Context Navigation

exp__family_8h_source.html @ 651

Revision 651, 208.3 kB (checked in by mido, 15 years ago)
\doc directory cleaned a bit

Line
1	<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2	<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3	<title>mixpp: exp_family.h Source File</title>
4	<link href="tabs.css" rel="stylesheet" type="text/css">
5	<link href="doxygen.css" rel="stylesheet" type="text/css">
6	</head><body>
7	<!-- Generated by Doxygen 1.5.9 -->
8	<script type="text/javascript">
9	<!--
10	function changeDisplayState (e){
11	var num=this.id.replace(/[^[0-9]/g,'');
12	var button=this.firstChild;
13	var sectionDiv=document.getElementById('dynsection'+num);
14	if (sectionDiv.style.display=='none'\|\|sectionDiv.style.display==''){
15	sectionDiv.style.display='block';
16	button.src='open.gif';
17	}else{
18	sectionDiv.style.display='none';
19	button.src='closed.gif';
20	}
21	}
22	function initDynSections(){
23	var divs=document.getElementsByTagName('div');
24	var sectionCounter=1;
25	for(var i=0;i<divs.length-1;i++){
26	if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){
27	var header=divs[i];
28	var section=divs[i+1];
29	var button=header.firstChild;
30	if (button!='IMG'){
31	divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild);
32	button=document.createElement('img');
33	divs[i].insertBefore(button,divs[i].firstChild);
34	}
35	header.style.cursor='pointer';
36	header.onclick=changeDisplayState;
37	header.id='dynheader'+sectionCounter;
38	button.src='closed.gif';
39	section.id='dynsection'+sectionCounter;
40	section.style.display='none';
41	section.style.marginLeft='14px';
42	sectionCounter++;
43	}
44	}
45	}
46	window.onload = initDynSections;
47	-->
48	</script>
49	<div class="navigation" id="top">
50	<div class="tabs">
51	<ul>
52	<li><a href="main.html"><span>Main Page</span></a></li>
53	<li><a href="pages.html"><span>Related Pages</span></a></li>
54	<li><a href="annotated.html"><span>Classes</span></a></li>
55	<li class="current"><a href="files.html"><span>Files</span></a></li>
56	</ul>
57	</div>
58	<div class="tabs">
59	<ul>
60	<li><a href="files.html"><span>File List</span></a></li>
61	<li><a href="globals.html"><span>File Members</span></a></li>
62	</ul>
63	</div>
64	<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
65	<a name="l00013"></a>00013 <span class="preprocessor">#ifndef EF_H</span>
66	<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EF_H</span>
67	<a name="l00015"></a>00015 <span class="preprocessor"></span>
68	<a name="l00016"></a>00016
69	<a name="l00017"></a>00017 <span class="preprocessor">#include "../shared_ptr.h"</span>
70	<a name="l00018"></a>00018 <span class="preprocessor">#include "../base/bdmbase.h"</span>
71	<a name="l00019"></a>00019 <span class="preprocessor">#include "../math/chmat.h"</span>
72	<a name="l00020"></a>00020
73	<a name="l00021"></a>00021 <span class="keyword">namespace </span>bdm
74	<a name="l00022"></a>00022 {
75	<a name="l00023"></a>00023
76	<a name="l00024"></a>00024
77	<a name="l00026"></a>00026 <span class="keyword">extern</span> Uniform_RNG UniRNG;
78	<a name="l00028"></a>00028 <span class="keyword">extern</span> Normal_RNG NorRNG;
79	<a name="l00030"></a>00030 <span class="keyword">extern</span> <a class="code" href="classitpp_1_1Gamma__RNG.html" title="Gamma distribution.">Gamma_RNG</a> GamRNG;
80	<a name="l00031"></a>00031
81	<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>
82	<a name="l00039"></a>00039 {
83	<a name="l00040"></a>00040 <span class="keyword">public</span>:
84	<a name="l00041"></a>00041 <span class="comment">// eEF() :epdf() {};</span>
85	<a name="l00043"></a><a class="code" href="classbdm_1_1eEF.html#d5459d472d0feca7cf1fb5f65c4b9ef4">00043</a> <span class="comment"></span> <a class="code" href="classbdm_1_1eEF.html#d5459d472d0feca7cf1fb5f65c4b9ef4" 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> () {};
86	<a name="l00045"></a>00045 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>() <span class="keyword">const</span> = 0;
87	<a name="l00046"></a>00046
88	<a name="l00048"></a><a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">00048</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const </span>{
89	<a name="l00049"></a>00049 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
90	<a name="l00050"></a>00050 <span class="keywordflow">return</span> 0.0;
91	<a name="l00051"></a>00051 }
92	<a name="l00052"></a>00052
93	<a name="l00054"></a><a class="code" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">00054</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692" title="Evaluate normalized log-probability.">evallog</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const </span>{
94	<a name="l00055"></a>00055 <span class="keywordtype">double</span> tmp;
95	<a name="l00056"></a>00056 tmp = <a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (val) - <a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>();
96	<a name="l00057"></a>00057 <span class="keywordflow">return</span> tmp;
97	<a name="l00058"></a>00058 }
98	<a name="l00060"></a><a class="code" href="classbdm_1_1eEF.html#6886c60b6b690e503913240db5de0c6f">00060</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1eEF.html#6886c60b6b690e503913240db5de0c6f" title="Evaluate normalized log-probability for many samples.">evallog_m</a> (<span class="keyword">const</span> mat &Val)<span class="keyword"> const </span>{
99	<a name="l00061"></a>00061 vec x (Val.cols());
100	<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#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (Val.get_col (i)) ;}
101	<a name="l00063"></a>00063 <span class="keywordflow">return</span> x -<a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>();
102	<a name="l00064"></a>00064 }
103	<a name="l00066"></a><a class="code" href="classbdm_1_1eEF.html#d793f4fd6d0dcec5f16bff0ae45fc7d5">00066</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1eEF.html#d793f4fd6d0dcec5f16bff0ae45fc7d5" title="Evaluate normalized log-probability for many samples.">evallog_m</a> (<span class="keyword">const</span> Array<vec> &Val)<span class="keyword"> const </span>{
104	<a name="l00067"></a>00067 vec x (Val.length());
105	<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#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (Val (i)) ;}
106	<a name="l00069"></a>00069 <span class="keywordflow">return</span> x -<a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>();
107	<a name="l00070"></a>00070 }
108	<a name="l00071"></a>00071
109	<a name="l00073"></a><a class="code" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">00073</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053" title="Power of the density, used e.g. to flatten the density.">pow</a> (<span class="keywordtype">double</span> p) {
110	<a name="l00074"></a>00074 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
111	<a name="l00075"></a>00075 }
112	<a name="l00076"></a>00076 };
113	<a name="l00077"></a>00077
114	<a name="l00078"></a>00078
115	<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>
116	<a name="l00081"></a>00081 {
117	<a name="l00082"></a>00082 <span class="keyword">protected</span>:
118	<a name="l00084"></a><a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">00084</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;
119	<a name="l00086"></a><a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">00086</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;
120	<a name="l00087"></a>00087 <span class="keyword">public</span>:
121	<a name="l00089"></a><a class="code" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55">00089</a> <a class="code" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55" 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#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> (frg0) {}
122	<a name="l00091"></a><a class="code" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62">00091</a> <a class="code" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62" 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#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> (B.<a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>), <a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" 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#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>) {}
123	<a name="l00093"></a><a class="code" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">00093</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051" 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) {
124	<a name="l00094"></a>00094 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
125	<a name="l00095"></a>00095 }
126	<a name="l00096"></a>00096
127	<a name="l00098"></a><a class="code" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">00098</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6" 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) {};
128	<a name="l00099"></a>00099 <span class="comment">//original Bayes</span>
129	<a name="l00100"></a>00100 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6" title="Weighted update of sufficient statistics (Bayes rule).">bayes</a> (<span class="keyword">const</span> vec &dt);
130	<a name="l00101"></a>00101
131	<a name="l00103"></a><a class="code" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749">00103</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749" 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) {
132	<a name="l00104"></a>00104 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
133	<a name="l00105"></a>00105 }
134	<a name="l00106"></a>00106
135	<a name="l00107"></a><a class="code" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">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#62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> ()<span class="keyword"> const </span>{
136	<a name="l00108"></a>00108 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"function _copy_ not implemented for this BM"</span>);
137	<a name="l00109"></a>00109 <span class="keywordflow">return</span> NULL;
138	<a name="l00110"></a>00110 }
139	<a name="l00111"></a>00111 };
140	<a name="l00112"></a>00112
141	<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>
142	<a name="l00114"></a>00114 <span class="keyword">class </span>mlnorm;
143	<a name="l00115"></a>00115
144	<a name="l00121"></a>00121 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
145	<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>
146	<a name="l00123"></a>00123 {
147	<a name="l00124"></a>00124 <span class="keyword">protected</span>:
148	<a name="l00126"></a><a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">00126</a> vec <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>;
149	<a name="l00128"></a><a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">00128</a> sq_T <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>;
150	<a name="l00129"></a>00129 <span class="keyword">public</span>:
151	<a name="l00132"></a>00132
152	<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#c702a194720853570d08b65482f842c7" title="mean value">mu</a> (), <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> () {};
153	<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#c702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">const</span> sq_T &<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>) {set_parameters (mu, R);}
154	<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#c702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">const</span> sq_T &<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>);
155	<a name="l00145"></a>00145 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">from_setting</a> (<span class="keyword">const</span> Setting &root);
156	<a name="l00146"></a><a class="code" href="classbdm_1_1enorm.html#38eb17ecb75d94a50b6782fcf735cfea">00146</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>() {
157	<a name="l00147"></a>00147 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>.length() == <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows(), <span class="stringliteral">"mu and R parameters do not match"</span>);
158	<a name="l00148"></a>00148 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>.length();
159	<a name="l00149"></a>00149 }
160	<a name="l00151"></a>00151
161	<a name="l00154"></a>00154
162	<a name="l00156"></a>00156 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">dupdate</a> (mat &v, <span class="keywordtype">double</span> nu = 1.0);
163	<a name="l00157"></a>00157
164	<a name="l00158"></a>00158 vec <a class="code" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>;
165	<a name="l00159"></a>00159
166	<a name="l00160"></a>00160 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">evallog_nn</a> (<span class="keyword">const</span> vec &val) <span class="keyword">const</span>;
167	<a name="l00161"></a>00161 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>;
168	<a name="l00162"></a><a class="code" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600">00162</a> vec <a class="code" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>;}
169	<a name="l00163"></a><a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">00163</a> vec <a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773" 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#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.to_mat());}
170	<a name="l00164"></a>00164 <span class="comment">// mlnorm<sq_T>* condition ( const RV &rvn ) const ; <=========== fails to cmpile. Why?</span>
171	<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#40201ca12c6900f7aeb493bb7c582e20" 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>;
172	<a name="l00166"></a>00166
173	<a name="l00167"></a>00167 <span class="comment">// target not typed to mlnorm<sq_T, enorm<sq_T> > &</span>
174	<a name="l00168"></a>00168 <span class="comment">// because that doesn't compile (perhaps because we</span>
175	<a name="l00169"></a>00169 <span class="comment">// haven't finished defining enorm yet), but the type</span>
176	<a name="l00170"></a>00170 <span class="comment">// is required</span>
177	<a name="l00171"></a>00171 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20" 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>;
178	<a name="l00172"></a>00172
179	<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#dcb739443669ba0a8faf634196284c08" 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>;
180	<a name="l00174"></a>00174 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08" 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>;
181	<a name="l00176"></a>00176
182	<a name="l00179"></a>00179
183	<a name="l00180"></a>00180 vec& _mu() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>;}
184	<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#c702a194720853570d08b65482f842c7" title="mean value">mu</a>;}
185	<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#c702a194720853570d08b65482f842c7" title="mean value">mu</a> = mu0;}
186	<a name="l00183"></a>00183 sq_T& _R() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>;}
187	<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#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>;}
188	<a name="l00186"></a>00186
189	<a name="l00187"></a>00187 };
190	<a name="l00188"></a>00188 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, chmat);
191	<a name="l00189"></a>00189 SHAREDPTR2 ( enorm, chmat );
192	<a name="l00190"></a>00190 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, ldmat);
193	<a name="l00191"></a>00191 SHAREDPTR2 ( enorm, ldmat );
194	<a name="l00192"></a>00192 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, fsqmat);
195	<a name="l00193"></a>00193 SHAREDPTR2 ( enorm, fsqmat );
196	<a name="l00194"></a>00194
197	<a name="l00195"></a>00195
198	<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>
199	<a name="l00203"></a>00203 {
200	<a name="l00204"></a>00204 <span class="keyword">protected</span>:
201	<a name="l00206"></a><a class="code" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52">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#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;
202	<a name="l00208"></a><a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4">00208</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;
203	<a name="l00210"></a><a class="code" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a">00210</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>;
204	<a name="l00212"></a><a class="code" href="classbdm_1_1egiw.html#322414c32d9a21a006a5aab0311f64fd">00212</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1egiw.html#322414c32d9a21a006a5aab0311f64fd" title="Dimension of the regressor.">nPsi</a>;
205	<a name="l00213"></a>00213 <span class="keyword">public</span>:
206	<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>() {};
207	<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);};
208	<a name="l00218"></a>00218
209	<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);
210	<a name="l00221"></a>00221
211	<a name="l00222"></a>00222 vec <a class="code" href="classbdm_1_1egiw.html#920f21548b7a3723923dd108fe514c61" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>;
212	<a name="l00223"></a>00223 vec <a class="code" href="classbdm_1_1egiw.html#df70c05f918c3a6f86d60f10c1fd6ba2" title="return expected value">mean</a>() <span class="keyword">const</span>;
213	<a name="l00224"></a>00224 vec <a class="code" href="classbdm_1_1egiw.html#c1ecc406613cc2341225dc10c3d3b46a" title="return expected variance (not covariance!)">variance</a>() <span class="keyword">const</span>;
214	<a name="l00225"></a>00225
215	<a name="l00227"></a>00227 vec <a class="code" href="classbdm_1_1egiw.html#66d2ba9295c306012b309efcc9e516f0" title="LS estimate of .">est_theta</a>() <span class="keyword">const</span>;
216	<a name="l00228"></a>00228
217	<a name="l00230"></a>00230 ldmat <a class="code" href="classbdm_1_1egiw.html#88c321a2051d1afdbb31a098896a717b" title="Covariance of the LS estimate.">est_theta_cov</a>() <span class="keyword">const</span>;
218	<a name="l00231"></a>00231
219	<a name="l00233"></a>00233 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#d2075aa2306648b3e4fe40bb86628d5c" 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>;
220	<a name="l00235"></a>00235 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#bfb8e7c619b34ad804a73bff71742b5e" 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>;
221	<a name="l00236"></a>00236 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#41d72ba7b2abc8a9a4209ffa98ed5633" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>;
222	<a name="l00237"></a><a class="code" href="classbdm_1_1egiw.html#8e610e95401a11baf34f65e16ecd87be">00237</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#8e610e95401a11baf34f65e16ecd87be" 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#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a> = p;<a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a> = p;};
223	<a name="l00238"></a>00238
224	<a name="l00241"></a>00241
225	<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#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;}
226	<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#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;}
227	<a name="l00244"></a>00244 <span class="keywordtype">double</span>& _nu() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;}
228	<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#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;}
229	<a name="l00260"></a><a class="code" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">00260</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
230	<a name="l00261"></a>00261 <a class="code" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">epdf::from_setting</a>(<span class="keyword">set</span>);
231	<a name="l00262"></a>00262 <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" 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#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>=-1;}
232	<a name="l00263"></a>00263 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, <span class="keyword">set</span>, <span class="stringliteral">"dimx"</span>, UI::compulsory);
233	<a name="l00264"></a>00264 mat <a class="code" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;
234	<a name="l00265"></a>00265 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (V, <span class="keyword">set</span>, <span class="stringliteral">"V"</span>, UI::compulsory);
235	<a name="l00266"></a>00266 set_parameters (<a class="code" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, V, <a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>);
236	<a name="l00267"></a>00267 }
237	<a name="l00269"></a>00269 };
238	<a name="l00270"></a>00270 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( egiw );
239	<a name="l00271"></a>00271 SHAREDPTR ( egiw );
240	<a name="l00272"></a>00272
241	<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>
242	<a name="l00282"></a>00282 {
243	<a name="l00283"></a>00283 <span class="keyword">protected</span>:
244	<a name="l00285"></a><a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2">00285</a> vec <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>;
245	<a name="l00286"></a>00286 <span class="keyword">public</span>:
246	<a name="l00289"></a>00289
247	<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> () {};
248	<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#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);};
249	<a name="l00292"></a>00292 eDirich (<span class="keyword">const</span> vec &beta0) {set_parameters (beta0);};
250	<a name="l00293"></a>00293 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &beta0) {
251	<a name="l00294"></a>00294 <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> = beta0;
252	<a name="l00295"></a>00295 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length();
253	<a name="l00296"></a>00296 }
254	<a name="l00298"></a>00298
255	<a name="l00300"></a><a class="code" href="classbdm_1_1eDirich.html#3290613d31d58daa8a45a54b003871fc">00300</a> vec <a class="code" href="classbdm_1_1eDirich.html#3290613d31d58daa8a45a54b003871fc" title="using sampling procedure from wikipedia">sample</a>()<span class="keyword"> const </span>{
256	<a name="l00301"></a>00301 vec y(<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length());
257	<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#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length(); i++){
258	<a name="l00303"></a>00303 GamRNG.<a class="code" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe" title="Set lambda.">setup</a>(<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>(i),1);
259	<a name="l00304"></a>00304 <span class="preprocessor"> #pragma omp critical</span>
260	<a name="l00305"></a>00305 <span class="preprocessor"></span> y(i)=GamRNG();
261	<a name="l00306"></a>00306 }
262	<a name="l00307"></a>00307 <span class="keywordflow">return</span> y/sum(y);
263	<a name="l00308"></a>00308 }
264	<a name="l00309"></a>00309
265	<a name="l00310"></a><a class="code" href="classbdm_1_1eDirich.html#cb343355ec791298bb5a3404cd482fb6">00310</a> vec <a class="code" href="classbdm_1_1eDirich.html#cb343355ec791298bb5a3404cd482fb6" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> / sum (<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);};
266	<a name="l00311"></a><a class="code" href="classbdm_1_1eDirich.html#43c547a2507e233706f92712d8c2aacc">00311</a> vec <a class="code" href="classbdm_1_1eDirich.html#43c547a2507e233706f92712d8c2aacc" 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#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>); <span class="keywordflow">return</span> elem_mult (<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>, (gamma-<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>)) / (gammagamma (gamma + 1));}
267	<a name="l00313"></a><a class="code" href="classbdm_1_1eDirich.html#e09a24938e80c3d94b0ee842d1552318">00313</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#e09a24938e80c3d94b0ee842d1552318" title="In this instance, val is ...">evallog_nn</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const </span>{
268	<a name="l00314"></a>00314 <span class="keywordtype">double</span> tmp; tmp = (<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> - 1) * log (val);
269	<a name="l00315"></a>00315 <span class="keywordflow">return</span> tmp;
270	<a name="l00316"></a>00316 }
271	<a name="l00317"></a>00317
272	<a name="l00318"></a><a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2">00318</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{
273	<a name="l00319"></a>00319 <span class="keywordtype">double</span> tmp;
274	<a name="l00320"></a>00320 <span class="keywordtype">double</span> gam = sum (<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);
275	<a name="l00321"></a>00321 <span class="keywordtype">double</span> lgb = 0.0;
276	<a name="l00322"></a>00322 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length();i++) {lgb += lgamma (<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> (i));}
277	<a name="l00323"></a>00323 tmp = lgb - lgamma (gam);
278	<a name="l00324"></a>00324 <span class="keywordflow">return</span> tmp;
279	<a name="l00325"></a>00325 }
280	<a name="l00326"></a>00326
281	<a name="l00328"></a><a class="code" href="classbdm_1_1eDirich.html#175e0add26d2105c28d8121eefb9e324">00328</a> vec& <a class="code" href="classbdm_1_1eDirich.html#175e0add26d2105c28d8121eefb9e324" title="access function">_beta</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>;}
282	<a name="l00335"></a><a class="code" href="classbdm_1_1eDirich.html#aef2c328917dd80dce689d3d11d09567">00335</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eDirich.html#aef2c328917dd80dce689d3d11d09567">from_setting</a>(<span class="keyword">const</span> Setting &<span class="keyword">set</span>){
283	<a name="l00336"></a>00336 <a class="code" href="classbdm_1_1eDirich.html#aef2c328917dd80dce689d3d11d09567">epdf::from_setting</a>(<span class="keyword">set</span>);
284	<a name="l00337"></a>00337 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>,<span class="keyword">set</span>, <span class="stringliteral">"beta"</span>, UI::compulsory);
285	<a name="l00338"></a>00338 <a class="code" href="classbdm_1_1eDirich.html#3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>();
286	<a name="l00339"></a>00339 }
287	<a name="l00340"></a><a class="code" href="classbdm_1_1eDirich.html#3ee16ce701b850e1c5bdb7005c326a57">00340</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eDirich.html#3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>() {
288	<a name="l00341"></a>00341 <span class="comment">//check rv</span>
289	<a name="l00342"></a>00342 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length();
290	<a name="l00343"></a>00343 }
291	<a name="l00344"></a>00344 };
292	<a name="l00345"></a>00345 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(eDirich);
293	<a name="l00346"></a>00346
294	<a name="l00358"></a><a class="code" href="classbdm_1_1mDirich.html">00358</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> {
295	<a name="l00359"></a>00359 <span class="keyword">protected</span>:
296	<a name="l00361"></a><a class="code" href="classbdm_1_1mDirich.html#cf9baed9baab754872ec59b9d45bf164">00361</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mDirich.html#cf9baed9baab754872ec59b9d45bf164" title="constant of the random walk">k</a>;
297	<a name="l00363"></a><a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab">00363</a> vec &<a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>;
298	<a name="l00365"></a><a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a">00365</a> vec <a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>;
299	<a name="l00366"></a>00366 <span class="keyword">public</span>:
300	<a name="l00367"></a>00367 <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#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>(<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>()){};
301	<a name="l00368"></a><a class="code" href="classbdm_1_1mDirich.html#78a06fc013ca7fc8dbc13ee899e3b0d0">00368</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#78a06fc013ca7fc8dbc13ee899e3b0d0" 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#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a> = val/<a class="code" href="classbdm_1_1mDirich.html#cf9baed9baab754872ec59b9d45bf164" title="constant of the random walk">k</a>+<a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>; };
302	<a name="l00381"></a><a class="code" href="classbdm_1_1mDirich.html#c1e6f42277b97f700ea1b6045cb6b2d7">00381</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#c1e6f42277b97f700ea1b6045cb6b2d7">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
303	<a name="l00382"></a>00382 <a class="code" href="classbdm_1_1mDirich.html#c1e6f42277b97f700ea1b6045cb6b2d7">mpdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span>
304	<a name="l00383"></a>00383 <span class="keywordflow">if</span> (_rv()._dsize()>0){
305	<a name="l00384"></a>00384 <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = _rv().<a class="code" href="classbdm_1_1RV.html#627222f49abc5d07e5e8aecac7708ee2" title="create new RV from the current one with time shifted by given value">copy_t</a>(-1);
306	<a name="l00385"></a>00385 }
307	<a name="l00386"></a>00386 vec beta0;
308	<a name="l00387"></a>00387 <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (beta0, <span class="keyword">set</span>, <span class="stringliteral">"beta0"</span>, UI::optional)){
309	<a name="l00388"></a>00388 beta0 = ones(_rv()._dsize());
310	<a name="l00389"></a>00389 }
311	<a name="l00390"></a>00390 <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>, <span class="keyword">set</span>, <span class="stringliteral">"betac"</span>, UI::optional)){
312	<a name="l00391"></a>00391 <a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a> = 0.1*ones(_rv()._dsize());
313	<a name="l00392"></a>00392 }
314	<a name="l00393"></a>00393 <a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a> = beta0;
315	<a name="l00394"></a>00394
316	<a name="l00395"></a>00395 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mDirich.html#cf9baed9baab754872ec59b9d45bf164" title="constant of the random walk">k</a>, <span class="keyword">set</span>, <span class="stringliteral">"k"</span>, UI::compulsory);
317	<a name="l00396"></a>00396 <a class="code" href="classbdm_1_1mDirich.html#bd6dfd941c1cf5092b02d23f58d7bde4" title="This method TODO.">validate</a>();
318	<a name="l00397"></a>00397 }
319	<a name="l00398"></a><a class="code" href="classbdm_1_1mDirich.html#bd6dfd941c1cf5092b02d23f58d7bde4">00398</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#bd6dfd941c1cf5092b02d23f58d7bde4" title="This method TODO.">validate</a>() {
320	<a name="l00399"></a>00399 <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eDirich.html#3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>();
321	<a name="l00400"></a>00400 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>.length()==<a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>.length(),<span class="stringliteral">"beta0 and betac are not compatible"</span>);
322	<a name="l00401"></a>00401 <span class="keywordflow">if</span> (_rv().<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()>0){
323	<a name="l00402"></a>00402 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" 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>);
324	<a name="l00403"></a>00403 }
325	<a name="l00404"></a>00404 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>.length();
326	<a name="l00405"></a>00405 };
327	<a name="l00406"></a>00406 };
328	<a name="l00407"></a>00407 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(mDirich);
329	<a name="l00408"></a>00408
330	<a name="l00410"></a><a class="code" href="classbdm_1_1multiBM.html">00410</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>
331	<a name="l00411"></a>00411 {
332	<a name="l00412"></a>00412 <span class="keyword">protected</span>:
333	<a name="l00414"></a><a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a">00414</a> <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> <a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>;
334	<a name="l00416"></a><a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25">00416</a> vec &<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;
335	<a name="l00417"></a>00417 <span class="keyword">public</span>:
336	<a name="l00419"></a><a class="code" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf">00419</a> <a class="code" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> (), <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> (<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta()) {
337	<a name="l00420"></a>00420 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>.length() > 0) {<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
338	<a name="l00421"></a>00421 <span class="keywordflow">else</span>{<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = 0.0;}
339	<a name="l00422"></a>00422 }
340	<a name="l00424"></a><a class="code" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31">00424</a> <a class="code" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> (B.<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>), <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> (<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta()) {}
341	<a name="l00426"></a><a class="code" href="classbdm_1_1multiBM.html#dbe6b90d410dc062a233d1dc09eeba52">00426</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#dbe6b90d410dc062a233d1dc09eeba52" 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#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> = mB-><a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;}
342	<a name="l00427"></a><a class="code" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">00427</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95" title="Incremental Bayes rule.">bayes</a> (<span class="keyword">const</span> vec &dt) {
343	<a name="l00428"></a>00428 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> < 1.0) {<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> *= <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
344	<a name="l00429"></a>00429 <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> += dt;
345	<a name="l00430"></a>00430 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" 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#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> = <a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - <a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;}
346	<a name="l00431"></a>00431 }
347	<a name="l00432"></a><a class="code" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">00432</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">logpred</a> (<span class="keyword">const</span> vec &dt)<span class="keyword"> const </span>{
348	<a name="l00433"></a>00433 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> pred (<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>);
349	<a name="l00434"></a>00434 vec &<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> = pred.<a class="code" href="classbdm_1_1eDirich.html#175e0add26d2105c28d8121eefb9e324" title="access function">_beta</a>();
350	<a name="l00435"></a>00435
351	<a name="l00436"></a>00436 <span class="keywordtype">double</span> lll;
352	<a name="l00437"></a>00437 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> < 1.0)
353	<a name="l00438"></a>00438 {beta *= <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;lll = pred.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
354	<a name="l00439"></a>00439 <span class="keywordflow">else</span>
355	<a name="l00440"></a>00440 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" 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#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;}
356	<a name="l00441"></a>00441 <span class="keywordflow">else</span>{lll = pred.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
357	<a name="l00442"></a>00442
358	<a name="l00443"></a>00443 beta += dt;
359	<a name="l00444"></a>00444 <span class="keywordflow">return</span> pred.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - lll;
360	<a name="l00445"></a>00445 }
361	<a name="l00446"></a><a class="code" href="classbdm_1_1multiBM.html#aaeb18c989088feb8d26d300e4971732">00446</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#aaeb18c989088feb8d26d300e4971732" 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) {
362	<a name="l00447"></a>00447 <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);
363	<a name="l00448"></a>00448 <span class="comment">// sum(beta) should be equal to sum(B.beta)</span>
364	<a name="l00449"></a>00449 <span class="keyword">const</span> vec &Eb = E-><a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;<span class="comment">//const_cast<multiBM*> ( E )->_beta();</span>
365	<a name="l00450"></a>00450 <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> *= (sum (Eb) / sum (<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>));
366	<a name="l00451"></a>00451 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" 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#06e7b3ac03e10017d4288c76888e2865" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
367	<a name="l00452"></a>00452 }
368	<a name="l00454"></a><a class="code" href="classbdm_1_1multiBM.html#31ff93f89473f099e489b9e1dc8d9513">00454</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#31ff93f89473f099e489b9e1dc8d9513" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>;};
369	<a name="l00456"></a><a class="code" href="classbdm_1_1multiBM.html#7a480eace4446661bacca94c57499f01">00456</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#7a480eace4446661bacca94c57499f01" title="constructor function">set_parameters</a> (<span class="keyword">const</span> vec &beta0) {
370	<a name="l00457"></a>00457 <a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.set_parameters (beta0);
371	<a name="l00458"></a>00458 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" 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#06e7b3ac03e10017d4288c76888e2865" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
372	<a name="l00459"></a>00459 }
373	<a name="l00460"></a>00460 };
374	<a name="l00461"></a>00461
375	<a name="l00471"></a><a class="code" href="classbdm_1_1egamma.html">00471</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>
376	<a name="l00472"></a>00472 {
377	<a name="l00473"></a>00473 <span class="keyword">protected</span>:
378	<a name="l00475"></a><a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa">00475</a> vec <a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>;
379	<a name="l00477"></a><a class="code" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1">00477</a> vec <a class="code" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>;
380	<a name="l00478"></a>00478 <span class="keyword">public</span> :
381	<a name="l00481"></a>00481 <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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> (0), <a class="code" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> (0) {};
382	<a name="l00482"></a>00482 <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);};
383	<a name="l00483"></a>00483 <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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> = a, <a class="code" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> = b;<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length();};
384	<a name="l00485"></a>00485
385	<a name="l00486"></a>00486 vec <a class="code" href="classbdm_1_1egamma.html#6ed82f0fd05f6002487256d8e75a0bbd" title="Returns a sample, from density .">sample</a>() <span class="keyword">const</span>;
386	<a name="l00487"></a>00487 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egamma.html#a8e11e5a580ff42a1b205974c60768c6" title="Evaluate normalized log-probability.">evallog</a> (<span class="keyword">const</span> vec &val) <span class="keyword">const</span>;
387	<a name="l00488"></a>00488 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egamma.html#9a66cbd100e8520c769ccb3c451f86f8" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>;
388	<a name="l00490"></a><a class="code" href="classbdm_1_1egamma.html#0865cb3d6339fdc7410806cf70a329ed">00490</a> vec& <a class="code" href="classbdm_1_1egamma.html#0865cb3d6339fdc7410806cf70a329ed" 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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>;}
389	<a name="l00492"></a><a class="code" href="classbdm_1_1egamma.html#c42cadd9cbd344caaa69b0b433cd16ca">00492</a> vec& <a class="code" href="classbdm_1_1egamma.html#c42cadd9cbd344caaa69b0b433cd16ca" title="Returns pointer to internal beta. Potentially dengerous: use with care!">_beta</a>() {<span class="keywordflow">return</span> beta;}
390	<a name="l00493"></a><a class="code" href="classbdm_1_1egamma.html#49d256c42cce14c6faa56ec242b57e85">00493</a> vec <a class="code" href="classbdm_1_1egamma.html#49d256c42cce14c6faa56ec242b57e85" 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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, beta);}
391	<a name="l00494"></a><a class="code" href="classbdm_1_1egamma.html#36986cc01917cd0796fadc17125bdec1">00494</a> vec <a class="code" href="classbdm_1_1egamma.html#36986cc01917cd0796fadc17125bdec1" 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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, elem_mult (beta, beta)); }
392	<a name="l00495"></a>00495
393	<a name="l00506"></a><a class="code" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">00506</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
394	<a name="l00507"></a>00507 <a class="code" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv</span>
395	<a name="l00508"></a>00508 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, <span class="keyword">set</span>, <span class="stringliteral">"alpha"</span>, UI::compulsory);
396	<a name="l00509"></a>00509 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (beta, <span class="keyword">set</span>, <span class="stringliteral">"beta"</span>, UI::compulsory);
397	<a name="l00510"></a>00510 <a class="code" href="classbdm_1_1egamma.html#c3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>();
398	<a name="l00511"></a>00511 }
399	<a name="l00512"></a><a class="code" href="classbdm_1_1egamma.html#c3a8d8ae8ba79d0fb35036711fa7d127">00512</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#c3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>() {
400	<a name="l00513"></a>00513 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length() == beta.length(), <span class="stringliteral">"parameters do not match"</span>);
401	<a name="l00514"></a>00514 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length();
402	<a name="l00515"></a>00515 }
403	<a name="l00516"></a>00516 };
404	<a name="l00517"></a>00517 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (egamma);
405	<a name="l00518"></a>00518 SHAREDPTR ( egamma );
406	<a name="l00519"></a>00519
407	<a name="l00536"></a><a class="code" href="classbdm_1_1eigamma.html">00536</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>
408	<a name="l00537"></a>00537 {
409	<a name="l00538"></a>00538 <span class="keyword">protected</span>:
410	<a name="l00539"></a>00539 <span class="keyword">public</span> :
411	<a name="l00544"></a>00544
412	<a name="l00545"></a><a class="code" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f">00545</a> vec <a class="code" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f" 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#3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample, from density .">egamma::sample</a>();};
413	<a name="l00547"></a><a class="code" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb">00547</a> vec <a class="code" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb" 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#457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>, <a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> - 1);}
414	<a name="l00548"></a><a class="code" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133">00548</a> vec <a class="code" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{vec mea = <a class="code" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb" 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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> - 2);}
415	<a name="l00549"></a>00549 };
416	<a name="l00550"></a>00550 <span class="comment">/*</span>
417	<a name="l00552"></a>00552 <span class="comment">class emix : public epdf {</span>
418	<a name="l00553"></a>00553 <span class="comment">protected:</span>
419	<a name="l00554"></a>00554 <span class="comment"> int n;</span>
420	<a name="l00555"></a>00555 <span class="comment"> vec &w;</span>
421	<a name="l00556"></a>00556 <span class="comment"> Array<epdf*> Coms;</span>
422	<a name="l00557"></a>00557 <span class="comment">public:</span>
423	<a name="l00559"></a>00559 <span class="comment"> emix ( const RV &rv, vec &w0): epdf(rv), n(w0.length()), w(w0), Coms(n) {};</span>
424	<a name="l00560"></a>00560 <span class="comment"> void set_parameters( int &i, double wi, epdf* ep){w(i)=wi;Coms(i)=ep;}</span>
425	<a name="l00561"></a>00561 <span class="comment"> vec mean(){vec pom; for(int i=0;i<n;i++){pom+=Coms(i)->mean()*w(i);} return pom;};</span>
426	<a name="l00562"></a>00562 <span class="comment">};</span>
427	<a name="l00563"></a>00563 <span class="comment">*/</span>
428	<a name="l00564"></a>00564
429	<a name="l00566"></a>00566
430	<a name="l00567"></a><a class="code" href="classbdm_1_1euni.html">00567</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>
431	<a name="l00568"></a>00568 {
432	<a name="l00569"></a>00569 <span class="keyword">protected</span>:
433	<a name="l00571"></a><a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32">00571</a> vec <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>;
434	<a name="l00573"></a><a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1">00573</a> vec <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>;
435	<a name="l00575"></a><a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c">00575</a> vec <a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>;
436	<a name="l00577"></a><a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20">00577</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>;
437	<a name="l00579"></a><a class="code" href="classbdm_1_1euni.html#3e63be48dd58659663ca60cd18700476">00579</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>;
438	<a name="l00580"></a>00580 <span class="keyword">public</span>:
439	<a name="l00583"></a>00583 <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> () {}
440	<a name="l00584"></a>00584 <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);}
441	<a name="l00585"></a>00585 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &low0, <span class="keyword">const</span> vec &high0) {
442	<a name="l00586"></a>00586 <a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> = high0 - low0;
443	<a name="l00587"></a>00587 <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0;
444	<a name="l00588"></a>00588 <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0;
445	<a name="l00589"></a>00589 <a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a> = prod (1.0 / <a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>);
446	<a name="l00590"></a>00590 <a class="code" href="classbdm_1_1euni.html#3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a> = log (<a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>);
447	<a name="l00591"></a>00591 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length();
448	<a name="l00592"></a>00592 }
449	<a name="l00594"></a>00594
450	<a name="l00595"></a><a class="code" href="classbdm_1_1euni.html#caa07b8307bd793d5339d6583e0aba81">00595</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#caa07b8307bd793d5339d6583e0aba81" 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>{
451	<a name="l00596"></a>00596 <span class="keywordflow">if</span> (any (val < <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) && any (val > <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>)) {<span class="keywordflow">return</span> inf;}
452	<a name="l00597"></a>00597 <span class="keywordflow">else</span> <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>;
453	<a name="l00598"></a>00598 }
454	<a name="l00599"></a><a class="code" href="classbdm_1_1euni.html#fc5df80359ead2918384b2004ce67194">00599</a> vec <a class="code" href="classbdm_1_1euni.html#fc5df80359ead2918384b2004ce67194" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{
455	<a name="l00600"></a>00600 vec smp (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
456	<a name="l00601"></a>00601 <span class="preprocessor">#pragma omp critical</span>
457	<a name="l00602"></a>00602 <span class="preprocessor"></span> UniRNG.sample_vector (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> , smp);
458	<a name="l00603"></a>00603 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> + elem_mult (<a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>, smp);
459	<a name="l00604"></a>00604 }
460	<a name="l00606"></a><a class="code" href="classbdm_1_1euni.html#46caa8c13aba2e6228f964208918b226">00606</a> vec <a class="code" href="classbdm_1_1euni.html#46caa8c13aba2e6228f964208918b226" 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#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> -<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) / 2.0;}
461	<a name="l00607"></a><a class="code" href="classbdm_1_1euni.html#951f932155111f6053c980f672b4c22c">00607</a> vec <a class="code" href="classbdm_1_1euni.html#951f932155111f6053c980f672b4c22c" 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#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, 2) + pow (<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, 2) + elem_mult (<a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>)) / 3.0;}
462	<a name="l00618"></a><a class="code" href="classbdm_1_1euni.html#77f5fef1f006fe056066da23b9e5f042">00618</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#77f5fef1f006fe056066da23b9e5f042">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
463	<a name="l00619"></a>00619 <a class="code" href="classbdm_1_1euni.html#77f5fef1f006fe056066da23b9e5f042">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span>
464	<a name="l00620"></a>00620
465	<a name="l00621"></a>00621 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <span class="keyword">set</span>, <span class="stringliteral">"high"</span>, UI::compulsory);
466	<a name="l00622"></a>00622 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, <span class="keyword">set</span>, <span class="stringliteral">"low"</span>, UI::compulsory);
467	<a name="l00623"></a>00623 set_parameters(<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>,<a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>);
468	<a name="l00624"></a>00624 <a class="code" href="classbdm_1_1euni.html#70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>();
469	<a name="l00625"></a>00625 }
470	<a name="l00626"></a><a class="code" href="classbdm_1_1euni.html#70c5a7dcf7cb0f7ea83b9165f31868e9">00626</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>() {
471	<a name="l00627"></a>00627 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>.length()==<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length(), <span class="stringliteral">"Incompatible high and low vectors"</span>);
472	<a name="l00628"></a>00628 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>.length();
473	<a name="l00629"></a>00629 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (min (<a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>) > 0.0, <span class="stringliteral">"bad support"</span>);
474	<a name="l00630"></a>00630 }
475	<a name="l00631"></a>00631 };
476	<a name="l00632"></a>00632 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(euni);
477	<a name="l00633"></a>00633
478	<a name="l00639"></a>00639 <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 >
479	<a name="l00640"></a><a class="code" href="classbdm_1_1mlnorm.html">00640</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> >
480	<a name="l00641"></a>00641 {
481	<a name="l00642"></a>00642 <span class="keyword">protected</span>:
482	<a name="l00644"></a><a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42">00644</a> mat <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>;
483	<a name="l00646"></a><a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6">00646</a> vec <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;
484	<a name="l00647"></a>00647 <span class="comment">// vec& _mu; //cached epdf.mu; !!!!!! WHY NOT?</span>
485	<a name="l00648"></a>00648 <span class="keyword">public</span>:
486	<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>() : <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> >() {};
487	<a name="l00652"></a>00652 <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#c71bbf59fc732beb2b459d7117bd6e42" 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> >() {
488	<a name="l00653"></a>00653 <a class="code" href="classbdm_1_1mlnorm.html#04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (A, mu0, R);
489	<a name="l00654"></a>00654 }
490	<a name="l00655"></a>00655
491	<a name="l00657"></a><a class="code" href="classbdm_1_1mlnorm.html#04f7c6cda7b2f95161dd5fbcf15d1fd5">00657</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#04f7c6cda7b2f95161dd5fbcf15d1fd5" 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) {
492	<a name="l00658"></a>00658 this-><a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (A0.rows()), R0);
493	<a name="l00659"></a>00659 <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0;
494	<a name="l00660"></a>00660 <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0;
495	<a name="l00661"></a>00661 this-><a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = A0.cols();
496	<a name="l00662"></a>00662 }
497	<a name="l00665"></a><a class="code" href="classbdm_1_1mlnorm.html#c2895ae549ee76d961be98d7061bd110">00665</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#c2895ae549ee76d961be98d7061bd110">condition</a> (<span class="keyword">const</span> vec &cond) {
498	<a name="l00666"></a>00666 this-><a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;
499	<a name="l00667"></a>00667 <span class="comment">//R is already assigned;</span>
500	<a name="l00668"></a>00668 }
501	<a name="l00669"></a>00669
502	<a name="l00671"></a><a class="code" href="classbdm_1_1mlnorm.html#f6b0b4b0b17271525ad02660a4087cf7">00671</a> <span class="keyword">const</span> vec& <a class="code" href="classbdm_1_1mlnorm.html#f6b0b4b0b17271525ad02660a4087cf7" title="access function">_mu_const</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;}
503	<a name="l00673"></a><a class="code" href="classbdm_1_1mlnorm.html#55e1bd7fa70b852bd7fe50ce72fb8f23">00673</a> <span class="keyword">const</span> mat& <a class="code" href="classbdm_1_1mlnorm.html#55e1bd7fa70b852bd7fe50ce72fb8f23" title="access function">_A</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>;}
504	<a name="l00675"></a><a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43">00675</a> mat <a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" 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#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._R().to_mat(); }
505	<a name="l00676"></a>00676
506	<a name="l00678"></a>00678 <span class="keyword">template</span><<span class="keyword">typename</span> sq_M>
507	<a name="l00679"></a>00679 <span class="keyword">friend</span> std::ostream &operator<< (std::ostream &os, mlnorm<sq_M, enorm> &ml);
508	<a name="l00680"></a>00680
509	<a name="l00691"></a><a class="code" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">00691</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
510	<a name="l00692"></a>00692 <a class="code" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">mpdf::from_setting</a> (<span class="keyword">set</span>);
511	<a name="l00693"></a>00693
512	<a name="l00694"></a>00694 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">set</span>, <span class="stringliteral">"A"</span>, UI::compulsory);
513	<a name="l00695"></a>00695 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, <span class="keyword">set</span>, <span class="stringliteral">"const"</span>, UI::compulsory);
514	<a name="l00696"></a>00696 mat R0;
515	<a name="l00697"></a>00697 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R0, <span class="keyword">set</span>, <span class="stringliteral">"R"</span>, UI::compulsory);
516	<a name="l00698"></a>00698 <a class="code" href="classbdm_1_1mlnorm.html#04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (<a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, R0);
517	<a name="l00699"></a>00699 <a class="code" href="classbdm_1_1mlnorm.html#cafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>();
518	<a name="l00700"></a>00700 };
519	<a name="l00701"></a><a class="code" href="classbdm_1_1mlnorm.html#cafcb3fb9bad8ff5fd51897f6eb10924">00701</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#cafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>() {
520	<a name="l00702"></a>00702 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">"mlnorm: A vs. mu mismatch"</span>);
521	<a name="l00703"></a>00703 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>().rows(), <span class="stringliteral">"mlnorm: A vs. R mismatch"</span>);
522	<a name="l00704"></a>00704
523	<a name="l00705"></a>00705 }
524	<a name="l00706"></a>00706 };
525	<a name="l00707"></a>00707 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,ldmat);
526	<a name="l00708"></a>00708 SHAREDPTR2 ( mlnorm, ldmat );
527	<a name="l00709"></a>00709 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,fsqmat);
528	<a name="l00710"></a>00710 SHAREDPTR2 ( mlnorm, fsqmat );
529	<a name="l00711"></a>00711 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm, chmat);
530	<a name="l00712"></a>00712 SHAREDPTR2 ( mlnorm, chmat );
531	<a name="l00713"></a>00713
532	<a name="l00715"></a>00715 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
533	<a name="l00716"></a><a class="code" href="classbdm_1_1mgnorm.html">00716</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 > >
534	<a name="l00717"></a>00717 {
535	<a name="l00718"></a>00718 <span class="keyword">private</span>:
536	<a name="l00719"></a>00719 <span class="comment">// vec &mu; WHY NOT?</span>
537	<a name="l00720"></a>00720 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<fnc></a> g;
538	<a name="l00721"></a>00721
539	<a name="l00722"></a>00722 <span class="keyword">public</span>:
540	<a name="l00724"></a><a class="code" href="classbdm_1_1mgnorm.html#1b014915d74470d3efab74e07cacb97d">00724</a> <a class="code" href="classbdm_1_1mgnorm.html#1b014915d74470d3efab74e07cacb97d" 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> >() { }
541	<a name="l00726"></a>00726 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#b736332d20e418bf50d45836e129f339" 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);
542	<a name="l00727"></a>00727 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#b31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &cond);
543	<a name="l00728"></a>00728
544	<a name="l00729"></a>00729
545	<a name="l00748"></a><a class="code" href="classbdm_1_1mgnorm.html#d717dacc6a9eb967f8410994dc6dc6f9">00748</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#d717dacc6a9eb967f8410994dc6dc6f9">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
546	<a name="l00749"></a>00749 <a class="code" href="classbdm_1_1mgnorm.html#d717dacc6a9eb967f8410994dc6dc6f9">mpdf::from_setting</a>(<span class="keyword">set</span>);
547	<a name="l00750"></a>00750 <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);
548	<a name="l00751"></a>00751
549	<a name="l00752"></a>00752 mat R;
550	<a name="l00753"></a>00753 vec dR;
551	<a name="l00754"></a>00754 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (dR, <span class="keyword">set</span>, <span class="stringliteral">"dR"</span>))
552	<a name="l00755"></a>00755 R = diag (dR);
553	<a name="l00756"></a>00756 <span class="keywordflow">else</span>
554	<a name="l00757"></a>00757 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R, <span class="keyword">set</span>, <span class="stringliteral">"R"</span>, UI::compulsory);
555	<a name="l00758"></a>00758
556	<a name="l00759"></a>00759 <a class="code" href="classbdm_1_1mgnorm.html#b736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (g, R);
557	<a name="l00760"></a>00760 <a class="code" href="classbdm_1_1mgnorm.html#a5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>();
558	<a name="l00761"></a>00761 }
559	<a name="l00762"></a><a class="code" href="classbdm_1_1mgnorm.html#a5cbae3b521d010016af26a3a3124158">00762</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#a5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>() {
560	<a name="l00763"></a>00763 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(g->dimension()==this->dimension(),<span class="stringliteral">"incompatible function"</span>);
561	<a name="l00764"></a>00764 }
562	<a name="l00765"></a>00765 };
563	<a name="l00766"></a>00766
564	<a name="l00767"></a>00767 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mgnorm, chmat);
565	<a name="l00768"></a>00768 SHAREDPTR2 ( mgnorm, chmat );
566	<a name="l00769"></a>00769
567	<a name="l00770"></a>00770
568	<a name="l00778"></a><a class="code" href="classbdm_1_1mlstudent.html">00778</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>
569	<a name="l00779"></a>00779 {
570	<a name="l00780"></a>00780 <span class="keyword">protected</span>:
571	<a name="l00782"></a><a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657">00782</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#41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a>;
572	<a name="l00784"></a><a class="code" href="classbdm_1_1mlstudent.html#72e9bda4d6684e07faafc4b2192daf39">00784</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#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>;
573	<a name="l00786"></a><a class="code" href="classbdm_1_1mlstudent.html#1c063ad6cb6e079ee11bc4128c2c9fe8">00786</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#1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a>;
574	<a name="l00787"></a>00787 <span class="keyword">public</span>:
575	<a name="l00788"></a>00788 <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>> (),
576	<a name="l00789"></a>00789 <a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a> (), <a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>()) {}
577	<a name="l00791"></a><a class="code" href="classbdm_1_1mlstudent.html#4cdf79aac1b2165c0290e73810a0e4a3">00791</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#4cdf79aac1b2165c0290e73810a0e4a3" 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) {
578	<a name="l00792"></a>00792 <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (mu0, R0);<span class="comment">// was Lambda, why?</span>
579	<a name="l00793"></a>00793 <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0;
580	<a name="l00794"></a>00794 <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0;
581	<a name="l00795"></a>00795 <a class="code" href="classbdm_1_1mlstudent.html#1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a> = R0;
582	<a name="l00796"></a>00796 <a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a> = Lambda0;
583	<a name="l00797"></a>00797 }
584	<a name="l00798"></a><a class="code" href="classbdm_1_1mlstudent.html#efd37560585c8613897f30d3c2f58d0d">00798</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#efd37560585c8613897f30d3c2f58d0d">condition</a> (<span class="keyword">const</span> vec &cond) {
585	<a name="l00799"></a>00799 <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;
586	<a name="l00800"></a>00800 <span class="keywordtype">double</span> zeta;
587	<a name="l00801"></a>00801 <span class="comment">//ugly hack!</span>
588	<a name="l00802"></a>00802 <span class="keywordflow">if</span> ( (cond.length() + 1) == <a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a>.<a class="code" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>()) {
589	<a name="l00803"></a>00803 zeta = <a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a>.<a class="code" href="classbdm_1_1ldmat.html#f743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> (concat (cond, vec_1 (1.0)));
590	<a name="l00804"></a>00804 } <span class="keywordflow">else</span> {
591	<a name="l00805"></a>00805 zeta = <a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657" title="Variable from theory.">Lambda</a>.<a class="code" href="classbdm_1_1ldmat.html#f743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> (cond);
592	<a name="l00806"></a>00806 }
593	<a name="l00807"></a>00807 <a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> = <a class="code" href="classbdm_1_1mlstudent.html#1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a>;
594	<a name="l00808"></a>00808 <a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> *= (1 + zeta);<span class="comment">// / ( nu ); << nu is in Re!!!!!!</span>
595	<a name="l00809"></a>00809 };
596	<a name="l00810"></a>00810
597	<a name="l00811"></a><a class="code" href="classbdm_1_1mlstudent.html#55869e091bca0e2af1c3667c05ba6261">00811</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#55869e091bca0e2af1c3667c05ba6261" title="This method TODO.">validate</a>() {
598	<a name="l00812"></a>00812 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">"mlstudent: A vs. mu mismatch"</span>);
599	<a name="l00813"></a>00813 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows(), <span class="stringliteral">"mlstudent: A vs. R mismatch"</span>);
600	<a name="l00814"></a>00814
601	<a name="l00815"></a>00815 }
602	<a name="l00816"></a>00816 };
603	<a name="l00826"></a><a class="code" href="classbdm_1_1mgamma.html">00826</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>
604	<a name="l00827"></a>00827 {
605	<a name="l00828"></a>00828 <span class="keyword">protected</span>:
606	<a name="l00829"></a>00829
607	<a name="l00831"></a><a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">00831</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>;
608	<a name="l00832"></a>00832
609	<a name="l00834"></a><a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">00834</a> vec &<a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>;
610	<a name="l00835"></a>00835
611	<a name="l00836"></a>00836 <span class="keyword">public</span>:
612	<a name="l00838"></a><a class="code" href="classbdm_1_1mgamma.html#1a9dc8661e5b214a8185d6e6b9956eb1">00838</a> <a class="code" href="classbdm_1_1mgamma.html#1a9dc8661e5b214a8185d6e6b9956eb1" 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#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> (0),
613	<a name="l00839"></a>00839 <a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>()) {
614	<a name="l00840"></a>00840 }
615	<a name="l00841"></a>00841
616	<a name="l00843"></a>00843 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#a0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">const</span> vec &beta0);
617	<a name="l00844"></a>00844
618	<a name="l00845"></a><a class="code" href="classbdm_1_1mgamma.html#8996500f1885e39cde30221b20900bff">00845</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#8996500f1885e39cde30221b20900bff" 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#3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / val;};
619	<a name="l00857"></a><a class="code" href="classbdm_1_1mgamma.html#da2af0f327e5452bee71d1bf97452ae4">00857</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#da2af0f327e5452bee71d1bf97452ae4">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>) {
620	<a name="l00858"></a>00858 <a class="code" href="classbdm_1_1mgamma.html#da2af0f327e5452bee71d1bf97452ae4">mpdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span>
621	<a name="l00859"></a>00859 vec betatmp; <span class="comment">// ugly but necessary</span>
622	<a name="l00860"></a>00860 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (betatmp, <span class="keyword">set</span>, <span class="stringliteral">"beta"</span>, UI::compulsory);
623	<a name="l00861"></a>00861 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">set</span>, <span class="stringliteral">"k"</span>, UI::compulsory);
624	<a name="l00862"></a>00862 <a class="code" href="classbdm_1_1mgamma.html#a0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, betatmp);
625	<a name="l00863"></a>00863 }
626	<a name="l00864"></a>00864 };
627	<a name="l00865"></a>00865 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (mgamma);
628	<a name="l00866"></a>00866 SHAREDPTR (mgamma);
629	<a name="l00867"></a>00867
630	<a name="l00877"></a><a class="code" href="classbdm_1_1migamma.html">00877</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>
631	<a name="l00878"></a>00878 {
632	<a name="l00879"></a>00879 <span class="keyword">protected</span>:
633	<a name="l00881"></a><a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c">00881</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>;
634	<a name="l00882"></a>00882
635	<a name="l00884"></a><a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc">00884</a> vec &<a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>;
636	<a name="l00885"></a>00885
637	<a name="l00887"></a><a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5">00887</a> vec &<a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>;
638	<a name="l00888"></a>00888
639	<a name="l00889"></a>00889 <span class="keyword">public</span>:
640	<a name="l00892"></a>00892 <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>>(),
641	<a name="l00893"></a>00893 <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0),
642	<a name="l00894"></a>00894 <a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>()),
643	<a name="l00895"></a>00895 <a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>()) {
644	<a name="l00896"></a>00896 }
645	<a name="l00897"></a>00897
646	<a name="l00898"></a>00898 <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>>(),
647	<a name="l00899"></a>00899 <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0),
648	<a name="l00900"></a>00900 <a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>()),
649	<a name="l00901"></a>00901 <a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>()) {
650	<a name="l00902"></a>00902 }
651	<a name="l00904"></a>00904
652	<a name="l00906"></a><a class="code" href="classbdm_1_1migamma.html#8b10ab922e2a7bae2fb6bb3efc7b6151">00906</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#8b10ab922e2a7bae2fb6bb3efc7b6151" title="Set value of k.">set_parameters</a> (<span class="keywordtype">int</span> len, <span class="keywordtype">double</span> k0) {
653	<a name="l00907"></a>00907 <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = k0;
654	<a name="l00908"></a>00908 <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters ( (1.0 / (<a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a><a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>) + 2.0) ones (len) <span class="comment">/alpha/</span>, ones (len) <span class="comment">/beta/</span>);
655	<a name="l00909"></a>00909 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
656	<a name="l00910"></a>00910 };
657	<a name="l00911"></a><a class="code" href="classbdm_1_1migamma.html#7a34b1e2e3aa2250d7c0ed7df1665b8c">00911</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#7a34b1e2e3aa2250d7c0ed7df1665b8c" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &val) {
658	<a name="l00912"></a>00912 <a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> = elem_mult (val, (<a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> - 1.0));
659	<a name="l00913"></a>00913 };
660	<a name="l00914"></a>00914 };
661	<a name="l00915"></a>00915
662	<a name="l00916"></a>00916
663	<a name="l00928"></a><a class="code" href="classbdm_1_1mgamma__fix.html">00928</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>
664	<a name="l00929"></a>00929 {
665	<a name="l00930"></a>00930 <span class="keyword">protected</span>:
666	<a name="l00932"></a><a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa">00932</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>;
667	<a name="l00934"></a><a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2">00934</a> vec <a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>;
668	<a name="l00935"></a>00935 <span class="keyword">public</span>:
669	<a name="l00937"></a><a class="code" href="classbdm_1_1mgamma__fix.html#9a31bc9b4b60188a18a2a6b588dc4b2d">00937</a> <a class="code" href="classbdm_1_1mgamma__fix.html#9a31bc9b4b60188a18a2a6b588dc4b2d" 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#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> () {};
670	<a name="l00939"></a><a class="code" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2">00939</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0) {
671	<a name="l00940"></a>00940 <a class="code" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">mgamma::set_parameters</a> (k0, ref0);
672	<a name="l00941"></a>00941 <a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> = pow (ref0, 1.0 - l0);<a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a> = l0;
673	<a name="l00942"></a>00942 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
674	<a name="l00943"></a>00943 };
675	<a name="l00944"></a>00944
676	<a name="l00945"></a><a class="code" href="classbdm_1_1mgamma__fix.html#1d539591deb7a38bb3403c2b396c8ff7">00945</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#1d539591deb7a38bb3403c2b396c8ff7" 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#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>)); <a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / mean;};
677	<a name="l00946"></a>00946 };
678	<a name="l00947"></a>00947
679	<a name="l00948"></a>00948
680	<a name="l00961"></a><a class="code" href="classbdm_1_1migamma__ref.html">00961</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>
681	<a name="l00962"></a>00962 {
682	<a name="l00963"></a>00963 <span class="keyword">protected</span>:
683	<a name="l00965"></a><a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d">00965</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>;
684	<a name="l00967"></a><a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6">00967</a> vec <a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>;
685	<a name="l00968"></a>00968 <span class="keyword">public</span>:
686	<a name="l00970"></a><a class="code" href="classbdm_1_1migamma__ref.html#f45b15a10f084991ba6b48295f10421f">00970</a> <a class="code" href="classbdm_1_1migamma__ref.html#f45b15a10f084991ba6b48295f10421f" 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#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> () {};
687	<a name="l00972"></a><a class="code" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800">00972</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0) {
688	<a name="l00973"></a>00973 <a class="code" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">migamma::set_parameters</a> (ref0.length(), k0);
689	<a name="l00974"></a>00974 <a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> = pow (ref0, 1.0 - l0);
690	<a name="l00975"></a>00975 <a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = l0;
691	<a name="l00976"></a>00976 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
692	<a name="l00977"></a>00977 };
693	<a name="l00978"></a>00978
694	<a name="l00979"></a><a class="code" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a">00979</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &val) {
695	<a name="l00980"></a>00980 vec mean = elem_mult (<a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>));
696	<a name="l00981"></a>00981 <a class="code" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">migamma::condition</a> (mean);
697	<a name="l00982"></a>00982 };
698	<a name="l00983"></a>00983
699	<a name="l00984"></a>00984
700	<a name="l00997"></a>00997 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>);
701	<a name="l00998"></a>00998
702	<a name="l00999"></a>00999 <span class="comment">// TODO dodelat void to_setting( Setting &set ) const;</span>
703	<a name="l01000"></a>01000 };
704	<a name="l01001"></a>01001
705	<a name="l01002"></a>01002
706	<a name="l01003"></a>01003 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (migamma_ref);
707	<a name="l01004"></a>01004 SHAREDPTR (migamma_ref);
708	<a name="l01005"></a>01005
709	<a name="l01016"></a><a class="code" href="classbdm_1_1elognorm.html">01016</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>
710	<a name="l01017"></a>01017 {
711	<a name="l01018"></a>01018 <span class="keyword">public</span>:
712	<a name="l01019"></a><a class="code" href="classbdm_1_1elognorm.html#8b948e2bce1253765a2542199913aaba">01019</a> vec <a class="code" href="classbdm_1_1elognorm.html#8b948e2bce1253765a2542199913aaba" 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>());};
713	<a name="l01020"></a><a class="code" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea">01020</a> vec <a class="code" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec var = <a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">enorm<ldmat>::variance</a>();<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> - 0.5*var);};
714	<a name="l01021"></a>01021
715	<a name="l01022"></a>01022 };
716	<a name="l01023"></a>01023
717	<a name="l01030"></a><a class="code" href="classbdm_1_1mlognorm.html">01030</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>
718	<a name="l01031"></a>01031 {
719	<a name="l01032"></a>01032 <span class="keyword">protected</span>:
720	<a name="l01034"></a><a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a">01034</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>;
721	<a name="l01035"></a>01035
722	<a name="l01037"></a><a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2">01037</a> vec &<a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a>;
723	<a name="l01038"></a>01038 <span class="keyword">public</span>:
724	<a name="l01040"></a><a class="code" href="classbdm_1_1mlognorm.html#a5d6eb2688d02e0348b96c4fbd7bde41">01040</a> <a class="code" href="classbdm_1_1mlognorm.html#a5d6eb2688d02e0348b96c4fbd7bde41" 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>>(),
725	<a name="l01041"></a>01041 <a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> (0),
726	<a name="l01042"></a>01042 <a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu()) {
727	<a name="l01043"></a>01043 }
728	<a name="l01044"></a>01044
729	<a name="l01046"></a><a class="code" href="classbdm_1_1mlognorm.html#604cab0e8a76f9041dc3c606043bb39f">01046</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#604cab0e8a76f9041dc3c606043bb39f" title="Set value of k.">set_parameters</a> (<span class="keywordtype">int</span> size, <span class="keywordtype">double</span> k) {
730	<a name="l01047"></a>01047 <a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2sigma^2">sig2</a> = 0.5 log (k * k + 1);
731	<a name="l01048"></a>01048 <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (size), 2<a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2sigma^2">sig2</a>*eye (size));
732	<a name="l01049"></a>01049
733	<a name="l01050"></a>01050 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size;
734	<a name="l01051"></a>01051 };
735	<a name="l01052"></a>01052
736	<a name="l01053"></a><a class="code" href="classbdm_1_1mlognorm.html#9106d8fd8bdf2b6be675ffd8f3ca584e">01053</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#9106d8fd8bdf2b6be675ffd8f3ca584e" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &val) {
737	<a name="l01054"></a>01054 <a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> = log (val) - <a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>;<span class="comment">//elem_mult ( refl,pow ( val,l ) );</span>
738	<a name="l01055"></a>01055 };
739	<a name="l01056"></a>01056
740	<a name="l01068"></a>01068 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#49e45ea13a869da607ef9be7a229128a">from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>);
741	<a name="l01069"></a>01069
742	<a name="l01070"></a>01070 <span class="comment">// TODO dodelat void to_setting( Setting &set ) const;</span>
743	<a name="l01071"></a>01071
744	<a name="l01072"></a>01072 };
745	<a name="l01073"></a>01073
746	<a name="l01074"></a>01074 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (mlognorm);
747	<a name="l01075"></a>01075 SHAREDPTR (mlognorm);
748	<a name="l01076"></a>01076
749	<a name="l01080"></a><a class="code" href="classbdm_1_1eWishartCh.html">01080</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>
750	<a name="l01081"></a>01081 {
751	<a name="l01082"></a>01082 <span class="keyword">protected</span>:
752	<a name="l01084"></a><a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490">01084</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#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>;
753	<a name="l01086"></a><a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f">01086</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;
754	<a name="l01088"></a><a class="code" href="classbdm_1_1eWishartCh.html#1879a14d7d2bb05062523b189baa11c3">01088</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eWishartCh.html#1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a>;
755	<a name="l01089"></a>01089 <span class="keyword">public</span>:
756	<a name="l01091"></a><a class="code" href="classbdm_1_1eWishartCh.html#183d961532ee97b7dc5ec81701aa59a0">01091</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#183d961532ee97b7dc5ec81701aa59a0" 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#1b42f9284a32f23b0b253a628cda7490" 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#1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> = delta0; <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> = <a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>(); <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> * <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; }
757	<a name="l01093"></a><a class="code" href="classbdm_1_1eWishartCh.html#cc664035d70d2622bf264a29270f8339">01093</a> mat <a class="code" href="classbdm_1_1eWishartCh.html#cc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()<span class="keyword"> const </span>{
758	<a name="l01094"></a>01094 mat X = zeros (<a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>, <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>);
759	<a name="l01095"></a>01095
760	<a name="l01096"></a>01096 <span class="comment">//sample diagonal</span>
761	<a name="l01097"></a>01097 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;i++) {
762	<a name="l01098"></a>01098 GamRNG.<a class="code" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe" title="Set lambda.">setup</a> (0.5* (<a class="code" href="classbdm_1_1eWishartCh.html#1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> - i) , 0.5); <span class="comment">// no +1 !! index if from 0</span>
763	<a name="l01099"></a>01099 <span class="preprocessor">#pragma omp critical</span>
764	<a name="l01100"></a>01100 <span class="preprocessor"></span> X (i, i) = sqrt (GamRNG());
765	<a name="l01101"></a>01101 }
766	<a name="l01102"></a>01102 <span class="comment">//do the rest</span>
767	<a name="l01103"></a>01103 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < p;i++) {
768	<a name="l01104"></a>01104 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j < p;j++) {
769	<a name="l01105"></a>01105 <span class="preprocessor">#pragma omp critical</span>
770	<a name="l01106"></a>01106 <span class="preprocessor"></span> X (i, j) = NorRNG.sample();
771	<a name="l01107"></a>01107 }
772	<a name="l01108"></a>01108 }
773	<a name="l01109"></a>01109 <span class="keywordflow">return</span> X*<a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>();<span class="comment">// return upper triangular part of the decomposition</span>
774	<a name="l01110"></a>01110 }
775	<a name="l01111"></a><a class="code" href="classbdm_1_1eWishartCh.html#8f2154b8b5be8f4c5788f261b6d57b9a">01111</a> vec <a class="code" href="classbdm_1_1eWishartCh.html#8f2154b8b5be8f4c5788f261b6d57b9a" title="Returns a sample, from density .">sample</a> ()<span class="keyword"> const </span>{
776	<a name="l01112"></a>01112 <span class="keywordflow">return</span> vec (<a class="code" href="classbdm_1_1eWishartCh.html#cc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()._data(), <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>*<a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>);
777	<a name="l01113"></a>01113 }
778	<a name="l01115"></a><a class="code" href="classbdm_1_1eWishartCh.html#4eee757c0535c2a88bb20f0767c64981">01115</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#4eee757c0535c2a88bb20f0767c64981" 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#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, Ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data());}
779	<a name="l01117"></a><a class="code" href="classbdm_1_1eWishartCh.html#7eac414ec10b85aa5536b0092c57bc4a">01117</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#7eac414ec10b85aa5536b0092c57bc4a" 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#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data()); }
780	<a name="l01119"></a><a class="code" href="classbdm_1_1eWishartCh.html#1708cacb5d8cb1b96395d35f5327cb7e">01119</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#1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>;}
781	<a name="l01120"></a>01120 };
782	<a name="l01121"></a>01121
783	<a name="l01123"></a>01123
784	<a name="l01125"></a><a class="code" href="classbdm_1_1eiWishartCh.html">01125</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>
785	<a name="l01126"></a>01126 {
786	<a name="l01127"></a>01127 <span class="keyword">protected</span>:
787	<a name="l01129"></a><a class="code" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a">01129</a> <a class="code" href="classbdm_1_1eWishartCh.html">eWishartCh</a> <a class="code" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>;
788	<a name="l01131"></a><a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd">01131</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>;
789	<a name="l01133"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ca3035f7bd5e4597cc1843cf07af8464">01133</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a>;
790	<a name="l01134"></a>01134 <span class="keyword">public</span>:
791	<a name="l01136"></a><a class="code" href="classbdm_1_1eiWishartCh.html#f463caed9d22d9949f3ee67614e7dcd3">01136</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#f463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) {
792	<a name="l01137"></a>01137 <a class="code" href="classbdm_1_1eiWishartCh.html#ca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> = delta0;
793	<a name="l01138"></a>01138 <a class="code" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#183d961532ee97b7dc5ec81701aa59a0" title="Set internal structures.">set_parameters</a> (inv (Y0), delta0);
794	<a name="l01139"></a>01139 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>(); <a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a> = Y0.rows();
795	<a name="l01140"></a>01140 }
796	<a name="l01141"></a><a class="code" href="classbdm_1_1eiWishartCh.html#2f668192cc9c2e3a5b7e608164685a3e">01141</a> vec <a class="code" href="classbdm_1_1eiWishartCh.html#2f668192cc9c2e3a5b7e608164685a3e" 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#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#cc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()); <span class="keywordflow">return</span> vec (iCh._data(), <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);}
797	<a name="l01143"></a><a class="code" href="classbdm_1_1eiWishartCh.html#d9947933dfc94546cbd6a81f95ec5af5">01143</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#d9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<span class="keyword">const</span> vec &y0) {
798	<a name="l01144"></a>01144 mat Ch (<a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, <a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>);
799	<a name="l01145"></a>01145 mat iCh (<a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, <a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>);
800	<a name="l01146"></a>01146 copy_vector (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, y0._data(), Ch._data());
801	<a name="l01147"></a>01147
802	<a name="l01148"></a>01148 iCh = inv (Ch);
803	<a name="l01149"></a>01149 <a class="code" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#4eee757c0535c2a88bb20f0767c64981" title="fast access function y0 will be copied into Y.Ch.">setY</a> (iCh);
804	<a name="l01150"></a>01150 }
805	<a name="l01151"></a><a class="code" href="classbdm_1_1eiWishartCh.html#a6ddbd815b8b666dd542e97f009f89bb">01151</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#a6ddbd815b8b666dd542e97f009f89bb" 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>{
806	<a name="l01152"></a>01152 <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#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>);
807	<a name="l01153"></a>01153 <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#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>();
808	<a name="l01154"></a>01154
809	<a name="l01155"></a>01155 copy_vector (<a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>*<a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, val._data(), X.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data());
810	<a name="l01156"></a>01156 <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#cbf3389db96dff41fb2e9532d59b13c0" title="Inversion in the same form, i.e. cholesky.">inv</a> (iX);
811	<a name="l01157"></a>01157 <span class="comment">// compute</span>
812	<a name="l01158"></a>01158 <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>
813	<a name="l01159"></a>01159 mat M = Y.<a class="code" href="classbdm_1_1chmat.html#4b4c5d4dbb8a3d585b68d936cb6df31b" title="Conversion to full matrix.">to_mat</a>() * iX.to_mat();
814	<a name="l01160"></a>01160
815	<a name="l01161"></a>01161 <span class="keywordtype">double</span> log1 = 0.5 * p * (2 * Y.<a class="code" href="classbdm_1_1chmat.html#949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>()) - 0.5 * (<a class="code" href="classbdm_1_1eiWishartCh.html#ca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> + p + 1) * (2 * X.<a class="code" href="classbdm_1_1chmat.html#949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>()) - 0.5 * trace (M);
816	<a name="l01162"></a>01162 <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span>
817	<a name="l01163"></a>01163
818	<a name="l01164"></a>01164 <span class="comment">/* if (0) {</span>
819	<a name="l01165"></a>01165 <span class="comment"> mat XX=X.to_mat();</span>
820	<a name="l01166"></a>01166 <span class="comment"> mat YY=Y.to_mat();</span>
821	<a name="l01167"></a>01167 <span class="comment"></span>
822	<a name="l01168"></a>01168 <span class="comment"> double log2 = 0.5plog(det(YY))-0.5(delta+p+1)log(det(XX))-0.5trace(YYinv(XX));</span>
823	<a name="l01169"></a>01169 <span class="comment"> cout << log1 << "," << log2 << endl;</span>
824	<a name="l01170"></a>01170 <span class="comment"> }*/</span>
825	<a name="l01171"></a>01171 <span class="keywordflow">return</span> log1;
826	<a name="l01172"></a>01172 };
827	<a name="l01173"></a>01173
828	<a name="l01174"></a>01174 };
829	<a name="l01175"></a>01175
830	<a name="l01177"></a><a class="code" href="classbdm_1_1rwiWishartCh.html">01177</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>
831	<a name="l01178"></a>01178 {
832	<a name="l01179"></a>01179 <span class="keyword">protected</span>:
833	<a name="l01181"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb">01181</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb" title="square root of - needed for computation of from conditions">sqd</a>;
834	<a name="l01183"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#239b26c71ebcc118ba6925dfb6efc50a">01183</a> vec <a class="code" href="classbdm_1_1rwiWishartCh.html#239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a>;
835	<a name="l01185"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861">01185</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>;
836	<a name="l01187"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663">01187</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>;
837	<a name="l01188"></a>01188
838	<a name="l01189"></a>01189 <span class="keyword">public</span>:
839	<a name="l01190"></a>01190 <a class="code" href="classbdm_1_1rwiWishartCh.html" title="Random Walk on inverse Wishart.">rwiWishartCh</a>() : <a class="code" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb" title="square root of - needed for computation of from conditions">sqd</a> (0), <a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> (0), <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> (0) {}
840	<a name="l01192"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#28549ee3ce1ff8509360171ea3cf717c">01192</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#28549ee3ce1ff8509360171ea3cf717c" 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) {
841	<a name="l01193"></a>01193 <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> = p0;
842	<a name="l01194"></a>01194 <span class="keywordtype">double</span> delta = 2 / (k * k) + <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> + 3;
843	<a name="l01195"></a>01195 <a class="code" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb" title="square root of - needed for computation of from conditions">sqd</a> = sqrt (delta - <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> - 1);
844	<a name="l01196"></a>01196 <a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> = l0;
845	<a name="l01197"></a>01197 <a class="code" href="classbdm_1_1rwiWishartCh.html#239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a> = pow (ref0, 1 - <a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>);
846	<a name="l01198"></a>01198
847	<a name="l01199"></a>01199 <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eiWishartCh.html#f463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (eye (<a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>), delta);
848	<a name="l01200"></a>01200 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>();
849	<a name="l01201"></a>01201 }
850	<a name="l01202"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#ac087ba6c885d3faeda9171229f9b4e6">01202</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#ac087ba6c885d3faeda9171229f9b4e6" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &c) {
851	<a name="l01203"></a>01203 vec z = c;
852	<a name="l01204"></a>01204 <span class="keywordtype">int</span> ri = 0;
853	<a name="l01205"></a>01205 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>*<a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>;i += (p + 1)) {<span class="comment">//trace diagonal element</span>
854	<a name="l01206"></a>01206 z (i) = pow (z (i), <a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>) * <a class="code" href="classbdm_1_1rwiWishartCh.html#239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a> (ri);
855	<a name="l01207"></a>01207 ri++;
856	<a name="l01208"></a>01208 }
857	<a name="l01209"></a>01209
858	<a name="l01210"></a>01210 <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eiWishartCh.html#d9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<a class="code" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb" title="square root of - needed for computation of from conditions">sqd</a>*z);
859	<a name="l01211"></a>01211 }
860	<a name="l01212"></a>01212 };
861	<a name="l01213"></a>01213
862	<a name="l01215"></a>01215 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
863	<a name="l01221"></a><a class="code" href="classbdm_1_1eEmp.html">01221</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>
864	<a name="l01222"></a>01222 {
865	<a name="l01223"></a>01223 <span class="keyword">protected</span> :
866	<a name="l01225"></a><a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031">01225</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;
867	<a name="l01227"></a><a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d">01227</a> vec <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;
868	<a name="l01229"></a><a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3">01229</a> Array<vec> <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;
869	<a name="l01230"></a>01230 <span class="keyword">public</span>:
870	<a name="l01233"></a>01233 <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#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (), <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> () {};
871	<a name="l01235"></a><a class="code" href="classbdm_1_1eEmp.html#a3daf6363455af099921715e1233c076">01235</a> <a class="code" href="classbdm_1_1eEmp.html#a3daf6363455af099921715e1233c076" 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#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (e.<a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>), <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (e.<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>) {};
872	<a name="l01237"></a>01237
873	<a name="l01239"></a>01239 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#e7f8f98310c1de51bd5c8a1c87528f72" 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);
874	<a name="l01241"></a><a class="code" href="classbdm_1_1eEmp.html#4f7e6ba7183972e3c7ae399613861b95">01241</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#4f7e6ba7183972e3c7ae399613861b95" 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#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>) {<a class="code" href="classbdm_1_1eEmp.html#4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (ones (n) / n, pdf0);};
875	<a name="l01243"></a>01243 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#b62d802b8ef39f7c4dcbeb366c90951a" 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);
876	<a name="l01245"></a><a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1">01245</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" 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#9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = n0; <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>.set_size (n0, copy);<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>.set_size (n0, copy);};
877	<a name="l01247"></a><a class="code" href="classbdm_1_1eEmp.html#37937007a3a676cf653a7de412674481">01247</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#37937007a3a676cf653a7de412674481" title="Set samples.">set_parameters</a> (<span class="keyword">const</span> Array<vec> &Av) {
878	<a name="l01248"></a>01248 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(Av.size()>0,<span class="stringliteral">"Empty samples"</span>);
879	<a name="l01249"></a>01249 <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = Av.size();
880	<a name="l01250"></a>01250 <a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">epdf::set_parameters</a>(Av(0).length());
881	<a name="l01251"></a>01251 <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>=1/n*ones(n);
882	<a name="l01252"></a>01252 <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>=Av;
883	<a name="l01253"></a>01253 };
884	<a name="l01255"></a><a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef">01255</a> vec& <a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;};
885	<a name="l01257"></a><a class="code" href="classbdm_1_1eEmp.html#b7d7106f486e3fad38590914a693d714">01257</a> <span class="keyword">const</span> vec& <a class="code" href="classbdm_1_1eEmp.html#b7d7106f486e3fad38590914a693d714" 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#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;};
886	<a name="l01259"></a><a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2">01259</a> Array<vec>& <a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;};
887	<a name="l01261"></a><a class="code" href="classbdm_1_1eEmp.html#ce568a16cdb4e4cb871ef62d7145f1a5">01261</a> <span class="keyword">const</span> vec& <a class="code" href="classbdm_1_1eEmp.html#ce568a16cdb4e4cb871ef62d7145f1a5" 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#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>(i);};
888	<a name="l01263"></a><a class="code" href="classbdm_1_1eEmp.html#b59af0efdb009d98ea8ebfa965e74ae2">01263</a> <span class="keyword">const</span> Array<vec>& <a class="code" href="classbdm_1_1eEmp.html#b59af0efdb009d98ea8ebfa965e74ae2" title="access function">_samples</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;};
889	<a name="l01266"></a>01266 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#f59ed50888a31057ac2038d80f607d3d">resample</a> ( ivec &index, RESAMPLING_METHOD method = SYSTEMATIC);
890	<a name="l01267"></a>01267
891	<a name="l01269"></a><a class="code" href="classbdm_1_1eEmp.html#b4a150d0a62c08db76d1bc5256909f93">01269</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#b4a150d0a62c08db76d1bc5256909f93" title="Resampling without returning index of new particles.">resample</a> (RESAMPLING_METHOD method = SYSTEMATIC){ivec ind; <a class="code" href="classbdm_1_1eEmp.html#b4a150d0a62c08db76d1bc5256909f93" title="Resampling without returning index of new particles.">resample</a>(ind,method);};
892	<a name="l01270"></a>01270
893	<a name="l01272"></a><a class="code" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270">01272</a> vec <a class="code" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270" title="inherited operation : NOT implemented">sample</a>()<span class="keyword"> const </span>{
894	<a name="l01273"></a>01273 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
895	<a name="l01274"></a>01274 <span class="keywordflow">return</span> vec();
896	<a name="l01275"></a>01275 }
897	<a name="l01276"></a>01276
898	<a name="l01278"></a><a class="code" href="classbdm_1_1eEmp.html#01654c014d3aa068f8d4ecba4be86d09">01278</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEmp.html#01654c014d3aa068f8d4ecba4be86d09" title="inherited operation : NOT implemented">evallog</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const </span>{
899	<a name="l01279"></a>01279 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>);
900	<a name="l01280"></a>01280 <span class="keywordflow">return</span> 0.0;
901	<a name="l01281"></a>01281 }
902	<a name="l01282"></a>01282
903	<a name="l01283"></a><a class="code" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9">01283</a> vec <a class="code" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>()<span class="keyword"> const </span>{
904	<a name="l01284"></a>01284 vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
905	<a name="l01285"></a>01285 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) * <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);}
906	<a name="l01286"></a>01286 <span class="keywordflow">return</span> pom;
907	<a name="l01287"></a>01287 }
908	<a name="l01288"></a><a class="code" href="classbdm_1_1eEmp.html#05e9ebf467ede737cb6a3621d7fd3c87">01288</a> vec <a class="code" href="classbdm_1_1eEmp.html#05e9ebf467ede737cb6a3621d7fd3c87" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{
909	<a name="l01289"></a>01289 vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
910	<a name="l01290"></a>01290 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += pow (<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i), 2) * <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);}
911	<a name="l01291"></a>01291 <span class="keywordflow">return</span> pom -pow (<a class="code" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>(), 2);
912	<a name="l01292"></a>01292 }
913	<a name="l01294"></a><a class="code" href="classbdm_1_1eEmp.html#b1c9df656144edf79ba2d885613f661f">01294</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#b1c9df656144edf79ba2d885613f661f" 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>{
914	<a name="l01295"></a>01295 <span class="comment">// lb in inf so than it will be pushed below;</span>
915	<a name="l01296"></a>01296 lb.set_size (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
916	<a name="l01297"></a>01297 ub.set_size (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
917	<a name="l01298"></a>01298 lb = std::numeric_limits<double>::infinity();
918	<a name="l01299"></a>01299 ub = -std::numeric_limits<double>::infinity();
919	<a name="l01300"></a>01300 <span class="keywordtype">int</span> j;
920	<a name="l01301"></a>01301 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i < <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {
921	<a name="l01302"></a>01302 <span class="keywordflow">for</span> (j = 0;j < <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; j++) {
922	<a name="l01303"></a>01303 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) < lb (j)) {lb (j) = <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);}
923	<a name="l01304"></a>01304 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) > ub (j)) {ub (j) = <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);}
924	<a name="l01305"></a>01305 }
925	<a name="l01306"></a>01306 }
926	<a name="l01307"></a>01307 }
927	<a name="l01308"></a>01308 };
928	<a name="l01309"></a>01309
929	<a name="l01310"></a>01310
930	<a name="l01312"></a>01312
931	<a name="l01313"></a>01313 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
932	<a name="l01314"></a>01314 <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)
933	<a name="l01315"></a>01315 {
934	<a name="l01316"></a>01316 <span class="comment">//Fixme test dimensions of mu0 and R0;</span>
935	<a name="l01317"></a>01317 mu = mu0;
936	<a name="l01318"></a>01318 R = R0;
937	<a name="l01319"></a>01319 <a class="code" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516" title="This method TODO.">validate</a>();
938	<a name="l01320"></a>01320 };
939	<a name="l01321"></a>01321
940	<a name="l01322"></a>01322 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
941	<a name="l01323"></a><a class="code" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">01323</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">enorm<sq_T>::from_setting</a> (<span class="keyword">const</span> Setting &<span class="keyword">set</span>)
942	<a name="l01324"></a>01324 {
943	<a name="l01325"></a>01325 <a class="code" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">//reads rv</span>
944	<a name="l01326"></a>01326
945	<a name="l01327"></a>01327 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">set</span>, <span class="stringliteral">"mu"</span>, UI::compulsory);
946	<a name="l01328"></a>01328 mat Rtmp;<span class="comment">// necessary for conversion</span>
947	<a name="l01329"></a>01329 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (Rtmp, <span class="keyword">set</span>, <span class="stringliteral">"R"</span>, UI::compulsory);
948	<a name="l01330"></a>01330 <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> = Rtmp; <span class="comment">// conversion</span>
949	<a name="l01331"></a>01331 <a class="code" href="classbdm_1_1enorm.html#38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>();
950	<a name="l01332"></a>01332 }
951	<a name="l01333"></a>01333
952	<a name="l01334"></a>01334 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
953	<a name="l01335"></a><a class="code" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">01335</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">enorm<sq_T>::dupdate</a> (mat &v, <span class="keywordtype">double</span> nu)
954	<a name="l01336"></a>01336 {
955	<a name="l01337"></a>01337 <span class="comment">//</span>
956	<a name="l01338"></a>01338 };
957	<a name="l01339"></a>01339
958	<a name="l01340"></a>01340 <span class="comment">// template<class sq_T></span>
959	<a name="l01341"></a>01341 <span class="comment">// void enorm<sq_T>::tupdate ( double phi, mat &vbar, double nubar ) {</span>
960	<a name="l01342"></a>01342 <span class="comment">// //</span>
961	<a name="l01343"></a>01343 <span class="comment">// };</span>
962	<a name="l01344"></a>01344
963	<a name="l01345"></a>01345 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
964	<a name="l01346"></a><a class="code" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766">01346</a> vec <a class="code" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766" title="Returns a sample, from density .">enorm<sq_T>::sample</a>()<span class="keyword"> const</span>
965	<a name="l01347"></a>01347 <span class="keyword"></span>{
966	<a name="l01348"></a>01348 vec x (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
967	<a name="l01349"></a>01349 <span class="preprocessor">#pragma omp critical</span>
968	<a name="l01350"></a>01350 <span class="preprocessor"></span> NorRNG.sample_vector (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, x);
969	<a name="l01351"></a>01351 vec smp = <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult (x);
970	<a name="l01352"></a>01352
971	<a name="l01353"></a>01353 smp += <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>;
972	<a name="l01354"></a>01354 <span class="keywordflow">return</span> smp;
973	<a name="l01355"></a>01355 };
974	<a name="l01356"></a>01356
975	<a name="l01357"></a>01357 <span class="comment">// template<class sq_T></span>
976	<a name="l01358"></a>01358 <span class="comment">// double enorm<sq_T>::eval ( const vec &val ) const {</span>
977	<a name="l01359"></a>01359 <span class="comment">// double pdfl,e;</span>
978	<a name="l01360"></a>01360 <span class="comment">// pdfl = evallog ( val );</span>
979	<a name="l01361"></a>01361 <span class="comment">// e = exp ( pdfl );</span>
980	<a name="l01362"></a>01362 <span class="comment">// return e;</span>
981	<a name="l01363"></a>01363 <span class="comment">// };</span>
982	<a name="l01364"></a>01364
983	<a name="l01365"></a>01365 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
984	<a name="l01366"></a><a class="code" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">01366</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">enorm<sq_T>::evallog_nn</a> (<span class="keyword">const</span> vec &val)<span class="keyword"> const</span>
985	<a name="l01367"></a>01367 <span class="keyword"></span>{
986	<a name="l01368"></a>01368 <span class="comment">// 1.83787706640935 = log(2pi)</span>
987	<a name="l01369"></a>01369 <span class="keywordtype">double</span> tmp = -0.5 * (<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.invqform (<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> - val));<span class="comment">// - lognc();</span>
988	<a name="l01370"></a>01370 <span class="keywordflow">return</span> tmp;
989	<a name="l01371"></a>01371 };
990	<a name="l01372"></a>01372
991	<a name="l01373"></a>01373 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
992	<a name="l01374"></a><a class="code" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">01374</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">enorm<sq_T>::lognc</a> ()<span class="keyword"> const</span>
993	<a name="l01375"></a>01375 <span class="keyword"></span>{
994	<a name="l01376"></a>01376 <span class="comment">// 1.83787706640935 = log(2pi)</span>
995	<a name="l01377"></a>01377 <span class="keywordtype">double</span> tmp = 0.5 * (<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 + <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.logdet());
996	<a name="l01378"></a>01378 <span class="keywordflow">return</span> tmp;
997	<a name="l01379"></a>01379 };
998	<a name="l01380"></a>01380
999	<a name="l01381"></a>01381
1000	<a name="l01382"></a>01382 <span class="comment">// template<class sq_T></span>
1001	<a name="l01383"></a>01383 <span class="comment">// vec mlnorm<sq_T>::samplecond (const vec &cond, double &lik ) {</span>
1002	<a name="l01384"></a>01384 <span class="comment">// this->condition ( cond );</span>
1003	<a name="l01385"></a>01385 <span class="comment">// vec smp = epdf.sample();</span>
1004	<a name="l01386"></a>01386 <span class="comment">// lik = epdf.eval ( smp );</span>
1005	<a name="l01387"></a>01387 <span class="comment">// return smp;</span>
1006	<a name="l01388"></a>01388 <span class="comment">// }</span>
1007	<a name="l01389"></a>01389
1008	<a name="l01390"></a>01390 <span class="comment">// template<class sq_T></span>
1009	<a name="l01391"></a>01391 <span class="comment">// mat mlnorm<sq_T>::samplecond (const vec &cond, vec &lik, int n ) {</span>
1010	<a name="l01392"></a>01392 <span class="comment">// int i;</span>
1011	<a name="l01393"></a>01393 <span class="comment">// int dim = rv.count();</span>
1012	<a name="l01394"></a>01394 <span class="comment">// mat Smp ( dim,n );</span>
1013	<a name="l01395"></a>01395 <span class="comment">// vec smp ( dim );</span>
1014	<a name="l01396"></a>01396 <span class="comment">// this->condition ( cond );</span>
1015	<a name="l01397"></a>01397 <span class="comment">//</span>
1016	<a name="l01398"></a>01398 <span class="comment">// for ( i=0; i<n; i++ ) {</span>
1017	<a name="l01399"></a>01399 <span class="comment">// smp = epdf.sample();</span>
1018	<a name="l01400"></a>01400 <span class="comment">// lik ( i ) = epdf.eval ( smp );</span>
1019	<a name="l01401"></a>01401 <span class="comment">// Smp.set_col ( i ,smp );</span>
1020	<a name="l01402"></a>01402 <span class="comment">// }</span>
1021	<a name="l01403"></a>01403 <span class="comment">//</span>
1022	<a name="l01404"></a>01404 <span class="comment">// return Smp;</span>
1023	<a name="l01405"></a>01405 <span class="comment">// }</span>
1024	<a name="l01406"></a>01406
1025	<a name="l01407"></a>01407
1026	<a name="l01408"></a>01408 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1027	<a name="l01409"></a><a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08">01409</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> <a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08" 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>
1028	<a name="l01410"></a>01410 <span class="keyword"></span>{
1029	<a name="l01411"></a>01411 <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> ();
1030	<a name="l01412"></a>01412 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<epdf></a> narrow(tmp);
1031	<a name="l01413"></a>01413 <a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( rvn, *tmp );
1032	<a name="l01414"></a>01414 <span class="keywordflow">return</span> narrow;
1033	<a name="l01415"></a>01415 }
1034	<a name="l01416"></a>01416
1035	<a name="l01417"></a>01417 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1036	<a name="l01418"></a>01418 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08" 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>
1037	<a name="l01419"></a>01419 <span class="keyword"></span>{
1038	<a name="l01420"></a>01420 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">"rv description is not assigned"</span>);
1039	<a name="l01421"></a>01421 ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55" 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#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>);
1040	<a name="l01422"></a>01422
1041	<a name="l01423"></a>01423 sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, irvn); <span class="comment">// select rows and columns of R</span>
1042	<a name="l01424"></a>01424
1043	<a name="l01425"></a>01425 target.<a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rvn );
1044	<a name="l01426"></a>01426 target.set_parameters (<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn), Rn);
1045	<a name="l01427"></a>01427 }
1046	<a name="l01428"></a>01428
1047	<a name="l01429"></a>01429 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1048	<a name="l01430"></a><a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20">01430</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> <a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20" 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>
1049	<a name="l01431"></a>01431 <span class="keyword"></span>{
1050	<a name="l01432"></a>01432 <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> ();
1051	<a name="l01433"></a>01433 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<mpdf></a> narrow(tmp);
1052	<a name="l01434"></a>01434 <a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( rvn, *tmp );
1053	<a name="l01435"></a>01435 <span class="keywordflow">return</span> narrow;
1054	<a name="l01436"></a>01436 }
1055	<a name="l01437"></a>01437
1056	<a name="l01438"></a>01438 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1057	<a name="l01439"></a>01439 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20" 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>
1058	<a name="l01440"></a>01440 <span class="keyword"></span>{
1059	<a name="l01441"></a>01441 <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;
1060	<a name="l01442"></a>01442
1061	<a name="l01443"></a>01443 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">"rvs are not assigned"</span>);
1062	<a name="l01444"></a>01444 TMlnorm &uptarget = <span class="keyword">dynamic_cast<</span>TMlnorm &<span class="keyword">></span>(target);
1063	<a name="l01445"></a>01445
1064	<a name="l01446"></a>01446 <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#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> (rvn);
1065	<a name="l01447"></a>01447 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( (rvc.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() + rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() == <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()), <span class="stringliteral">"wrong rvn"</span>);
1066	<a name="l01448"></a>01448 <span class="comment">//Permutation vector of the new R</span>
1067	<a name="l01449"></a>01449 ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55" 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#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>);
1068	<a name="l01450"></a>01450 ivec irvc = rvc.<a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55" 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#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>);
1069	<a name="l01451"></a>01451 ivec perm = concat (irvn , irvc);
1070	<a name="l01452"></a>01452 sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, perm);
1071	<a name="l01453"></a>01453
1072	<a name="l01454"></a>01454 <span class="comment">//fixme - could this be done in general for all sq_T?</span>
1073	<a name="l01455"></a>01455 mat S = Rn.to_mat();
1074	<a name="l01456"></a>01456 <span class="comment">//fixme</span>
1075	<a name="l01457"></a>01457 <span class="keywordtype">int</span> n = rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() - 1;
1076	<a name="l01458"></a>01458 <span class="keywordtype">int</span> end = <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows() - 1;
1077	<a name="l01459"></a>01459 mat S11 = S.get (0, n, 0, n);
1078	<a name="l01460"></a>01460 mat S12 = S.get (0, n , rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end);
1079	<a name="l01461"></a>01461 mat S22 = S.get (rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end, rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end);
1080	<a name="l01462"></a>01462
1081	<a name="l01463"></a>01463 vec mu1 = <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn);
1082	<a name="l01464"></a>01464 vec mu2 = <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvc);
1083	<a name="l01465"></a>01465 mat A = S12 * inv (S22);
1084	<a name="l01466"></a>01466 sq_T R_n (S11 - A *S12.T());
1085	<a name="l01467"></a>01467
1086	<a name="l01468"></a>01468 uptarget.set_rv (rvn);
1087	<a name="l01469"></a>01469 uptarget.set_rvc (rvc);
1088	<a name="l01470"></a>01470 uptarget.set_parameters (A, mu1 - A*mu2, R_n);
1089	<a name="l01471"></a>01471 }
1090	<a name="l01472"></a>01472
1091	<a name="l01475"></a>01475 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1092	<a name="l01476"></a><a class="code" href="classbdm_1_1mgnorm.html#b736332d20e418bf50d45836e129f339">01476</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#b736332d20e418bf50d45836e129f339" 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) {
1093	<a name="l01477"></a>01477 g = g0;
1094	<a name="l01478"></a>01478 this-><a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (g->dimension()), R0);
1095	<a name="l01479"></a>01479 }
1096	<a name="l01480"></a>01480
1097	<a name="l01481"></a>01481 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1098	<a name="l01482"></a><a class="code" href="classbdm_1_1mgnorm.html#b31d63472cf6a1030cd8dbd8094c1f6d">01482</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#b31d63472cf6a1030cd8dbd8094c1f6d" 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#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = g->eval (cond);};
1099	<a name="l01483"></a>01483
1100	<a name="l01485"></a>01485 <span class="keyword">template</span><<span class="keyword">class</span> sq_T>
1101	<a name="l01486"></a>01486 std::ostream &operator<< (std::ostream &os, mlnorm<sq_T> &ml)
1102	<a name="l01487"></a>01487 {
1103	<a name="l01488"></a>01488 os << <span class="stringliteral">"A:"</span> << ml.A << endl;
1104	<a name="l01489"></a>01489 os << <span class="stringliteral">"mu:"</span> << ml.mu_const << endl;
1105	<a name="l01490"></a>01490 os << <span class="stringliteral">"R:"</span> << ml._R() << endl;
1106	<a name="l01491"></a>01491 <span class="keywordflow">return</span> os;
1107	<a name="l01492"></a>01492 };
1108	<a name="l01493"></a>01493
1109	<a name="l01494"></a>01494 }
1110	<a name="l01495"></a>01495 <span class="preprocessor">#endif //EF_H</span>
1111	</pre></div></div>
1112	<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:43 2009 for mixpp by
1113	<a href="http://www.doxygen.org/index.html">
1114	<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
1115	</body>
1116	</html>

Note: See TracBrowser for help on using the browser.

Context Navigation

root/library/doc/html/exp__family_8h_source.html @ 651

Download in other formats: