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11/13/08 19:59:21 (16 years ago)
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smidl
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dokumentace

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  • doc/latex/classmlnorm.tex

    r181 r210  
    1212\begin{center} 
    1313\leavevmode 
    14 \includegraphics[width=66pt]{classmlnorm__inherit__graph} 
     14\includegraphics[width=74pt]{classmlnorm__inherit__graph} 
    1515\end{center} 
    1616\end{figure} 
     
    3535 
    3636\begin{CompactList}\small\item\em Set {\tt A} and {\tt R}. \item\end{CompactList}\item  
    37 \hypertarget{classmlnorm_1bd939dbf8ec7b8066d3f18abba6822b}{ 
    38 vec \hyperlink{classmlnorm_1bd939dbf8ec7b8066d3f18abba6822b}{samplecond} (const vec \&cond, double \&lik)} 
    39 \label{classmlnorm_1bd939dbf8ec7b8066d3f18abba6822b} 
    40  
    41 \begin{CompactList}\small\item\em Generate one sample of the posterior. \item\end{CompactList}\item  
    42 \hypertarget{classmlnorm_06a3600a414b4b0f006ce9440f462817}{ 
    43 mat \hyperlink{classmlnorm_06a3600a414b4b0f006ce9440f462817}{samplecond} (const vec \&cond, vec \&lik, int n)} 
    44 \label{classmlnorm_06a3600a414b4b0f006ce9440f462817} 
    45  
    46 \begin{CompactList}\small\item\em Generate matrix of samples of the posterior. \item\end{CompactList}\item  
    4737\hypertarget{classmlnorm_d41126455ac64b888a38f677886e1b40}{ 
    4838void \hyperlink{classmlnorm_d41126455ac64b888a38f677886e1b40}{condition} (const vec \&cond)} 
     
    5040 
    5141\begin{CompactList}\small\item\em Set value of {\tt rvc} . Result of this operation is stored in {\tt \hyperlink{classepdf}{epdf}} use function {\tt \_\-ep} to access it. \item\end{CompactList}\item  
     42\hypertarget{classmlnorm_2732ae47835dd25d5784bf08fde0a546}{ 
     43vec \& \hyperlink{classmlnorm_2732ae47835dd25d5784bf08fde0a546}{\_\-mu\_\-const} ()} 
     44\label{classmlnorm_2732ae47835dd25d5784bf08fde0a546} 
     45 
     46\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     47\hypertarget{classmlnorm_65ec3840c21b21102896bfd2282b47b3}{ 
     48mat \& \hyperlink{classmlnorm_65ec3840c21b21102896bfd2282b47b3}{\_\-A} ()} 
     49\label{classmlnorm_65ec3840c21b21102896bfd2282b47b3} 
     50 
     51\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     52\hypertarget{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}{ 
     53mat \hyperlink{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63}{\_\-R} ()} 
     54\label{classmlnorm_3ff2b03fbb5e1133a5fe1bf831939f63} 
     55 
     56\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     57virtual vec \hyperlink{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{samplecond} (const vec \&cond, double \&ll) 
     58\begin{CompactList}\small\item\em Returns the required moment of the \hyperlink{classepdf}{epdf}. \item\end{CompactList}\item  
     59virtual mat \hyperlink{classmpdf_0e37163660f93df2a4d723cedb1da89c}{samplecond} (const vec \&cond, vec \&ll, int N) 
     60\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item  
    5261\hypertarget{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{ 
    5362virtual double \hyperlink{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{evalcond} (const vec \&dt, const vec \&cond)} 
     
    5564 
    5665\begin{CompactList}\small\item\em Shortcut for conditioning and evaluation of the internal \hyperlink{classepdf}{epdf}. In some cases, this operation can be implemented efficiently. \item\end{CompactList}\item  
    57 \hypertarget{classmpdf_ec9c850305984582548e8deb64f0ffe8}{ 
    58 \hyperlink{classRV}{RV} \hyperlink{classmpdf_ec9c850305984582548e8deb64f0ffe8}{\_\-rvc} ()} 
    59 \label{classmpdf_ec9c850305984582548e8deb64f0ffe8} 
     66\hypertarget{classmpdf_b7b2da35080cd15f1be365b805e7277e}{ 
     67virtual vec \textbf{evalcond\_\-m} (const mat \&Dt, const vec \&cond)} 
     68\label{classmpdf_b7b2da35080cd15f1be365b805e7277e} 
     69 
     70\item  
     71\hypertarget{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{ 
     72\hyperlink{classRV}{RV} \hyperlink{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{\_\-rvc} () const } 
     73\label{classmpdf_15ef062183b1ccdf794732d5fa0b77cd} 
    6074 
    6175\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    62 \hypertarget{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}{ 
    63 \hyperlink{classRV}{RV} \hyperlink{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}{\_\-rv} ()} 
    64 \label{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32} 
     76\hypertarget{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{ 
     77\hyperlink{classRV}{RV} \hyperlink{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{\_\-rv} () const } 
     78\label{classmpdf_71256ffb5fbd08f41d650e606a5bd585} 
    6579 
    6680\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     
    7286\subsection*{Protected Attributes} 
    7387\begin{CompactItemize} 
     88\item  
     89\hypertarget{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{ 
     90\hyperlink{classenorm}{enorm}$<$ sq\_\-T $>$ \hyperlink{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421}{epdf}} 
     91\label{classmlnorm_b76ee2171ace4fb3ff95a131ae8fc421} 
     92 
     93\begin{CompactList}\small\item\em Internal \hyperlink{classepdf}{epdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item  
     94\hypertarget{classmlnorm_90a62528ca1ce79b6396ff899119da0f}{ 
     95mat \textbf{A}} 
     96\label{classmlnorm_90a62528ca1ce79b6396ff899119da0f} 
     97 
     98\item  
     99\hypertarget{classmlnorm_ebab82017f10fbde483971bbf3b4004d}{ 
     100vec \textbf{mu\_\-const}} 
     101\label{classmlnorm_ebab82017f10fbde483971bbf3b4004d} 
     102 
     103\item  
     104\hypertarget{classmlnorm_17552bef9aeba92a42516fe7d39a5893}{ 
     105vec \& \textbf{\_\-mu}} 
     106\label{classmlnorm_17552bef9aeba92a42516fe7d39a5893} 
     107 
    74108\item  
    75109\hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{ 
     
    88122 
    89123\begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize} 
     124\subsection*{Friends} 
     125\begin{CompactItemize} 
     126\item  
     127\hypertarget{classmlnorm_1917009347bb410f73bf827df8767b09}{ 
     128{\footnotesize template$<$class sq\_\-M$>$ }\\std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, \hyperlink{classmlnorm}{mlnorm}$<$ sq\_\-M $>$ \&ml)} 
     129\label{classmlnorm_1917009347bb410f73bf827df8767b09} 
     130 
     131\end{CompactItemize} 
    90132 
    91133 
     
    97139Mean value $mu=A*rvc+mu_0$.  
    98140 
     141\subsection{Member Function Documentation} 
     142\hypertarget{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{ 
     143\index{mlnorm@{mlnorm}!samplecond@{samplecond}} 
     144\index{samplecond@{samplecond}!mlnorm@{mlnorm}} 
     145\subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual vec mpdf::samplecond (const vec \& {\em cond}, \/  double \& {\em ll})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
     146\label{classmpdf_3f172b79ec4a5ebc87898a5381141f1b} 
     147 
     148 
     149Returns the required moment of the \hyperlink{classepdf}{epdf}.  
     150 
     151Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \begin{Desc} 
     152\item[Parameters:] 
     153\begin{description} 
     154\item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description} 
     155\end{Desc} 
     156 
     157 
     158Reimplemented in \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{mprod}. 
     159 
     160References mpdf::condition(), mpdf::ep, epdf::evalpdflog(), and epdf::sample(). 
     161 
     162Referenced by MPF$<$ BM\_\-T $>$::bayes(), and PF::bayes().\hypertarget{classmpdf_0e37163660f93df2a4d723cedb1da89c}{ 
     163\index{mlnorm@{mlnorm}!samplecond@{samplecond}} 
     164\index{samplecond@{samplecond}!mlnorm@{mlnorm}} 
     165\subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual mat mpdf::samplecond (const vec \& {\em cond}, \/  vec \& {\em ll}, \/  int {\em N})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
     166\label{classmpdf_0e37163660f93df2a4d723cedb1da89c} 
     167 
     168 
     169Returns.  
     170 
     171\begin{Desc} 
     172\item[Parameters:] 
     173\begin{description} 
     174\item[{\em N}]samples from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description} 
     175\end{Desc} 
     176 
     177 
     178Reimplemented in \hyperlink{classmprod_e171c40e210539c2af01d6237785620b}{mprod}. 
     179 
     180References mpdf::condition(), RV::count(), mpdf::ep, epdf::evalpdflog(), mpdf::rv, and epdf::sample(). 
     181 
    99182The documentation for this class was generated from the following file:\begin{CompactItemize} 
    100183\item