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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mlognorm.html">mlognorm</a>
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71<h1>bdm::mlognorm Class Reference</h1><!-- doxytag: class="bdm::mlognorm" --><!-- doxytag: inherits="bdm::mpdf" -->Log-Normal random walk. 
72<a href="#_details">More...</a>
73<p>
74<code>#include &lt;<a class="el" href="exp__family_8h_source.html">exp_family.h</a>&gt;</code>
75<p>
76
77<p>
78<a href="classbdm_1_1mlognorm-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5d6eb2688d02e0348b96c4fbd7bde41"></a><!-- doxytag: member="bdm::mlognorm::mlognorm" ref="a5d6eb2688d02e0348b96c4fbd7bde41" args="()" -->
82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a5d6eb2688d02e0348b96c4fbd7bde41">mlognorm</a> ()</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="604cab0e8a76f9041dc3c606043bb39f"></a><!-- doxytag: member="bdm::mlognorm::set_parameters" ref="604cab0e8a76f9041dc3c606043bb39f" args="(int size, double k)" -->
86void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#604cab0e8a76f9041dc3c606043bb39f">set_parameters</a> (int size, double k)</td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9106d8fd8bdf2b6be675ffd8f3ca584e"></a><!-- doxytag: member="bdm::mlognorm::condition" ref="9106d8fd8bdf2b6be675ffd8f3ca584e" args="(const vec &amp;val)" -->
90void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#9106d8fd8bdf2b6be675ffd8f3ca584e">condition</a> (const vec &amp;val)</td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Update <code>ep</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> conditioned on <code>rvc</code> = cond. <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#49e45ea13a869da607ef9be7a229128a">from_setting</a> (const Setting &amp;set)</td></tr>
94
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mlognorm::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
96virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::mlognorm::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
100virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mlognorm::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
104virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
107<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
108<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &amp;cond)</td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_49.png">.  <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &amp;cond, int N)</td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mlognorm::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &amp;dt, const vec &amp;cond)" -->
115virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b">evallogcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Shortcut for conditioning and evaluation of the internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. In some cases, this operation can be implemented efficiently. <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mlognorm::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &amp;Dt, const vec &amp;cond)" -->
119virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2a0d03756f59924fd038980ee60bd904"></a><!-- doxytag: member="bdm::mlognorm::evallogcond_m" ref="2a0d03756f59924fd038980ee60bd904" args="(const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)" -->
123virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#2a0d03756f59924fd038980ee60bd904">evallogcond_m</a> (const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)</td></tr>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Array&lt;vec&gt; version of evallogcond. <br></td></tr>
126<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mlognorm::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
128<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
129
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mlognorm::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
131<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
132
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mlognorm::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
134int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
135
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mlognorm::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
137int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
138
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mlognorm::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
140<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
141
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mlognorm::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
143<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
144
145<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mlognorm::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
147void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvc0)</td></tr>
148
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mlognorm::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
150void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
151
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mlognorm::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
153bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
154
155<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="56531859a814c60daec38c559455ffca"></a><!-- doxytag: member="bdm::mlognorm::eno" ref="56531859a814c60daec38c559455ffca" args="" -->
157<a class="el" href="classbdm_1_1elognorm.html">elognorm</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>eno</b></td></tr>
158
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a51128a2e503b8b2ce698244b9e0db1a"></a><!-- doxytag: member="bdm::mlognorm::sig2" ref="a51128a2e503b8b2ce698244b9e0db1a" args="" -->
160double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a">sig2</a></td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter 1/2*sigma^2 <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7d0063f77d899ef22e8c5edd642176d2"></a><!-- doxytag: member="bdm::mlognorm::mu" ref="7d0063f77d899ef22e8c5edd642176d2" args="" -->
164vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2">mu</a></td></tr>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access <br></td></tr>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mlognorm::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
168int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
169
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mlognorm::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
172<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr>
173
174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mlognorm::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
176<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0">ep</a></td></tr>
177
178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer to internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <br></td></tr>
179</table>
180<hr><a name="_details"></a><h2>Detailed Description</h2>
181Log-Normal random walk.
182<p>
183Mean value, <img class="formulaInl" alt="$\mu$" src="form_67.png">, is...<p>
184==== Check == vv = Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_68.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_69.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_70.png">.<p>
185The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_71.png">. <hr><h2>Member Function Documentation</h2>
186<a class="anchor" name="49e45ea13a869da607ef9be7a229128a"></a><!-- doxytag: member="bdm::mlognorm::from_setting" ref="49e45ea13a869da607ef9be7a229128a" args="(const Setting &amp;set)" -->
187<div class="memitem">
188<div class="memproto">
189      <table class="memname">
190        <tr>
191          <td class="memname">void bdm::mlognorm::from_setting           </td>
192          <td>(</td>
193          <td class="paramtype">const Setting &amp;&nbsp;</td>
194          <td class="paramname"> <em>set</em>          </td>
195          <td>&nbsp;)&nbsp;</td>
196          <td><code> [virtual]</code></td>
197        </tr>
198      </table>
199</div>
200<div class="memdoc">
201
202<p>
203<a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class and it is intended for internal purposes only.">UI</a> for <a class="el" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a><p>
204The <a class="el" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a> is constructed from a structure with fields: <div class="fragment"><pre class="fragment">                        system = {
205                                type = <span class="stringliteral">"mlognorm"</span>;
206                                k = 0.1;                                  <span class="comment">// constant k</span>
207                                mu0 = [1., 1.];
208                               
209                                <span class="comment">// == OPTIONAL ==</span>
210                                <span class="comment">// description of y variables</span>
211                                y = {type=<span class="stringliteral">"rv"</span>; names=[<span class="stringliteral">"y"</span>, <span class="stringliteral">"u"</span>];};
212                                <span class="comment">// description of u variable</span>
213                                u = {type=<span class="stringliteral">"rv"</span>; names=[];}
214                        };
215</pre></div> 
216<p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p>
217
218<p>References <a class="el" href="exp__family_8h_source.html#l00910">condition()</a>, <a class="el" href="user__info_8h_source.html#l00358">bdm::UI::get()</a>, and <a class="el" href="exp__family_8h_source.html#l00902">set_parameters()</a>.</p>
219
220</div>
221</div><p>
222<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mlognorm::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
223<div class="memitem">
224<div class="memproto">
225      <table class="memname">
226        <tr>
227          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
228          <td>(</td>
229          <td class="paramtype">const vec &amp;&nbsp;</td>
230          <td class="paramname"> <em>cond</em>          </td>
231          <td>&nbsp;)&nbsp;</td>
232          <td><code> [inline, virtual, inherited]</code></td>
233        </tr>
234      </table>
235</div>
236<div class="memdoc">
237
238<p>
239Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_49.png">.
240<p>
241<dl compact><dt><b>Parameters:</b></dt><dd>
242  <table border="0" cellspacing="2" cellpadding="0">
243    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
244  </table>
245</dl>
246
247<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
248
249<p>References <a class="el" href="bdmbase_8h_source.html#l00376">bdm::mpdf::condition()</a>, <a class="el" href="bdmbase_8h_source.html#l00348">bdm::mpdf::ep</a>, and <a class="el" href="bdmbase_8h_source.html#l00263">bdm::epdf::sample()</a>.</p>
250
251<p>Referenced by <a class="el" href="particles_8h_source.html#l00207">bdm::MPF&lt; BM_T &gt;::bayes()</a>, <a class="el" href="particles_8cpp_source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="datasources_8cpp_source.html#l00043">bdm::ArxDS::step()</a>.</p>
252
253</div>
254</div><p>
255<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mlognorm::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
256<div class="memitem">
257<div class="memproto">
258      <table class="memname">
259        <tr>
260          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
261          <td>(</td>
262          <td class="paramtype">const vec &amp;&nbsp;</td>
263          <td class="paramname"> <em>cond</em>, </td>
264        </tr>
265        <tr>
266          <td class="paramkey"></td>
267          <td></td>
268          <td class="paramtype">int&nbsp;</td>
269          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
270        </tr>
271        <tr>
272          <td></td>
273          <td>)</td>
274          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
275        </tr>
276      </table>
277</div>
278<div class="memdoc">
279
280<p>
281Returns.
282<p>
283<dl compact><dt><b>Parameters:</b></dt><dd>
284  <table border="0" cellspacing="2" cellpadding="0">
285    <tr><td valign="top"></td><td valign="top"><em>N</em>&nbsp;</td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_49.png">. </td></tr>
286    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
287  </table>
288</dl>
289
290<p>References <a class="el" href="bdmbase_8h_source.html#l00376">bdm::mpdf::condition()</a>, <a class="el" href="bdmbase_8h_source.html#l00318">bdm::epdf::dimension()</a>, <a class="el" href="bdmbase_8h_source.html#l00348">bdm::mpdf::ep</a>, and <a class="el" href="bdmbase_8h_source.html#l00263">bdm::epdf::sample()</a>.</p>
291
292</div>
293</div><p>
294<hr>The documentation for this class was generated from the following files:<ul>
295<li><a class="el" href="exp__family_8h_source.html">exp_family.h</a><li>exp_family.cpp</ul>
296</div>
297<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:57 2009 for mixpp by&nbsp;
298<a href="http://www.doxygen.org/index.html">
299<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
300</body>
301</html>
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