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09/04/08 20:27:01 (16 years ago)
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smidl
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opravy a dokumentace

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    r145 r162  
    178178<a name="l00269"></a>00269         <a class="code" href="classmgamma.html#af43e61b86900c0398d5c0ffc83b94e6" title="Constructor.">mgamma</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>,<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ); 
    179179<a name="l00271"></a>00271         <span class="keywordtype">void</span> <a class="code" href="classmgamma.html#a9d646cf758a70126dde7c48790b6e94" title="Set value of k.">set_parameters</a> ( <span class="keywordtype">double</span> <a class="code" href="classmgamma.html#43f733cce0245a52363d566099add687" title="Constant .">k</a> ); 
    180 <a name="l00273"></a>00273         vec <a class="code" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139" title="Generate one sample of the posterior.">samplecond</a> ( vec &amp;cond, <span class="keywordtype">double</span> &amp;lik ); 
    181 <a name="l00275"></a>00275         mat <a class="code" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139" title="Generate one sample of the posterior.">samplecond</a> ( vec &amp;cond, vec &amp;lik, <span class="keywordtype">int</span> n ); 
    182 <a name="l00276"></a><a class="code" href="classmgamma.html#a61094c9f7a2d64ea77b130cbc031f97">00276</a>         <span class="keywordtype">void</span> <a class="code" href="classmgamma.html#a61094c9f7a2d64ea77b130cbc031f97" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {*<a class="code" href="classmgamma.html#5e90652837448bcc29707e7412f99691" title="cache of epdf.beta">_beta</a>=<a class="code" href="classmgamma.html#43f733cce0245a52363d566099add687" title="Constant .">k</a>/val;}; 
    183 <a name="l00277"></a>00277 }; 
    184 <a name="l00278"></a>00278  
    185 <a name="l00290"></a><a class="code" href="classmgamma__fix.html">00290</a> <span class="keyword">class </span><a class="code" href="classmgamma__fix.html" title="Gamma random walk around a fixed point.">mgamma_fix</a> : <span class="keyword">public</span> <a class="code" href="classmgamma.html" title="Gamma random walk.">mgamma</a> { 
    186 <a name="l00291"></a>00291 <span class="keyword">protected</span>: 
    187 <a name="l00293"></a><a class="code" href="classmgamma__fix.html#3f48c09caddc298901ad75fe7c0529f6">00293</a>         <span class="keywordtype">double</span> <a class="code" href="classmgamma__fix.html#3f48c09caddc298901ad75fe7c0529f6" title="parameter l">l</a>; 
    188 <a name="l00295"></a><a class="code" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0">00295</a>         vec <a class="code" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0" title="reference vector">refl</a>; 
    189 <a name="l00296"></a>00296 <span class="keyword">public</span>: 
    190 <a name="l00298"></a><a class="code" href="classmgamma__fix.html#b92c3d2e5fd0381033a072e5ef3bcf80">00298</a>         <a class="code" href="classmgamma__fix.html#b92c3d2e5fd0381033a072e5ef3bcf80" title="Constructor.">mgamma_fix</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>,<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ) : <a class="code" href="classmgamma.html" title="Gamma random walk.">mgamma</a> ( rv,rvc ),<a class="code" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0" title="reference vector">refl</a> ( rv.count() ) {}; 
    191 <a name="l00300"></a><a class="code" href="classmgamma__fix.html#ec6f846896749e27cb7be9fa48dd1cb1">00300</a>         <span class="keywordtype">void</span> <a class="code" href="classmgamma__fix.html#ec6f846896749e27cb7be9fa48dd1cb1" title="Set value of k.">set_parameters</a> ( <span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0 ) { 
    192 <a name="l00301"></a>00301                 <a class="code" href="classmgamma.html#a9d646cf758a70126dde7c48790b6e94" title="Set value of k.">mgamma::set_parameters</a> ( k0 ); 
    193 <a name="l00302"></a>00302                 <a class="code" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0" title="reference vector">refl</a>=pow ( ref0,1.0-l0 );<a class="code" href="classmgamma__fix.html#3f48c09caddc298901ad75fe7c0529f6" title="parameter l">l</a>=l0; 
    194 <a name="l00303"></a>00303         }; 
    195 <a name="l00304"></a>00304  
    196 <a name="l00305"></a><a class="code" href="classmgamma__fix.html#6ea3931eec7b7da7b693e45981052460">00305</a>         <span class="keywordtype">void</span> <a class="code" href="classmgamma__fix.html#6ea3931eec7b7da7b693e45981052460" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {vec mean=elem_mult ( <a class="code" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0" title="reference vector">refl</a>,pow ( val,<a class="code" href="classmgamma__fix.html#3f48c09caddc298901ad75fe7c0529f6" title="parameter l">l</a> ) ); *<a class="code" href="classmgamma.html#5e90652837448bcc29707e7412f99691" title="cache of epdf.beta">_beta</a>=<a class="code" href="classmgamma.html#43f733cce0245a52363d566099add687" title="Constant .">k</a>/mean;}; 
    197 <a name="l00306"></a>00306 }; 
    198 <a name="l00307"></a>00307  
    199 <a name="l00309"></a><a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212">00309</a> <span class="keyword">enum</span> <a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212" title="Switch between various resampling methods.">RESAMPLING_METHOD</a> { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }; 
    200 <a name="l00315"></a><a class="code" href="classeEmp.html">00315</a> <span class="keyword">class </span><a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a>: <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
    201 <a name="l00316"></a>00316 <span class="keyword">protected</span> : 
    202 <a name="l00318"></a><a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd">00318</a>         <span class="keywordtype">int</span> <a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a>; 
    203 <a name="l00320"></a><a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8">00320</a>         vec <a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights .">w</a>; 
    204 <a name="l00322"></a><a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a">00322</a>         Array&lt;vec&gt; <a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a>; 
    205 <a name="l00323"></a>00323 <span class="keyword">public</span>: 
    206 <a name="l00325"></a><a class="code" href="classeEmp.html#0c04b073ecd0dae3d498e680ae27e9e4">00325</a>         <a class="code" href="classeEmp.html#0c04b073ecd0dae3d498e680ae27e9e4" title="Default constructor.">eEmp</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0 ,<span class="keywordtype">int</span> n0 ) :<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv0 ),<a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a> ( n0 ),<a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights .">w</a> ( <a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a> ),<a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a> ( <a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a> ) {}; 
    207 <a name="l00327"></a>00327         <span class="keywordtype">void</span> <a class="code" href="classeEmp.html#6606a656c1b28114f7384c25aaf80e8d" title="Set sample.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;w0, <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* pdf0 ); 
    208 <a name="l00329"></a><a class="code" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">00329</a>         vec&amp; <a class="code" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b" title="Potentially dangerous, use with care.">_w</a>()  {<span class="keywordflow">return</span> <a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights .">w</a>;}; 
    209 <a name="l00331"></a><a class="code" href="classeEmp.html#31b747eca73b16f30370827ba4cc3575">00331</a>         Array&lt;vec&gt;&amp; <a class="code" href="classeEmp.html#31b747eca73b16f30370827ba4cc3575" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a>;}; 
    210 <a name="l00333"></a>00333         ivec <a class="code" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59" title="Function performs resampling, i.e. removal of low-weight samples and duplication...">resample</a> ( <a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212" title="Switch between various resampling methods.">RESAMPLING_METHOD</a> method = SYSTEMATIC ); 
    211 <a name="l00335"></a><a class="code" href="classeEmp.html#83f9283f92b805508d896479dc1ccf12">00335</a>         vec <a class="code" href="classeEmp.html#83f9283f92b805508d896479dc1ccf12" title="inherited operation : NOT implemneted">sample</a>()<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;} 
    212 <a name="l00337"></a><a class="code" href="classeEmp.html#23e7358995400865ad2e278945922fb3">00337</a>         <span class="keywordtype">double</span> <a class="code" href="classeEmp.html#23e7358995400865ad2e278945922fb3" title="inherited operation : NOT implemneted">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0.0;} 
    213 <a name="l00338"></a><a class="code" href="classeEmp.html#ba055c19038cc72628d98e25197e982d">00338</a>         vec <a class="code" href="classeEmp.html#ba055c19038cc72628d98e25197e982d" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
    214 <a name="l00339"></a>00339                 vec pom=zeros ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); 
    215 <a name="l00340"></a>00340                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a>;i++ ) {pom+=<a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a> ( i ) *<a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights .">w</a> ( i );} 
    216 <a name="l00341"></a>00341                 <span class="keywordflow">return</span> pom; 
    217 <a name="l00342"></a>00342         } 
    218 <a name="l00343"></a>00343 }; 
    219 <a name="l00344"></a>00344  
    220 <a name="l00345"></a>00345  
    221 <a name="l00347"></a>00347  
    222 <a name="l00348"></a>00348 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    223 <a name="l00349"></a><a class="code" href="classenorm.html#7b5cb487a2570e8109bfdc0df149aa06">00349</a> <a class="code" href="classenorm.html#7b5cb487a2570e8109bfdc0df149aa06" title="Default constructor.">enorm&lt;sq_T&gt;::enorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv ) :<a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> ( rv ), mu ( rv.count() ),R ( rv.count() ),dim ( rv.count() ) {}; 
    224 <a name="l00350"></a>00350  
    225 <a name="l00351"></a>00351 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    226 <a name="l00352"></a><a class="code" href="classenorm.html#1394a65caa6e00d42e00cc99b12227af">00352</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#1394a65caa6e00d42e00cc99b12227af" title="Set mean value mu and covariance R.">enorm&lt;sq_T&gt;::set_parameters</a> ( <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0 ) { 
    227 <a name="l00353"></a>00353 <span class="comment">//Fixme test dimensions of mu0 and R0;</span> 
    228 <a name="l00354"></a>00354         <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a> = mu0; 
    229 <a name="l00355"></a>00355         <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a> = R0; 
    230 <a name="l00356"></a>00356 }; 
    231 <a name="l00357"></a>00357  
    232 <a name="l00358"></a>00358 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    233 <a name="l00359"></a><a class="code" href="classenorm.html#5bf185e31e5954fceb90ada3debd2ff2">00359</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#5bf185e31e5954fceb90ada3debd2ff2" title="dupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::dupdate</a> ( mat &amp;v, <span class="keywordtype">double</span> nu ) { 
    234 <a name="l00360"></a>00360         <span class="comment">//</span> 
    235 <a name="l00361"></a>00361 }; 
    236 <a name="l00362"></a>00362  
    237 <a name="l00363"></a>00363 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    238 <a name="l00364"></a><a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">00364</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a" title="tupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::tupdate</a> ( <span class="keywordtype">double</span> phi, mat &amp;vbar, <span class="keywordtype">double</span> nubar ) { 
    239 <a name="l00365"></a>00365         <span class="comment">//</span> 
    240 <a name="l00366"></a>00366 }; 
    241 <a name="l00367"></a>00367  
    242 <a name="l00368"></a>00368 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    243 <a name="l00369"></a><a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5">00369</a> vec <a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5" title="Returns the required moment of the epdf.">enorm&lt;sq_T&gt;::sample</a>()<span class="keyword"> const </span>{ 
    244 <a name="l00370"></a>00370         vec x ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a> ); 
    245 <a name="l00371"></a>00371         NorRNG.sample_vector ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,x ); 
    246 <a name="l00372"></a>00372         vec smp = <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult ( x ); 
     180<a name="l00272"></a><a class="code" href="classmgamma.html#a61094c9f7a2d64ea77b130cbc031f97">00272</a>         <span class="keywordtype">void</span> <a class="code" href="classmgamma.html#a61094c9f7a2d64ea77b130cbc031f97" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {*<a class="code" href="classmgamma.html#5e90652837448bcc29707e7412f99691" title="cache of epdf.beta">_beta</a>=<a class="code" href="classmgamma.html#43f733cce0245a52363d566099add687" title="Constant .">k</a>/val;}; 
     181<a name="l00273"></a>00273 }; 
     182<a name="l00274"></a>00274  
     183<a name="l00286"></a><a class="code" href="classmgamma__fix.html">00286</a> <span class="keyword">class </span><a class="code" href="classmgamma__fix.html" title="Gamma random walk around a fixed point.">mgamma_fix</a> : <span class="keyword">public</span> <a class="code" href="classmgamma.html" title="Gamma random walk.">mgamma</a> { 
     184<a name="l00287"></a>00287 <span class="keyword">protected</span>: 
     185<a name="l00289"></a><a class="code" href="classmgamma__fix.html#3f48c09caddc298901ad75fe7c0529f6">00289</a>         <span class="keywordtype">double</span> <a class="code" href="classmgamma__fix.html#3f48c09caddc298901ad75fe7c0529f6" title="parameter l">l</a>; 
     186<a name="l00291"></a><a class="code" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0">00291</a>         vec <a class="code" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0" title="reference vector">refl</a>; 
     187<a name="l00292"></a>00292 <span class="keyword">public</span>: 
     188<a name="l00294"></a><a class="code" href="classmgamma__fix.html#b92c3d2e5fd0381033a072e5ef3bcf80">00294</a>         <a class="code" href="classmgamma__fix.html#b92c3d2e5fd0381033a072e5ef3bcf80" title="Constructor.">mgamma_fix</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>,<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ) : <a class="code" href="classmgamma.html" title="Gamma random walk.">mgamma</a> ( rv,rvc ),<a class="code" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0" title="reference vector">refl</a> ( rv.count() ) {}; 
     189<a name="l00296"></a><a class="code" href="classmgamma__fix.html#ec6f846896749e27cb7be9fa48dd1cb1">00296</a>         <span class="keywordtype">void</span> <a class="code" href="classmgamma__fix.html#ec6f846896749e27cb7be9fa48dd1cb1" title="Set value of k.">set_parameters</a> ( <span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0 ) { 
     190<a name="l00297"></a>00297                 <a class="code" href="classmgamma.html#a9d646cf758a70126dde7c48790b6e94" title="Set value of k.">mgamma::set_parameters</a> ( k0 ); 
     191<a name="l00298"></a>00298                 <a class="code" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0" title="reference vector">refl</a>=pow ( ref0,1.0-l0 );<a class="code" href="classmgamma__fix.html#3f48c09caddc298901ad75fe7c0529f6" title="parameter l">l</a>=l0; 
     192<a name="l00299"></a>00299         }; 
     193<a name="l00300"></a>00300  
     194<a name="l00301"></a><a class="code" href="classmgamma__fix.html#6ea3931eec7b7da7b693e45981052460">00301</a>         <span class="keywordtype">void</span> <a class="code" href="classmgamma__fix.html#6ea3931eec7b7da7b693e45981052460" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) {vec mean=elem_mult ( <a class="code" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0" title="reference vector">refl</a>,pow ( val,<a class="code" href="classmgamma__fix.html#3f48c09caddc298901ad75fe7c0529f6" title="parameter l">l</a> ) ); *<a class="code" href="classmgamma.html#5e90652837448bcc29707e7412f99691" title="cache of epdf.beta">_beta</a>=<a class="code" href="classmgamma.html#43f733cce0245a52363d566099add687" title="Constant .">k</a>/mean;}; 
     195<a name="l00302"></a>00302 }; 
     196<a name="l00303"></a>00303  
     197<a name="l00305"></a><a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212">00305</a> <span class="keyword">enum</span> <a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212" title="Switch between various resampling methods.">RESAMPLING_METHOD</a> { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }; 
     198<a name="l00311"></a><a class="code" href="classeEmp.html">00311</a> <span class="keyword">class </span><a class="code" href="classeEmp.html" title="Weighted empirical density.">eEmp</a>: <span class="keyword">public</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
     199<a name="l00312"></a>00312 <span class="keyword">protected</span> : 
     200<a name="l00314"></a><a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd">00314</a>         <span class="keywordtype">int</span> <a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a>; 
     201<a name="l00316"></a><a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8">00316</a>         vec <a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights .">w</a>; 
     202<a name="l00318"></a><a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a">00318</a>         Array&lt;vec&gt; <a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a>; 
     203<a name="l00319"></a>00319 <span class="keyword">public</span>: 
     204<a name="l00321"></a><a class="code" href="classeEmp.html#0c04b073ecd0dae3d498e680ae27e9e4">00321</a>         <a class="code" href="classeEmp.html#0c04b073ecd0dae3d498e680ae27e9e4" title="Default constructor.">eEmp</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0 ,<span class="keywordtype">int</span> n0 ) :<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv0 ),<a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a> ( n0 ),<a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights .">w</a> ( <a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a> ),<a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a> ( <a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a> ) {}; 
     205<a name="l00323"></a>00323         <span class="keywordtype">void</span> <a class="code" href="classeEmp.html#6606a656c1b28114f7384c25aaf80e8d" title="Set sample.">set_parameters</a> ( <span class="keyword">const</span> vec &amp;w0, <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* pdf0 ); 
     206<a name="l00325"></a><a class="code" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b">00325</a>         vec&amp; <a class="code" href="classeEmp.html#31b2bfb73b72486a5c89f2ab850c7a9b" title="Potentially dangerous, use with care.">_w</a>()  {<span class="keywordflow">return</span> <a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights .">w</a>;}; 
     207<a name="l00327"></a><a class="code" href="classeEmp.html#31b747eca73b16f30370827ba4cc3575">00327</a>         Array&lt;vec&gt;&amp; <a class="code" href="classeEmp.html#31b747eca73b16f30370827ba4cc3575" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a>;}; 
     208<a name="l00329"></a>00329         ivec <a class="code" href="classeEmp.html#77268292fc4465cb73ddbfb1f2932a59" title="Function performs resampling, i.e. removal of low-weight samples and duplication...">resample</a> ( <a class="code" href="libEF_8h.html#99497a3ff630f761cf6bff7babd23212" title="Switch between various resampling methods.">RESAMPLING_METHOD</a> method = SYSTEMATIC ); 
     209<a name="l00331"></a><a class="code" href="classeEmp.html#83f9283f92b805508d896479dc1ccf12">00331</a>         vec <a class="code" href="classeEmp.html#83f9283f92b805508d896479dc1ccf12" title="inherited operation : NOT implemneted">sample</a>()<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;} 
     210<a name="l00333"></a><a class="code" href="classeEmp.html#23e7358995400865ad2e278945922fb3">00333</a>         <span class="keywordtype">double</span> <a class="code" href="classeEmp.html#23e7358995400865ad2e278945922fb3" title="inherited operation : NOT implemneted">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0.0;} 
     211<a name="l00334"></a><a class="code" href="classeEmp.html#ba055c19038cc72628d98e25197e982d">00334</a>         vec <a class="code" href="classeEmp.html#ba055c19038cc72628d98e25197e982d" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
     212<a name="l00335"></a>00335                 vec pom=zeros ( <a class="code" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9" title="Identified of the random variable.">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ); 
     213<a name="l00336"></a>00336                 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i&lt;<a class="code" href="classeEmp.html#8c33034de0e35f03f8bb85d3d67438fd" title="Number of particles.">n</a>;i++ ) {pom+=<a class="code" href="classeEmp.html#a4d6f4bbd6a6824fc39f14676701279a" title="Samples .">samples</a> ( i ) *<a class="code" href="classeEmp.html#ae78d144404ddba843c93b171b215de8" title="Sample weights .">w</a> ( i );} 
     214<a name="l00337"></a>00337                 <span class="keywordflow">return</span> pom; 
     215<a name="l00338"></a>00338         } 
     216<a name="l00339"></a>00339 }; 
     217<a name="l00340"></a>00340  
     218<a name="l00341"></a>00341  
     219<a name="l00343"></a>00343  
     220<a name="l00344"></a>00344 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     221<a name="l00345"></a><a class="code" href="classenorm.html#7b5cb487a2570e8109bfdc0df149aa06">00345</a> <a class="code" href="classenorm.html#7b5cb487a2570e8109bfdc0df149aa06" title="Default constructor.">enorm&lt;sq_T&gt;::enorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv ) :<a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> ( rv ), mu ( rv.count() ),R ( rv.count() ),dim ( rv.count() ) {}; 
     222<a name="l00346"></a>00346  
     223<a name="l00347"></a>00347 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     224<a name="l00348"></a><a class="code" href="classenorm.html#1394a65caa6e00d42e00cc99b12227af">00348</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#1394a65caa6e00d42e00cc99b12227af" title="Set mean value mu and covariance R.">enorm&lt;sq_T&gt;::set_parameters</a> ( <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0 ) { 
     225<a name="l00349"></a>00349 <span class="comment">//Fixme test dimensions of mu0 and R0;</span> 
     226<a name="l00350"></a>00350         <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a> = mu0; 
     227<a name="l00351"></a>00351         <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a> = R0; 
     228<a name="l00352"></a>00352 }; 
     229<a name="l00353"></a>00353  
     230<a name="l00354"></a>00354 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     231<a name="l00355"></a><a class="code" href="classenorm.html#5bf185e31e5954fceb90ada3debd2ff2">00355</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#5bf185e31e5954fceb90ada3debd2ff2" title="dupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::dupdate</a> ( mat &amp;v, <span class="keywordtype">double</span> nu ) { 
     232<a name="l00356"></a>00356         <span class="comment">//</span> 
     233<a name="l00357"></a>00357 }; 
     234<a name="l00358"></a>00358  
     235<a name="l00359"></a>00359 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     236<a name="l00360"></a><a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">00360</a> <span class="keywordtype">void</span> <a class="code" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a" title="tupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::tupdate</a> ( <span class="keywordtype">double</span> phi, mat &amp;vbar, <span class="keywordtype">double</span> nubar ) { 
     237<a name="l00361"></a>00361         <span class="comment">//</span> 
     238<a name="l00362"></a>00362 }; 
     239<a name="l00363"></a>00363  
     240<a name="l00364"></a>00364 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     241<a name="l00365"></a><a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5">00365</a> vec <a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5" title="Returns the required moment of the epdf.">enorm&lt;sq_T&gt;::sample</a>()<span class="keyword"> const </span>{ 
     242<a name="l00366"></a>00366         vec x ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a> ); 
     243<a name="l00367"></a>00367         NorRNG.sample_vector ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,x ); 
     244<a name="l00368"></a>00368         vec smp = <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult ( x ); 
     245<a name="l00369"></a>00369  
     246<a name="l00370"></a>00370         smp += <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>; 
     247<a name="l00371"></a>00371         <span class="keywordflow">return</span> smp; 
     248<a name="l00372"></a>00372 }; 
    247249<a name="l00373"></a>00373  
    248 <a name="l00374"></a>00374         smp += <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>; 
    249 <a name="l00375"></a>00375         <span class="keywordflow">return</span> smp; 
    250 <a name="l00376"></a>00376 }; 
    251 <a name="l00377"></a>00377  
    252 <a name="l00378"></a>00378 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    253 <a name="l00379"></a><a class="code" href="classenorm.html#60f0f3bfa53d6e65843eea9532b16d36">00379</a> mat <a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5" title="Returns the required moment of the epdf.">enorm&lt;sq_T&gt;::sample</a> ( <span class="keywordtype">int</span> N )<span class="keyword"> const </span>{ 
    254 <a name="l00380"></a>00380         mat X ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,N ); 
    255 <a name="l00381"></a>00381         vec x ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a> ); 
    256 <a name="l00382"></a>00382         vec pom; 
    257 <a name="l00383"></a>00383         <span class="keywordtype">int</span> i; 
    258 <a name="l00384"></a>00384  
    259 <a name="l00385"></a>00385         <span class="keywordflow">for</span> ( i=0;i&lt;N;i++ ) { 
    260 <a name="l00386"></a>00386                 NorRNG.sample_vector ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,x ); 
    261 <a name="l00387"></a>00387                 pom = <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult ( x ); 
    262 <a name="l00388"></a>00388                 pom +=<a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>; 
    263 <a name="l00389"></a>00389                 X.set_col ( i, pom ); 
    264 <a name="l00390"></a>00390         } 
    265 <a name="l00391"></a>00391  
    266 <a name="l00392"></a>00392         <span class="keywordflow">return</span> X; 
    267 <a name="l00393"></a>00393 }; 
    268 <a name="l00394"></a>00394  
    269 <a name="l00395"></a>00395 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    270 <a name="l00396"></a><a class="code" href="classenorm.html#b9e1dfd33692d7b3f1a59f17b0e61bd0">00396</a> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#b9e1dfd33692d7b3f1a59f17b0e61bd0" title="Compute probability of argument val.">enorm&lt;sq_T&gt;::eval</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
    271 <a name="l00397"></a>00397         <span class="keywordtype">double</span> pdfl,e; 
    272 <a name="l00398"></a>00398         pdfl = <a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401" title="Compute log-probability of argument val.">evalpdflog</a> ( val ); 
    273 <a name="l00399"></a>00399         e = exp ( pdfl ); 
    274 <a name="l00400"></a>00400         <span class="keywordflow">return</span> e; 
    275 <a name="l00401"></a>00401 }; 
    276 <a name="l00402"></a>00402  
    277 <a name="l00403"></a>00403 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    278 <a name="l00404"></a><a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401">00404</a> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401" title="Compute log-probability of argument val.">enorm&lt;sq_T&gt;::evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
    279 <a name="l00405"></a>00405         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
    280 <a name="l00406"></a>00406         <span class="keywordflow">return</span>  -0.5* (  +<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.invqform ( <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>-val ) ) - <a class="code" href="classenorm.html#b289a36a69db59d182bb6eba9c05d4a8" title="logarithm of the normalizing constant, ">lognc</a>(); 
    281 <a name="l00407"></a>00407 }; 
    282 <a name="l00408"></a>00408  
    283 <a name="l00409"></a>00409 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    284 <a name="l00410"></a><a class="code" href="classenorm.html#b289a36a69db59d182bb6eba9c05d4a8">00410</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#b289a36a69db59d182bb6eba9c05d4a8" title="logarithm of the normalizing constant, ">enorm&lt;sq_T&gt;::lognc</a> ()<span class="keyword"> const </span>{ 
    285 <a name="l00411"></a>00411         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
    286 <a name="l00412"></a>00412         <span class="keywordflow">return</span> -0.5* ( <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 +<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.logdet()); 
    287 <a name="l00413"></a>00413 }; 
     250<a name="l00374"></a>00374 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     251<a name="l00375"></a><a class="code" href="classenorm.html#60f0f3bfa53d6e65843eea9532b16d36">00375</a> mat <a class="code" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5" title="Returns the required moment of the epdf.">enorm&lt;sq_T&gt;::sample</a> ( <span class="keywordtype">int</span> N )<span class="keyword"> const </span>{ 
     252<a name="l00376"></a>00376         mat X ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,N ); 
     253<a name="l00377"></a>00377         vec x ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a> ); 
     254<a name="l00378"></a>00378         vec pom; 
     255<a name="l00379"></a>00379         <span class="keywordtype">int</span> i; 
     256<a name="l00380"></a>00380  
     257<a name="l00381"></a>00381         <span class="keywordflow">for</span> ( i=0;i&lt;N;i++ ) { 
     258<a name="l00382"></a>00382                 NorRNG.sample_vector ( <a class="code" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e" title="dimension (redundant from rv.count() for easier coding )">dim</a>,x ); 
     259<a name="l00383"></a>00383                 pom = <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult ( x ); 
     260<a name="l00384"></a>00384                 pom +=<a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>; 
     261<a name="l00385"></a>00385                 X.set_col ( i, pom ); 
     262<a name="l00386"></a>00386         } 
     263<a name="l00387"></a>00387  
     264<a name="l00388"></a>00388         <span class="keywordflow">return</span> X; 
     265<a name="l00389"></a>00389 }; 
     266<a name="l00390"></a>00390  
     267<a name="l00391"></a>00391 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     268<a name="l00392"></a><a class="code" href="classenorm.html#b9e1dfd33692d7b3f1a59f17b0e61bd0">00392</a> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#b9e1dfd33692d7b3f1a59f17b0e61bd0" title="Compute probability of argument val.">enorm&lt;sq_T&gt;::eval</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
     269<a name="l00393"></a>00393         <span class="keywordtype">double</span> pdfl,e; 
     270<a name="l00394"></a>00394         pdfl = <a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401" title="Compute log-probability of argument val.">evalpdflog</a> ( val ); 
     271<a name="l00395"></a>00395         e = exp ( pdfl ); 
     272<a name="l00396"></a>00396         <span class="keywordflow">return</span> e; 
     273<a name="l00397"></a>00397 }; 
     274<a name="l00398"></a>00398  
     275<a name="l00399"></a>00399 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     276<a name="l00400"></a><a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401">00400</a> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401" title="Compute log-probability of argument val.">enorm&lt;sq_T&gt;::evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val )<span class="keyword"> const </span>{ 
     277<a name="l00401"></a>00401         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
     278<a name="l00402"></a>00402         <span class="keywordflow">return</span>  -0.5* (  +<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.invqform ( <a class="code" href="classenorm.html#71fde0d54bba147e00f612577f95ad20" title="mean value">mu</a>-val ) ) - <a class="code" href="classenorm.html#b289a36a69db59d182bb6eba9c05d4a8" title="logarithm of the normalizing constant, ">lognc</a>(); 
     279<a name="l00403"></a>00403 }; 
     280<a name="l00404"></a>00404  
     281<a name="l00405"></a>00405 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     282<a name="l00406"></a><a class="code" href="classenorm.html#b289a36a69db59d182bb6eba9c05d4a8">00406</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classenorm.html#b289a36a69db59d182bb6eba9c05d4a8" title="logarithm of the normalizing constant, ">enorm&lt;sq_T&gt;::lognc</a> ()<span class="keyword"> const </span>{ 
     283<a name="l00407"></a>00407         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
     284<a name="l00408"></a>00408         <span class="keywordflow">return</span> -0.5* ( <a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 +<a class="code" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1" title="Covariance matrix in decomposed form.">R</a>.logdet()); 
     285<a name="l00409"></a>00409 }; 
     286<a name="l00410"></a>00410  
     287<a name="l00411"></a>00411 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     288<a name="l00412"></a><a class="code" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5">00412</a> <a class="code" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5" title="Constructor.">mlnorm&lt;sq_T&gt;::mlnorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0 ) :<a class="code" href="classmEF.html" title="Exponential family model.">mEF</a> ( rv0,rvc0 ),<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv0 ),A ( rv0.count(),rv0.count() ),<a class="code" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac" title="returns a pointer to the internal mean value. Use with Care!">_mu</a>(<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.<a class="code" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac" title="returns a pointer to the internal mean value. Use with Care!">_mu</a>()) { <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a> =&amp;<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>; 
     289<a name="l00413"></a>00413 } 
    288290<a name="l00414"></a>00414  
    289291<a name="l00415"></a>00415 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    290 <a name="l00416"></a><a class="code" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5">00416</a> <a class="code" href="classmlnorm.html#f927203b3f31171c5c10ffc7caa797f5" title="Constructor.">mlnorm&lt;sq_T&gt;::mlnorm</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0 ) :<a class="code" href="classmEF.html" title="Exponential family model.">mEF</a> ( rv0,rvc0 ),<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( rv0 ),A ( rv0.count(),rv0.count() ),<a class="code" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac" title="returns a pointer to the internal mean value. Use with Care!">_mu</a>(<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.<a class="code" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac" title="returns a pointer to the internal mean value. Use with Care!">_mu</a>()) { <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a> =&amp;<a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>; 
    291 <a name="l00417"></a>00417 } 
    292 <a name="l00418"></a>00418  
    293 <a name="l00419"></a>00419 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    294 <a name="l00420"></a><a class="code" href="classmlnorm.html#b6749030c5d5abcb3eb6898f74cea3c0">00420</a> <span class="keywordtype">void</span> <a class="code" href="classmlnorm.html#b6749030c5d5abcb3eb6898f74cea3c0" title="Set A and R.">mlnorm&lt;sq_T&gt;::set_parameters</a> ( <span class="keyword">const</span> mat &amp;A0, <span class="keyword">const</span> sq_T &amp;R0 ) { 
    295 <a name="l00421"></a>00421         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( zeros ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ),R0 ); 
    296 <a name="l00422"></a>00422         A = A0; 
    297 <a name="l00423"></a>00423 } 
    298 <a name="l00424"></a>00424  
    299 <a name="l00425"></a>00425 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    300 <a name="l00426"></a><a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">00426</a> vec <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">mlnorm&lt;sq_T&gt;::samplecond</a> ( vec &amp;cond, <span class="keywordtype">double</span> &amp;lik ) { 
    301 <a name="l00427"></a>00427         this-&gt;<a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195" title="Set value of rvc . Result of this operation is stored in epdf use function _ep to...">condition</a> ( cond ); 
    302 <a name="l00428"></a>00428         vec smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample(); 
    303 <a name="l00429"></a>00429         lik = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval ( smp ); 
    304 <a name="l00430"></a>00430         <span class="keywordflow">return</span> smp; 
    305 <a name="l00431"></a>00431 } 
    306 <a name="l00432"></a>00432  
    307 <a name="l00433"></a>00433 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    308 <a name="l00434"></a><a class="code" href="classmlnorm.html#215fb88cc8b95d64cdefd6849abdd1e8">00434</a> mat <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">mlnorm&lt;sq_T&gt;::samplecond</a> ( vec &amp;cond, vec &amp;lik, <span class="keywordtype">int</span> n ) { 
    309 <a name="l00435"></a>00435         <span class="keywordtype">int</span> i; 
    310 <a name="l00436"></a>00436         <span class="keywordtype">int</span> dim = <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>(); 
    311 <a name="l00437"></a>00437         mat Smp ( dim,n ); 
    312 <a name="l00438"></a>00438         vec smp ( dim ); 
    313 <a name="l00439"></a>00439         this-&gt;<a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195" title="Set value of rvc . Result of this operation is stored in epdf use function _ep to...">condition</a> ( cond ); 
    314 <a name="l00440"></a>00440  
    315 <a name="l00441"></a>00441         <span class="keywordflow">for</span> ( i=0; i&lt;n; i++ ) { 
    316 <a name="l00442"></a>00442                 smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample(); 
    317 <a name="l00443"></a>00443                 lik ( i ) = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval ( smp ); 
    318 <a name="l00444"></a>00444                 Smp.set_col ( i ,smp ); 
    319 <a name="l00445"></a>00445         } 
    320 <a name="l00446"></a>00446  
    321 <a name="l00447"></a>00447         <span class="keywordflow">return</span> Smp; 
    322 <a name="l00448"></a>00448 } 
    323 <a name="l00449"></a>00449  
    324 <a name="l00450"></a>00450 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    325 <a name="l00451"></a><a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195">00451</a> <span class="keywordtype">void</span> <a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195" title="Set value of rvc . Result of this operation is stored in epdf use function _ep to...">mlnorm&lt;sq_T&gt;::condition</a> ( vec &amp;cond ) { 
    326 <a name="l00452"></a>00452         _mu = A*cond; 
    327 <a name="l00453"></a>00453 <span class="comment">//R is already assigned;</span> 
    328 <a name="l00454"></a>00454 } 
    329 <a name="l00455"></a>00455  
    330 <a name="l00457"></a>00457  
    331 <a name="l00458"></a>00458  
    332 <a name="l00459"></a>00459 <span class="preprocessor">#endif //EF_H</span> 
     292<a name="l00416"></a><a class="code" href="classmlnorm.html#b6749030c5d5abcb3eb6898f74cea3c0">00416</a> <span class="keywordtype">void</span> <a class="code" href="classmlnorm.html#b6749030c5d5abcb3eb6898f74cea3c0" title="Set A and R.">mlnorm&lt;sq_T&gt;::set_parameters</a> ( <span class="keyword">const</span> mat &amp;A0, <span class="keyword">const</span> sq_T &amp;R0 ) { 
     293<a name="l00417"></a>00417         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( zeros ( <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>() ),R0 ); 
     294<a name="l00418"></a>00418         A = A0; 
     295<a name="l00419"></a>00419 } 
     296<a name="l00420"></a>00420  
     297<a name="l00421"></a>00421 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     298<a name="l00422"></a><a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18">00422</a> vec <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">mlnorm&lt;sq_T&gt;::samplecond</a> ( vec &amp;cond, <span class="keywordtype">double</span> &amp;lik ) { 
     299<a name="l00423"></a>00423         this-&gt;<a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195" title="Set value of rvc . Result of this operation is stored in epdf use function _ep to...">condition</a> ( cond ); 
     300<a name="l00424"></a>00424         vec smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample(); 
     301<a name="l00425"></a>00425         lik = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval ( smp ); 
     302<a name="l00426"></a>00426         <span class="keywordflow">return</span> smp; 
     303<a name="l00427"></a>00427 } 
     304<a name="l00428"></a>00428  
     305<a name="l00429"></a>00429 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     306<a name="l00430"></a><a class="code" href="classmlnorm.html#215fb88cc8b95d64cdefd6849abdd1e8">00430</a> mat <a class="code" href="classmlnorm.html#decf3e3b5c8e0812e5b4dbe94fa2ae18" title="Generate one sample of the posterior.">mlnorm&lt;sq_T&gt;::samplecond</a> ( vec &amp;cond, vec &amp;lik, <span class="keywordtype">int</span> n ) { 
     307<a name="l00431"></a>00431         <span class="keywordtype">int</span> i; 
     308<a name="l00432"></a>00432         <span class="keywordtype">int</span> dim = <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>(); 
     309<a name="l00433"></a>00433         mat Smp ( dim,n ); 
     310<a name="l00434"></a>00434         vec smp ( dim ); 
     311<a name="l00435"></a>00435         this-&gt;<a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195" title="Set value of rvc . Result of this operation is stored in epdf use function _ep to...">condition</a> ( cond ); 
     312<a name="l00436"></a>00436  
     313<a name="l00437"></a>00437         <span class="keywordflow">for</span> ( i=0; i&lt;n; i++ ) { 
     314<a name="l00438"></a>00438                 smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample(); 
     315<a name="l00439"></a>00439                 lik ( i ) = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval ( smp ); 
     316<a name="l00440"></a>00440                 Smp.set_col ( i ,smp ); 
     317<a name="l00441"></a>00441         } 
     318<a name="l00442"></a>00442  
     319<a name="l00443"></a>00443         <span class="keywordflow">return</span> Smp; 
     320<a name="l00444"></a>00444 } 
     321<a name="l00445"></a>00445  
     322<a name="l00446"></a>00446 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     323<a name="l00447"></a><a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195">00447</a> <span class="keywordtype">void</span> <a class="code" href="classmlnorm.html#5232fc7e305eceab4e2bd6a8daa44195" title="Set value of rvc . Result of this operation is stored in epdf use function _ep to...">mlnorm&lt;sq_T&gt;::condition</a> ( vec &amp;cond ) { 
     324<a name="l00448"></a>00448         _mu = A*cond; 
     325<a name="l00449"></a>00449 <span class="comment">//R is already assigned;</span> 
     326<a name="l00450"></a>00450 } 
     327<a name="l00451"></a>00451  
     328<a name="l00453"></a>00453  
     329<a name="l00454"></a>00454  
     330<a name="l00455"></a>00455 <span class="preprocessor">#endif //EF_H</span> 
    333331</pre></div></div> 
    334 <hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 16 17:22:03 2008 for mixpp by&nbsp; 
     332<hr size="1"><address style="text-align: right;"><small>Generated on Thu Sep 4 19:28:00 2008 for mixpp by&nbsp; 
    335333<a href="http://www.doxygen.org/index.html"> 
    336334<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>