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  • doc/html/classmlnorm.html

    r181 r210  
    3434<p><center><img src="classmlnorm__inherit__graph.png" border="0" usemap="#mlnorm_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center> 
    3535<map name="mlnorm_3_01sq__T_01_4__inherit__map"> 
    36 <area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="40,82,88,106"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="39,7,89,31"></map> 
     36<area shape="rect" href="classmlnorm.html" title="mlnorm\&lt; ldmat \&gt;" alt="" coords="5,263,144,289"><area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="51,87,99,113"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="48,7,101,33"><area shape="rect" href="classmlstudent.html" title="mlstudent" alt="" coords="32,343,117,369"></map> 
    3737<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    3838<div class="dynheader"> 
    … …  
    5656 
    5757<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set <code>A</code> and <code>R</code>. <br></td></tr> 
    58 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1bd939dbf8ec7b8066d3f18abba6822b"></a><!-- doxytag: member="mlnorm::samplecond" ref="1bd939dbf8ec7b8066d3f18abba6822b" args="(const vec &amp;cond, double &amp;lik)" --> 
    59 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#1bd939dbf8ec7b8066d3f18abba6822b">samplecond</a> (const vec &amp;cond, double &amp;lik)</td></tr> 
    60  
    61 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Generate one sample of the posterior. <br></td></tr> 
    62 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06a3600a414b4b0f006ce9440f462817"></a><!-- doxytag: member="mlnorm::samplecond" ref="06a3600a414b4b0f006ce9440f462817" args="(const vec &amp;cond, vec &amp;lik, int n)" --> 
    63 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#06a3600a414b4b0f006ce9440f462817">samplecond</a> (const vec &amp;cond, vec &amp;lik, int n)</td></tr> 
    64  
    65 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Generate matrix of samples of the posterior. <br></td></tr> 
    6658<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d41126455ac64b888a38f677886e1b40"></a><!-- doxytag: member="mlnorm::condition" ref="d41126455ac64b888a38f677886e1b40" args="(const vec &amp;cond)" --> 
    6759void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#d41126455ac64b888a38f677886e1b40">condition</a> (const vec &amp;cond)</td></tr> 
    6860 
    6961<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>rvc</code> . Result of this operation is stored in <code><a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a></code> use function <code>_ep</code> to access it. <br></td></tr> 
     62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2732ae47835dd25d5784bf08fde0a546"></a><!-- doxytag: member="mlnorm::_mu_const" ref="2732ae47835dd25d5784bf08fde0a546" args="()" --> 
     63vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#2732ae47835dd25d5784bf08fde0a546">_mu_const</a> ()</td></tr> 
     64 
     65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="65ec3840c21b21102896bfd2282b47b3"></a><!-- doxytag: member="mlnorm::_A" ref="65ec3840c21b21102896bfd2282b47b3" args="()" --> 
     67mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#65ec3840c21b21102896bfd2282b47b3">_A</a> ()</td></tr> 
     68 
     69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3ff2b03fbb5e1133a5fe1bf831939f63"></a><!-- doxytag: member="mlnorm::_R" ref="3ff2b03fbb5e1133a5fe1bf831939f63" args="()" --> 
     71mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#3ff2b03fbb5e1133a5fe1bf831939f63">_R</a> ()</td></tr> 
     72 
     73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     74<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">samplecond</a> (const vec &amp;cond, double &amp;ll)</td></tr> 
     75 
     76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.  <a href="#3f172b79ec4a5ebc87898a5381141f1b"></a><br></td></tr> 
     77<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">samplecond</a> (const vec &amp;cond, vec &amp;ll, int N)</td></tr> 
     78 
     79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#0e37163660f93df2a4d723cedb1da89c"></a><br></td></tr> 
    7080<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b738ece5bd4f8c4edaee4b38906f91"></a><!-- doxytag: member="mlnorm::evalcond" ref="80b738ece5bd4f8c4edaee4b38906f91" args="(const vec &amp;dt, const vec &amp;cond)" --> 
    7181virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">evalcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr> 
    7282 
    7383<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Shortcut for conditioning and evaluation of the internal <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. In some cases, this operation can be implemented efficiently. <br></td></tr> 
    74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec9c850305984582548e8deb64f0ffe8"></a><!-- doxytag: member="mlnorm::_rvc" ref="ec9c850305984582548e8deb64f0ffe8" args="()" --> 
    75 <a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">_rvc</a> ()</td></tr> 
    76  
    77 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    78 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1e71ad4c66d5884c82d4a3b06b42fe32"></a><!-- doxytag: member="mlnorm::_rv" ref="1e71ad4c66d5884c82d4a3b06b42fe32" args="()" --> 
    79 <a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#1e71ad4c66d5884c82d4a3b06b42fe32">_rv</a> ()</td></tr> 
     84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7b2da35080cd15f1be365b805e7277e"></a><!-- doxytag: member="mlnorm::evalcond_m" ref="b7b2da35080cd15f1be365b805e7277e" args="(const mat &amp;Dt, const vec &amp;cond)" --> 
     85virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalcond_m</b> (const mat &amp;Dt, const vec &amp;cond)</td></tr> 
     86 
     87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15ef062183b1ccdf794732d5fa0b77cd"></a><!-- doxytag: member="mlnorm::_rvc" ref="15ef062183b1ccdf794732d5fa0b77cd" args="() const " --> 
     88<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#15ef062183b1ccdf794732d5fa0b77cd">_rvc</a> () const </td></tr> 
     89 
     90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71256ffb5fbd08f41d650e606a5bd585"></a><!-- doxytag: member="mlnorm::_rv" ref="71256ffb5fbd08f41d650e606a5bd585" args="() const " --> 
     92<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#71256ffb5fbd08f41d650e606a5bd585">_rv</a> () const </td></tr> 
    8093 
    8194<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    … …  
    8598<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    8699<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b76ee2171ace4fb3ff95a131ae8fc421"></a><!-- doxytag: member="mlnorm::epdf" ref="b76ee2171ace4fb3ff95a131ae8fc421" args="" --> 
     101<a class="el" href="classenorm.html">enorm</a>&lt; sq_T &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlnorm.html#b76ee2171ace4fb3ff95a131ae8fc421">epdf</a></td></tr> 
     102 
     103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> that arise by conditioning on <code>rvc</code>. <br></td></tr> 
     104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90a62528ca1ce79b6396ff899119da0f"></a><!-- doxytag: member="mlnorm::A" ref="90a62528ca1ce79b6396ff899119da0f" args="" --> 
     105mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> 
     106 
     107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ebab82017f10fbde483971bbf3b4004d"></a><!-- doxytag: member="mlnorm::mu_const" ref="ebab82017f10fbde483971bbf3b4004d" args="" --> 
     108vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>mu_const</b></td></tr> 
     109 
     110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17552bef9aeba92a42516fe7d39a5893"></a><!-- doxytag: member="mlnorm::_mu" ref="17552bef9aeba92a42516fe7d39a5893" args="" --> 
     111vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b></td></tr> 
     112 
    87113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mlnorm::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" --> 
    88114<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a></td></tr> 
    … …  
    97123 
    98124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer to internal <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <br></td></tr> 
     125<tr><td colspan="2"><br><h2>Friends</h2></td></tr> 
     126<tr><td class="memTemplParams" nowrap colspan="2"><a class="anchor" name="1917009347bb410f73bf827df8767b09"></a><!-- doxytag: member="mlnorm::operator&lt;&lt;" ref="1917009347bb410f73bf827df8767b09" args="(std::ostream &amp;os, mlnorm&lt; sq_M &gt; &amp;ml)" --> 
     127template&lt;class sq_M&gt; </td></tr> 
     128<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">std::ostream &amp;&nbsp;</td><td class="memTemplItemRight" valign="bottom"><b>operator&lt;&lt;</b> (std::ostream &amp;os, <a class="el" href="classmlnorm.html">mlnorm</a>&lt; sq_M &gt; &amp;ml)</td></tr> 
     129 
    99130</table> 
    100131<hr><a name="_details"></a><h2>Detailed Description</h2> 
    … …  
    104135Normal distributed linear function with linear function of mean value;.  
    105136<p> 
    106 Mean value <img class="formulaInl" alt="$mu=A*rvc+mu_0$" src="form_78.png">. <hr>The documentation for this class was generated from the following file:<ul> 
     137Mean value <img class="formulaInl" alt="$mu=A*rvc+mu_0$" src="form_78.png">. <hr><h2>Member Function Documentation</h2> 
     138<a class="anchor" name="3f172b79ec4a5ebc87898a5381141f1b"></a><!-- doxytag: member="mlnorm::samplecond" ref="3f172b79ec4a5ebc87898a5381141f1b" args="(const vec &amp;cond, double &amp;ll)" --> 
     139<div class="memitem"> 
     140<div class="memproto"> 
     141      <table class="memname"> 
     142        <tr> 
     143          <td class="memname">virtual vec mpdf::samplecond           </td> 
     144          <td>(</td> 
     145          <td class="paramtype">const vec &amp;&nbsp;</td> 
     146          <td class="paramname"> <em>cond</em>, </td> 
     147        </tr> 
     148        <tr> 
     149          <td class="paramkey"></td> 
     150          <td></td> 
     151          <td class="paramtype">double &amp;&nbsp;</td> 
     152          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td> 
     153        </tr> 
     154        <tr> 
     155          <td></td> 
     156          <td>)</td> 
     157          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> 
     158        </tr> 
     159      </table> 
     160</div> 
     161<div class="memdoc"> 
     162 
     163<p> 
     164Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.  
     165<p> 
     166Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. <dl compact><dt><b>Parameters:</b></dt><dd> 
     167  <table border="0" cellspacing="2" cellpadding="0"> 
     168    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr> 
     169    <tr><td valign="top"></td><td valign="top"><em>ll</em>&nbsp;</td><td>is a return value of log-likelihood of the sample. </td></tr> 
     170  </table> 
     171</dl> 
     172 
     173<p>Reimplemented in <a class="el" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">mprod</a>.</p> 
     174 
     175<p>References <a class="el" href="libBM_8h-source.html#l00229">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00210">mpdf::ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p> 
     176 
     177<p>Referenced by <a class="el" href="libPF_8h-source.html#l00138">MPF&lt; BM_T &gt;::bayes()</a>, and <a class="el" href="libPF_8cpp-source.html#l00007">PF::bayes()</a>.</p> 
     178 
     179</div> 
     180</div><p> 
     181<a class="anchor" name="0e37163660f93df2a4d723cedb1da89c"></a><!-- doxytag: member="mlnorm::samplecond" ref="0e37163660f93df2a4d723cedb1da89c" args="(const vec &amp;cond, vec &amp;ll, int N)" --> 
     182<div class="memitem"> 
     183<div class="memproto"> 
     184      <table class="memname"> 
     185        <tr> 
     186          <td class="memname">virtual mat mpdf::samplecond           </td> 
     187          <td>(</td> 
     188          <td class="paramtype">const vec &amp;&nbsp;</td> 
     189          <td class="paramname"> <em>cond</em>, </td> 
     190        </tr> 
     191        <tr> 
     192          <td class="paramkey"></td> 
     193          <td></td> 
     194          <td class="paramtype">vec &amp;&nbsp;</td> 
     195          <td class="paramname"> <em>ll</em>, </td> 
     196        </tr> 
     197        <tr> 
     198          <td class="paramkey"></td> 
     199          <td></td> 
     200          <td class="paramtype">int&nbsp;</td> 
     201          <td class="paramname"> <em>N</em></td><td>&nbsp;</td> 
     202        </tr> 
     203        <tr> 
     204          <td></td> 
     205          <td>)</td> 
     206          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> 
     207        </tr> 
     208      </table> 
     209</div> 
     210<div class="memdoc"> 
     211 
     212<p> 
     213Returns.  
     214<p> 
     215<dl compact><dt><b>Parameters:</b></dt><dd> 
     216  <table border="0" cellspacing="2" cellpadding="0"> 
     217    <tr><td valign="top"></td><td valign="top"><em>N</em>&nbsp;</td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. </td></tr> 
     218    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr> 
     219    <tr><td valign="top"></td><td valign="top"><em>ll</em>&nbsp;</td><td>is a return value of log-likelihood of the sample. </td></tr> 
     220  </table> 
     221</dl> 
     222 
     223<p>Reimplemented in <a class="el" href="classmprod.html#e171c40e210539c2af01d6237785620b">mprod</a>.</p> 
     224 
     225<p>References <a class="el" href="libBM_8h-source.html#l00229">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00073">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00210">mpdf::ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, <a class="el" href="libBM_8h-source.html#l00206">mpdf::rv</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p> 
     226 
     227</div> 
     228</div><p> 
     229<hr>The documentation for this class was generated from the following file:<ul> 
    107230<li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
    108231</div> 
    109 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 15 15:57:16 2008 for mixpp by&nbsp; 
     232<hr size="1"><address style="text-align: right;"><small>Generated on Wed Nov 12 19:18:56 2008 for mixpp by&nbsp; 
    110233<a href="http://www.doxygen.org/index.html"> 
    111234<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>