root/library/doc/tutorial/007userguide_pdf.dox @ 926

/*!
\page userguide_pdf BDM Use - Probability density functions

This section serves as an introduction to basic elements of the BDM: probability density functions, pdfs.

The tutorial is written in for the BDM toolbox, if you are interested in use of C++ classes see class reference pages.

\section ugpdf_create Creation of pdfs

In BDM toolbox, a pdf is specified by matlab structure, e.g.
\code
Nab.class= 'enorm<ldmat>';
Nab.mu   = [3,2];
Nab.R    = eye(2);
Nab.rv   = RV({'a','b'});
\endcode
Which encodes information \f$ f(a,b) = \mathcal{N}(mu=[3;2],R=eye(2))\f$.
\li the keyword "enorm\<ldmat\>" means "Unconditional Normal distribution with covariance matrix in L'DL form", othe rpossibilities are: 
"enorm\<chmat\>" for Choleski decomposition, and "enorm\<fsqmat\>" for full (non-decomposed) matrices.
\li mu denotes mean value
\li R denotes variance (written in full matrix regardles of the used decomposition),
\li rv denotes names assigned to the variables. RV is more complicated structure, but here it is sufficient to use default values.
\li rv is an optional parameter, some operations do not need it, such as sampling or evaluation of moments

For generating samples try:
\code
>> M=epdf_sample_mat(Nab,4);
\endcode
which should return 4 samples of the Nab distribution.

For evaluation of mean and variance:
\code
>> Nab_m=epdf_mean(Nab);
>> Nab_v=epdf_variance(Nab);
\endcode

Other distributions are created analogously, see ??? for their list and parameters???
Sampling and evaluation of moments are done by exactly the same functions as for the normal density.

\section ug_pdf_marg Marginalization and conditioning

Basic operations on pdfs are marginalization and conditioning, which are provided by mex functions edpf_marginal and epdf_condition, respectively.

This operation does require the rv parametetr to be fully specified. If it isn't, it will fail with the following message
\code
--- fill in the message ----
\endcode

If rv is correctly specified, marginal pdf of Nab on variable "a" is obtained by:
\code
Na = epdf_marginal(Nab,RV('a'));
\endcode

Similarly for conditional:
\code
Na_b = epdf_condition(Nab,RV('a'));
Nb_a = epdf_condition(Nab,RV('b'));
\endcode

\section ugpdf_cond Conditioned densities
Note that the result of conditioning is of type "mlnorm\<ldmat\>" which is a special case of pdf with variables in condition, specifically 
\f[ f(a|b) = \mathcal{N}(A*b+const, R)\f] 
i.e. "Normal distributed pdf with mean value as linear function of variable b".

This type of pdfs differ from previously used type is the way of use. For example, it is not possible to sample directly form such density, 
it is necessary to specify what is the value of variable in condition. 

That is why a different function is used:
\code
Smp=pdf_samplecond_mat(Na_b, 10)
\endcode

The conditioned and Unconditioned pdf may be combined together in the chain rule. The chain rule can be of two different types: conditioned or unconditioned, i.e.:
\f[ f(a,b)=f(a|b)f(b), OR, f(a,b|c)=f(a|b)f(b|c)\f]
Thus it is differently encoded as:
\code
fab.class = 'eprod';
fab.pdfs  = {fa_b, fb};

fab_c.class = 'mprod';
fab_c.pdfs  = {fa_b, fb_c};
\endcode







*/