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Timestamp:
02/16/09 10:02:08 (16 years ago)
Author:
smidl
Message:

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

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1 modified

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  • doc/latex/classbdm_1_1enorm.tex

    r261 r270  
    33\label{classbdm_1_1enorm}\index{bdm::enorm@{bdm::enorm}} 
    44} 
    5 Gaussian density with positive definite (decomposed) covariance matrix.   
    6  
    7  
    85{\tt \#include $<$libEF.h$>$} 
    96 
    … …  
    1512\end{center} 
    1613\end{figure} 
    17 Collaboration diagram for bdm::enorm$<$ sq\_\-T $>$:\nopagebreak 
    18 \begin{figure}[H] 
    19 \begin{center} 
    20 \leavevmode 
    21 \includegraphics[width=96pt]{classbdm_1_1enorm__coll__graph} 
    22 \end{center} 
    23 \end{figure} 
    24 \subsection*{Public Member Functions} 
    25 \begin{CompactItemize} 
    26 \item  
    27 \hypertarget{classbdm_1_1enorm_7d433390d6bbad337986945b63d7fbe9}{ 
    28 \hyperlink{classbdm_1_1enorm_7d433390d6bbad337986945b63d7fbe9}{enorm} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv})} 
    29 \label{classbdm_1_1enorm_7d433390d6bbad337986945b63d7fbe9} 
    30  
    31 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
     14 
     15 
     16\subsection{Detailed Description} 
     17\subsubsection*{template$<$class sq\_\-T$>$ class bdm::enorm$<$ sq\_\-T $>$} 
     18 
     19Gaussian density with positive definite (decomposed) covariance matrix.  
     20 
     21More?... \subsection*{Public Member Functions} 
     22\begin{CompactItemize} 
     23\item  
     24\hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{ 
     25virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)} 
     26\label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a} 
     27 
     28\begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item  
     29\hypertarget{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{ 
     30virtual double \hyperlink{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{evallog} (const vec \&val) const } 
     31\label{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692} 
     32 
     33\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item  
     34\hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{ 
     35virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const } 
     36\label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41} 
     37 
     38\begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item  
     39\hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{ 
     40virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)} 
     41\label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053} 
     42 
     43\begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\end{CompactItemize} 
     44\begin{Indent}{\bf Constructors}\par 
     45\begin{CompactItemize} 
     46\item  
     47\hypertarget{classbdm_1_1enorm_ccc42fd86d4532de03e0d2a0075e066c}{ 
     48\textbf{enorm} ()} 
     49\label{classbdm_1_1enorm_ccc42fd86d4532de03e0d2a0075e066c} 
     50 
     51\item  
     52\hypertarget{classbdm_1_1enorm_4c9db749e205a0605ad9c93470f6dcaa}{ 
     53\textbf{enorm} (const vec \&\hyperlink{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}{mu}, const sq\_\-T \&\hyperlink{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}{R})} 
     54\label{classbdm_1_1enorm_4c9db749e205a0605ad9c93470f6dcaa} 
     55 
     56\item  
    3257\hypertarget{classbdm_1_1enorm_b8322f2c11560871dd922c660f4771bb}{ 
    33 void \hyperlink{classbdm_1_1enorm_b8322f2c11560871dd922c660f4771bb}{set\_\-parameters} (const vec \&\hyperlink{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}{mu}, const sq\_\-T \&\hyperlink{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}{R})} 
     58void \textbf{set\_\-parameters} (const vec \&\hyperlink{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}{mu}, const sq\_\-T \&\hyperlink{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}{R})} 
    3459\label{classbdm_1_1enorm_b8322f2c11560871dd922c660f4771bb} 
    3560 
    36 \begin{CompactList}\small\item\em Set mean value {\tt mu} and covariance {\tt R}. \item\end{CompactList}\item  
     61\end{CompactItemize} 
     62\end{Indent} 
     63\begin{Indent}{\bf Mathematical operations}\par 
     64\begin{CompactItemize} 
     65\item  
    3766\hypertarget{classbdm_1_1enorm_d2e0d3a1e30ab3ab04df2d0c43ae74a2}{ 
    3867void \hyperlink{classbdm_1_1enorm_d2e0d3a1e30ab3ab04df2d0c43ae74a2}{dupdate} (mat \&v, double nu=1.0)} 
    … …  
    4473\label{classbdm_1_1enorm_e1a48f52351ec3a349bd443b713b1766} 
    4574 
    46 \begin{CompactList}\small\item\em Returns a sample, $x$ from density $epdf(rv)$. \item\end{CompactList}\item  
     75\begin{CompactList}\small\item\em Returns a sample, $ x $ from density $ f_x()$. \item\end{CompactList}\item  
    4776\hypertarget{classbdm_1_1enorm_ebd96125aed74f9504033bb3605849db}{ 
    48 mat \hyperlink{classbdm_1_1enorm_ebd96125aed74f9504033bb3605849db}{sample} (int N) const } 
     77mat \textbf{sample} (int N) const } 
    4978\label{classbdm_1_1enorm_ebd96125aed74f9504033bb3605849db} 
    5079 
    51 \begin{CompactList}\small\item\em TODO is it used? \item\end{CompactList}\item  
     80\item  
    5281\hypertarget{classbdm_1_1enorm_e13aeed5b543b2179bacdc4fa2ae47a3}{ 
    5382double \hyperlink{classbdm_1_1enorm_e13aeed5b543b2179bacdc4fa2ae47a3}{evallog\_\-nn} (const vec \&val) const } 
    … …  
    79108\label{classbdm_1_1enorm_cd02d76e9d4f96bdd3fa6b604e273039} 
    80109 
    81 \begin{CompactList}\small\item\em Return marginal density on the given \hyperlink{classbdm_1_1RV}{RV}, the remainig rvs are intergrated out. \item\end{CompactList}\item  
     110\begin{CompactList}\small\item\em Return marginal density on the given \hyperlink{classbdm_1_1RV}{RV}, the remainig rvs are intergrated out. \item\end{CompactList}\end{CompactItemize} 
     111\end{Indent} 
     112\begin{Indent}{\bf Access to attributes}\par 
     113\begin{CompactItemize} 
     114\item  
    82115\hypertarget{classbdm_1_1enorm_766127847e9482aea9226ea157295ea2}{ 
    83 vec \& \hyperlink{classbdm_1_1enorm_766127847e9482aea9226ea157295ea2}{\_\-mu} ()} 
     116vec \& \textbf{\_\-mu} ()} 
    84117\label{classbdm_1_1enorm_766127847e9482aea9226ea157295ea2} 
    85118 
    86 \begin{CompactList}\small\item\em returns a pointer to the internal mean value. Use with Care! \item\end{CompactList}\item  
     119\item  
    87120\hypertarget{classbdm_1_1enorm_8915d68ae76ad185c8c314f960a63f0c}{ 
    88 void \hyperlink{classbdm_1_1enorm_8915d68ae76ad185c8c314f960a63f0c}{set\_\-mu} (const vec mu0)} 
     121void \textbf{set\_\-mu} (const vec mu0)} 
    89122\label{classbdm_1_1enorm_8915d68ae76ad185c8c314f960a63f0c} 
    90123 
    91 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     124\item  
    92125\hypertarget{classbdm_1_1enorm_81d81e35e57c9f194bde248e3affcf1f}{ 
    93 sq\_\-T \& \hyperlink{classbdm_1_1enorm_81d81e35e57c9f194bde248e3affcf1f}{\_\-R} ()} 
     126sq\_\-T \& \textbf{\_\-R} ()} 
    94127\label{classbdm_1_1enorm_81d81e35e57c9f194bde248e3affcf1f} 
    95128 
    96 \begin{CompactList}\small\item\em returns pointers to the internal variance and its inverse. Use with Care! \item\end{CompactList}\item  
     129\item  
    97130\hypertarget{classbdm_1_1enorm_8c664b024e79f18ca3f8e8cc81af2103}{ 
    98131const sq\_\-T \& \textbf{\_\-R} () const } 
    99132\label{classbdm_1_1enorm_8c664b024e79f18ca3f8e8cc81af2103} 
    100133 
    101 \item  
    102 \hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{ 
    103 virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)} 
    104 \label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a} 
    105  
    106 \begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item  
    107 \hypertarget{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{ 
    108 virtual double \hyperlink{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{evallog} (const vec \&val) const } 
    109 \label{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692} 
    110  
    111 \begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item  
    112 \hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{ 
    113 virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const } 
    114 \label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41} 
    115  
    116 \begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item  
    117 \hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{ 
    118 virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)} 
    119 \label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053} 
    120  
    121 \begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\item  
     134\end{CompactItemize} 
     135\end{Indent} 
     136\begin{Indent}{\bf Matematical Operations}\par 
     137\begin{CompactItemize} 
     138\item  
    122139\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{ 
    123140virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const } 
    124141\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058} 
    125142 
    126 \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item  
     143\begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\item  
    127144\hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{ 
    128145virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const } 
    129146\label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62} 
    130147 
    131 \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item  
     148\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\end{CompactItemize} 
     149\end{Indent} 
     150\begin{Indent}{\bf Connection to other classes}\par 
     151{\em Description of the random quantity via attribute {\tt rv} is optional. For operations such as sampling {\tt rv} does not need to be set. However, for {\tt marginalization} and {\tt conditioning} {\tt rv} has to be set. NB: }\begin{CompactItemize} 
     152\item  
     153\hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{ 
     154void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} 
     155\label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff} 
     156 
     157\begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item  
     158\hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{ 
     159bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const } 
     160\label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9} 
     161 
     162\begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item  
    132163\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{ 
    133164const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const } 
    134165\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21} 
    135166 
    136 \begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item  
    137 \hypertarget{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{ 
    138 void \hyperlink{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{\_\-renewrv} (const \hyperlink{classbdm_1_1RV}{RV} \&in\_\-rv)} 
    139 \label{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f} 
    140  
    141 \begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize} 
     167\begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize} 
     168\end{Indent} 
     169\begin{Indent}{\bf Access to attributes}\par 
     170\begin{CompactItemize} 
     171\item  
     172\hypertarget{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{ 
     173bool \hyperlink{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{dimension} () const } 
     174\label{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b} 
     175 
     176\begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize} 
     177\end{Indent} 
    142178\subsection*{Protected Attributes} 
    143179\begin{CompactItemize} 
    … …  
    153189 
    154190\begin{CompactList}\small\item\em Covariance matrix in decomposed form. \item\end{CompactList}\item  
    155 \hypertarget{classbdm_1_1enorm_91a2d4a91364b0144e1523cad4d1135b}{ 
    156 int \hyperlink{classbdm_1_1enorm_91a2d4a91364b0144e1523cad4d1135b}{dim}} 
    157 \label{classbdm_1_1enorm_91a2d4a91364b0144e1523cad4d1135b} 
    158  
    159 \begin{CompactList}\small\item\em dimension (redundant from rv.count() for easier coding ) \item\end{CompactList}\item  
     191\hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{ 
     192int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}} 
     193\label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce} 
     194 
     195\begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item  
    160196\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{ 
    161197\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}} 
    162198\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8} 
    163199 
    164 \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} 
    165  
    166  
    167 \subsection{Detailed Description} 
    168 \subsubsection*{template$<$class sq\_\-T$>$ class bdm::enorm$<$ sq\_\-T $>$} 
    169  
    170 Gaussian density with positive definite (decomposed) covariance matrix.  
    171  
    172 More?...  
     200\begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize} 
     201 
    173202 
    174203The documentation for this class was generated from the following file:\begin{CompactItemize}