#include <emix.h>


Public Member Functions | |
| mmix (RV &rv, RV &rvc) | |
| Default constructor. | |
| void | set_parameters (const vec &w, const Array< mpdf * > &Coms) |
Set weights w and components R. | |
| void | condition (const vec &cond) |
Update ep so that it represents this mpdf conditioned on rvc = cond. | |
| 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 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 | |
| Array< mpdf * > | Coms |
| Component (epdfs). | |
| emix | Epdf |
| Internal epdf. | |
| RV | rv |
| modeled random variable | |
| RV | rvc |
| random variable in condition | |
| epdf * | ep |
| pointer to internal epdf | |
| 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. |
Reimplemented in mprod.
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. |
Reimplemented in mprod.
References mpdf::condition(), RV::count(), mpdf::ep, epdf::evalpdflog(), mpdf::rv, and epdf::sample().
1.5.6