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  • doc/html/classmepdf.html

    r106 r139  
    11<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> 
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    3 <title>mixpp: mEF Class Reference</title> 
     3<title>mixpp: mepdf Class Reference</title> 
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    2424</div> 
    2525<div class="contents"> 
    26 <h1>mEF Class Reference</h1><!-- doxytag: class="mEF" --><!-- doxytag: inherits="mpdf" -->Exponential family model 
     26<h1>mepdf Class Reference</h1><!-- doxytag: class="mepdf" --><!-- doxytag: inherits="mpdf" -->Unconditional <a class="el" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>, allows using <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> in the role of <a class="el" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> 
    2727<a href="#_details">More...</a> 
    2828<p> 
    29 <code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code> 
     29<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code> 
    3030<p> 
    3131<div class="dynheader"> 
    32 Inheritance diagram for mEF:</div> 
     32Inheritance diagram for mepdf:</div> 
    3333<div class="dynsection"> 
    34 <p><center><img src="classmEF__inherit__graph.png" border="0" usemap="#mEF__inherit__map" alt="Inheritance graph"></center> 
    35 <map name="mEF__inherit__map"> 
    36 <area shape="rect" href="classmgamma.html" title="Gamma random walk." alt="" coords="16,156,91,180"><area shape="rect" href="classmlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="115,156,232,180"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="88,6,139,30"><area shape="rect" href="classmgamma__fix.html" title="Gamma random walk around a fixed point." alt="" coords="5,230,101,254"></map> 
     34<p><center><img src="classmepdf__inherit__graph.png" border="0" usemap="#mepdf__inherit__map" alt="Inheritance graph"></center> 
     35<map name="mepdf__inherit__map"> 
     36<area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="9,7,63,33"></map> 
    3737<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    3838<div class="dynheader"> 
    39 Collaboration diagram for mEF:</div> 
     39Collaboration diagram for mepdf:</div> 
    4040<div class="dynsection"> 
    41 <p><center><img src="classmEF__coll__graph.png" border="0" usemap="#mEF__coll__map" alt="Collaboration graph"></center> 
    42 <map name="mEF__coll__map"> 
    43 <area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="5,185,56,209"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="17,6,55,30"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="51,96,96,120"></map> 
     41<p><center><img src="classmepdf__coll__graph.png" border="0" usemap="#mepdf__coll__map" alt="Collaboration graph"></center> 
     42<map name="mepdf__coll__map"> 
     43<area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="9,204,63,231"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="23,7,60,33"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="57,105,105,132"></map> 
    4444<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    4545 
    4646<p> 
    47 <a href="classmEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
     47<a href="classmepdf-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
    4848<tr><td></td></tr> 
    4949<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    50 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8bf51fe8654d7b83c8c8afeb19409d4f"></a><!-- doxytag: member="mEF::mEF" ref="8bf51fe8654d7b83c8c8afeb19409d4f" args="(const RV &amp;rv0, const RV &amp;rvc0)" --> 
    51 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmEF.html#8bf51fe8654d7b83c8c8afeb19409d4f">mEF</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0, const <a class="el" href="classRV.html">RV</a> &amp;rvc0)</td></tr> 
     50<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="213e3a177540a0815aa7bdcc1bb25c6e"></a><!-- doxytag: member="mepdf::mepdf" ref="213e3a177540a0815aa7bdcc1bb25c6e" args="(const RV &amp;rv, const RV &amp;rvc, epdf *em)" --> 
     51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmepdf.html#213e3a177540a0815aa7bdcc1bb25c6e">mepdf</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a>, const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a>, <a class="el" href="classepdf.html">epdf</a> *em)</td></tr> 
    5252 
    5353<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
     
    5555 
    5656<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.  <a href="#b0193a350c97933ddf15b15a130da352"></a><br></td></tr> 
    57 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f95a0cc6ab40611f46804682446ed83"></a><!-- doxytag: member="mEF::condition" ref="0f95a0cc6ab40611f46804682446ed83" args="(const vec &amp;cond)" --> 
     57<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#6bf806badfdac606c847e458e8fce18c">samplecond</a> (vec &amp;cond, vec &amp;ll, int N)</td></tr> 
     58 
     59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.  <a href="#6bf806badfdac606c847e458e8fce18c"></a><br></td></tr> 
     60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f95a0cc6ab40611f46804682446ed83"></a><!-- doxytag: member="mepdf::condition" ref="0f95a0cc6ab40611f46804682446ed83" args="(const vec &amp;cond)" --> 
    5861virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#0f95a0cc6ab40611f46804682446ed83">condition</a> (const vec &amp;cond)</td></tr> 
    5962 
    6063<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Update <code>ep</code> so that it represents this <a class="el" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> conditioned on <code>rvc</code> = cond. <br></td></tr> 
    61 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b738ece5bd4f8c4edaee4b38906f91"></a><!-- doxytag: member="mEF::evalcond" ref="80b738ece5bd4f8c4edaee4b38906f91" args="(const vec &amp;dt, const vec &amp;cond)" --> 
     64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b738ece5bd4f8c4edaee4b38906f91"></a><!-- doxytag: member="mepdf::evalcond" ref="80b738ece5bd4f8c4edaee4b38906f91" args="(const vec &amp;dt, const vec &amp;cond)" --> 
    6265virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">evalcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr> 
    6366 
    6467<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Shortcut for conditioning and evaluation of the internal <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. In some cases, this operation can be implemented efficiently. <br></td></tr> 
    65 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec9c850305984582548e8deb64f0ffe8"></a><!-- doxytag: member="mEF::_rvc" ref="ec9c850305984582548e8deb64f0ffe8" args="()" --> 
     68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec9c850305984582548e8deb64f0ffe8"></a><!-- doxytag: member="mepdf::_rvc" ref="ec9c850305984582548e8deb64f0ffe8" args="()" --> 
    6669<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">_rvc</a> ()</td></tr> 
    6770 
    6871<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    69 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="mEF::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" --> 
     72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="mepdf::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" --> 
    7073<a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">_epdf</a> ()</td></tr> 
    7174 
    7275<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    7376<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mEF::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" --> 
     77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mepdf::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" --> 
    7578<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a></td></tr> 
    7679 
    7780<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr> 
    78 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mEF::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" --> 
     81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mepdf::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" --> 
    7982<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a></td></tr> 
    8083 
    8184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr> 
    82 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mEF::ep" ref="7aa894208a32f3487827df6d5054424c" args="" --> 
     85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mepdf::ep" ref="7aa894208a32f3487827df6d5054424c" args="" --> 
    8386<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">ep</a></td></tr> 
    8487 
     
    8689</table> 
    8790<hr><a name="_details"></a><h2>Detailed Description</h2> 
    88 Exponential family model.  
     91Unconditional <a class="el" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>, allows using <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> in the role of <a class="el" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>.  
    8992<p> 
    90 More?... <hr><h2>Member Function Documentation</h2> 
    91 <a class="anchor" name="b0193a350c97933ddf15b15a130da352"></a><!-- doxytag: member="mEF::samplecond" ref="b0193a350c97933ddf15b15a130da352" args="(vec &amp;cond, double &amp;ll)" --> 
     93WARNING: the class does not check validity of the <code>ep</code> pointer nor its existence. <hr><h2>Member Function Documentation</h2> 
     94<a class="anchor" name="b0193a350c97933ddf15b15a130da352"></a><!-- doxytag: member="mepdf::samplecond" ref="b0193a350c97933ddf15b15a130da352" args="(vec &amp;cond, double &amp;ll)" --> 
    9295<div class="memitem"> 
    9396<div class="memproto"> 
     
    108111          <td></td> 
    109112          <td>)</td> 
    110           <td></td><td></td><td width="100%"><code> [inline, virtual, inherited]</code></td> 
     113          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> 
    111114        </tr> 
    112115      </table> 
     
    126129<p>Reimplemented in <a class="el" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">mlnorm&lt; sq_T &gt;</a>, and <a class="el" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139">mgamma</a>.</p> 
    127130 
    128 <p>References <a class="el" href="libBM_8h-source.html#l00171">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00163">mpdf::ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p> 
     131<p>References <a class="el" href="libBM_8h-source.html#l00180">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00163">mpdf::ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p> 
    129132 
    130133<p>Referenced by <a class="el" href="libPF_8h-source.html#l00137">MPF&lt; BM_T &gt;::bayes()</a>, and <a class="el" href="libPF_8cpp-source.html#l00007">PF::bayes()</a>.</p> 
     
    132135</div> 
    133136</div><p> 
     137<a class="anchor" name="6bf806badfdac606c847e458e8fce18c"></a><!-- doxytag: member="mepdf::samplecond" ref="6bf806badfdac606c847e458e8fce18c" args="(vec &amp;cond, vec &amp;ll, int N)" --> 
     138<div class="memitem"> 
     139<div class="memproto"> 
     140      <table class="memname"> 
     141        <tr> 
     142          <td class="memname">virtual mat mpdf::samplecond           </td> 
     143          <td>(</td> 
     144          <td class="paramtype">vec &amp;&nbsp;</td> 
     145          <td class="paramname"> <em>cond</em>, </td> 
     146        </tr> 
     147        <tr> 
     148          <td class="paramkey"></td> 
     149          <td></td> 
     150          <td class="paramtype">vec &amp;&nbsp;</td> 
     151          <td class="paramname"> <em>ll</em>, </td> 
     152        </tr> 
     153        <tr> 
     154          <td class="paramkey"></td> 
     155          <td></td> 
     156          <td class="paramtype">int&nbsp;</td> 
     157          <td class="paramname"> <em>N</em></td><td>&nbsp;</td> 
     158        </tr> 
     159        <tr> 
     160          <td></td> 
     161          <td>)</td> 
     162          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> 
     163        </tr> 
     164      </table> 
     165</div> 
     166<div class="memdoc"> 
     167 
     168<p> 
     169Returns N samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.  
     170<p> 
     171<dl compact><dt><b>Parameters:</b></dt><dd> 
     172  <table border="0" cellspacing="2" cellpadding="0"> 
     173    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr> 
     174    <tr><td valign="top"></td><td valign="top"><em>ll</em>&nbsp;</td><td>is a return value of log-likelihood of the sample. </td></tr> 
     175  </table> 
     176</dl> 
     177 
     178<p>Reimplemented in <a class="el" href="classmlnorm.html#215fb88cc8b95d64cdefd6849abdd1e8">mlnorm&lt; sq_T &gt;</a>, and <a class="el" href="classmgamma.html#e9d52749793f40aad85b70c6db4435ae">mgamma</a>.</p> 
     179 
     180<p>References <a class="el" href="libBM_8h-source.html#l00180">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00057">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00163">mpdf::ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, <a class="el" href="libBM_8h-source.html#l00159">mpdf::rv</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p> 
     181 
     182</div> 
     183</div><p> 
    134184<hr>The documentation for this class was generated from the following file:<ul> 
    135 <li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
     185<li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 
    136186</div> 
    137 <hr size="1"><address style="text-align: right;"><small>Generated on Fri May 9 23:06:43 2008 for mixpp by&nbsp; 
     187<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 16 11:58:54 2008 for mixpp by&nbsp; 
    138188<a href="http://www.doxygen.org/index.html"> 
    139 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address> 
     189<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> 
    140190</body> 
    141191</html>