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67	<h1>exp_family.h</h1><a href="exp__family_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
68	<a name="l00013"></a>00013 <span class="preprocessor">#ifndef EF_H</span>
69	<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EF_H</span>
70	<a name="l00015"></a>00015 <span class="preprocessor"></span>
71	<a name="l00016"></a>00016
72	<a name="l00017"></a>00017 <span class="preprocessor">#include "../shared_ptr.h"</span>
73	<a name="l00018"></a>00018 <span class="preprocessor">#include "../base/bdmbase.h"</span>
74	<a name="l00019"></a>00019 <span class="preprocessor">#include "../math/chmat.h"</span>
75	<a name="l00020"></a>00020
76	<a name="l00021"></a>00021 <span class="keyword">namespace </span>bdm
77	<a name="l00022"></a>00022 {
78	<a name="l00023"></a>00023
79	<a name="l00024"></a>00024
80	<a name="l00026"></a>00026 <span class="keyword">extern</span> Uniform_RNG UniRNG;
81	<a name="l00028"></a>00028 <span class="keyword">extern</span> Normal_RNG NorRNG;
82	<a name="l00030"></a>00030 <span class="keyword">extern</span> Gamma_RNG GamRNG;
83	<a name="l00031"></a>00031
84	<a name="l00038"></a><a class="code" href="classbdm_1_1eEF.html">00038</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>
85	<a name="l00039"></a>00039 {
86	<a name="l00040"></a>00040 <span class="keyword">public</span>:
87	<a name="l00041"></a>00041 <span class="comment">// eEF() :epdf() {};</span>
88	<a name="l00043"></a><a class="code" href="classbdm_1_1eEF.html#ad5459d472d0feca7cf1fb5f65c4b9ef4">00043</a> <span class="comment"></span> <a class="code" href="classbdm_1_1eEF.html#ad5459d472d0feca7cf1fb5f65c4b9ef4" title="default constructor">eEF</a> () : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> () {};
89	<a name="l00045"></a>00045 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#acd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>() <span class="keyword">const</span> = 0;
90	<a name="l00046"></a>00046
91	<a name="l00048"></a><a class="code" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6">00048</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const </span>{
92	<a name="l00049"></a>00049 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
93	<a name="l00050"></a>00050 <span class="keywordflow">return</span> 0.0;
94	<a name="l00051"></a>00051 }
95	<a name="l00052"></a>00052
96	<a name="l00054"></a><a class="code" href="classbdm_1_1eEF.html#aa36d06ecdd6f4c79dc122510eaccc692">00054</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#aa36d06ecdd6f4c79dc122510eaccc692" title="Evaluate normalized log-probability.">evallog</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const </span>{
97	<a name="l00055"></a>00055 <span class="keywordtype">double</span> tmp;
98	<a name="l00056"></a>00056 tmp = <a class="code" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (val) - <a class="code" href="classbdm_1_1eEF.html#acd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>();
99	<a name="l00057"></a>00057 <span class="keywordflow">return</span> tmp;
100	<a name="l00058"></a>00058 }
101	<a name="l00060"></a><a class="code" href="classbdm_1_1eEF.html#a6886c60b6b690e503913240db5de0c6f">00060</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1eEF.html#a6886c60b6b690e503913240db5de0c6f" title="Evaluate normalized log-probability for many samples.">evallog_m</a> (<span class="keyword">const</span> mat &Val)<span class="keyword"> const </span>{
102	<a name="l00061"></a>00061 vec x (Val.cols());
103	<a name="l00062"></a>00062 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < Val.cols();i++) {x (i) = <a class="code" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (Val.get_col (i)) ;}
104	<a name="l00063"></a>00063 <span class="keywordflow">return</span> x -<a class="code" href="classbdm_1_1eEF.html#acd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>();
105	<a name="l00064"></a>00064 }
106	<a name="l00066"></a><a class="code" href="classbdm_1_1eEF.html#ad793f4fd6d0dcec5f16bff0ae45fc7d5">00066</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1eEF.html#ad793f4fd6d0dcec5f16bff0ae45fc7d5" title="Evaluate normalized log-probability for many samples.">evallog_m</a> (<span class="keyword">const</span> Array<vec> &Val)<span class="keyword"> const </span>{
107	<a name="l00067"></a>00067 vec x (Val.length());
108	<a name="l00068"></a>00068 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < Val.length();i++) {x (i) = <a class="code" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (Val (i)) ;}
109	<a name="l00069"></a>00069 <span class="keywordflow">return</span> x -<a class="code" href="classbdm_1_1eEF.html#acd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>();
110	<a name="l00070"></a>00070 }
111	<a name="l00071"></a>00071
112	<a name="l00073"></a><a class="code" href="classbdm_1_1eEF.html#acf38af29e8e3d650c640509a52396053">00073</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEF.html#acf38af29e8e3d650c640509a52396053" title="Power of the density, used e.g. to flatten the density.">pow</a> (<span class="keywordtype">double</span> p) {
113	<a name="l00074"></a>00074 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
114	<a name="l00075"></a>00075 }
115	<a name="l00076"></a>00076 };
116	<a name="l00077"></a>00077
117	<a name="l00078"></a>00078
118	<a name="l00080"></a><a class="code" href="classbdm_1_1BMEF.html">00080</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>
119	<a name="l00081"></a>00081 {
120	<a name="l00082"></a>00082 <span class="keyword">protected</span>:
121	<a name="l00084"></a><a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64">00084</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;
122	<a name="l00086"></a><a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865">00086</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;
123	<a name="l00087"></a>00087 <span class="keyword">public</span>:
124	<a name="l00089"></a><a class="code" href="classbdm_1_1BMEF.html#a2def512872ed8a4fc3b702371ec0be55">00089</a> <a class="code" href="classbdm_1_1BMEF.html#a2def512872ed8a4fc3b702371ec0be55" title="Default constructor (=empty constructor).">BMEF</a> (<span class="keywordtype">double</span> frg0 = 1.0) : <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> (), <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> (frg0) {}
125	<a name="l00091"></a><a class="code" href="classbdm_1_1BMEF.html#a9662379513101405e159e76717104e62">00091</a> <a class="code" href="classbdm_1_1BMEF.html#a9662379513101405e159e76717104e62" title="Copy constructor.">BMEF</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> &B) : <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> (B), <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> (B.<a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>), <a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> (B.<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>) {}
126	<a name="l00093"></a><a class="code" href="classbdm_1_1BMEF.html#ad2b528b7a41ca67163152142f5404051">00093</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#ad2b528b7a41ca67163152142f5404051" title="get statistics from another model">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* BM0) {
127	<a name="l00094"></a>00094 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
128	<a name="l00095"></a>00095 }
129	<a name="l00096"></a>00096
130	<a name="l00098"></a><a class="code" href="classbdm_1_1BMEF.html#abf58deb99af2a6cc674f13ff90300de6">00098</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#abf58deb99af2a6cc674f13ff90300de6" title="Weighted update of sufficient statistics (Bayes rule).">bayes</a> (<span class="keyword">const</span> vec &data, <span class="keyword">const</span> <span class="keywordtype">double</span> w) {};
131	<a name="l00099"></a>00099 <span class="comment">//original Bayes</span>
132	<a name="l00100"></a>00100 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#abf58deb99af2a6cc674f13ff90300de6" title="Weighted update of sufficient statistics (Bayes rule).">bayes</a> (<span class="keyword">const</span> vec &dt);
133	<a name="l00101"></a>00101
134	<a name="l00103"></a><a class="code" href="classbdm_1_1BMEF.html#ab2916a2e71a958665054473124d5e749">00103</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#ab2916a2e71a958665054473124d5e749" title="Flatten the posterior according to the given BMEF (of the same type!).">flatten</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> * B) {
135	<a name="l00104"></a>00104 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
136	<a name="l00105"></a>00105 }
137	<a name="l00106"></a>00106
138	<a name="l00107"></a><a class="code" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">00107</a> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* <a class="code" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> ()<span class="keyword"> const </span>{
139	<a name="l00108"></a>00108 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"function _copy_ not implemented for this BM"</span>);
140	<a name="l00109"></a>00109 <span class="keywordflow">return</span> NULL;
141	<a name="l00110"></a>00110 }
142	<a name="l00111"></a>00111 };
143	<a name="l00112"></a>00112
144	<a name="l00113"></a>00113 <span class="keyword">template</span><<span class="keyword">class</span> sq_T, <span class="keyword">template</span> <<span class="keyword">typename</span>> <span class="keyword">class </span>TEpdf>
145	<a name="l00114"></a>00114 <span class="keyword">class </span>mlnorm;
146	<a name="l00115"></a>00115
147	<a name="l00121"></a>00121 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
148	<a name="l00122"></a><a class="code" href="classbdm_1_1enorm.html">00122</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a>
149	<a name="l00123"></a>00123 {
150	<a name="l00124"></a>00124 <span class="keyword">protected</span>:
151	<a name="l00126"></a><a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7">00126</a> vec <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>;
152	<a name="l00128"></a><a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2">00128</a> sq_T <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>;
153	<a name="l00129"></a>00129 <span class="keyword">public</span>:
154	<a name="l00132"></a>00132
155	<a name="l00133"></a>00133 <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> () : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> (), <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (), <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> () {};
156	<a name="l00134"></a>00134 <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> (<span class="keyword">const</span> vec &<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">const</span> sq_T &<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>) {set_parameters (mu, R);}
157	<a name="l00135"></a>00135 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">const</span> sq_T &<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>);
158	<a name="l00145"></a>00145 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">from_setting</a> (<span class="keyword">const</span> Setting &root);
159	<a name="l00146"></a><a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea">00146</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>() {
160	<a name="l00147"></a>00147 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>.length() == <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows(), <span class="stringliteral">"mu and R parameters do not match"</span>);
161	<a name="l00148"></a>00148 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>.length();
162	<a name="l00149"></a>00149 }
163	<a name="l00151"></a>00151
164	<a name="l00154"></a>00154
165	<a name="l00156"></a>00156 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">dupdate</a> (mat &v, <span class="keywordtype">double</span> nu = 1.0);
166	<a name="l00157"></a>00157
167	<a name="l00158"></a>00158 vec <a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>;
168	<a name="l00159"></a>00159
169	<a name="l00160"></a>00160 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">evallog_nn</a> (<span class="keyword">const</span> vec &val) <span class="keyword">const</span>;
170	<a name="l00161"></a>00161 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>;
171	<a name="l00162"></a><a class="code" href="classbdm_1_1enorm.html#ab2fa2915c35366392fe9bb022ca1a600">00162</a> vec <a class="code" href="classbdm_1_1enorm.html#ab2fa2915c35366392fe9bb022ca1a600" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>;}
172	<a name="l00163"></a><a class="code" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773">00163</a> vec <a class="code" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> diag (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.to_mat());}
173	<a name="l00164"></a>00164 <span class="comment">// mlnorm<sq_T>* condition ( const RV &rvn ) const ; <=========== fails to cmpile. Why?</span>
174	<a name="l00165"></a>00165 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn ) <span class="keyword">const</span>;
175	<a name="l00166"></a>00166
176	<a name="l00167"></a>00167 <span class="comment">// target not typed to mlnorm<sq_T, enorm<sq_T> > &</span>
177	<a name="l00168"></a>00168 <span class="comment">// because that doesn't compile (perhaps because we</span>
178	<a name="l00169"></a>00169 <span class="comment">// haven't finished defining enorm yet), but the type</span>
179	<a name="l00170"></a>00170 <span class="comment">// is required</span>
180	<a name="l00171"></a>00171 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn, <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> &target ) <span class="keyword">const</span>;
181	<a name="l00172"></a>00172
182	<a name="l00173"></a>00173 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn ) <span class="keyword">const</span>;
183	<a name="l00174"></a>00174 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T></a> &target ) <span class="keyword">const</span>;
184	<a name="l00176"></a>00176
185	<a name="l00179"></a>00179
186	<a name="l00180"></a>00180 vec& _mu() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>;}
187	<a name="l00181"></a>00181 <span class="keyword">const</span> vec& _mu()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>;}
188	<a name="l00182"></a>00182 <span class="keywordtype">void</span> set_mu (<span class="keyword">const</span> vec mu0) { <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> = mu0;}
189	<a name="l00183"></a>00183 sq_T& _R() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>;}
190	<a name="l00184"></a>00184 <span class="keyword">const</span> sq_T& _R()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>;}
191	<a name="l00186"></a>00186
192	<a name="l00187"></a>00187 };
193	<a name="l00188"></a>00188 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, chmat);
194	<a name="l00189"></a>00189 SHAREDPTR2 ( enorm, chmat );
195	<a name="l00190"></a>00190 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, ldmat);
196	<a name="l00191"></a>00191 SHAREDPTR2 ( enorm, ldmat );
197	<a name="l00192"></a>00192 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, fsqmat);
198	<a name="l00193"></a>00193 SHAREDPTR2 ( enorm, fsqmat );
199	<a name="l00194"></a>00194
200	<a name="l00195"></a>00195
201	<a name="l00202"></a><a class="code" href="classbdm_1_1egiw.html">00202</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a>
202	<a name="l00203"></a>00203 {
203	<a name="l00204"></a>00204 <span class="keyword">protected</span>:
204	<a name="l00206"></a><a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52">00206</a> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;
205	<a name="l00208"></a><a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4">00208</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;
206	<a name="l00210"></a><a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a">00210</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>;
207	<a name="l00212"></a><a class="code" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd">00212</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd" title="Dimension of the regressor.">nPsi</a>;
208	<a name="l00213"></a>00213 <span class="keyword">public</span>:
209	<a name="l00216"></a>00216 <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>() : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a>() {};
210	<a name="l00217"></a>00217 <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> (<span class="keywordtype">int</span> dimx0, <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> V0, <span class="keywordtype">double</span> nu0 = -1.0) : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a>() {set_parameters (dimx0, V0, nu0);};
211	<a name="l00218"></a>00218
212	<a name="l00219"></a>00219 <span class="keywordtype">void</span> set_parameters (<span class="keywordtype">int</span> dimx0, ldmat V0, <span class="keywordtype">double</span> nu0 = -1.0);
213	<a name="l00221"></a>00221
214	<a name="l00222"></a>00222 vec <a class="code" href="classbdm_1_1egiw.html#a920f21548b7a3723923dd108fe514c61" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>;
215	<a name="l00223"></a>00223 vec <a class="code" href="classbdm_1_1egiw.html#adf70c05f918c3a6f86d60f10c1fd6ba2" title="return expected value">mean</a>() <span class="keyword">const</span>;
216	<a name="l00224"></a>00224 vec <a class="code" href="classbdm_1_1egiw.html#ac1ecc406613cc2341225dc10c3d3b46a" title="return expected variance (not covariance!)">variance</a>() <span class="keyword">const</span>;
217	<a name="l00225"></a>00225
218	<a name="l00227"></a>00227 vec <a class="code" href="classbdm_1_1egiw.html#a66d2ba9295c306012b309efcc9e516f0" title="LS estimate of .">est_theta</a>() <span class="keyword">const</span>;
219	<a name="l00228"></a>00228
220	<a name="l00230"></a>00230 ldmat <a class="code" href="classbdm_1_1egiw.html#a88c321a2051d1afdbb31a098896a717b" title="Covariance of the LS estimate.">est_theta_cov</a>() <span class="keyword">const</span>;
221	<a name="l00231"></a>00231
222	<a name="l00233"></a>00233 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#ad2075aa2306648b3e4fe40bb86628d5c" title="expected values of the linear coefficient and the covariance matrix are written to...">mean_mat</a> (mat &M, mat&R) <span class="keyword">const</span>;
223	<a name="l00235"></a>00235 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#abfb8e7c619b34ad804a73bff71742b5e" title="In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise...">evallog_nn</a> (<span class="keyword">const</span> vec &val) <span class="keyword">const</span>;
224	<a name="l00236"></a>00236 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#a41d72ba7b2abc8a9a4209ffa98ed5633" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>;
225	<a name="l00237"></a><a class="code" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be">00237</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be" title="Power of the density, used e.g. to flatten the density.">pow</a> (<span class="keywordtype">double</span> p) {<a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a> = p;<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a> = p;};
226	<a name="l00238"></a>00238
227	<a name="l00241"></a>00241
228	<a name="l00242"></a>00242 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>& _V() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;}
229	<a name="l00243"></a>00243 <span class="keyword">const</span> ldmat& _V()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;}
230	<a name="l00244"></a>00244 <span class="keywordtype">double</span>& _nu() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;}
231	<a name="l00245"></a>00245 <span class="keyword">const</span> <span class="keywordtype">double</span>& _nu()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;}
232	<a name="l00260"></a><a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">00260</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
233	<a name="l00261"></a>00261 <a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">epdf::from_setting</a>(<span class="keyword">set</span>);
234	<a name="l00262"></a>00262 <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>, <span class="keyword">set</span>, <span class="stringliteral">"nu"</span>, UI::compulsory)) {<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>=-1;}
235	<a name="l00263"></a>00263 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, <span class="keyword">set</span>, <span class="stringliteral">"dimx"</span>, UI::compulsory);
236	<a name="l00264"></a>00264 mat <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;
237	<a name="l00265"></a>00265 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (V, <span class="keyword">set</span>, <span class="stringliteral">"V"</span>, UI::compulsory);
238	<a name="l00266"></a>00266 set_parameters (<a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, V, <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>);
239	<a name="l00267"></a>00267 }
240	<a name="l00269"></a>00269 };
241	<a name="l00270"></a>00270 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( egiw );
242	<a name="l00271"></a>00271 SHAREDPTR ( egiw );
243	<a name="l00272"></a>00272
244	<a name="l00281"></a><a class="code" href="classbdm_1_1eDirich.html">00281</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a>
245	<a name="l00282"></a>00282 {
246	<a name="l00283"></a>00283 <span class="keyword">protected</span>:
247	<a name="l00285"></a><a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2">00285</a> vec <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>;
248	<a name="l00286"></a>00286 <span class="keyword">public</span>:
249	<a name="l00289"></a>00289
250	<a name="l00290"></a>00290 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> () : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> () {};
251	<a name="l00291"></a>00291 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> &D0) : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> () {set_parameters (D0.<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);};
252	<a name="l00292"></a>00292 eDirich (<span class="keyword">const</span> vec &beta0) {set_parameters (beta0);};
253	<a name="l00293"></a>00293 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &beta0) {
254	<a name="l00294"></a>00294 <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> = beta0;
255	<a name="l00295"></a>00295 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length();
256	<a name="l00296"></a>00296 }
257	<a name="l00298"></a>00298
258	<a name="l00300"></a><a class="code" href="classbdm_1_1eDirich.html#a3290613d31d58daa8a45a54b003871fc">00300</a> vec <a class="code" href="classbdm_1_1eDirich.html#a3290613d31d58daa8a45a54b003871fc" title="using sampling procedure from wikipedia">sample</a>()<span class="keyword"> const </span>{
259	<a name="l00301"></a>00301 vec y(<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length());
260	<a name="l00302"></a>00302 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i=0; i<<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length(); i++){
261	<a name="l00303"></a>00303 GamRNG.setup(<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>(i),1);
262	<a name="l00304"></a>00304 y(i)=GamRNG.sample();
263	<a name="l00305"></a>00305 }
264	<a name="l00306"></a>00306 <span class="keywordflow">return</span> y/sum(y);
265	<a name="l00307"></a>00307 }
266	<a name="l00308"></a>00308
267	<a name="l00309"></a><a class="code" href="classbdm_1_1eDirich.html#acb343355ec791298bb5a3404cd482fb6">00309</a> vec <a class="code" href="classbdm_1_1eDirich.html#acb343355ec791298bb5a3404cd482fb6" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> / sum (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);};
268	<a name="l00310"></a><a class="code" href="classbdm_1_1eDirich.html#a43c547a2507e233706f92712d8c2aacc">00310</a> vec <a class="code" href="classbdm_1_1eDirich.html#a43c547a2507e233706f92712d8c2aacc" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordtype">double</span> gamma = sum (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>); <span class="keywordflow">return</span> elem_mult (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>, (gamma-<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>)) / (gammagamma (gamma + 1));}
269	<a name="l00312"></a><a class="code" href="classbdm_1_1eDirich.html#ae09a24938e80c3d94b0ee842d1552318">00312</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#ae09a24938e80c3d94b0ee842d1552318" title="In this instance, val is ...">evallog_nn</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const </span>{
270	<a name="l00313"></a>00313 <span class="keywordtype">double</span> tmp; tmp = (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> - 1) * log (val);
271	<a name="l00314"></a>00314 <span class="keywordflow">return</span> tmp;
272	<a name="l00315"></a>00315 }
273	<a name="l00316"></a>00316
274	<a name="l00317"></a><a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2">00317</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{
275	<a name="l00318"></a>00318 <span class="keywordtype">double</span> tmp;
276	<a name="l00319"></a>00319 <span class="keywordtype">double</span> gam = sum (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);
277	<a name="l00320"></a>00320 <span class="keywordtype">double</span> lgb = 0.0;
278	<a name="l00321"></a>00321 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length();i++) {lgb += lgamma (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> (i));}
279	<a name="l00322"></a>00322 tmp = lgb - lgamma (gam);
280	<a name="l00323"></a>00323 <span class="keywordflow">return</span> tmp;
281	<a name="l00324"></a>00324 }
282	<a name="l00325"></a>00325
283	<a name="l00327"></a><a class="code" href="classbdm_1_1eDirich.html#a175e0add26d2105c28d8121eefb9e324">00327</a> vec& <a class="code" href="classbdm_1_1eDirich.html#a175e0add26d2105c28d8121eefb9e324" title="access function">_beta</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>;}
284	<a name="l00334"></a><a class="code" href="classbdm_1_1eDirich.html#aaef2c328917dd80dce689d3d11d09567">00334</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eDirich.html#aaef2c328917dd80dce689d3d11d09567">from_setting</a>(<span class="keyword">const</span> Setting &<span class="keyword">set</span>){
285	<a name="l00335"></a>00335 <a class="code" href="classbdm_1_1eDirich.html#aaef2c328917dd80dce689d3d11d09567">epdf::from_setting</a>(<span class="keyword">set</span>);
286	<a name="l00336"></a>00336 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>,<span class="keyword">set</span>, <span class="stringliteral">"beta"</span>, UI::compulsory);
287	<a name="l00337"></a>00337 <a class="code" href="classbdm_1_1eDirich.html#a3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>();
288	<a name="l00338"></a>00338 }
289	<a name="l00339"></a><a class="code" href="classbdm_1_1eDirich.html#a3ee16ce701b850e1c5bdb7005c326a57">00339</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eDirich.html#a3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>() {
290	<a name="l00340"></a>00340 <span class="comment">//check rv</span>
291	<a name="l00341"></a>00341 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length();
292	<a name="l00342"></a>00342 }
293	<a name="l00343"></a>00343 };
294	<a name="l00344"></a>00344 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(eDirich);
295	<a name="l00345"></a>00345
296	<a name="l00357"></a><a class="code" href="classbdm_1_1mDirich.html">00357</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mDirich.html">mDirich</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><eDirich> {
297	<a name="l00358"></a>00358 <span class="keyword">protected</span>:
298	<a name="l00360"></a><a class="code" href="classbdm_1_1mDirich.html#acf9baed9baab754872ec59b9d45bf164">00360</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mDirich.html#acf9baed9baab754872ec59b9d45bf164" title="constant of the random walk">k</a>;
299	<a name="l00362"></a><a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab">00362</a> vec &<a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>;
300	<a name="l00364"></a><a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a">00364</a> vec <a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>;
301	<a name="l00365"></a>00365 <span class="keyword">public</span>:
302	<a name="l00366"></a>00366 <a class="code" href="classbdm_1_1mDirich.html">mDirich</a>(): <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><<a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a>>(), <a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>(<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>()){};
303	<a name="l00367"></a><a class="code" href="classbdm_1_1mDirich.html#a78a06fc013ca7fc8dbc13ee899e3b0d0">00367</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#a78a06fc013ca7fc8dbc13ee899e3b0d0" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &val) {<a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a> = val/<a class="code" href="classbdm_1_1mDirich.html#acf9baed9baab754872ec59b9d45bf164" title="constant of the random walk">k</a>+<a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>; };
304	<a name="l00380"></a><a class="code" href="classbdm_1_1mDirich.html#ac1e6f42277b97f700ea1b6045cb6b2d7">00380</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#ac1e6f42277b97f700ea1b6045cb6b2d7">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
305	<a name="l00381"></a>00381 <a class="code" href="classbdm_1_1mDirich.html#ac1e6f42277b97f700ea1b6045cb6b2d7">mpdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span>
306	<a name="l00382"></a>00382 <span class="keywordflow">if</span> (_rv()._dsize()>0){
307	<a name="l00383"></a>00383 <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = _rv().<a class="code" href="classbdm_1_1RV.html#a627222f49abc5d07e5e8aecac7708ee2" title="create new RV from the current one with time shifted by given value">copy_t</a>(-1);
308	<a name="l00384"></a>00384 }
309	<a name="l00385"></a>00385 vec beta0;
310	<a name="l00386"></a>00386 <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (beta0, <span class="keyword">set</span>, <span class="stringliteral">"beta0"</span>, UI::optional)){
311	<a name="l00387"></a>00387 beta0 = ones(_rv()._dsize());
312	<a name="l00388"></a>00388 }
313	<a name="l00389"></a>00389 <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>, <span class="keyword">set</span>, <span class="stringliteral">"betac"</span>, UI::optional)){
314	<a name="l00390"></a>00390 <a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a> = 0.1*ones(_rv()._dsize());
315	<a name="l00391"></a>00391 }
316	<a name="l00392"></a>00392 <a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a> = beta0;
317	<a name="l00393"></a>00393
318	<a name="l00394"></a>00394 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mDirich.html#acf9baed9baab754872ec59b9d45bf164" title="constant of the random walk">k</a>, <span class="keyword">set</span>, <span class="stringliteral">"k"</span>, UI::compulsory);
319	<a name="l00395"></a>00395 <a class="code" href="classbdm_1_1mDirich.html#abd6dfd941c1cf5092b02d23f58d7bde4" title="This method TODO.">validate</a>();
320	<a name="l00396"></a>00396 }
321	<a name="l00397"></a><a class="code" href="classbdm_1_1mDirich.html#abd6dfd941c1cf5092b02d23f58d7bde4">00397</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#abd6dfd941c1cf5092b02d23f58d7bde4" title="This method TODO.">validate</a>() {
322	<a name="l00398"></a>00398 <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eDirich.html#a3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>();
323	<a name="l00399"></a>00399 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>.length()==<a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>.length(),<span class="stringliteral">"beta0 and betac are not compatible"</span>);
324	<a name="l00400"></a>00400 <span class="keywordflow">if</span> (_rv().<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()>0){
325	<a name="l00401"></a>00401 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>( (_rv()._dsize()==dimension()) , <span class="stringliteral">"Size of rv does not match with beta"</span>);
326	<a name="l00402"></a>00402 }
327	<a name="l00403"></a>00403 <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>.length();
328	<a name="l00404"></a>00404 };
329	<a name="l00405"></a>00405 };
330	<a name="l00406"></a>00406 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(mDirich);
331	<a name="l00407"></a>00407
332	<a name="l00409"></a><a class="code" href="classbdm_1_1multiBM.html">00409</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>
333	<a name="l00410"></a>00410 {
334	<a name="l00411"></a>00411 <span class="keyword">protected</span>:
335	<a name="l00413"></a><a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a">00413</a> <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>;
336	<a name="l00415"></a><a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25">00415</a> vec &<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;
337	<a name="l00416"></a>00416 <span class="keyword">public</span>:
338	<a name="l00418"></a><a class="code" href="classbdm_1_1multiBM.html#ac4dd6d9522a8a605776d21bac9bd9daf">00418</a> <a class="code" href="classbdm_1_1multiBM.html#ac4dd6d9522a8a605776d21bac9bd9daf" title="Default constructor.">multiBM</a> () : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (), <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> (), <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> (<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta()) {
339	<a name="l00419"></a>00419 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>.length() > 0) {<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
340	<a name="l00420"></a>00420 <span class="keywordflow">else</span>{<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = 0.0;}
341	<a name="l00421"></a>00421 }
342	<a name="l00423"></a><a class="code" href="classbdm_1_1multiBM.html#ac4378cf8037f6bed29c74eea63344b31">00423</a> <a class="code" href="classbdm_1_1multiBM.html#ac4378cf8037f6bed29c74eea63344b31" title="Copy constructor.">multiBM</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> &B) : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (B), <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> (B.<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>), <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> (<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta()) {}
343	<a name="l00425"></a><a class="code" href="classbdm_1_1multiBM.html#adbe6b90d410dc062a233d1dc09eeba52">00425</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#adbe6b90d410dc062a233d1dc09eeba52" title="Sets sufficient statistics to match that of givefrom mB0.">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* mB0) {<span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>* mB = <span class="keyword">dynamic_cast<</span><span class="keyword">const </span><a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>*<span class="keyword">></span> (mB0); <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> = mB-><a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;}
344	<a name="l00426"></a><a class="code" href="classbdm_1_1multiBM.html#a1e4bf41b61937fd80f34049742e23f95">00426</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#a1e4bf41b61937fd80f34049742e23f95" title="Incremental Bayes rule.">bayes</a> (<span class="keyword">const</span> vec &dt) {
345	<a name="l00427"></a>00427 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> < 1.0) {<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> *= <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
346	<a name="l00428"></a>00428 <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> += dt;
347	<a name="l00429"></a>00429 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {<a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - <a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;}
348	<a name="l00430"></a>00430 }
349	<a name="l00431"></a><a class="code" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">00431</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">logpred</a> (<span class="keyword">const</span> vec &dt)<span class="keyword"> const </span>{
350	<a name="l00432"></a>00432 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> pred (<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>);
351	<a name="l00433"></a>00433 vec &<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> = pred.<a class="code" href="classbdm_1_1eDirich.html#a175e0add26d2105c28d8121eefb9e324" title="access function">_beta</a>();
352	<a name="l00434"></a>00434
353	<a name="l00435"></a>00435 <span class="keywordtype">double</span> lll;
354	<a name="l00436"></a>00436 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> < 1.0)
355	<a name="l00437"></a>00437 {beta *= <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;lll = pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
356	<a name="l00438"></a>00438 <span class="keywordflow">else</span>
357	<a name="l00439"></a>00439 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {lll = <a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;}
358	<a name="l00440"></a>00440 <span class="keywordflow">else</span>{lll = pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
359	<a name="l00441"></a>00441
360	<a name="l00442"></a>00442 beta += dt;
361	<a name="l00443"></a>00443 <span class="keywordflow">return</span> pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - lll;
362	<a name="l00444"></a>00444 }
363	<a name="l00445"></a>00445 <span class="keywordtype">void</span> flatten (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* B) {
364	<a name="l00446"></a>00446 <span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>* E = <span class="keyword">dynamic_cast<</span><span class="keyword">const </span><a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>*<span class="keyword">></span> (B);
365	<a name="l00447"></a>00447 <span class="comment">// sum(beta) should be equal to sum(B.beta)</span>
366	<a name="l00448"></a>00448 <span class="keyword">const</span> vec &Eb = E-><a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;<span class="comment">//const_cast<multiBM*> ( E )->_beta();</span>
367	<a name="l00449"></a>00449 <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> *= (sum (Eb) / sum (<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>));
368	<a name="l00450"></a>00450 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
369	<a name="l00451"></a>00451 }
370	<a name="l00453"></a><a class="code" href="classbdm_1_1multiBM.html#a31ff93f89473f099e489b9e1dc8d9513">00453</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a>& <a class="code" href="classbdm_1_1multiBM.html#a31ff93f89473f099e489b9e1dc8d9513" title="reimplemnetation of BM::posterior()">posterior</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>;};
371	<a name="l00455"></a><a class="code" href="classbdm_1_1multiBM.html#a7a480eace4446661bacca94c57499f01">00455</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#a7a480eace4446661bacca94c57499f01" title="constructor function">set_parameters</a> (<span class="keyword">const</span> vec &beta0) {
372	<a name="l00456"></a>00456 <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.set_parameters (beta0);
373	<a name="l00457"></a>00457 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
374	<a name="l00458"></a>00458 }
375	<a name="l00459"></a>00459 };
376	<a name="l00460"></a>00460
377	<a name="l00470"></a><a class="code" href="classbdm_1_1egamma.html">00470</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a>
378	<a name="l00471"></a>00471 {
379	<a name="l00472"></a>00472 <span class="keyword">protected</span>:
380	<a name="l00474"></a><a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa">00474</a> vec <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>;
381	<a name="l00476"></a><a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1">00476</a> vec <a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>;
382	<a name="l00477"></a>00477 <span class="keyword">public</span> :
383	<a name="l00480"></a>00480 <a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> () : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> (), <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> (0), <a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> (0) {};
384	<a name="l00481"></a>00481 <a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> (<span class="keyword">const</span> vec &a, <span class="keyword">const</span> vec &b) {set_parameters (a, b);};
385	<a name="l00482"></a>00482 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &a, <span class="keyword">const</span> vec &b) {<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> = a, <a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> = b;<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length();};
386	<a name="l00484"></a>00484
387	<a name="l00485"></a>00485 vec <a class="code" href="classbdm_1_1egamma.html#a6ed82f0fd05f6002487256d8e75a0bbd" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>;
388	<a name="l00486"></a>00486 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egamma.html#aa8e11e5a580ff42a1b205974c60768c6" title="Evaluate normalized log-probability.">evallog</a> (<span class="keyword">const</span> vec &val) <span class="keyword">const</span>;
389	<a name="l00487"></a>00487 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egamma.html#a9a66cbd100e8520c769ccb3c451f86f8" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>;
390	<a name="l00489"></a><a class="code" href="classbdm_1_1egamma.html#a0865cb3d6339fdc7410806cf70a329ed">00489</a> vec& <a class="code" href="classbdm_1_1egamma.html#a0865cb3d6339fdc7410806cf70a329ed" title="Returns pointer to internal alpha. Potentially dengerous: use with care!">_alpha</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>;}
391	<a name="l00491"></a><a class="code" href="classbdm_1_1egamma.html#ac42cadd9cbd344caaa69b0b433cd16ca">00491</a> vec& <a class="code" href="classbdm_1_1egamma.html#ac42cadd9cbd344caaa69b0b433cd16ca" title="Returns pointer to internal beta. Potentially dengerous: use with care!">_beta</a>() {<span class="keywordflow">return</span> beta;}
392	<a name="l00492"></a><a class="code" href="classbdm_1_1egamma.html#a49d256c42cce14c6faa56ec242b57e85">00492</a> vec <a class="code" href="classbdm_1_1egamma.html#a49d256c42cce14c6faa56ec242b57e85" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> elem_div (<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, beta);}
393	<a name="l00493"></a><a class="code" href="classbdm_1_1egamma.html#a36986cc01917cd0796fadc17125bdec1">00493</a> vec <a class="code" href="classbdm_1_1egamma.html#a36986cc01917cd0796fadc17125bdec1" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> elem_div (<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, elem_mult (beta, beta)); }
394	<a name="l00494"></a>00494
395	<a name="l00505"></a><a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">00505</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
396	<a name="l00506"></a>00506 <a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv</span>
397	<a name="l00507"></a>00507 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, <span class="keyword">set</span>, <span class="stringliteral">"alpha"</span>, UI::compulsory);
398	<a name="l00508"></a>00508 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (beta, <span class="keyword">set</span>, <span class="stringliteral">"beta"</span>, UI::compulsory);
399	<a name="l00509"></a>00509 <a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>();
400	<a name="l00510"></a>00510 }
401	<a name="l00511"></a><a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127">00511</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>() {
402	<a name="l00512"></a>00512 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length() == beta.length(), <span class="stringliteral">"parameters do not match"</span>);
403	<a name="l00513"></a>00513 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length();
404	<a name="l00514"></a>00514 }
405	<a name="l00515"></a>00515 };
406	<a name="l00516"></a>00516 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (egamma);
407	<a name="l00517"></a>00517 SHAREDPTR ( egamma );
408	<a name="l00518"></a>00518
409	<a name="l00535"></a><a class="code" href="classbdm_1_1eigamma.html">00535</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a>
410	<a name="l00536"></a>00536 {
411	<a name="l00537"></a>00537 <span class="keyword">protected</span>:
412	<a name="l00538"></a>00538 <span class="keyword">public</span> :
413	<a name="l00543"></a>00543
414	<a name="l00544"></a><a class="code" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f">00544</a> vec <a class="code" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> 1.0 / <a class="code" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample, from density .">egamma::sample</a>();};
415	<a name="l00546"></a><a class="code" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb">00546</a> vec <a class="code" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb" title="Returns poiter to alpha and beta. Potentially dangerous: use with care!">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> elem_div (<a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>, <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> - 1);}
416	<a name="l00547"></a><a class="code" href="classbdm_1_1eigamma.html#ac2c696f8c668e9f65392c9449f6a5133">00547</a> vec <a class="code" href="classbdm_1_1eigamma.html#ac2c696f8c668e9f65392c9449f6a5133" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{vec mea = <a class="code" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb" title="Returns poiter to alpha and beta. Potentially dangerous: use with care!">mean</a>(); <span class="keywordflow">return</span> elem_div (elem_mult (mea, mea), <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> - 2);}
417	<a name="l00548"></a>00548 };
418	<a name="l00549"></a>00549 <span class="comment">/*</span>
419	<a name="l00551"></a>00551 <span class="comment">class emix : public epdf {</span>
420	<a name="l00552"></a>00552 <span class="comment">protected:</span>
421	<a name="l00553"></a>00553 <span class="comment"> int n;</span>
422	<a name="l00554"></a>00554 <span class="comment"> vec &w;</span>
423	<a name="l00555"></a>00555 <span class="comment"> Array<epdf*> Coms;</span>
424	<a name="l00556"></a>00556 <span class="comment">public:</span>
425	<a name="l00558"></a>00558 <span class="comment"> emix ( const RV &rv, vec &w0): epdf(rv), n(w0.length()), w(w0), Coms(n) {};</span>
426	<a name="l00559"></a>00559 <span class="comment"> void set_parameters( int &i, double wi, epdf* ep){w(i)=wi;Coms(i)=ep;}</span>
427	<a name="l00560"></a>00560 <span class="comment"> vec mean(){vec pom; for(int i=0;i<n;i++){pom+=Coms(i)->mean()*w(i);} return pom;};</span>
428	<a name="l00561"></a>00561 <span class="comment">};</span>
429	<a name="l00562"></a>00562 <span class="comment">*/</span>
430	<a name="l00563"></a>00563
431	<a name="l00565"></a>00565
432	<a name="l00566"></a><a class="code" href="classbdm_1_1euni.html">00566</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1euni.html" title="Uniform distributed density on a rectangular support.">euni</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>
433	<a name="l00567"></a>00567 {
434	<a name="l00568"></a>00568 <span class="keyword">protected</span>:
435	<a name="l00570"></a><a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32">00570</a> vec <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>;
436	<a name="l00572"></a><a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1">00572</a> vec <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>;
437	<a name="l00574"></a><a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c">00574</a> vec <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>;
438	<a name="l00576"></a><a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20">00576</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>;
439	<a name="l00578"></a><a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476">00578</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>;
440	<a name="l00579"></a>00579 <span class="keyword">public</span>:
441	<a name="l00582"></a>00582 <a class="code" href="classbdm_1_1euni.html" title="Uniform distributed density on a rectangular support.">euni</a> () : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> () {}
442	<a name="l00583"></a>00583 <a class="code" href="classbdm_1_1euni.html" title="Uniform distributed density on a rectangular support.">euni</a> (<span class="keyword">const</span> vec &low0, <span class="keyword">const</span> vec &high0) {set_parameters (low0, high0);}
443	<a name="l00584"></a>00584 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &low0, <span class="keyword">const</span> vec &high0) {
444	<a name="l00585"></a>00585 <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> = high0 - low0;
445	<a name="l00586"></a>00586 <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0;
446	<a name="l00587"></a>00587 <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0;
447	<a name="l00588"></a>00588 <a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a> = prod (1.0 / <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>);
448	<a name="l00589"></a>00589 <a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a> = log (<a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>);
449	<a name="l00590"></a>00590 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length();
450	<a name="l00591"></a>00591 }
451	<a name="l00593"></a>00593
452	<a name="l00594"></a><a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81">00594</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const </span>{
453	<a name="l00595"></a>00595 <span class="keywordflow">if</span> (any (val < <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) && any (val > <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>)) {<span class="keywordflow">return</span> inf;}
454	<a name="l00596"></a>00596 <span class="keywordflow">else</span> <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>;
455	<a name="l00597"></a>00597 }
456	<a name="l00598"></a><a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194">00598</a> vec <a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{
457	<a name="l00599"></a>00599 vec smp (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
458	<a name="l00600"></a>00600 <span class="preprocessor">#pragma omp critical</span>
459	<a name="l00601"></a>00601 <span class="preprocessor"></span> UniRNG.sample_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> , smp);
460	<a name="l00602"></a>00602 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> + elem_mult (<a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>, smp);
461	<a name="l00603"></a>00603 }
462	<a name="l00605"></a><a class="code" href="classbdm_1_1euni.html#a46caa8c13aba2e6228f964208918b226">00605</a> vec <a class="code" href="classbdm_1_1euni.html#a46caa8c13aba2e6228f964208918b226" title="set values of low and high ">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> -<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) / 2.0;}
463	<a name="l00606"></a><a class="code" href="classbdm_1_1euni.html#a951f932155111f6053c980f672b4c22c">00606</a> vec <a class="code" href="classbdm_1_1euni.html#a951f932155111f6053c980f672b4c22c" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> (pow (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, 2) + pow (<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, 2) + elem_mult (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>)) / 3.0;}
464	<a name="l00617"></a><a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">00617</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
465	<a name="l00618"></a>00618 <a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span>
466	<a name="l00619"></a>00619
467	<a name="l00620"></a>00620 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <span class="keyword">set</span>, <span class="stringliteral">"high"</span>, UI::compulsory);
468	<a name="l00621"></a>00621 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, <span class="keyword">set</span>, <span class="stringliteral">"low"</span>, UI::compulsory);
469	<a name="l00622"></a>00622 set_parameters(<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>,<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>);
470	<a name="l00623"></a>00623 <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>();
471	<a name="l00624"></a>00624 }
472	<a name="l00625"></a><a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9">00625</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>() {
473	<a name="l00626"></a>00626 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>.length()==<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length(), <span class="stringliteral">"Incompatible high and low vectors"</span>);
474	<a name="l00627"></a>00627 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>.length();
475	<a name="l00628"></a>00628 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (min (<a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>) > 0.0, <span class="stringliteral">"bad support"</span>);
476	<a name="l00629"></a>00629 }
477	<a name="l00630"></a>00630 };
478	<a name="l00631"></a>00631 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(euni);
479	<a name="l00632"></a>00632
480	<a name="l00638"></a>00638 <span class="keyword">template</span> < <span class="keyword">class</span> sq_T, <span class="keyword">template</span> <<span class="keyword">typename</span>> <span class="keyword">class </span>TEpdf = enorm >
481	<a name="l00639"></a><a class="code" href="classbdm_1_1mlnorm.html">00639</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>< TEpdf<sq_T> >
482	<a name="l00640"></a>00640 {
483	<a name="l00641"></a>00641 <span class="keyword">protected</span>:
484	<a name="l00643"></a><a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42">00643</a> mat <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>;
485	<a name="l00645"></a><a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6">00645</a> vec <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;
486	<a name="l00646"></a>00646 <span class="comment">// vec& _mu; //cached epdf.mu; !!!!!! WHY NOT?</span>
487	<a name="l00647"></a>00647 <span class="keyword">public</span>:
488	<a name="l00650"></a>00650 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>< TEpdf<sq_T> >() {};
489	<a name="l00651"></a>00651 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> (<span class="keyword">const</span> mat &<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &R) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>< TEpdf<sq_T> >() {
490	<a name="l00652"></a>00652 <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (A, mu0, R);
491	<a name="l00653"></a>00653 }
492	<a name="l00654"></a>00654
493	<a name="l00656"></a><a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5">00656</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (<span class="keyword">const</span> mat &A0, <span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &R0) {
494	<a name="l00657"></a>00657 this-><a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (A0.rows()), R0);
495	<a name="l00658"></a>00658 <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0;
496	<a name="l00659"></a>00659 <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0;
497	<a name="l00660"></a>00660 this-><a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = A0.cols();
498	<a name="l00661"></a>00661 }
499	<a name="l00664"></a><a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">00664</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">condition</a> (<span class="keyword">const</span> vec &cond) {
500	<a name="l00665"></a>00665 this-><a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;
501	<a name="l00666"></a>00666 <span class="comment">//R is already assigned;</span>
502	<a name="l00667"></a>00667 }
503	<a name="l00668"></a>00668
504	<a name="l00670"></a><a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7">00670</a> <span class="keyword">const</span> vec& <a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7" title="access function">_mu_const</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;}
505	<a name="l00672"></a><a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23">00672</a> <span class="keyword">const</span> mat& <a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23" title="access function">_A</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>;}
506	<a name="l00674"></a><a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43">00674</a> mat <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> this-><a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._R().to_mat(); }
507	<a name="l00675"></a>00675
508	<a name="l00677"></a>00677 <span class="keyword">template</span><<span class="keyword">typename</span> sq_M>
509	<a name="l00678"></a>00678 <span class="keyword">friend</span> std::ostream &operator<< (std::ostream &os, mlnorm<sq_M, enorm> &ml);
510	<a name="l00679"></a>00679
511	<a name="l00690"></a><a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">00690</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
512	<a name="l00691"></a>00691 <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">mpdf::from_setting</a> (<span class="keyword">set</span>);
513	<a name="l00692"></a>00692
514	<a name="l00693"></a>00693 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">set</span>, <span class="stringliteral">"A"</span>, UI::compulsory);
515	<a name="l00694"></a>00694 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, <span class="keyword">set</span>, <span class="stringliteral">"const"</span>, UI::compulsory);
516	<a name="l00695"></a>00695 mat R0;
517	<a name="l00696"></a>00696 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R0, <span class="keyword">set</span>, <span class="stringliteral">"R"</span>, UI::compulsory);
518	<a name="l00697"></a>00697 <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, R0);
519	<a name="l00698"></a>00698 <a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>();
520	<a name="l00699"></a>00699 };
521	<a name="l00700"></a><a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924">00700</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>() {
522	<a name="l00701"></a>00701 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">"mlnorm: A vs. mu mismatch"</span>);
523	<a name="l00702"></a>00702 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>().rows(), <span class="stringliteral">"mlnorm: A vs. R mismatch"</span>);
524	<a name="l00703"></a>00703
525	<a name="l00704"></a>00704 }
526	<a name="l00705"></a>00705 };
527	<a name="l00706"></a>00706 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,ldmat);
528	<a name="l00707"></a>00707 SHAREDPTR2 ( mlnorm, ldmat );
529	<a name="l00708"></a>00708 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,fsqmat);
530	<a name="l00709"></a>00709 SHAREDPTR2 ( mlnorm, fsqmat );
531	<a name="l00710"></a>00710 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm, chmat);
532	<a name="l00711"></a>00711 SHAREDPTR2 ( mlnorm, chmat );
533	<a name="l00712"></a>00712
534	<a name="l00714"></a>00714 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
535	<a name="l00715"></a><a class="code" href="classbdm_1_1mgnorm.html">00715</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgnorm.html" title="Mpdf with general function for mean value.">mgnorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>< enorm< sq_T > >
536	<a name="l00716"></a>00716 {
537	<a name="l00717"></a>00717 <span class="keyword">private</span>:
538	<a name="l00718"></a>00718 <span class="comment">// vec &mu; WHY NOT?</span>
539	<a name="l00719"></a>00719 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<fnc></a> g;
540	<a name="l00720"></a>00720
541	<a name="l00721"></a>00721 <span class="keyword">public</span>:
542	<a name="l00723"></a><a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d">00723</a> <a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d" title="default constructor">mgnorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a><sq_T> >() { }
543	<a name="l00725"></a>00725 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<fnc></a> &g0, <span class="keyword">const</span> sq_T &R0);
544	<a name="l00726"></a>00726 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &cond);
545	<a name="l00727"></a>00727
546	<a name="l00728"></a>00728
547	<a name="l00747"></a><a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">00747</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
548	<a name="l00748"></a>00748 <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">mpdf::from_setting</a>(<span class="keyword">set</span>);
549	<a name="l00749"></a>00749 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<fnc></a> g = UI::build<fnc> (<span class="keyword">set</span>, <span class="stringliteral">"g"</span>, UI::compulsory);
550	<a name="l00750"></a>00750
551	<a name="l00751"></a>00751 mat R;
552	<a name="l00752"></a>00752 vec dR;
553	<a name="l00753"></a>00753 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (dR, <span class="keyword">set</span>, <span class="stringliteral">"dR"</span>))
554	<a name="l00754"></a>00754 R = diag (dR);
555	<a name="l00755"></a>00755 <span class="keywordflow">else</span>
556	<a name="l00756"></a>00756 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R, <span class="keyword">set</span>, <span class="stringliteral">"R"</span>, UI::compulsory);
557	<a name="l00757"></a>00757
558	<a name="l00758"></a>00758 <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (g, R);
559	<a name="l00759"></a>00759 <a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>();
560	<a name="l00760"></a>00760 }
561	<a name="l00761"></a><a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158">00761</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>() {
562	<a name="l00762"></a>00762 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(g->dimension()==this->dimension(),<span class="stringliteral">"incompatible function"</span>);
563	<a name="l00763"></a>00763 }
564	<a name="l00764"></a>00764 };
565	<a name="l00765"></a>00765
566	<a name="l00766"></a>00766 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mgnorm, chmat);
567	<a name="l00767"></a>00767 SHAREDPTR2 ( mgnorm, chmat );
568	<a name="l00768"></a>00768
569	<a name="l00769"></a>00769
570	<a name="l00777"></a><a class="code" href="classbdm_1_1mlstudent.html">00777</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a><ldmat, enorm>
571	<a name="l00778"></a>00778 {
572	<a name="l00779"></a>00779 <span class="keyword">protected</span>:
573	<a name="l00781"></a><a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657">00781</a> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a>;
574	<a name="l00783"></a><a class="code" href="classbdm_1_1mlstudent.html#a72e9bda4d6684e07faafc4b2192daf39">00783</a> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &<a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>;
575	<a name="l00785"></a><a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8">00785</a> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a>;
576	<a name="l00786"></a>00786 <span class="keyword">public</span>:
577	<a name="l00787"></a>00787 <a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> () : <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a><<a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>> (),
578	<a name="l00788"></a>00788 <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a> (), <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>()) {}
579	<a name="l00790"></a><a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3">00790</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &A0, <span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &R0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>& Lambda0) {
580	<a name="l00791"></a>00791 <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (mu0, R0);<span class="comment">// was Lambda, why?</span>
581	<a name="l00792"></a>00792 <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0;
582	<a name="l00793"></a>00793 <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0;
583	<a name="l00794"></a>00794 <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a> = R0;
584	<a name="l00795"></a>00795 <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a> = Lambda0;
585	<a name="l00796"></a>00796 }
586	<a name="l00797"></a><a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">00797</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">condition</a> (<span class="keyword">const</span> vec &cond) {
587	<a name="l00798"></a>00798 <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;
588	<a name="l00799"></a>00799 <span class="keywordtype">double</span> zeta;
589	<a name="l00800"></a>00800 <span class="comment">//ugly hack!</span>
590	<a name="l00801"></a>00801 <span class="keywordflow">if</span> ( (cond.length() + 1) == <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a>.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>()) {
591	<a name="l00802"></a>00802 zeta = <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a>.<a class="code" href="classbdm_1_1ldmat.html#af743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> (concat (cond, vec_1 (1.0)));
592	<a name="l00803"></a>00803 } <span class="keywordflow">else</span> {
593	<a name="l00804"></a>00804 zeta = <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a>.<a class="code" href="classbdm_1_1ldmat.html#af743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> (cond);
594	<a name="l00805"></a>00805 }
595	<a name="l00806"></a>00806 <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> = <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a>;
596	<a name="l00807"></a>00807 <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> *= (1 + zeta);<span class="comment">// / ( nu ); << nu is in Re!!!!!!</span>
597	<a name="l00808"></a>00808 };
598	<a name="l00809"></a>00809
599	<a name="l00810"></a><a class="code" href="classbdm_1_1mlstudent.html#a55869e091bca0e2af1c3667c05ba6261">00810</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#a55869e091bca0e2af1c3667c05ba6261" title="This method TODO.">validate</a>() {
600	<a name="l00811"></a>00811 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">"mlstudent: A vs. mu mismatch"</span>);
601	<a name="l00812"></a>00812 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows(), <span class="stringliteral">"mlstudent: A vs. R mismatch"</span>);
602	<a name="l00813"></a>00813
603	<a name="l00814"></a>00814 }
604	<a name="l00815"></a>00815 };
605	<a name="l00825"></a><a class="code" href="classbdm_1_1mgamma.html">00825</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><egamma>
606	<a name="l00826"></a>00826 {
607	<a name="l00827"></a>00827 <span class="keyword">protected</span>:
608	<a name="l00828"></a>00828
609	<a name="l00830"></a><a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">00830</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>;
610	<a name="l00831"></a>00831
611	<a name="l00833"></a><a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312">00833</a> vec &<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>;
612	<a name="l00834"></a>00834
613	<a name="l00835"></a>00835 <span class="keyword">public</span>:
614	<a name="l00837"></a><a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1">00837</a> <a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1" title="Constructor.">mgamma</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><<a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a>>(), <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> (0),
615	<a name="l00838"></a>00838 <a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>()) {
616	<a name="l00839"></a>00839 }
617	<a name="l00840"></a>00840
618	<a name="l00842"></a>00842 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#aa0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">const</span> vec &beta0);
619	<a name="l00843"></a>00843
620	<a name="l00844"></a><a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff">00844</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &val) {<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / val;};
621	<a name="l00856"></a><a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">00856</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
622	<a name="l00857"></a>00857 <a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">mpdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span>
623	<a name="l00858"></a>00858 vec betatmp; <span class="comment">// ugly but necessary</span>
624	<a name="l00859"></a>00859 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (betatmp, <span class="keyword">set</span>, <span class="stringliteral">"beta"</span>, UI::compulsory);
625	<a name="l00860"></a>00860 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">set</span>, <span class="stringliteral">"k"</span>, UI::compulsory);
626	<a name="l00861"></a>00861 <a class="code" href="classbdm_1_1mgamma.html#aa0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, betatmp);
627	<a name="l00862"></a>00862 }
628	<a name="l00863"></a>00863 };
629	<a name="l00864"></a>00864 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (mgamma);
630	<a name="l00865"></a>00865 SHAREDPTR (mgamma);
631	<a name="l00866"></a>00866
632	<a name="l00876"></a><a class="code" href="classbdm_1_1migamma.html">00876</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><eigamma>
633	<a name="l00877"></a>00877 {
634	<a name="l00878"></a>00878 <span class="keyword">protected</span>:
635	<a name="l00880"></a><a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c">00880</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>;
636	<a name="l00881"></a>00881
637	<a name="l00883"></a><a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc">00883</a> vec &<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>;
638	<a name="l00884"></a>00884
639	<a name="l00886"></a><a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5">00886</a> vec &<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>;
640	<a name="l00887"></a>00887
641	<a name="l00888"></a>00888 <span class="keyword">public</span>:
642	<a name="l00891"></a>00891 <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>>(),
643	<a name="l00892"></a>00892 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0),
644	<a name="l00893"></a>00893 <a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>()),
645	<a name="l00894"></a>00894 <a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>()) {
646	<a name="l00895"></a>00895 }
647	<a name="l00896"></a>00896
648	<a name="l00897"></a>00897 <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> &m) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>>(),
649	<a name="l00898"></a>00898 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0),
650	<a name="l00899"></a>00899 <a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>()),
651	<a name="l00900"></a>00900 <a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>()) {
652	<a name="l00901"></a>00901 }
653	<a name="l00903"></a>00903
654	<a name="l00905"></a><a class="code" href="classbdm_1_1migamma.html#a8b10ab922e2a7bae2fb6bb3efc7b6151">00905</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#a8b10ab922e2a7bae2fb6bb3efc7b6151" title="Set value of k.">set_parameters</a> (<span class="keywordtype">int</span> len, <span class="keywordtype">double</span> k0) {
655	<a name="l00906"></a>00906 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = k0;
656	<a name="l00907"></a>00907 <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters ( (1.0 / (<a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a><a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>) + 2.0) ones (len) <span class="comment">/alpha/</span>, ones (len) <span class="comment">/beta/</span>);
657	<a name="l00908"></a>00908 <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
658	<a name="l00909"></a>00909 };
659	<a name="l00910"></a><a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c">00910</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &val) {
660	<a name="l00911"></a>00911 <a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> = elem_mult (val, (<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> - 1.0));
661	<a name="l00912"></a>00912 };
662	<a name="l00913"></a>00913 };
663	<a name="l00914"></a>00914
664	<a name="l00915"></a>00915
665	<a name="l00927"></a><a class="code" href="classbdm_1_1mgamma__fix.html">00927</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgamma__fix.html" title="Gamma random walk around a fixed point.">mgamma_fix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a>
666	<a name="l00928"></a>00928 {
667	<a name="l00929"></a>00929 <span class="keyword">protected</span>:
668	<a name="l00931"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa">00931</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>;
669	<a name="l00933"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2">00933</a> vec <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>;
670	<a name="l00934"></a>00934 <span class="keyword">public</span>:
671	<a name="l00936"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d">00936</a> <a class="code" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d" title="Constructor.">mgamma_fix</a> () : <a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> (), <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> () {};
672	<a name="l00938"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2">00938</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0) {
673	<a name="l00939"></a>00939 <a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">mgamma::set_parameters</a> (k0, ref0);
674	<a name="l00940"></a>00940 <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> = pow (ref0, 1.0 - l0);<a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a> = l0;
675	<a name="l00941"></a>00941 <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
676	<a name="l00942"></a>00942 };
677	<a name="l00943"></a>00943
678	<a name="l00944"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7">00944</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &val) {vec mean = elem_mult (<a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>)); <a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / mean;};
679	<a name="l00945"></a>00945 };
680	<a name="l00946"></a>00946
681	<a name="l00947"></a>00947
682	<a name="l00960"></a><a class="code" href="classbdm_1_1migamma__ref.html">00960</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1migamma__ref.html" title="Inverse-Gamma random walk around a fixed point.">migamma_ref</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a>
683	<a name="l00961"></a>00961 {
684	<a name="l00962"></a>00962 <span class="keyword">protected</span>:
685	<a name="l00964"></a><a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d">00964</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>;
686	<a name="l00966"></a><a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6">00966</a> vec <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>;
687	<a name="l00967"></a>00967 <span class="keyword">public</span>:
688	<a name="l00969"></a><a class="code" href="classbdm_1_1migamma__ref.html#af45b15a10f084991ba6b48295f10421f">00969</a> <a class="code" href="classbdm_1_1migamma__ref.html#af45b15a10f084991ba6b48295f10421f" title="Constructor.">migamma_ref</a> () : <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> (), <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> () {};
689	<a name="l00971"></a><a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800">00971</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0) {
690	<a name="l00972"></a>00972 <a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">migamma::set_parameters</a> (ref0.length(), k0);
691	<a name="l00973"></a>00973 <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> = pow (ref0, 1.0 - l0);
692	<a name="l00974"></a>00974 <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = l0;
693	<a name="l00975"></a>00975 <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
694	<a name="l00976"></a>00976 };
695	<a name="l00977"></a>00977
696	<a name="l00978"></a><a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a">00978</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &val) {
697	<a name="l00979"></a>00979 vec mean = elem_mult (<a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>));
698	<a name="l00980"></a>00980 <a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">migamma::condition</a> (mean);
699	<a name="l00981"></a>00981 };
700	<a name="l00982"></a>00982
701	<a name="l00983"></a>00983
702	<a name="l00996"></a>00996 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#a9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>);
703	<a name="l00997"></a>00997
704	<a name="l00998"></a>00998 <span class="comment">// TODO dodelat void to_setting( Setting &set ) const;</span>
705	<a name="l00999"></a>00999 };
706	<a name="l01000"></a>01000
707	<a name="l01001"></a>01001
708	<a name="l01002"></a>01002 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (migamma_ref);
709	<a name="l01003"></a>01003 SHAREDPTR (migamma_ref);
710	<a name="l01004"></a>01004
711	<a name="l01015"></a><a class="code" href="classbdm_1_1elognorm.html">01015</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1elognorm.html">elognorm</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a><ldmat>
712	<a name="l01016"></a>01016 {
713	<a name="l01017"></a>01017 <span class="keyword">public</span>:
714	<a name="l01018"></a><a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba">01018</a> vec <a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<ldmat>::sample</a>());};
715	<a name="l01019"></a><a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea">01019</a> vec <a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec var = <a class="code" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">enorm<ldmat>::variance</a>();<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> - 0.5*var);};
716	<a name="l01020"></a>01020
717	<a name="l01021"></a>01021 };
718	<a name="l01022"></a>01022
719	<a name="l01029"></a><a class="code" href="classbdm_1_1mlognorm.html">01029</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><elognorm>
720	<a name="l01030"></a>01030 {
721	<a name="l01031"></a>01031 <span class="keyword">protected</span>:
722	<a name="l01033"></a><a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a">01033</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>;
723	<a name="l01034"></a>01034
724	<a name="l01036"></a><a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2">01036</a> vec &<a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a>;
725	<a name="l01037"></a>01037 <span class="keyword">public</span>:
726	<a name="l01039"></a><a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41">01039</a> <a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41" title="Constructor.">mlognorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><<a class="code" href="classbdm_1_1elognorm.html">elognorm</a>>(),
727	<a name="l01040"></a>01040 <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> (0),
728	<a name="l01041"></a>01041 <a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu()) {
729	<a name="l01042"></a>01042 }
730	<a name="l01043"></a>01043
731	<a name="l01045"></a><a class="code" href="classbdm_1_1mlognorm.html#a604cab0e8a76f9041dc3c606043bb39f">01045</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a604cab0e8a76f9041dc3c606043bb39f" title="Set value of k.">set_parameters</a> (<span class="keywordtype">int</span> size, <span class="keywordtype">double</span> k) {
732	<a name="l01046"></a>01046 <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2sigma^2">sig2</a> = 0.5 log (k * k + 1);
733	<a name="l01047"></a>01047 <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (size), 2<a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2sigma^2">sig2</a>*eye (size));
734	<a name="l01048"></a>01048
735	<a name="l01049"></a>01049 <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size;
736	<a name="l01050"></a>01050 };
737	<a name="l01051"></a>01051
738	<a name="l01052"></a><a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e">01052</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &val) {
739	<a name="l01053"></a>01053 <a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> = log (val) - <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>;<span class="comment">//elem_mult ( refl,pow ( val,l ) );</span>
740	<a name="l01054"></a>01054 };
741	<a name="l01055"></a>01055
742	<a name="l01067"></a>01067 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a49e45ea13a869da607ef9be7a229128a">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>);
743	<a name="l01068"></a>01068
744	<a name="l01069"></a>01069 <span class="comment">// TODO dodelat void to_setting( Setting &set ) const;</span>
745	<a name="l01070"></a>01070
746	<a name="l01071"></a>01071 };
747	<a name="l01072"></a>01072
748	<a name="l01073"></a>01073 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (mlognorm);
749	<a name="l01074"></a>01074 SHAREDPTR (mlognorm);
750	<a name="l01075"></a>01075
751	<a name="l01079"></a><a class="code" href="classbdm_1_1eWishartCh.html">01079</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eWishartCh.html">eWishartCh</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>
752	<a name="l01080"></a>01080 {
753	<a name="l01081"></a>01081 <span class="keyword">protected</span>:
754	<a name="l01083"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490">01083</a> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>;
755	<a name="l01085"></a><a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f">01085</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;
756	<a name="l01087"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3">01087</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a>;
757	<a name="l01088"></a>01088 <span class="keyword">public</span>:
758	<a name="l01090"></a><a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0">01090</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0" title="Set internal structures.">set_parameters</a> (<span class="keyword">const</span> mat &Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) {<a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a> = <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> (Y0);<a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> = delta0; <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> = <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>(); <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> * <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; }
759	<a name="l01092"></a><a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339">01092</a> mat <a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()<span class="keyword"> const </span>{
760	<a name="l01093"></a>01093 mat X = zeros (<a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>, <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>);
761	<a name="l01094"></a>01094
762	<a name="l01095"></a>01095 <span class="comment">//sample diagonal</span>
763	<a name="l01096"></a>01096 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;i++) {
764	<a name="l01097"></a>01097 GamRNG.setup (0.5* (<a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> - i) , 0.5); <span class="comment">// no +1 !! index if from 0</span>
765	<a name="l01098"></a>01098 <span class="preprocessor">#pragma omp critical</span>
766	<a name="l01099"></a>01099 <span class="preprocessor"></span> X (i, i) = sqrt (GamRNG());
767	<a name="l01100"></a>01100 }
768	<a name="l01101"></a>01101 <span class="comment">//do the rest</span>
769	<a name="l01102"></a>01102 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < p;i++) {
770	<a name="l01103"></a>01103 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j < p;j++) {
771	<a name="l01104"></a>01104 <span class="preprocessor">#pragma omp critical</span>
772	<a name="l01105"></a>01105 <span class="preprocessor"></span> X (i, j) = NorRNG.sample();
773	<a name="l01106"></a>01106 }
774	<a name="l01107"></a>01107 }
775	<a name="l01108"></a>01108 <span class="keywordflow">return</span> X*<a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>();<span class="comment">// return upper triangular part of the decomposition</span>
776	<a name="l01109"></a>01109 }
777	<a name="l01110"></a><a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a">01110</a> vec <a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a" title="Returns a sample, from density .">sample</a> ()<span class="keyword"> const </span>{
778	<a name="l01111"></a>01111 <span class="keywordflow">return</span> vec (<a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()._data(), <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>*<a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>);
779	<a name="l01112"></a>01112 }
780	<a name="l01114"></a><a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981">01114</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981" title="fast access function y0 will be copied into Y.Ch.">setY</a> (<span class="keyword">const</span> mat &Ch0) {copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, Ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data());}
781	<a name="l01116"></a><a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a">01116</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a" title="fast access function y0 will be copied into Y.Ch.">_setY</a> (<span class="keyword">const</span> vec &ch0) {copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data()); }
782	<a name="l01118"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e">01118</a> <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>& <a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>;}
783	<a name="l01119"></a>01119 };
784	<a name="l01120"></a>01120
785	<a name="l01122"></a>01122
786	<a name="l01124"></a><a class="code" href="classbdm_1_1eiWishartCh.html">01124</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eiWishartCh.html" title="Inverse Wishart on Choleski decomposition.">eiWishartCh</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>
787	<a name="l01125"></a>01125 {
788	<a name="l01126"></a>01126 <span class="keyword">protected</span>:
789	<a name="l01128"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a">01128</a> <a class="code" href="classbdm_1_1eWishartCh.html">eWishartCh</a> <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>;
790	<a name="l01130"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd">01130</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>;
791	<a name="l01132"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464">01132</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a>;
792	<a name="l01133"></a>01133 <span class="keyword">public</span>:
793	<a name="l01135"></a><a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3">01135</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) {
794	<a name="l01136"></a>01136 <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> = delta0;
795	<a name="l01137"></a>01137 <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0" title="Set internal structures.">set_parameters</a> (inv (Y0), delta0);
796	<a name="l01138"></a>01138 <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>(); <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a> = Y0.rows();
797	<a name="l01139"></a>01139 }
798	<a name="l01140"></a><a class="code" href="classbdm_1_1eiWishartCh.html#a2f668192cc9c2e3a5b7e608164685a3e">01140</a> vec <a class="code" href="classbdm_1_1eiWishartCh.html#a2f668192cc9c2e3a5b7e608164685a3e" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{mat iCh; iCh = inv (<a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()); <span class="keywordflow">return</span> vec (iCh._data(), <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);}
799	<a name="l01142"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5">01142</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<span class="keyword">const</span> vec &y0) {
800	<a name="l01143"></a>01143 mat Ch (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>);
801	<a name="l01144"></a>01144 mat iCh (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>);
802	<a name="l01145"></a>01145 copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, y0._data(), Ch._data());
803	<a name="l01146"></a>01146
804	<a name="l01147"></a>01147 iCh = inv (Ch);
805	<a name="l01148"></a>01148 <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981" title="fast access function y0 will be copied into Y.Ch.">setY</a> (iCh);
806	<a name="l01149"></a>01149 }
807	<a name="l01150"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb">01150</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const </span>{
808	<a name="l01151"></a>01151 <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> X (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>);
809	<a name="l01152"></a>01152 <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>& Y = <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>();
810	<a name="l01153"></a>01153
811	<a name="l01154"></a>01154 copy_vector (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>*<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, val._data(), X.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data());
812	<a name="l01155"></a>01155 <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> iX (p);X.<a class="code" href="classbdm_1_1chmat.html#acbf3389db96dff41fb2e9532d59b13c0" title="Inversion in the same form, i.e. cholesky.">inv</a> (iX);
813	<a name="l01156"></a>01156 <span class="comment">// compute</span>
814	<a name="l01157"></a>01157 <span class="comment">// \frac{ \|\Psi\|^{m/2}\|X\|^{-(m+p+1)/2}e^{-tr(\Psi X^{-1})/2} }{ 2^{mp/2}\Gamma_p(m/2)},</span>
815	<a name="l01158"></a>01158 mat M = Y.<a class="code" href="classbdm_1_1chmat.html#a4b4c5d4dbb8a3d585b68d936cb6df31b" title="Conversion to full matrix.">to_mat</a>() * iX.to_mat();
816	<a name="l01159"></a>01159
817	<a name="l01160"></a>01160 <span class="keywordtype">double</span> log1 = 0.5 * p * (2 * Y.<a class="code" href="classbdm_1_1chmat.html#a949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>()) - 0.5 * (<a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> + p + 1) * (2 * X.<a class="code" href="classbdm_1_1chmat.html#a949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>()) - 0.5 * trace (M);
818	<a name="l01161"></a>01161 <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span>
819	<a name="l01162"></a>01162
820	<a name="l01163"></a>01163 <span class="comment">/* if (0) {</span>
821	<a name="l01164"></a>01164 <span class="comment"> mat XX=X.to_mat();</span>
822	<a name="l01165"></a>01165 <span class="comment"> mat YY=Y.to_mat();</span>
823	<a name="l01166"></a>01166 <span class="comment"></span>
824	<a name="l01167"></a>01167 <span class="comment"> double log2 = 0.5plog(det(YY))-0.5(delta+p+1)log(det(XX))-0.5trace(YYinv(XX));</span>
825	<a name="l01168"></a>01168 <span class="comment"> cout << log1 << "," << log2 << endl;</span>
826	<a name="l01169"></a>01169 <span class="comment"> }*/</span>
827	<a name="l01170"></a>01170 <span class="keywordflow">return</span> log1;
828	<a name="l01171"></a>01171 };
829	<a name="l01172"></a>01172
830	<a name="l01173"></a>01173 };
831	<a name="l01174"></a>01174
832	<a name="l01176"></a><a class="code" href="classbdm_1_1rwiWishartCh.html">01176</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1rwiWishartCh.html" title="Random Walk on inverse Wishart.">rwiWishartCh</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><eiWishartCh>
833	<a name="l01177"></a>01177 {
834	<a name="l01178"></a>01178 <span class="keyword">protected</span>:
835	<a name="l01180"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb">01180</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of - needed for computation of from conditions">sqd</a>;
836	<a name="l01182"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a">01182</a> vec <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a>;
837	<a name="l01184"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861">01184</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>;
838	<a name="l01186"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663">01186</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>;
839	<a name="l01187"></a>01187
840	<a name="l01188"></a>01188 <span class="keyword">public</span>:
841	<a name="l01189"></a>01189 <a class="code" href="classbdm_1_1rwiWishartCh.html" title="Random Walk on inverse Wishart.">rwiWishartCh</a>() : <a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of - needed for computation of from conditions">sqd</a> (0), <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> (0), <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> (0) {}
842	<a name="l01191"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a28549ee3ce1ff8509360171ea3cf717c">01191</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a28549ee3ce1ff8509360171ea3cf717c" title="constructor function">set_parameters</a> (<span class="keywordtype">int</span> p0, <span class="keywordtype">double</span> k, vec ref0, <span class="keywordtype">double</span> l0) {
843	<a name="l01192"></a>01192 <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> = p0;
844	<a name="l01193"></a>01193 <span class="keywordtype">double</span> delta = 2 / (k * k) + <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> + 3;
845	<a name="l01194"></a>01194 <a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of - needed for computation of from conditions">sqd</a> = sqrt (delta - <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> - 1);
846	<a name="l01195"></a>01195 <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> = l0;
847	<a name="l01196"></a>01196 <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a> = pow (ref0, 1 - <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>);
848	<a name="l01197"></a>01197
849	<a name="l01198"></a>01198 <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (eye (<a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>), delta);
850	<a name="l01199"></a>01199 <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>();
851	<a name="l01200"></a>01200 }
852	<a name="l01201"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6">01201</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &c) {
853	<a name="l01202"></a>01202 vec z = c;
854	<a name="l01203"></a>01203 <span class="keywordtype">int</span> ri = 0;
855	<a name="l01204"></a>01204 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>*<a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>;i += (p + 1)) {<span class="comment">//trace diagonal element</span>
856	<a name="l01205"></a>01205 z (i) = pow (z (i), <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>) * <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a> (ri);
857	<a name="l01206"></a>01206 ri++;
858	<a name="l01207"></a>01207 }
859	<a name="l01208"></a>01208
860	<a name="l01209"></a>01209 <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of - needed for computation of from conditions">sqd</a>*z);
861	<a name="l01210"></a>01210 }
862	<a name="l01211"></a>01211 };
863	<a name="l01212"></a>01212
864	<a name="l01214"></a>01214 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
865	<a name="l01220"></a><a class="code" href="classbdm_1_1eEmp.html">01220</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>
866	<a name="l01221"></a>01221 {
867	<a name="l01222"></a>01222 <span class="keyword">protected</span> :
868	<a name="l01224"></a><a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031">01224</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;
869	<a name="l01226"></a><a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d">01226</a> vec <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;
870	<a name="l01228"></a><a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3">01228</a> Array<vec> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;
871	<a name="l01229"></a>01229 <span class="keyword">public</span>:
872	<a name="l01232"></a>01232 <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> () : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> (), <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (), <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> () {};
873	<a name="l01234"></a><a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076">01234</a> <a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076" title="copy constructor">eEmp</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> &e) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> (e), <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (e.<a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>), <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (e.<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>) {};
874	<a name="l01236"></a>01236
875	<a name="l01238"></a>01238 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ae7f8f98310c1de51bd5c8a1c87528f72" title="Set samples and weights.">set_statistics</a> (<span class="keyword">const</span> vec &w0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &pdf0);
876	<a name="l01240"></a><a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95">01240</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &pdf0 , <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>) {<a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (ones (n) / n, pdf0);};
877	<a name="l01242"></a>01242 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ab62d802b8ef39f7c4dcbeb366c90951a" title="Set sample.">set_samples</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* pdf0);
878	<a name="l01244"></a><a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1">01244</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a> (<span class="keywordtype">int</span> n0, <span class="keywordtype">bool</span> copy = <span class="keyword">true</span>) {<a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = n0; <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>.set_size (n0, copy);<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>.set_size (n0, copy);};
879	<a name="l01246"></a><a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481">01246</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481" title="Set samples.">set_parameters</a> (<span class="keyword">const</span> Array<vec> &Av) {
880	<a name="l01247"></a>01247 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(Av.size()>0,<span class="stringliteral">"Empty samples"</span>);
881	<a name="l01248"></a>01248 <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = Av.size();
882	<a name="l01249"></a>01249 <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">epdf::set_parameters</a>(Av(0).length());
883	<a name="l01250"></a>01250 <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>=1/n*ones(n);
884	<a name="l01251"></a>01251 <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>=Av;
885	<a name="l01252"></a>01252 };
886	<a name="l01254"></a><a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef">01254</a> vec& <a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;};
887	<a name="l01256"></a><a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714">01256</a> <span class="keyword">const</span> vec& <a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714" title="Potentially dangerous, use with care.">_w</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;};
888	<a name="l01258"></a><a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2">01258</a> Array<vec>& <a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;};
889	<a name="l01260"></a><a class="code" href="classbdm_1_1eEmp.html#ace568a16cdb4e4cb871ef62d7145f1a5">01260</a> <span class="keyword">const</span> vec& <a class="code" href="classbdm_1_1eEmp.html#ace568a16cdb4e4cb871ef62d7145f1a5" title="access function">_sample</a>(<span class="keywordtype">int</span> i)<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>(i);};
890	<a name="l01262"></a><a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2">01262</a> <span class="keyword">const</span> Array<vec>& <a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2" title="access function">_samples</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;};
891	<a name="l01265"></a>01265 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#af59ed50888a31057ac2038d80f607d3d">resample</a> ( ivec &index, RESAMPLING_METHOD method = SYSTEMATIC);
892	<a name="l01266"></a>01266
893	<a name="l01268"></a><a class="code" href="classbdm_1_1eEmp.html#ab4a150d0a62c08db76d1bc5256909f93">01268</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ab4a150d0a62c08db76d1bc5256909f93" title="Resampling without returning index of new particles.">resample</a> (RESAMPLING_METHOD method = SYSTEMATIC){ivec ind; <a class="code" href="classbdm_1_1eEmp.html#ab4a150d0a62c08db76d1bc5256909f93" title="Resampling without returning index of new particles.">resample</a>(ind,method);};
894	<a name="l01269"></a>01269
895	<a name="l01271"></a><a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270">01271</a> vec <a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270" title="inherited operation : NOT implemented">sample</a>()<span class="keyword"> const </span>{
896	<a name="l01272"></a>01272 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
897	<a name="l01273"></a>01273 <span class="keywordflow">return</span> vec();
898	<a name="l01274"></a>01274 }
899	<a name="l01275"></a>01275
900	<a name="l01277"></a><a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09">01277</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09" title="inherited operation : NOT implemented">evallog</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const </span>{
901	<a name="l01278"></a>01278 <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
902	<a name="l01279"></a>01279 <span class="keywordflow">return</span> 0.0;
903	<a name="l01280"></a>01280 }
904	<a name="l01281"></a>01281
905	<a name="l01282"></a><a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9">01282</a> vec <a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>()<span class="keyword"> const </span>{
906	<a name="l01283"></a>01283 vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
907	<a name="l01284"></a>01284 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) * <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);}
908	<a name="l01285"></a>01285 <span class="keywordflow">return</span> pom;
909	<a name="l01286"></a>01286 }
910	<a name="l01287"></a><a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87">01287</a> vec <a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{
911	<a name="l01288"></a>01288 vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
912	<a name="l01289"></a>01289 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += pow (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i), 2) * <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);}
913	<a name="l01290"></a>01290 <span class="keywordflow">return</span> pom -pow (<a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>(), 2);
914	<a name="l01291"></a>01291 }
915	<a name="l01293"></a><a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f">01293</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f" title="For this class, qbounds are minimum and maximum value of the population!">qbounds</a> (vec &lb, vec &ub, <span class="keywordtype">double</span> perc = 0.95)<span class="keyword"> const </span>{
916	<a name="l01294"></a>01294 <span class="comment">// lb in inf so than it will be pushed below;</span>
917	<a name="l01295"></a>01295 lb.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
918	<a name="l01296"></a>01296 ub.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
919	<a name="l01297"></a>01297 lb = std::numeric_limits<double>::infinity();
920	<a name="l01298"></a>01298 ub = -std::numeric_limits<double>::infinity();
921	<a name="l01299"></a>01299 <span class="keywordtype">int</span> j;
922	<a name="l01300"></a>01300 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {
923	<a name="l01301"></a>01301 <span class="keywordflow">for</span> (j = 0;j < <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; j++) {
924	<a name="l01302"></a>01302 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) < lb (j)) {lb (j) = <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);}
925	<a name="l01303"></a>01303 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) > ub (j)) {ub (j) = <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);}
926	<a name="l01304"></a>01304 }
927	<a name="l01305"></a>01305 }
928	<a name="l01306"></a>01306 }
929	<a name="l01307"></a>01307 };
930	<a name="l01308"></a>01308
931	<a name="l01309"></a>01309
932	<a name="l01311"></a>01311
933	<a name="l01312"></a>01312 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
934	<a name="l01313"></a>01313 <span class="keywordtype">void</span> enorm<sq_T>::set_parameters (<span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &R0)
935	<a name="l01314"></a>01314 {
936	<a name="l01315"></a>01315 <span class="comment">//Fixme test dimensions of mu0 and R0;</span>
937	<a name="l01316"></a>01316 mu = mu0;
938	<a name="l01317"></a>01317 R = R0;
939	<a name="l01318"></a>01318 <a class="code" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516" title="This method TODO.">validate</a>();
940	<a name="l01319"></a>01319 };
941	<a name="l01320"></a>01320
942	<a name="l01321"></a>01321 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
943	<a name="l01322"></a><a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">01322</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">enorm<sq_T>::from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>)
944	<a name="l01323"></a>01323 {
945	<a name="l01324"></a>01324 <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">//reads rv</span>
946	<a name="l01325"></a>01325
947	<a name="l01326"></a>01326 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">set</span>, <span class="stringliteral">"mu"</span>, UI::compulsory);
948	<a name="l01327"></a>01327 mat Rtmp;<span class="comment">// necessary for conversion</span>
949	<a name="l01328"></a>01328 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (Rtmp, <span class="keyword">set</span>, <span class="stringliteral">"R"</span>, UI::compulsory);
950	<a name="l01329"></a>01329 <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> = Rtmp; <span class="comment">// conversion</span>
951	<a name="l01330"></a>01330 <a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>();
952	<a name="l01331"></a>01331 }
953	<a name="l01332"></a>01332
954	<a name="l01333"></a>01333 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
955	<a name="l01334"></a><a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2">01334</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">enorm<sq_T>::dupdate</a> (mat &v, <span class="keywordtype">double</span> nu)
956	<a name="l01335"></a>01335 {
957	<a name="l01336"></a>01336 <span class="comment">//</span>
958	<a name="l01337"></a>01337 };
959	<a name="l01338"></a>01338
960	<a name="l01339"></a>01339 <span class="comment">// template<class sq_T></span>
961	<a name="l01340"></a>01340 <span class="comment">// void enorm<sq_T>::tupdate ( double phi, mat &vbar, double nubar ) {</span>
962	<a name="l01341"></a>01341 <span class="comment">// //</span>
963	<a name="l01342"></a>01342 <span class="comment">// };</span>
964	<a name="l01343"></a>01343
965	<a name="l01344"></a>01344 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
966	<a name="l01345"></a><a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766">01345</a> vec <a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766" title="Returns a sample, from density .">enorm<sq_T>::sample</a>()<span class="keyword"> const</span>
967	<a name="l01346"></a>01346 <span class="keyword"></span>{
968	<a name="l01347"></a>01347 vec x (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
969	<a name="l01348"></a>01348 <span class="preprocessor">#pragma omp critical</span>
970	<a name="l01349"></a>01349 <span class="preprocessor"></span> NorRNG.sample_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, x);
971	<a name="l01350"></a>01350 vec smp = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult (x);
972	<a name="l01351"></a>01351
973	<a name="l01352"></a>01352 smp += <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>;
974	<a name="l01353"></a>01353 <span class="keywordflow">return</span> smp;
975	<a name="l01354"></a>01354 };
976	<a name="l01355"></a>01355
977	<a name="l01356"></a>01356 <span class="comment">// template<class sq_T></span>
978	<a name="l01357"></a>01357 <span class="comment">// double enorm<sq_T>::eval ( const vec &val ) const {</span>
979	<a name="l01358"></a>01358 <span class="comment">// double pdfl,e;</span>
980	<a name="l01359"></a>01359 <span class="comment">// pdfl = evallog ( val );</span>
981	<a name="l01360"></a>01360 <span class="comment">// e = exp ( pdfl );</span>
982	<a name="l01361"></a>01361 <span class="comment">// return e;</span>
983	<a name="l01362"></a>01362 <span class="comment">// };</span>
984	<a name="l01363"></a>01363
985	<a name="l01364"></a>01364 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
986	<a name="l01365"></a><a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3">01365</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">enorm<sq_T>::evallog_nn</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const</span>
987	<a name="l01366"></a>01366 <span class="keyword"></span>{
988	<a name="l01367"></a>01367 <span class="comment">// 1.83787706640935 = log(2pi)</span>
989	<a name="l01368"></a>01368 <span class="keywordtype">double</span> tmp = -0.5 * (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.invqform (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> - val));<span class="comment">// - lognc();</span>
990	<a name="l01369"></a>01369 <span class="keywordflow">return</span> tmp;
991	<a name="l01370"></a>01370 };
992	<a name="l01371"></a>01371
993	<a name="l01372"></a>01372 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
994	<a name="l01373"></a><a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32">01373</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">enorm<sq_T>::lognc</a> ()<span class="keyword"> const</span>
995	<a name="l01374"></a>01374 <span class="keyword"></span>{
996	<a name="l01375"></a>01375 <span class="comment">// 1.83787706640935 = log(2pi)</span>
997	<a name="l01376"></a>01376 <span class="keywordtype">double</span> tmp = 0.5 * (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 + <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.logdet());
998	<a name="l01377"></a>01377 <span class="keywordflow">return</span> tmp;
999	<a name="l01378"></a>01378 };
1000	<a name="l01379"></a>01379
1001	<a name="l01380"></a>01380
1002	<a name="l01381"></a>01381 <span class="comment">// template<class sq_T></span>
1003	<a name="l01382"></a>01382 <span class="comment">// vec mlnorm<sq_T>::samplecond (const vec &cond, double &lik ) {</span>
1004	<a name="l01383"></a>01383 <span class="comment">// this->condition ( cond );</span>
1005	<a name="l01384"></a>01384 <span class="comment">// vec smp = epdf.sample();</span>
1006	<a name="l01385"></a>01385 <span class="comment">// lik = epdf.eval ( smp );</span>
1007	<a name="l01386"></a>01386 <span class="comment">// return smp;</span>
1008	<a name="l01387"></a>01387 <span class="comment">// }</span>
1009	<a name="l01388"></a>01388
1010	<a name="l01389"></a>01389 <span class="comment">// template<class sq_T></span>
1011	<a name="l01390"></a>01390 <span class="comment">// mat mlnorm<sq_T>::samplecond (const vec &cond, vec &lik, int n ) {</span>
1012	<a name="l01391"></a>01391 <span class="comment">// int i;</span>
1013	<a name="l01392"></a>01392 <span class="comment">// int dim = rv.count();</span>
1014	<a name="l01393"></a>01393 <span class="comment">// mat Smp ( dim,n );</span>
1015	<a name="l01394"></a>01394 <span class="comment">// vec smp ( dim );</span>
1016	<a name="l01395"></a>01395 <span class="comment">// this->condition ( cond );</span>
1017	<a name="l01396"></a>01396 <span class="comment">//</span>
1018	<a name="l01397"></a>01397 <span class="comment">// for ( i=0; i<n; i++ ) {</span>
1019	<a name="l01398"></a>01398 <span class="comment">// smp = epdf.sample();</span>
1020	<a name="l01399"></a>01399 <span class="comment">// lik ( i ) = epdf.eval ( smp );</span>
1021	<a name="l01400"></a>01400 <span class="comment">// Smp.set_col ( i ,smp );</span>
1022	<a name="l01401"></a>01401 <span class="comment">// }</span>
1023	<a name="l01402"></a>01402 <span class="comment">//</span>
1024	<a name="l01403"></a>01403 <span class="comment">// return Smp;</span>
1025	<a name="l01404"></a>01404 <span class="comment">// }</span>
1026	<a name="l01405"></a>01405
1027	<a name="l01406"></a>01406
1028	<a name="l01407"></a>01407 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1029	<a name="l01408"></a><a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08">01408</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm<sq_T>::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn )<span class="keyword"> const</span>
1030	<a name="l01409"></a>01409 <span class="keyword"></span>{
1031	<a name="l01410"></a>01410 <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T></a> *tmp = <span class="keyword">new</span> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T></a> ();
1032	<a name="l01411"></a>01411 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> narrow(tmp);
1033	<a name="l01412"></a>01412 <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( rvn, *tmp );
1034	<a name="l01413"></a>01413 <span class="keywordflow">return</span> narrow;
1035	<a name="l01414"></a>01414 }
1036	<a name="l01415"></a>01415
1037	<a name="l01416"></a>01416 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1038	<a name="l01417"></a>01417 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm<sq_T>::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T></a> &target )<span class="keyword"> const</span>
1039	<a name="l01418"></a>01418 <span class="keyword"></span>{
1040	<a name="l01419"></a>01419 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">"rv description is not assigned"</span>);
1041	<a name="l01420"></a>01420 ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>);
1042	<a name="l01421"></a>01421
1043	<a name="l01422"></a>01422 sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, irvn); <span class="comment">// select rows and columns of R</span>
1044	<a name="l01423"></a>01423
1045	<a name="l01424"></a>01424 target.<a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rvn );
1046	<a name="l01425"></a>01425 target.set_parameters (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn), Rn);
1047	<a name="l01426"></a>01426 }
1048	<a name="l01427"></a>01427
1049	<a name="l01428"></a>01428 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1050	<a name="l01429"></a><a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20">01429</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm<sq_T>::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn )<span class="keyword"> const</span>
1051	<a name="l01430"></a>01430 <span class="keyword"></span>{
1052	<a name="l01431"></a>01431 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm<sq_T></a> *tmp = <span class="keyword">new</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm<sq_T></a> ();
1053	<a name="l01432"></a>01432 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> narrow(tmp);
1054	<a name="l01433"></a>01433 <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( rvn, *tmp );
1055	<a name="l01434"></a>01434 <span class="keywordflow">return</span> narrow;
1056	<a name="l01435"></a>01435 }
1057	<a name="l01436"></a>01436
1058	<a name="l01437"></a>01437 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1059	<a name="l01438"></a>01438 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm<sq_T>::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn, <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> &target )<span class="keyword"> const</span>
1060	<a name="l01439"></a>01439 <span class="keyword"></span>{
1061	<a name="l01440"></a>01440 <span class="keyword">typedef</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm<sq_T></a> TMlnorm;
1062	<a name="l01441"></a>01441
1063	<a name="l01442"></a>01442 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">"rvs are not assigned"</span>);
1064	<a name="l01443"></a>01443 TMlnorm &uptarget = <span class="keyword">dynamic_cast<</span>TMlnorm &<span class="keyword">></span>(target);
1065	<a name="l01444"></a>01444
1066	<a name="l01445"></a>01445 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc = <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aaec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> (rvn);
1067	<a name="l01446"></a>01446 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( (rvc.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() + rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() == <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()), <span class="stringliteral">"wrong rvn"</span>);
1068	<a name="l01447"></a>01447 <span class="comment">//Permutation vector of the new R</span>
1069	<a name="l01448"></a>01448 ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>);
1070	<a name="l01449"></a>01449 ivec irvc = rvc.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>);
1071	<a name="l01450"></a>01450 ivec perm = concat (irvn , irvc);
1072	<a name="l01451"></a>01451 sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, perm);
1073	<a name="l01452"></a>01452
1074	<a name="l01453"></a>01453 <span class="comment">//fixme - could this be done in general for all sq_T?</span>
1075	<a name="l01454"></a>01454 mat S = Rn.to_mat();
1076	<a name="l01455"></a>01455 <span class="comment">//fixme</span>
1077	<a name="l01456"></a>01456 <span class="keywordtype">int</span> n = rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() - 1;
1078	<a name="l01457"></a>01457 <span class="keywordtype">int</span> end = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows() - 1;
1079	<a name="l01458"></a>01458 mat S11 = S.get (0, n, 0, n);
1080	<a name="l01459"></a>01459 mat S12 = S.get (0, n , rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end);
1081	<a name="l01460"></a>01460 mat S22 = S.get (rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end, rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end);
1082	<a name="l01461"></a>01461
1083	<a name="l01462"></a>01462 vec mu1 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn);
1084	<a name="l01463"></a>01463 vec mu2 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvc);
1085	<a name="l01464"></a>01464 mat A = S12 * inv (S22);
1086	<a name="l01465"></a>01465 sq_T R_n (S11 - A *S12.T());
1087	<a name="l01466"></a>01466
1088	<a name="l01467"></a>01467 uptarget.set_rv (rvn);
1089	<a name="l01468"></a>01468 uptarget.set_rvc (rvc);
1090	<a name="l01469"></a>01469 uptarget.set_parameters (A, mu1 - A*mu2, R_n);
1091	<a name="l01470"></a>01470 }
1092	<a name="l01471"></a>01471
1093	<a name="l01474"></a>01474 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1094	<a name="l01475"></a><a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339">01475</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">mgnorm<sq_T >::set_parameters</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<fnc></a> &g0, <span class="keyword">const</span> sq_T &R0) {
1095	<a name="l01476"></a>01476 g = g0;
1096	<a name="l01477"></a>01477 this-><a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (g->dimension()), R0);
1097	<a name="l01478"></a>01478 }
1098	<a name="l01479"></a>01479
1099	<a name="l01480"></a>01480 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1100	<a name="l01481"></a><a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d">01481</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">mgnorm<sq_T >::condition</a> (<span class="keyword">const</span> vec &cond) {this-><a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = g->eval (cond);};
1101	<a name="l01482"></a>01482
1102	<a name="l01484"></a>01484 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1103	<a name="l01485"></a>01485 std::ostream &operator<< (std::ostream &os, mlnorm<sq_T> &ml)
1104	<a name="l01486"></a>01486 {
1105	<a name="l01487"></a>01487 os << <span class="stringliteral">"A:"</span> << ml.A << endl;
1106	<a name="l01488"></a>01488 os << <span class="stringliteral">"mu:"</span> << ml.mu_const << endl;
1107	<a name="l01489"></a>01489 os << <span class="stringliteral">"R:"</span> << ml._R() << endl;
1108	<a name="l01490"></a>01490 <span class="keywordflow">return</span> os;
1109	<a name="l01491"></a>01491 };
1110	<a name="l01492"></a>01492
1111	<a name="l01493"></a>01493 }
1112	<a name="l01494"></a>01494 <span class="preprocessor">#endif //EF_H</span>
1113	</pre></div></div>
1114	<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:04 2009 for mixpp by
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1116	<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
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