#include <emix.h>


Public Member Functions | |
| mprod (Array< mpdf * > mFacs, bool overlap=false) | |
| Constructor from list of mFacs, Additional parameter overlap is left for future use. Do not set to true for mprod. | |
| double | evalpdflog (const vec &val) const |
| vec | samplecond (const vec &cond, double &ll) |
| Returns the required moment of the epdf. | |
| 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 | |
| int | n |
| Array< epdf * > | epdfs |
| Array< mpdf * > | mpdfs |
| Array< ivec > | rvinds |
| Indeces of rvs in common rv. | |
| Array< ivec > | rvcinrv |
| Indeces of rvc in common rv. | |
| Array< ivec > | rvcinds |
| Indeces of rvc in common rvc. | |
| RV | rv |
| modeled random variable | |
| RV | rvc |
| random variable in condition | |
| epdf * | ep |
| pointer to internal epdf | |
Probability density in the form of Chain-rule decomposition: \[ f(x_1,x_2,x_3) = f(x_1|x_2,x_3)f(x_2,x_3)f(x_3) \] Note that
| vec mprod::samplecond | ( | const vec & | cond, | |
| double & | ll | |||
| ) | [inline, virtual] |
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 from mpdf.
References RV::count(), mpdf::rv, rvcinds, rvcinrv, and rvinds.
Referenced by samplecond().
| mat mprod::samplecond | ( | const vec & | cond, | |
| vec & | ll, | |||
| int | N | |||
| ) | [inline, virtual] |
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 from mpdf.
References RV::count(), mpdf::rv, and samplecond().
1.5.6