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66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mlognorm.html">mlognorm</a>
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70<h1>bdm::mlognorm Class Reference</h1><!-- doxytag: class="bdm::mlognorm" --><!-- doxytag: inherits="bdm::mpdf" -->Log-Normal random walk. 
71<a href="#_details">More...</a>
72<p>
73<code>#include &lt;<a class="el" href="exp__family_8h_source.html">exp_family.h</a>&gt;</code>
74<p>
75
76<p>
77<a href="classbdm_1_1mlognorm-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
78<tr><td></td></tr>
79<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5d6eb2688d02e0348b96c4fbd7bde41"></a><!-- doxytag: member="bdm::mlognorm::mlognorm" ref="a5d6eb2688d02e0348b96c4fbd7bde41" args="()" -->
81&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a5d6eb2688d02e0348b96c4fbd7bde41">mlognorm</a> ()</td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
84<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)" -->
85void&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>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
88<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)" -->
89void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#9106d8fd8bdf2b6be675ffd8f3ca584e">condition</a> (const vec &amp;val)</td></tr>
90
91<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>
92<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>
93
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mlognorm::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
95virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
98<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 " -->
99virtual 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>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mlognorm::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
103virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
106<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
107<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#b024f2e636e5507c755de4a6df1f1e99">samplecond</a> (const vec &amp;cond)</td></tr>
108
109<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_11.png">.  <a href="#b024f2e636e5507c755de4a6df1f1e99"></a><br></td></tr>
110<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#6e497d501331057309d2fddf63259d1a">samplecond_m</a> (const vec &amp;cond, int N)</td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#6e497d501331057309d2fddf63259d1a"></a><br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfcbb897bf42015a7979b17d891fd9b5"></a><!-- doxytag: member="bdm::mlognorm::evallogcond" ref="cfcbb897bf42015a7979b17d891fd9b5" args="(const vec &amp;dt, const vec &amp;cond)" -->
114virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#cfcbb897bf42015a7979b17d891fd9b5">evallogcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr>
115
116<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>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f97c61ecfb1f44ef6f08dee7bc15eab3"></a><!-- doxytag: member="bdm::mlognorm::evallogcond_m" ref="f97c61ecfb1f44ef6f08dee7bc15eab3" args="(const mat &amp;Dt, const vec &amp;cond)" -->
118virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f97c61ecfb1f44ef6f08dee7bc15eab3">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d7d3c23e3273e97c12c396dcc06b606"></a><!-- doxytag: member="bdm::mlognorm::evallogcond_m" ref="2d7d3c23e3273e97c12c396dcc06b606" args="(const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)" -->
122virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#2d7d3c23e3273e97c12c396dcc06b606">evallogcond_m</a> (const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)</td></tr>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Array&lt;vec&gt; version of evallogcond. <br></td></tr>
125<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mlognorm::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
127<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
128
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mlognorm::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
130<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
131
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mlognorm::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
133int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mlognorm::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
136int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
137
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c2d7d3d1d75cca84993e77867d1ffbe"></a><!-- doxytag: member="bdm::mlognorm::e" ref="4c2d7d3d1d75cca84993e77867d1ffbe" args="()" -->
139<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>e</b> ()</td></tr>
140
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ba1b384c9c1cb18422a8ba32a5d019"></a><!-- doxytag: member="bdm::mlognorm::set_ep" ref="a4ba1b384c9c1cb18422a8ba32a5d019" args="(shared_ptr&lt; epdf &gt; ep)" -->
142void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_ep</b> (<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> &gt; ep)</td></tr>
143
144<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
145<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)" -->
146void&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>
147
148<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)" -->
149void&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>
150
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mlognorm::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
152bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
153
154<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="849e76a1ce18b6e635d275c5d91a807f"></a><!-- doxytag: member="bdm::mlognorm::eno" ref="849e76a1ce18b6e635d275c5d91a807f" args="" -->
156<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1elognorm.html">elognorm</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>eno</b></td></tr>
157
158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a51128a2e503b8b2ce698244b9e0db1a"></a><!-- doxytag: member="bdm::mlognorm::sig2" ref="a51128a2e503b8b2ce698244b9e0db1a" args="" -->
159double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a">sig2</a></td></tr>
160
161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter 1/2*sigma^2 <br></td></tr>
162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7d0063f77d899ef22e8c5edd642176d2"></a><!-- doxytag: member="bdm::mlognorm::mu" ref="7d0063f77d899ef22e8c5edd642176d2" args="" -->
163vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2">mu</a></td></tr>
164
165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access <br></td></tr>
166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mlognorm::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
167int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
168
169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mlognorm::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
171<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>
172
173<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
174</table>
175<hr><a name="_details"></a><h2>Detailed Description</h2>
176Log-Normal random walk.
177<p>
178Mean value, <img class="formulaInl" alt="$\mu$" src="form_75.png">, is...<p>
179==== Check == vv = Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_76.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_77.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_78.png">.<p>
180The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_79.png">. <hr><h2>Member Function Documentation</h2>
181<a class="anchor" name="49e45ea13a869da607ef9be7a229128a"></a><!-- doxytag: member="bdm::mlognorm::from_setting" ref="49e45ea13a869da607ef9be7a229128a" args="(const Setting &amp;set)" -->
182<div class="memitem">
183<div class="memproto">
184      <table class="memname">
185        <tr>
186          <td class="memname">void bdm::mlognorm::from_setting           </td>
187          <td>(</td>
188          <td class="paramtype">const Setting &amp;&nbsp;</td>
189          <td class="paramname"> <em>set</em>          </td>
190          <td>&nbsp;)&nbsp;</td>
191          <td><code> [virtual]</code></td>
192        </tr>
193      </table>
194</div>
195<div class="memdoc">
196
197<p>
198<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>
199The <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 = {
200                                type = <span class="stringliteral">"mlognorm"</span>;
201                                k = 0.1;                                  <span class="comment">// constant k</span>
202                                mu0 = [1., 1.];
203                               
204                                <span class="comment">// == OPTIONAL ==</span>
205                                <span class="comment">// description of y variables</span>
206                                y = {type=<span class="stringliteral">"rv"</span>; names=[<span class="stringliteral">"y"</span>, <span class="stringliteral">"u"</span>];};
207                                <span class="comment">// description of u variable</span>
208                                u = {type=<span class="stringliteral">"rv"</span>; names=[];}
209                        };
210</pre></div> 
211<p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p>
212
213<p>References <a class="el" href="exp__family_8h_source.html#l00946">condition()</a>, <a class="el" href="user__info_8h_source.html#l00387">bdm::UI::get()</a>, and <a class="el" href="exp__family_8h_source.html#l00938">set_parameters()</a>.</p>
214
215</div>
216</div><p>
217<a class="anchor" name="b024f2e636e5507c755de4a6df1f1e99"></a><!-- doxytag: member="bdm::mlognorm::samplecond" ref="b024f2e636e5507c755de4a6df1f1e99" args="(const vec &amp;cond)" -->
218<div class="memitem">
219<div class="memproto">
220      <table class="memname">
221        <tr>
222          <td class="memname">vec bdm::mpdf::samplecond           </td>
223          <td>(</td>
224          <td class="paramtype">const vec &amp;&nbsp;</td>
225          <td class="paramname"> <em>cond</em>          </td>
226          <td>&nbsp;)&nbsp;</td>
227          <td><code> [virtual, inherited]</code></td>
228        </tr>
229      </table>
230</div>
231<div class="memdoc">
232
233<p>
234Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png">.
235<p>
236<dl compact><dt><b>Parameters:</b></dt><dd>
237  <table border="0" cellspacing="2" cellpadding="0">
238    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
239  </table>
240</dl>
241
242<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
243
244<p>References <a class="el" href="bdmbase_8h_source.html#l00376">bdm::mpdf::condition()</a>.</p>
245
246<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>
247
248</div>
249</div><p>
250<a class="anchor" name="6e497d501331057309d2fddf63259d1a"></a><!-- doxytag: member="bdm::mlognorm::samplecond_m" ref="6e497d501331057309d2fddf63259d1a" args="(const vec &amp;cond, int N)" -->
251<div class="memitem">
252<div class="memproto">
253      <table class="memname">
254        <tr>
255          <td class="memname">mat bdm::mpdf::samplecond_m           </td>
256          <td>(</td>
257          <td class="paramtype">const vec &amp;&nbsp;</td>
258          <td class="paramname"> <em>cond</em>, </td>
259        </tr>
260        <tr>
261          <td class="paramkey"></td>
262          <td></td>
263          <td class="paramtype">int&nbsp;</td>
264          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
265        </tr>
266        <tr>
267          <td></td>
268          <td>)</td>
269          <td></td><td></td><td><code> [virtual, inherited]</code></td>
270        </tr>
271      </table>
272</div>
273<div class="memdoc">
274
275<p>
276Returns.
277<p>
278<dl compact><dt><b>Parameters:</b></dt><dd>
279  <table border="0" cellspacing="2" cellpadding="0">
280    <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_11.png">. </td></tr>
281    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
282  </table>
283</dl>
284
285<p>References <a class="el" href="bdmbase_8h_source.html#l00376">bdm::mpdf::condition()</a>.</p>
286
287</div>
288</div><p>
289<hr>The documentation for this class was generated from the following files:<ul>
290<li><a class="el" href="exp__family_8h_source.html">exp_family.h</a><li>exp_family.cpp</ul>
291</div>
292<hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:07:03 2009 for mixpp by&nbsp;
293<a href="http://www.doxygen.org/index.html">
294<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
295</body>
296</html>
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