#include <libEF.h>


Public Member Functions | |
| mlnorm (RV &rv, RV &rvc) | |
| Constructor. | |
| void | set_parameters (const mat &A, const sq_T &R) |
Set A and R. | |
| vec | samplecond (vec &cond, double &lik) |
| Generate one sample of the posterior. | |
| mat | samplecond (vec &cond, vec &lik, int n) |
| Generate matrix of samples of the posterior. | |
| void | condition (vec &cond) |
Set value of rvc . Result of this operation is stored in epdf use function _ep to access it. | |
| virtual vec | samplecond (const vec &cond, double &ll) |
| Returns the required moment of the epdf. | |
| virtual mat | samplecond (const vec &cond, vec &ll, int N) |
| Returns. | |
| virtual void | condition (const vec &cond) |
Update ep so that it represents this mpdf conditioned on rvc = cond. | |
| virtual double | evalcond (const vec &dt, const vec &cond) |
| Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently. | |
| RV | _rvc () |
| access function | |
| RV | _rv () |
| access function | |
| epdf & | _epdf () |
| access function | |
Protected Attributes | |
| RV | rv |
| modeled random variable | |
| RV | rvc |
| random variable in condition | |
| epdf * | ep |
| pointer to internal epdf | |
Mean value
.
| virtual vec mpdf::samplecond | ( | const vec & | cond, | |
| double & | ll | |||
| ) | [inline, virtual, inherited] |
Returns the required moment of the epdf.
Returns a sample from the density conditioned on cond,
.
| cond | is numeric value of rv | |
| ll | is a return value of log-likelihood of the sample. |
References mpdf::condition(), mpdf::ep, epdf::evalpdflog(), and epdf::sample().
Referenced by MPF< BM_T >::bayes(), and PF::bayes().
| virtual mat mpdf::samplecond | ( | const vec & | cond, | |
| vec & | ll, | |||
| int | N | |||
| ) | [inline, virtual, inherited] |
Returns.
| N | samples from the density conditioned on cond, . | |
| cond | is numeric value of rv | |
| ll | is a return value of log-likelihood of the sample. |
References mpdf::condition(), RV::count(), mpdf::ep, epdf::evalpdflog(), mpdf::rv, and epdf::sample().
1.5.6