f8b5895c9b759c9628ee3e20">set_ep</a> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> *iepdfp)</td></tr> |
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| 145 | <tr><td class="mdescLeft"> </td><td class="mdescRight">set internal pointer <code>ep</code> to point to given <code>iepdf</code> <br/></td></tr> |
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| 146 | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
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| 147 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa51128a2e503b8b2ce698244b9e0db1a"></a><!-- doxytag: member="bdm::mlognorm::sig2" ref="aa51128a2e503b8b2ce698244b9e0db1a" args="" --> |
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| 148 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a">sig2</a></td></tr> |
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| 149 | <tr><td class="mdescLeft"> </td><td class="mdescRight">parameter 1/2*sigma^2 <br/></td></tr> |
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| 150 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7d0063f77d899ef22e8c5edd642176d2"></a><!-- doxytag: member="bdm::mlognorm::mu" ref="a7d0063f77d899ef22e8c5edd642176d2" args="" --> |
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| 151 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2">mu</a></td></tr> |
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| 152 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access <br/></td></tr> |
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| 153 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a47bab632af15120c88aad647ae129468"></a><!-- doxytag: member="bdm::mlognorm::iepdf" ref="a47bab632af15120c88aad647ae129468" args="" --> |
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| 154 | <a class="el" href="classbdm_1_1elognorm.html">elognorm</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468">iepdf</a></td></tr> |
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| 155 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal epdf used for sampling. <br/></td></tr> |
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| 156 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mlognorm::dimc" ref="a7c1900976ff13dbc09c9729b3bbff9e6" args="" --> |
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| 157 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> |
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| 158 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br/></td></tr> |
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| 159 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mlognorm::rvc" ref="a5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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| 160 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr> |
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| 161 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br/></td></tr> |
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[259] | 162 | </table> |
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[591] | 163 | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
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| 164 | <p>Log-Normal random walk. </p> |
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[608] | 165 | <p>Mean value, <img class="formulaInl" alt="$\mu$" src="form_83.png"/>, is...</p> |
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| 166 | <p>==== Check == vv = Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_84.png"/>-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_85.png"/> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_86.png"/>.</p> |
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| 167 | <p>The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_87.png"/>. </p> |
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[591] | 168 | <hr/><h2>Member Function Documentation</h2> |
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| 169 | <a class="anchor" id="a49e45ea13a869da607ef9be7a229128a"></a><!-- doxytag: member="bdm::mlognorm::from_setting" ref="a49e45ea13a869da607ef9be7a229128a" args="(const Setting &set)" --> |
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[259] | 170 | <div class="memitem"> |
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| 171 | <div class="memproto"> |
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| 172 | <table class="memname"> |
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| 173 | <tr> |
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[591] | 174 | <td class="memname">void bdm::mlognorm::from_setting </td> |
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[259] | 175 | <td>(</td> |
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[538] | 176 | <td class="paramtype">const Setting & </td> |
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[591] | 177 | <td class="paramname"> <em>set</em></td> |
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[538] | 178 | <td> ) </td> |
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| 179 | <td><code> [virtual]</code></td> |
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[259] | 180 | </tr> |
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| 181 | </table> |
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| 182 | </div> |
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| 183 | <div class="memdoc"> |
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[591] | 184 | <p><a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class which collects all the auxiliary functions useful to prepare...">UI</a> for <a class="el" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a></p> |
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| 185 | <p>The <a class="el" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a> is constructed from a structure with fields: </p> |
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| 186 | <div class="fragment"><pre class="fragment"> system = { |
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| 187 | type = <span class="stringliteral">"mlognorm"</span>; |
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[538] | 188 | k = 0.1; <span class="comment">// constant k</span> |
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| 189 | mu0 = [1., 1.]; |
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| 190 | |
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| 191 | <span class="comment">// == OPTIONAL ==</span> |
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| 192 | <span class="comment">// description of y variables</span> |
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[591] | 193 | y = {type=<span class="stringliteral">"rv"</span>; names=[<span class="stringliteral">"y"</span>, <span class="stringliteral">"u"</span>];}; |
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[538] | 194 | <span class="comment">// description of u variable</span> |
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[591] | 195 | u = {type=<span class="stringliteral">"rv"</span>; names=[];} |
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[538] | 196 | }; |
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| 197 | </pre></div> |
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[591] | 198 | <p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#a30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p> |
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[259] | 199 | |
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[614] | 200 | <p>References <a class="el" href="exp__family_8h_source.html#l00956">condition()</a>, <a class="el" href="user__info_8h_source.html#l00443">bdm::UI::get()</a>, and <a class="el" href="exp__family_8h_source.html#l00949">set_parameters()</a>.</p> |
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[259] | 201 | |
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| 202 | </div> |
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[397] | 203 | </div> |
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[591] | 204 | <hr/>The documentation for this class was generated from the following files:<ul> |
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| 205 | <li><a class="el" href="exp__family_8h_source.html">exp_family.h</a></li> |
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| 206 | <li>exp_family.cpp</li> |
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| 207 | </ul> |
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| 208 | </div> |
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[614] | 209 | <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 22:40:44 2009 for mixpp by |
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[259] | 210 | <a href="http://www.doxygen.org/index.html"> |
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[591] | 211 | <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> |
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[259] | 212 | </body> |
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| 213 | </html> |
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