24 | | <a name="l00026"></a><a class="code" href="classeEF.html">00026</a> <span class="keyword">class </span><a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</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> { |
25 | | <a name="l00027"></a>00027 |
26 | | <a name="l00028"></a>00028 <span class="keyword">public</span>: |
27 | | <a name="l00029"></a>00029 <span class="keyword">virtual</span> <span class="keywordtype">void</span> tupdate( <span class="keywordtype">double</span> phi, mat &vbar, <span class="keywordtype">double</span> nubar ){}; |
28 | | <a name="l00030"></a>00030 <span class="keyword">virtual</span> <span class="keywordtype">void</span> dupdate( mat &v,<span class="keywordtype">double</span> nu=1.0 ){}; |
29 | | <a name="l00031"></a>00031 }; |
30 | | <a name="l00032"></a>00032 |
31 | | <a name="l00033"></a>00033 <span class="keyword">class </span>mEF :<span class="keyword">public</span> <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { |
| 24 | <a name="l00021"></a>00021 <span class="keyword">using namespace </span>itpp; |
| 25 | <a name="l00022"></a>00022 |
| 26 | <a name="l00028"></a><a class="code" href="classeEF.html">00028</a> <span class="keyword">class </span><a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</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> { |
| 27 | <a name="l00029"></a>00029 |
| 28 | <a name="l00030"></a>00030 <span class="keyword">public</span>: |
| 29 | <a name="l00031"></a>00031 <span class="keyword">virtual</span> <span class="keywordtype">void</span> tupdate( <span class="keywordtype">double</span> phi, mat &vbar, <span class="keywordtype">double</span> nubar ) {}; |
| 30 | <a name="l00032"></a>00032 <span class="keyword">virtual</span> <span class="keywordtype">void</span> dupdate( mat &v,<span class="keywordtype">double</span> nu=1.0 ) {}; |
| 31 | <a name="l00033"></a>00033 }; |
37 | | <a name="l00044"></a>00044 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
38 | | <a name="l00045"></a><a class="code" href="classenorm.html">00045</a> <span class="keyword">class </span><a class="code" href="classenorm.html" title="General exponential family density.">enorm</a> : <span class="keyword">public</span> <a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> { |
39 | | <a name="l00046"></a>00046 vec mu; |
40 | | <a name="l00047"></a>00047 sq_T R; |
41 | | <a name="l00048"></a>00048 <span class="keyword">public</span>: |
42 | | <a name="l00049"></a>00049 <a class="code" href="classenorm.html" title="General exponential family density.">enorm</a>( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv, vec &mu, sq_T &R ); |
43 | | <a name="l00050"></a>00050 <a class="code" href="classenorm.html" title="General exponential family density.">enorm</a>(); |
44 | | <a name="l00051"></a>00051 <span class="keywordtype">void</span> tupdate( <span class="keywordtype">double</span> phi, mat &vbar, <span class="keywordtype">double</span> nubar ); |
45 | | <a name="l00052"></a>00052 <span class="keywordtype">void</span> dupdate( mat &v,<span class="keywordtype">double</span> nu=1.0 ); |
46 | | <a name="l00053"></a>00053 vec <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">sample</a>(); |
47 | | <a name="l00054"></a>00054 <span class="keywordtype">double</span> eval( <span class="keyword">const</span> vec &val ); |
48 | | <a name="l00055"></a>00055 |
49 | | <a name="l00056"></a>00056 }; |
50 | | <a name="l00057"></a>00057 |
51 | | <a name="l00061"></a>00061 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
52 | | <a name="l00062"></a>00062 <span class="keyword">class </span>mlnorm : <span class="keyword">public</span> mEF { |
53 | | <a name="l00063"></a>00063 <a class="code" href="classenorm.html" title="General exponential family density.">enorm<sq_T></a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>; |
54 | | <a name="l00064"></a>00064 mat A; |
55 | | <a name="l00065"></a>00065 <span class="keyword">public</span>: |
56 | | <a name="l00067"></a>00067 mlnorm( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, mat &A, sq_T &R ); |
57 | | <a name="l00069"></a>00069 vec samplecond( vec &cond, <span class="keywordtype">double</span> &lik ); |
58 | | <a name="l00070"></a>00070 mat samplecond( vec &cond, vec &lik, <span class="keywordtype">int</span> n ); |
59 | | <a name="l00071"></a>00071 <span class="keywordtype">void</span> condition( vec &cond ); |
60 | | <a name="l00072"></a>00072 }; |
61 | | <a name="l00073"></a>00073 |
62 | | <a name="l00075"></a>00075 |
63 | | <a name="l00076"></a>00076 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
64 | | <a name="l00077"></a>00077 <a class="code" href="classenorm.html" title="General exponential family density.">enorm<sq_T>::enorm</a>( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv, vec &mu0, sq_T &R0 ) { |
65 | | <a name="l00078"></a>00078 mu = mu0; |
66 | | <a name="l00079"></a>00079 R = R0; |
67 | | <a name="l00080"></a>00080 }; |
68 | | <a name="l00081"></a>00081 |
69 | | <a name="l00082"></a>00082 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
70 | | <a name="l00083"></a>00083 <span class="keywordtype">void</span> <a class="code" href="classenorm.html" title="General exponential family density.">enorm<sq_T>::dupdate</a>( mat &v, <span class="keywordtype">double</span> nu ) { |
71 | | <a name="l00084"></a>00084 <span class="comment">//</span> |
| 37 | <a name="l00039"></a>00039 }; |
| 38 | <a name="l00040"></a>00040 |
| 39 | <a name="l00046"></a>00046 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
| 40 | <a name="l00047"></a><a class="code" href="classenorm.html">00047</a> <span class="keyword">class </span><a class="code" href="classenorm.html" title="General exponential family density.">enorm</a> : <span class="keyword">public</span> <a class="code" href="classeEF.html" title="General conjugate exponential family posterior density.">eEF</a> { |
| 41 | <a name="l00048"></a>00048 <span class="keywordtype">int</span> dim; |
| 42 | <a name="l00049"></a>00049 vec mu; |
| 43 | <a name="l00050"></a>00050 sq_T R; |
| 44 | <a name="l00051"></a>00051 <span class="keyword">public</span>: |
| 45 | <a name="l00052"></a>00052 <a class="code" href="classenorm.html" title="General exponential family density.">enorm</a>( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv, vec &mu, sq_T &R ); |
| 46 | <a name="l00053"></a>00053 <a class="code" href="classenorm.html" title="General exponential family density.">enorm</a>(); |
| 47 | <a name="l00054"></a>00054 <span class="keywordtype">void</span> tupdate( <span class="keywordtype">double</span> phi, mat &vbar, <span class="keywordtype">double</span> nubar ); |
| 48 | <a name="l00055"></a>00055 <span class="keywordtype">void</span> dupdate( mat &v,<span class="keywordtype">double</span> nu=1.0 ); |
| 49 | <a name="l00056"></a>00056 vec <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">sample</a>(); |
| 50 | <a name="l00057"></a>00057 mat <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">sample</a>(<span class="keywordtype">int</span> N); |
| 51 | <a name="l00058"></a>00058 <span class="keywordtype">double</span> eval( <span class="keyword">const</span> vec &val ); |
| 52 | <a name="l00059"></a>00059 Normal_RNG RNG; |
| 53 | <a name="l00060"></a>00060 }; |
| 54 | <a name="l00061"></a>00061 |
| 55 | <a name="l00065"></a>00065 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
| 56 | <a name="l00066"></a>00066 <span class="keyword">class </span>mlnorm : <span class="keyword">public</span> mEF { |
| 57 | <a name="l00067"></a>00067 <a class="code" href="classenorm.html" title="General exponential family density.">enorm<sq_T></a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>; |
| 58 | <a name="l00068"></a>00068 mat A; |
| 59 | <a name="l00069"></a>00069 <span class="keyword">public</span>: |
| 60 | <a name="l00071"></a>00071 mlnorm( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, mat &A, sq_T &R ); |
| 61 | <a name="l00073"></a>00073 vec samplecond( vec &cond, <span class="keywordtype">double</span> &lik ); |
| 62 | <a name="l00074"></a>00074 mat samplecond( vec &cond, vec &lik, <span class="keywordtype">int</span> n ); |
| 63 | <a name="l00075"></a>00075 <span class="keywordtype">void</span> condition( vec &cond ); |
| 64 | <a name="l00076"></a>00076 }; |
| 65 | <a name="l00077"></a>00077 |
| 66 | <a name="l00079"></a>00079 |
| 67 | <a name="l00080"></a>00080 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
| 68 | <a name="l00081"></a>00081 <a class="code" href="classenorm.html" title="General exponential family density.">enorm<sq_T>::enorm</a>( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv, vec &mu0, sq_T &R0 ) { |
| 69 | <a name="l00082"></a>00082 dim = rv.<a class="code" href="classRV.html#9dcaca7b87cfb0e24a19260067d62f04" title="Return length (number of scalars) of the RV.">count</a>(); |
| 70 | <a name="l00083"></a>00083 mu = mu0; |
| 71 | <a name="l00084"></a>00084 R = R0; |
90 | | <a name="l00103"></a>00103 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
91 | | <a name="l00104"></a>00104 <a class="code" href="classenorm.html" title="General exponential family density.">enorm<sq_T>::enorm</a>() {}; |
92 | | <a name="l00105"></a>00105 |
93 | | <a name="l00106"></a>00106 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
94 | | <a name="l00107"></a>00107 mlnorm<sq_T>::mlnorm( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, mat &A, sq_T &R ) { |
95 | | <a name="l00108"></a>00108 <span class="keywordtype">int</span> dim = rv.<a class="code" href="classRV.html#a764092415291a0e6452a3711749d18e" title="Return length (number of scalars) of the RV.">length</a>(); |
96 | | <a name="l00109"></a>00109 vec mu( dim ); |
97 | | <a name="l00110"></a>00110 |
98 | | <a name="l00111"></a>00111 <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" title="General exponential family density.">enorm<sq_T></a>( rv,mu,R ); |
99 | | <a name="l00112"></a>00112 } |
100 | | <a name="l00113"></a>00113 |
101 | | <a name="l00114"></a>00114 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
102 | | <a name="l00115"></a>00115 vec mlnorm<sq_T>::samplecond( vec &cond, <span class="keywordtype">double</span> &lik ) { |
103 | | <a name="l00116"></a>00116 this->condition( cond ); |
104 | | <a name="l00117"></a>00117 vec smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample(); |
105 | | <a name="l00118"></a>00118 lik = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval(smp); |
106 | | <a name="l00119"></a>00119 <span class="keywordflow">return</span> smp; |
107 | | <a name="l00120"></a>00120 } |
| 90 | <a name="l00103"></a>00103 smp += mu; |
| 91 | <a name="l00104"></a>00104 <span class="keywordflow">return</span> smp; |
| 92 | <a name="l00105"></a>00105 }; |
| 93 | <a name="l00106"></a>00106 |
| 94 | <a name="l00107"></a>00107 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
| 95 | <a name="l00108"></a>00108 mat <a class="code" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023" title="Returns the required moment of the epdf.">enorm<sq_T>::sample</a>( <span class="keywordtype">int</span> N ) { |
| 96 | <a name="l00109"></a>00109 mat X( dim,N ); |
| 97 | <a name="l00110"></a>00110 vec x( dim ); |
| 98 | <a name="l00111"></a>00111 vec pom; |
| 99 | <a name="l00112"></a>00112 <span class="keywordtype">int</span> i; |
| 100 | <a name="l00113"></a>00113 <span class="keywordflow">for</span> ( i=0;i<N;i++ ) { |
| 101 | <a name="l00114"></a>00114 RNG.sample_vector( dim,x ); |
| 102 | <a name="l00115"></a>00115 pom = R.sqrt_mult( x ); |
| 103 | <a name="l00116"></a>00116 pom +=mu; |
| 104 | <a name="l00117"></a>00117 X.set_col( i, pom); |
| 105 | <a name="l00118"></a>00118 } |
| 106 | <a name="l00119"></a>00119 <span class="keywordflow">return</span> X; |
| 107 | <a name="l00120"></a>00120 }; |
110 | | <a name="l00123"></a>00123 mat mlnorm<sq_T>::samplecond( vec &cond, vec &lik, <span class="keywordtype">int</span> n ) { |
111 | | <a name="l00124"></a>00124 <span class="keywordtype">int</span> i; |
112 | | <a name="l00125"></a>00125 <span class="keywordtype">int</span> dim = rv.<a class="code" href="classRV.html#a764092415291a0e6452a3711749d18e" title="Return length (number of scalars) of the RV.">length</a>(); |
113 | | <a name="l00126"></a>00126 mat Smp( dim,n ); |
114 | | <a name="l00127"></a>00127 vec smp( dim); |
115 | | <a name="l00128"></a>00128 this->condition( cond ); |
116 | | <a name="l00129"></a>00129 <span class="keywordflow">for</span> ( i=0; i<dim; i++ ) { |
117 | | <a name="l00130"></a>00130 smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample(); |
118 | | <a name="l00131"></a>00131 lik(i) = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval(smp); |
119 | | <a name="l00132"></a>00132 Smp.set_col( i ,smp); |
120 | | <a name="l00133"></a>00133 } |
121 | | <a name="l00134"></a>00134 <span class="keywordflow">return</span> Smp; |
122 | | <a name="l00135"></a>00135 } |
123 | | <a name="l00136"></a>00136 |
124 | | <a name="l00137"></a>00137 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
125 | | <a name="l00138"></a>00138 <span class="keywordtype">void</span> mlnorm<sq_T>::condition( vec &cond) { |
126 | | <a name="l00139"></a>00139 } |
127 | | <a name="l00140"></a>00140 |
128 | | <a name="l00141"></a>00141 <span class="preprocessor">#endif //EF_H</span> |
129 | | </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Wed Jan 23 11:30:10 2008 for mixpp by |
| 110 | <a name="l00123"></a>00123 <span class="keywordtype">double</span> <a class="code" href="classenorm.html" title="General exponential family density.">enorm<sq_T>::eval</a>( <span class="keyword">const</span> vec &val ) { |
| 111 | <a name="l00124"></a>00124 <span class="comment">//</span> |
| 112 | <a name="l00125"></a>00125 }; |
| 113 | <a name="l00126"></a>00126 |
| 114 | <a name="l00127"></a>00127 |
| 115 | <a name="l00128"></a>00128 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
| 116 | <a name="l00129"></a>00129 <a class="code" href="classenorm.html" title="General exponential family density.">enorm<sq_T>::enorm</a>() {}; |
| 117 | <a name="l00130"></a>00130 |
| 118 | <a name="l00131"></a>00131 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
| 119 | <a name="l00132"></a>00132 mlnorm<sq_T>::mlnorm( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rv,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &rvc, mat &A, sq_T &R ) { |
| 120 | <a name="l00133"></a>00133 <span class="keywordtype">int</span> dim = rv.<a class="code" href="classRV.html#9dcaca7b87cfb0e24a19260067d62f04" title="Return length (number of scalars) of the RV.">count</a>(); |
| 121 | <a name="l00134"></a>00134 vec mu( dim ); |
| 122 | <a name="l00135"></a>00135 |
| 123 | <a name="l00136"></a>00136 <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" title="General exponential family density.">enorm<sq_T></a>( rv,mu,R ); |
| 124 | <a name="l00137"></a>00137 } |
| 125 | <a name="l00138"></a>00138 |
| 126 | <a name="l00139"></a>00139 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
| 127 | <a name="l00140"></a>00140 vec mlnorm<sq_T>::samplecond( vec &cond, <span class="keywordtype">double</span> &lik ) { |
| 128 | <a name="l00141"></a>00141 this->condition( cond ); |
| 129 | <a name="l00142"></a>00142 vec smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample(); |
| 130 | <a name="l00143"></a>00143 lik = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval( smp ); |
| 131 | <a name="l00144"></a>00144 <span class="keywordflow">return</span> smp; |
| 132 | <a name="l00145"></a>00145 } |
| 133 | <a name="l00146"></a>00146 |
| 134 | <a name="l00147"></a>00147 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
| 135 | <a name="l00148"></a>00148 mat mlnorm<sq_T>::samplecond( vec &cond, vec &lik, <span class="keywordtype">int</span> n ) { |
| 136 | <a name="l00149"></a>00149 <span class="keywordtype">int</span> i; |
| 137 | <a name="l00150"></a>00150 <span class="keywordtype">int</span> dim = rv.<a class="code" href="classRV.html#9dcaca7b87cfb0e24a19260067d62f04" title="Return length (number of scalars) of the RV.">count</a>(); |
| 138 | <a name="l00151"></a>00151 mat Smp( dim,n ); |
| 139 | <a name="l00152"></a>00152 vec smp( dim ); |
| 140 | <a name="l00153"></a>00153 this->condition( cond ); |
| 141 | <a name="l00154"></a>00154 <span class="keywordflow">for</span> ( i=0; i<dim; i++ ) { |
| 142 | <a name="l00155"></a>00155 smp = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.sample(); |
| 143 | <a name="l00156"></a>00156 lik( i ) = <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.eval( smp ); |
| 144 | <a name="l00157"></a>00157 Smp.set_col( i ,smp ); |
| 145 | <a name="l00158"></a>00158 } |
| 146 | <a name="l00159"></a>00159 <span class="keywordflow">return</span> Smp; |
| 147 | <a name="l00160"></a>00160 } |
| 148 | <a name="l00161"></a>00161 |
| 149 | <a name="l00162"></a>00162 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> |
| 150 | <a name="l00163"></a>00163 <span class="keywordtype">void</span> mlnorm<sq_T>::condition( vec &cond ) { |
| 151 | <a name="l00164"></a>00164 <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.mu = A*cond; |
| 152 | <a name="l00165"></a>00165 <span class="comment">//R is already assigned;</span> |
| 153 | <a name="l00166"></a>00166 } |
| 154 | <a name="l00167"></a>00167 |
| 155 | <a name="l00168"></a>00168 <span class="preprocessor">#endif //EF_H</span> |
| 156 | </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 15 18:57:37 2008 for mixpp by |