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3 | <title>mixpp: bdm::rwiWishartCh Class Reference</title> |
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66 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1rwiWishartCh.html">rwiWishartCh</a> |
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70 | <h1>bdm::rwiWishartCh Class Reference</h1><!-- doxytag: class="bdm::rwiWishartCh" --><!-- doxytag: inherits="mpdf_internal< eiWishartCh >" -->Random Walk on inverse Wishart. |
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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="exp__family_8h_source.html">exp_family.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_1rwiWishartCh-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="28549ee3ce1ff8509360171ea3cf717c"></a><!-- doxytag: member="bdm::rwiWishartCh::set_parameters" ref="28549ee3ce1ff8509360171ea3cf717c" args="(int p0, double k, vec ref0, double l0)" --> |
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81 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1rwiWishartCh.html#28549ee3ce1ff8509360171ea3cf717c">set_parameters</a> (int p0, double k, vec ref0, double l0)</td></tr> |
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82 | |
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83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">constructor function <br></td></tr> |
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84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac087ba6c885d3faeda9171229f9b4e6"></a><!-- doxytag: member="bdm::rwiWishartCh::condition" ref="ac087ba6c885d3faeda9171229f9b4e6" args="(const vec &c)" --> |
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85 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1rwiWishartCh.html#ac087ba6c885d3faeda9171229f9b4e6">condition</a> (const vec &c)</td></tr> |
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86 | |
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87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Update <code>iepdf</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> conditioned on <code>rvc</code> = cond This function provides convenient reimplementation in offsprings. <br></td></tr> |
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88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b4d1cb8d7e230e313b4f0c905874d5a"></a><!-- doxytag: member="bdm::rwiWishartCh::e" ref="6b4d1cb8d7e230e313b4f0c905874d5a" args="()" --> |
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89 | <a class="el" href="classbdm_1_1eiWishartCh.html">eiWishartCh</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#6b4d1cb8d7e230e313b4f0c905874d5a">e</a> ()</td></tr> |
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90 | |
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91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function to iepdf <br></td></tr> |
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92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8e547695d1cc19219b91164d825c930"></a><!-- doxytag: member="bdm::rwiWishartCh::samplecond" ref="d8e547695d1cc19219b91164d825c930" args="(const vec &cond)" --> |
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93 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#d8e547695d1cc19219b91164d825c930">samplecond</a> (const vec &cond)</td></tr> |
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94 | |
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95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplements samplecond using <code>condition()</code>. <br></td></tr> |
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96 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89076e62b8d7df7616bad68c94591948"></a><!-- doxytag: member="bdm::rwiWishartCh::evallogcond" ref="89076e62b8d7df7616bad68c94591948" args="(const vec &val, const vec &cond)" --> |
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97 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#89076e62b8d7df7616bad68c94591948">evallogcond</a> (const vec &val, const vec &cond)</td></tr> |
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98 | |
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99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplements evallogcond using <code>condition()</code>. <br></td></tr> |
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100 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e28c214e3063733a6e4d17738941c61c"></a><!-- doxytag: member="bdm::rwiWishartCh::evallogcond_m" ref="e28c214e3063733a6e4d17738941c61c" args="(const mat &Dt, const vec &cond)" --> |
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101 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#e28c214e3063733a6e4d17738941c61c">evallogcond_m</a> (const mat &Dt, const vec &cond)</td></tr> |
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102 | |
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103 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of evallogcond for matrices. <br></td></tr> |
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104 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e82db07ce8af02f29cfd81e014edb3db"></a><!-- doxytag: member="bdm::rwiWishartCh::evallogcond_m" ref="e82db07ce8af02f29cfd81e014edb3db" args="(const Array< vec > &Dt, const vec &cond)" --> |
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105 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#e82db07ce8af02f29cfd81e014edb3db">evallogcond_m</a> (const Array< vec > &Dt, const vec &cond)</td></tr> |
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106 | |
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107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of evallogcond for Array<vec>. <br></td></tr> |
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108 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9554c554054da2d22cb8e908ae9c8823"></a><!-- doxytag: member="bdm::rwiWishartCh::samplecond_m" ref="9554c554054da2d22cb8e908ae9c8823" args="(const vec &cond, int N)" --> |
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109 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">samplecond_m</a> (const vec &cond, int N)</td></tr> |
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110 | |
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111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of samplecond. <br></td></tr> |
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112 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#30a0bceb948e287d497c578e371b1667">from_setting</a> (const Setting &set)</td></tr> |
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113 | |
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114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Load from structure with elements:. <a href="#30a0bceb948e287d497c578e371b1667"></a><br></td></tr> |
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115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::rwiWishartCh::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
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116 | 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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117 | |
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118 | <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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119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::rwiWishartCh::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
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120 | 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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121 | |
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122 | <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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123 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::rwiWishartCh::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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124 | 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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125 | |
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126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
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127 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aa0095f80870f15209bca68a8a7bad8a"></a><!-- doxytag: member="bdm::rwiWishartCh::_rv" ref="aa0095f80870f15209bca68a8a7bad8a" args="() const " --> |
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129 | 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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130 | |
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131 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="739d5202899bb56792a547c74e517a11"></a><!-- doxytag: member="bdm::rwiWishartCh::_rvc" ref="739d5202899bb56792a547c74e517a11" args="() const " --> |
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132 | 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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133 | |
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134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eea4a999ed9679181335927e9cb66d28"></a><!-- doxytag: member="bdm::rwiWishartCh::dimension" ref="eea4a999ed9679181335927e9cb66d28" args="() const " --> |
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135 | int </td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr> |
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136 | |
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137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::rwiWishartCh::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" --> |
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138 | int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> |
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139 | |
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140 | <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> |
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141 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::rwiWishartCh::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> |
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142 | 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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143 | |
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144 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::rwiWishartCh::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> |
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145 | 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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146 | |
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147 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::rwiWishartCh::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> |
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148 | bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> |
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149 | |
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150 | <tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr> |
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151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="147afacb393324bb3f9a7a89e33f835e"></a><!-- doxytag: member="bdm::rwiWishartCh::set_ep" ref="147afacb393324bb3f9a7a89e33f835e" args="(epdf &iepdf)" --> |
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152 | 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_1mpdf__internal.html#47bab632af15120c88aad647ae129468">iepdf</a>)</td></tr> |
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153 | |
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154 | <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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155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7555b377f8b5895c9b759c9628ee3e20"></a><!-- doxytag: member="bdm::rwiWishartCh::set_ep" ref="7555b377f8b5895c9b759c9628ee3e20" args="(epdf *iepdfp)" --> |
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156 | 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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157 | |
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158 | <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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159 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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160 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2004675b37f712abe3913057bae97cfb"></a><!-- doxytag: member="bdm::rwiWishartCh::sqd" ref="2004675b37f712abe3913057bae97cfb" args="" --> |
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161 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb">sqd</a></td></tr> |
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162 | |
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163 | <tr><td class="mdescLeft"> </td><td class="mdescRight">square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> of <img class="formulaInl" alt="$ \nu-p-1 $" src="form_105.png"> - needed for computation of <img class="formulaInl" alt="$ \Psi $" src="form_103.png"> from conditions <br></td></tr> |
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164 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="239b26c71ebcc118ba6925dfb6efc50a"></a><!-- doxytag: member="bdm::rwiWishartCh::refl" ref="239b26c71ebcc118ba6925dfb6efc50a" args="" --> |
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165 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1rwiWishartCh.html#239b26c71ebcc118ba6925dfb6efc50a">refl</a></td></tr> |
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166 | |
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167 | <tr><td class="mdescLeft"> </td><td class="mdescRight">reference point for diagonal <br></td></tr> |
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168 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="758cd05efa67c60b4bf4f7554b9ba861"></a><!-- doxytag: member="bdm::rwiWishartCh::l" ref="758cd05efa67c60b4bf4f7554b9ba861" args="" --> |
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169 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861">l</a></td></tr> |
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170 | |
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171 | <tr><td class="mdescLeft"> </td><td class="mdescRight">power of the reference <br></td></tr> |
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172 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7ba06d431995c347d2fce30a59c20663"></a><!-- doxytag: member="bdm::rwiWishartCh::p" ref="7ba06d431995c347d2fce30a59c20663" args="" --> |
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173 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663">p</a></td></tr> |
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174 | |
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175 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension <br></td></tr> |
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176 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="47bab632af15120c88aad647ae129468"></a><!-- doxytag: member="bdm::rwiWishartCh::iepdf" ref="47bab632af15120c88aad647ae129468" args="" --> |
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177 | <a class="el" href="classbdm_1_1eiWishartCh.html">eiWishartCh</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468">iepdf</a></td></tr> |
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178 | |
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179 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal epdf used for sampling. <br></td></tr> |
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180 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::rwiWishartCh::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" --> |
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181 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> |
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182 | |
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183 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br></td></tr> |
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184 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::rwiWishartCh::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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185 | <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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186 | |
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187 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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188 | </table> |
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189 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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190 | Random Walk on inverse Wishart. <hr><h2>Member Function Documentation</h2> |
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191 | <a class="anchor" name="30a0bceb948e287d497c578e371b1667"></a><!-- doxytag: member="bdm::rwiWishartCh::from_setting" ref="30a0bceb948e287d497c578e371b1667" args="(const Setting &set)" --> |
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192 | <div class="memitem"> |
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193 | <div class="memproto"> |
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194 | <table class="memname"> |
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195 | <tr> |
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196 | <td class="memname">void bdm::mpdf::from_setting </td> |
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197 | <td>(</td> |
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198 | <td class="paramtype">const Setting & </td> |
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199 | <td class="paramname"> <em>set</em> </td> |
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200 | <td> ) </td> |
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201 | <td><code> [virtual, inherited]</code></td> |
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202 | </tr> |
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203 | </table> |
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204 | </div> |
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205 | <div class="memdoc"> |
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206 | |
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207 | <p> |
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208 | Load from structure with elements:. |
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209 | <p> |
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210 | <div class="fragment"><pre class="fragment"> { <span class="keyword">class </span>= "mpdf_offspring", |
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211 | rv = {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>, names=(...),}; <span class="comment">// RV describing meaning of random variable</span> |
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212 | <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>= {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>, names=(...),}; <span class="comment">// RV describing meaning of random variable in condition</span> |
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213 | <span class="comment">// elements of offsprings</span> |
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214 | } |
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215 | </pre></div> |
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216 | <p>Reimplemented from <a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">bdm::root</a>.</p> |
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217 | |
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218 | <p>Reimplemented in <a class="el" href="classbdm_1_1mepdf.html#27ef18a3e3b1b5de02739d1324bf25fb">bdm::mepdf</a>, <a class="el" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">bdm::mprod</a>, <a class="el" href="classbdm_1_1mDirich.html#c1e6f42277b97f700ea1b6045cb6b2d7">bdm::mDirich</a>, <a class="el" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">bdm::mlnorm< sq_T, TEpdf ></a>, <a class="el" href="classbdm_1_1mgnorm.html#d717dacc6a9eb967f8410994dc6dc6f9">bdm::mgnorm< sq_T ></a>, <a class="el" href="classbdm_1_1mgamma.html#da2af0f327e5452bee71d1bf97452ae4">bdm::mgamma</a>, <a class="el" href="classbdm_1_1migamma__ref.html#9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">bdm::migamma_ref</a>, <a class="el" href="classbdm_1_1mlognorm.html#49e45ea13a869da607ef9be7a229128a">bdm::mlognorm</a>, <a class="el" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">bdm::mlnorm< chmat ></a>, and <a class="el" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">bdm::mlnorm< ldmat, enorm ></a>.</p> |
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219 | |
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220 | </div> |
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221 | </div><p> |
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222 | <hr>The documentation for this class was generated from the following file:<ul> |
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223 | <li><a class="el" href="exp__family_8h_source.html">exp_family.h</a></ul> |
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224 | </div> |
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225 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:49 2009 for mixpp by |
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226 | <a href="http://www.doxygen.org/index.html"> |
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227 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> |
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228 | </body> |
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229 | </html> |
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