Changeset 270 for doc/html/classbdm_1_1mlstudent.html
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doc/html/classbdm_1_1mlstudent.html
r269 r270 38 38 <area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\< ldmat \>" alt="" coords="5,343,181,369"><area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="25,167,111,193"><area shape="rect" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="89,247,257,273"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="23,87,113,113"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="12,7,124,33"></map> 39 39 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 40 <div class="dynheader"> 41 Collaboration diagram for bdm::mlstudent:</div> 42 <div class="dynsection"> 43 <p><center><img src="classbdm_1_1mlstudent__coll__graph.png" border="0" usemap="#bdm_1_1mlstudent__coll__map" alt="Collaboration graph"></center> 44 <map name="bdm_1_1mlstudent__coll__map"> 45 <area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\< ldmat \>" alt="" coords="107,607,283,633"><area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="7,380,92,407"><area shape="rect" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="23,476,191,503"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="27,284,117,311"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="84,7,196,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="28,87,103,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="83,185,168,212"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="228,284,308,311"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\< ldmat \>" alt="" coords="215,476,383,503"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="116,380,276,407"><area shape="rect" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD)." alt="" coords="364,380,423,407"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="363,284,424,311"></map> 46 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 47 48 <p> 49 <a href="classbdm_1_1mlstudent-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 40 41 <p> 42 <a href="classbdm_1_1mlstudent-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 43 (Approximate) Student t density with linear function of mean value<p> 44 The internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> of this class is of the type of a Gaussian (<a class="el" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>). However, each conditioning is trying to assure the best possible approximation by taking into account the zeta function. See [] for reference.<p> 45 Perhaps a moment-matching technique? <table border="0" cellpadding="0" cellspacing="0"> 50 46 <tr><td></td></tr> 51 47 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 52 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bc2b6a8c8ba7946e6a3f2b66aa56f288"></a><!-- doxytag: member="bdm::mlstudent::mlstudent" ref="bc2b6a8c8ba7946e6a3f2b66aa56f288" args="(const RV &rv0, const RV &rvc0)" -->53 </td><td class="memItemRight" valign="bottom"><b>mlstudent</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0, const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvc0)</td></tr>54 55 48 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4cdf79aac1b2165c0290e73810a0e4a3"></a><!-- doxytag: member="bdm::mlstudent::set_parameters" ref="4cdf79aac1b2165c0290e73810a0e4a3" args="(const mat &A0, const vec &mu0, const ldmat &R0, const ldmat &Lambda0)" --> 56 49 void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const mat &A0, const vec &mu0, const <a class="el" href="classldmat.html">ldmat</a> &R0, const <a class="el" href="classldmat.html">ldmat</a> &Lambda0)</td></tr> … … 76 69 77 70 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 71 <tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr> 78 72 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &cond)</td></tr> 79 73 80 74 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> 81 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html# ee26963a637b2ea1fb1933652981e652">samplecond_m</a> (const vec &cond, vec &ll, int N)</td></tr>82 83 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="# ee26963a637b2ea1fb1933652981e652"></a><br></td></tr>75 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &cond, int N)</td></tr> 76 77 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr> 84 78 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mlstudent::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &dt, const vec &cond)" --> 85 79 virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b">evallogcond</a> (const vec &dt, const vec &cond)</td></tr> … … 90 84 91 85 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> 92 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3aba7311038bf990d706a64cab60cf8"></a><!-- doxytag: member="bdm::mlstudent::_rvc" ref="b3aba7311038bf990d706a64cab60cf8" args="() const " --> 93 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#b3aba7311038bf990d706a64cab60cf8">_rvc</a> () const </td></tr> 94 95 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mlstudent::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " --> 97 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#222d5280e309c5a053ba73841e98c151">_rv</a> () const </td></tr> 98 99 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 86 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 87 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mlstudent::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" --> 88 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr> 89 90 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mlstudent::_rvc" ref="26001264236846897bd11e4baad47245" args="()" --> 91 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr> 92 93 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mlstudent::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" --> 94 int </td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr> 95 96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mlstudent::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" --> 97 int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> 98 100 99 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mlstudent::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" --> 101 <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#1892fe3933488942253679f068e9e7f6">_epdf</a> ()</td></tr> 102 103 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 100 <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr> 101 104 102 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mlstudent::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" --> 105 <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#05e843fd11c410a99dad2b88c55aca80">_e</a> ()</td></tr> 106 107 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 103 <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr> 104 105 <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> 106 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mlstudent::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> 107 void </td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvc0)</td></tr> 108 109 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mlstudent::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> 110 void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> 111 112 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mlstudent::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> 113 bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> 114 108 115 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 109 116 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="41595144a79594acbe288c6b59412657"></a><!-- doxytag: member="bdm::mlstudent::Lambda" ref="41595144a79594acbe288c6b59412657" args="" --> … … 129 136 vec & </td><td class="memItemRight" valign="bottom"><b>_mu</b></td></tr> 130 137 131 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::mlstudent::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" -->132 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51">rv</a></td></tr>133 134 <tr><td class="mdescLeft"> </td><td class="mdescRight"> modeled random variable<br></td></tr>138 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mlstudent::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" --> 139 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> 140 141 <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br></td></tr> 135 142 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mlstudent::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> 136 143 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr> … … 146 153 147 154 </table> 148 <hr><a name="_details"></a><h2>Detailed Description</h2> 149 (Approximate) Student t density with linear function of mean value<p> 150 The internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> of this class is of the type of a Gaussian (<a class="el" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>). However, each conditioning is trying to assure the best possible approximation by taking into account the zeta function. See [] for reference.<p> 151 Perhaps a moment-matching technique? <hr><h2>Member Function Documentation</h2> 155 <hr><h2>Member Function Documentation</h2> 152 156 <a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mlstudent::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &cond)" --> 153 157 <div class="memitem"> … … 175 179 </dl> 176 180 177 <p>References <a class="el" href="libBM_8h-source.html#l00 250">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00233">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>181 <p>References <a class="el" href="libBM_8h-source.html#l00315">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p> 178 182 179 183 <p>Referenced by <a class="el" href="libPF_8h-source.html#l00143">bdm::MPF< BM_T >::bayes()</a>, <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="libDS_8cpp-source.html#l00044">bdm::ArxDS::step()</a>.</p> … … 181 185 </div> 182 186 </div><p> 183 <a class="anchor" name=" ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::mlstudent::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &cond, vec &ll, int N)" -->187 <a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mlstudent::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &cond, int N)" --> 184 188 <div class="memitem"> 185 189 <div class="memproto"> … … 190 194 <td class="paramtype">const vec & </td> 191 195 <td class="paramname"> <em>cond</em>, </td> 192 </tr>193 <tr>194 <td class="paramkey"></td>195 <td></td>196 <td class="paramtype">vec & </td>197 <td class="paramname"> <em>ll</em>, </td>198 196 </tr> 199 197 <tr> … … 223 221 </dl> 224 222 225 <p>References <a class="el" href="libBM_8h-source.html#l00 250">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00086">bdm::RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00233">bdm::mpdf::ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00229">bdm::mpdf::rv</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>223 <p>References <a class="el" href="libBM_8h-source.html#l00315">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00272">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p> 226 224 227 225 </div> … … 230 228 <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 231 229 </div> 232 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:072009 for mixpp by 230 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:06 2009 for mixpp by 233 231 <a href="http://www.doxygen.org/index.html"> 234 232 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>