bdm::mprod Class Reference

Chain rule decomposition of epdf. More...

#include <emix.h>

List of all members.

Public Member Functions
	mprod ()
	Default constructor.
	mprod (const Array< shared_ptr< mpdf > > &mFacs)
	Constructor from list of mFacs.
void	set_elements (const Array< shared_ptr< mpdf > > &mFacs)
	Set internal mpdfs from given values.
double	evallogcond (const vec &val, const vec &cond)
	Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently.
vec	evallogcond_m (const mat &Dt, const vec &cond)
	Matrix version of evallogcond.
vec	evallogcond_m (const Array< vec > &Dt, const vec &cond)
	Array<vec> version of evallogcond.
vec	samplecond (const vec &cond)
	Returns a sample from the density conditioned on cond, .
mat	samplecond (const vec &cond, int N)
void	from_setting (const Setting &set)
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.
virtual void	validate ()
	This method TODO.
Matematical operations
virtual mat	samplecond_m (const vec &cond, int N)
	Returns.
Access to attributes
RV	_rv () const
RV	_rvc ()
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
Array< datalink_m2m * >	dls
	Data link for each mpdfs.
epdf	iepdf
	dummy epdf used only as storage for RV and dim
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition

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Detailed Description

Chain rule decomposition of epdf.

Probability density in the form of Chain-rule decomposition: \[ f(x_1,x_2,x_3) = f(x_1|x_2,x_3)f(x_2,x_3)f(x_3) \] Note that

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Member Function Documentation

void bdm::mprod::from_setting

(

const Setting &

set

)

[inline, virtual]

Load from structure with elements:

 { class='mprod';
   mpdfs = (..., ...);     // list of mpdfs in the order of chain rule
 }

Reimplemented from bdm::mpdf.

References bdm::UI::get(), and set_elements().

vec bdm::mprod::samplecond

(

const vec &

cond

)

[inline, virtual]

Returns a sample from the density conditioned on cond, .

Parameters:

cond

is numeric value of rv

Ugly hack to help to discover if mpfs are not in proper order. Correct solution = check that explicitely.

Reimplemented from bdm::mpdf.

References dls.

mat bdm::mpdf::samplecond_m	(	const vec &	cond,
		int	N
	)			[virtual, inherited]

Returns.

Parameters:

	N	samples from the density conditioned on cond, .
	cond	is numeric value of rv

Reimplemented in bdm::mpdf_internal< EPDF >, bdm::mpdf_internal< egamma >, bdm::mpdf_internal< enorm< chmat > >, bdm::mpdf_internal< enorm< sq_T > >, bdm::mpdf_internal< eigamma >, bdm::mpdf_internal< elognorm >, bdm::mpdf_internal< eiWishartCh >, bdm::mpdf_internal< enorm< ldmat > >, and bdm::mpdf_internal< TEpdf< sq_T > >.

References bdm::mpdf::samplecond().

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

• emix.h
• emix.cpp