bdm::mlstudent Class Reference


Detailed Description

(Approximate) Student t density with linear function of mean value

The internal epdf of this class is of the type of a Gaussian (enorm). However, each conditioning is trying to assure the best possible approximation by taking into account the zeta function. See [] for reference.

Perhaps a moment-matching technique?

#include <exp_family.h>

List of all members.

Public Member Functions

void set_parameters (const mat &A0, const vec &mu0, const ldmat &R0, const ldmat &Lambda0)
 constructor function
void condition (const vec &cond)
void validate ()
 This method TODO.
const vec & _mu_const () const
 access function
const mat & _A () const
 access function
mat _R () const
 access function
void from_setting (const Setting &set)
enorm< ldmat > & e ()
 access function to iepdf
vec samplecond (const vec &cond)
 Reimplements samplecond using condition().
double evallogcond (const vec &val, const vec &cond)
 Reimplements evallogcond using condition().
virtual vec evallogcond_m (const mat &Dt, const vec &cond)
 Efficient version of evallogcond for matrices.
virtual vec evallogcond_m (const Array< vec > &Dt, const vec &cond)
 Efficient version of evallogcond for Array<vec>.
virtual mat samplecond_m (const vec &cond, int N)
 Efficient version of samplecond.
virtual string to_string ()
 This method returns a basic info about the current instance.
virtual void to_setting (Setting &set) const
 This method save all the instance properties into the Setting structure.
Constructors



void set_parameters (const mat &A0, const vec &mu0, const ldmat &R0)
 Set A and R.
Access to attributes



const RV_rv () const
const RV_rvc () const
int dimension () const
int dimensionc ()
Connection to other objects



void set_rvc (const RV &rvc0)
void set_rv (const RV &rv0)
bool isnamed ()

Protected Member Functions

void set_ep (epdf &iepdf)
 set internal pointer ep to point to given iepdf
void set_ep (epdf *iepdfp)
 set internal pointer ep to point to given iepdf

Protected Attributes

ldmat Lambda
 Variable $ \Lambda $ from theory.
ldmat_R
 Reference to variable $ R $.
ldmat Re
 Variable $ R_e $.
mat A
 Internal epdf that arise by conditioning on rvc.
vec mu_const
 Constant additive term.
enorm< ldmatiepdf
 Internal epdf used for sampling.
int dimc
 dimension of the condition
RV rvc
 random variable in condition

Friends

std::ostream & operator<< (std::ostream &os, mlnorm< sq_M, enorm > &ml)
 Debug stream.

Member Function Documentation

void bdm::mlstudent::condition ( const vec &  cond  )  [inline, virtual]
void bdm::mlnorm< ldmat , enorm >::from_setting ( const Setting &  set  )  [inline, virtual, inherited]

Create Normal density with linear function of mean value

\[ f(rv|rvc) = N(A*rvc+const, R) \]

from structure

                class = 'mlnorm<ldmat>', (OR) 'mlnorm<chmat>', (OR) 'mlnorm<fsqmat>';
                A     = [];                  // matrix or vector of appropriate dimension
                const = [];                  // vector of constant term
                R     = [];                  // square matrix of appropriate dimension

Reimplemented from bdm::mpdf.


The documentation for this class was generated from the following file:

Generated on Sun Sep 27 00:49:06 2009 for mixpp by  doxygen 1.6.1