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63 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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64 | </ul> |
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65 | </div> |
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66 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mprod.html">mprod</a> |
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67 | </div> |
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68 | </div> |
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69 | <div class="contents"> |
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70 | <h1>bdm::mprod Class Reference</h1><!-- doxytag: class="bdm::mprod" --><!-- doxytag: inherits="bdm::mpdf" -->Chain rule decomposition of <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. |
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71 | <a href="#_details">More...</a> |
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72 | <p> |
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73 | <code>#include <<a class="el" href="emix_8h_source.html">emix.h</a>></code> |
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74 | <p> |
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75 | |
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76 | <p> |
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77 | <a href="classbdm_1_1mprod-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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78 | <tr><td></td></tr> |
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79 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fed864cdd0e724d9133e6c6bfcacf94b"></a><!-- doxytag: member="bdm::mprod::mprod" ref="fed864cdd0e724d9133e6c6bfcacf94b" args="()" --> |
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81 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#fed864cdd0e724d9133e6c6bfcacf94b">mprod</a> ()</td></tr> |
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82 | |
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83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e0d61b25fa0955b2c5fab8c710c42200"></a><!-- doxytag: member="bdm::mprod::mprod" ref="e0d61b25fa0955b2c5fab8c710c42200" args="(const Array< shared_ptr< mpdf > > &mFacs)" --> |
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85 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#e0d61b25fa0955b2c5fab8c710c42200">mprod</a> (const Array< <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > > &mFacs)</td></tr> |
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86 | |
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87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor from list of mFacs. <br></td></tr> |
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88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb4cd6d390ef73a4432d0c4993baffa"></a><!-- doxytag: member="bdm::mprod::set_elements" ref="acb4cd6d390ef73a4432d0c4993baffa" args="(const Array< shared_ptr< mpdf > > &mFacs)" --> |
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89 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#acb4cd6d390ef73a4432d0c4993baffa">set_elements</a> (const Array< <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > > &mFacs)</td></tr> |
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90 | |
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91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set internal <code>mpdfs</code> from given values. <br></td></tr> |
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92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="800f21d94c919137608a2fd5c88719e2"></a><!-- doxytag: member="bdm::mprod::evallogcond" ref="800f21d94c919137608a2fd5c88719e2" args="(const vec &val, const vec &cond)" --> |
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93 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#800f21d94c919137608a2fd5c88719e2">evallogcond</a> (const vec &val, const vec &cond)</td></tr> |
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94 | |
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95 | <tr><td class="mdescLeft"> </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> |
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96 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e27b359d2572abfa4cc7d8f947848dab"></a><!-- doxytag: member="bdm::mprod::evallogcond_m" ref="e27b359d2572abfa4cc7d8f947848dab" args="(const mat &Dt, const vec &cond)" --> |
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97 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#e27b359d2572abfa4cc7d8f947848dab">evallogcond_m</a> (const mat &Dt, const vec &cond)</td></tr> |
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98 | |
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99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> |
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100 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e8cdde6056fe20551be1fa460841f5e2"></a><!-- doxytag: member="bdm::mprod::evallogcond_m" ref="e8cdde6056fe20551be1fa460841f5e2" args="(const Array< vec > &Dt, const vec &cond)" --> |
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101 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#e8cdde6056fe20551be1fa460841f5e2">evallogcond_m</a> (const Array< vec > &Dt, const vec &cond)</td></tr> |
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102 | |
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103 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Array<vec> version of evallogcond. <br></td></tr> |
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104 | <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">samplecond</a> (const vec &cond)</td></tr> |
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105 | |
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106 | <tr><td class="mdescLeft"> </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_16.png">. <a href="#ee715a8013acf9892f6cb489db595555"></a><br></td></tr> |
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107 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">from_setting</a> (const Setting &set)</td></tr> |
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108 | |
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109 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mprod::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
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110 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
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111 | |
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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" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::mprod::to_setting" ref="67d954d255ede776eade7334d4895790" 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#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
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115 | |
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116 | <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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117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mprod::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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118 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
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119 | |
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120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
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121 | <tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr> |
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122 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6e497d501331057309d2fddf63259d1a">samplecond_m</a> (const vec &cond, int N)</td></tr> |
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123 | |
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124 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#6e497d501331057309d2fddf63259d1a"></a><br></td></tr> |
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125 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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126 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aa0095f80870f15209bca68a8a7bad8a"></a><!-- doxytag: member="bdm::mprod::_rv" ref="aa0095f80870f15209bca68a8a7bad8a" args="() const " --> |
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127 | 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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128 | |
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129 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="739d5202899bb56792a547c74e517a11"></a><!-- doxytag: member="bdm::mprod::_rvc" ref="739d5202899bb56792a547c74e517a11" args="() const " --> |
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130 | 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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131 | |
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132 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eea4a999ed9679181335927e9cb66d28"></a><!-- doxytag: member="bdm::mprod::dimension" ref="eea4a999ed9679181335927e9cb66d28" args="() const " --> |
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133 | int </td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr> |
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134 | |
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135 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mprod::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" --> |
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136 | int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> |
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137 | |
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138 | <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> |
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139 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mprod::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> |
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140 | 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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141 | |
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142 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mprod::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> |
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143 | 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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144 | |
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145 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mprod::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> |
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146 | bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> |
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147 | |
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148 | <tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr> |
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149 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="147afacb393324bb3f9a7a89e33f835e"></a><!-- doxytag: member="bdm::mprod::set_ep" ref="147afacb393324bb3f9a7a89e33f835e" args="(epdf &iepdf)" --> |
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150 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#147afacb393324bb3f9a7a89e33f835e">set_ep</a> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> &<a class="el" href="classbdm_1_1mprod.html#9dab8448f970e2e09f76d14af990990d">iepdf</a>)</td></tr> |
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151 | |
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152 | <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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153 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7555b377f8b5895c9b759c9628ee3e20"></a><!-- doxytag: member="bdm::mprod::set_ep" ref="7555b377f8b5895c9b759c9628ee3e20" args="(epdf *iepdfp)" --> |
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154 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7555b377f8b5895c9b759c9628ee3e20">set_ep</a> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> *iepdfp)</td></tr> |
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155 | |
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156 | <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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157 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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158 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9dab8448f970e2e09f76d14af990990d"></a><!-- doxytag: member="bdm::mprod::iepdf" ref="9dab8448f970e2e09f76d14af990990d" args="" --> |
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159 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mprod.html#9dab8448f970e2e09f76d14af990990d">iepdf</a></td></tr> |
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160 | |
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161 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dummy <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> used only as storage for <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> and dim <br></td></tr> |
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162 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mprod::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" --> |
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163 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> |
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164 | |
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165 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br></td></tr> |
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166 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mprod::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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167 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr> |
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168 | |
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169 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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170 | </table> |
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171 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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172 | Chain rule decomposition of <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. |
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173 | <p> |
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174 | 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 <hr><h2>Member Function Documentation</h2> |
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175 | <a class="anchor" name="bfa7478f8df1de6d8cd4c349db512831"></a><!-- doxytag: member="bdm::mprod::from_setting" ref="bfa7478f8df1de6d8cd4c349db512831" args="(const Setting &set)" --> |
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176 | <div class="memitem"> |
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177 | <div class="memproto"> |
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178 | <table class="memname"> |
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179 | <tr> |
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180 | <td class="memname">void bdm::mprod::from_setting </td> |
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181 | <td>(</td> |
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182 | <td class="paramtype">const Setting & </td> |
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183 | <td class="paramname"> <em>set</em> </td> |
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184 | <td> ) </td> |
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185 | <td><code> [inline, virtual]</code></td> |
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186 | </tr> |
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187 | </table> |
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188 | </div> |
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189 | <div class="memdoc"> |
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190 | |
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191 | <p> |
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192 | Load from structure with elements: <div class="fragment"><pre class="fragment"> { <span class="keyword">class</span>=<span class="stringliteral">'mprod'</span>; |
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193 | mpdfs = (..., ...); <span class="comment">// list of mpdfs in the order of chain rule</span> |
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194 | } |
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195 | </pre></div> |
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196 | <p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p> |
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197 | |
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198 | <p>References <a class="el" href="user__info_8h_source.html#l00451">bdm::UI::get()</a>, and <a class="el" href="emix_8cpp_source.html#l00205">set_elements()</a>.</p> |
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199 | |
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200 | </div> |
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201 | </div><p> |
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202 | <a class="anchor" name="ee715a8013acf9892f6cb489db595555"></a><!-- doxytag: member="bdm::mprod::samplecond" ref="ee715a8013acf9892f6cb489db595555" args="(const vec &cond)" --> |
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203 | <div class="memitem"> |
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204 | <div class="memproto"> |
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205 | <table class="memname"> |
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206 | <tr> |
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207 | <td class="memname">vec bdm::mprod::samplecond </td> |
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208 | <td>(</td> |
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209 | <td class="paramtype">const vec & </td> |
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210 | <td class="paramname"> <em>cond</em> </td> |
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211 | <td> ) </td> |
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212 | <td><code> [inline, virtual]</code></td> |
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213 | </tr> |
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214 | </table> |
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215 | </div> |
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216 | <div class="memdoc"> |
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217 | |
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218 | <p> |
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219 | Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_16.png">. |
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220 | <p> |
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221 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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222 | <table border="0" cellspacing="2" cellpadding="0"> |
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223 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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224 | </table> |
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225 | </dl> |
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226 | |
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227 | <p> |
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228 | Ugly hack to help to discover if mpfs are not in proper order. Correct solution = check that explicitely. |
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229 | <p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">bdm::mpdf</a>.</p> |
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230 | |
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231 | </div> |
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232 | </div><p> |
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233 | <a class="anchor" name="6e497d501331057309d2fddf63259d1a"></a><!-- doxytag: member="bdm::mprod::samplecond_m" ref="6e497d501331057309d2fddf63259d1a" args="(const vec &cond, int N)" --> |
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234 | <div class="memitem"> |
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235 | <div class="memproto"> |
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236 | <table class="memname"> |
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237 | <tr> |
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238 | <td class="memname">mat bdm::mpdf::samplecond_m </td> |
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239 | <td>(</td> |
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240 | <td class="paramtype">const vec & </td> |
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241 | <td class="paramname"> <em>cond</em>, </td> |
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242 | </tr> |
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243 | <tr> |
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244 | <td class="paramkey"></td> |
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245 | <td></td> |
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246 | <td class="paramtype">int </td> |
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247 | <td class="paramname"> <em>N</em></td><td> </td> |
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248 | </tr> |
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249 | <tr> |
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250 | <td></td> |
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251 | <td>)</td> |
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252 | <td></td><td></td><td><code> [virtual, inherited]</code></td> |
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253 | </tr> |
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254 | </table> |
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255 | </div> |
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256 | <div class="memdoc"> |
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257 | |
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258 | <p> |
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259 | Returns. |
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260 | <p> |
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261 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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262 | <table border="0" cellspacing="2" cellpadding="0"> |
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263 | <tr><td valign="top"></td><td valign="top"><em>N</em> </td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_16.png">. </td></tr> |
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264 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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265 | </table> |
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266 | </dl> |
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267 | |
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268 | <p>Reimplemented in <a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal< EPDF ></a>, <a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal< egamma ></a>, <a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal< enorm< chmat > ></a>, <a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal< enorm< sq_T > ></a>, <a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal< eigamma ></a>, <a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal< elognorm ></a>, <a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal< eiWishartCh ></a>, <a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal< enorm< ldmat > ></a>, <a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal< TEpdf< sq_T > ></a>, and <a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal< eDirich ></a>.</p> |
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269 | |
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270 | <p>References <a class="el" href="bdmbase_8h_source.html#l00489">bdm::mpdf::samplecond()</a>.</p> |
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271 | |
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272 | </div> |
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273 | </div><p> |
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274 | <hr>The documentation for this class was generated from the following files:<ul> |
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275 | <li><a class="el" href="emix_8h_source.html">emix.h</a><li>emix.cpp</ul> |
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276 | </div> |
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277 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:48 2009 for mixpp by |
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278 | <a href="http://www.doxygen.org/index.html"> |
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279 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> |
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280 | </body> |
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281 | </html> |
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