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  • doc/html/classbdm_1_1elognorm.html

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    3 <title>mixpp: bdm::enorm&lt; sq_T &gt; Class Template Reference</title> 
     3<title>mixpp: bdm::elognorm Class Reference</title> 
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    6565    </ul> 
    6666  </div> 
    67   <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1enorm.html">enorm</a> 
     67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1elognorm.html">elognorm</a> 
    6868  </div> 
    6969</div> 
    7070<div class="contents"> 
    71 <h1>bdm::enorm&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::enorm" --><!-- doxytag: inherits="bdm::eEF" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code> 
     71<h1>bdm::elognorm Class Reference</h1><!-- doxytag: class="bdm::elognorm" --><!-- doxytag: inherits="enorm&lt; ldmat &gt;" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code> 
    7272<p> 
    7373<div class="dynheader"> 
    74 Inheritance diagram for bdm::enorm&lt; sq_T &gt;:</div> 
     74Inheritance diagram for bdm::elognorm:</div> 
    7575<div class="dynsection"> 
    7676 
    77 <p><center><img src="classbdm_1_1enorm.png" usemap="#bdm::enorm< sq_T >_map" border="0" alt=""></center> 
    78 <map name="bdm::enorm< sq_T >_map"> 
    79 <area href="classbdm_1_1eEF.html" alt="bdm::eEF" shape="rect" coords="0,112,126,136"> 
    80 <area href="classbdm_1_1epdf.html" alt="bdm::epdf" shape="rect" coords="0,56,126,80"> 
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     77<p><center><img src="classbdm_1_1elognorm.png" usemap="#bdm::elognorm_map" border="0" alt=""></center> 
     78<map name="bdm::elognorm_map"> 
     79<area href="classbdm_1_1enorm.html" alt="bdm::enorm< ldmat >" shape="rect" coords="0,168,129,192"> 
     80<area href="classbdm_1_1eEF.html" alt="bdm::eEF" shape="rect" coords="0,112,129,136"> 
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    8283</map> 
    8384</div> 
    8485 
    8586<p> 
    86 <a href="classbdm_1_1enorm-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
    87 <h3>template&lt;class sq_T&gt;<br> 
    88  class bdm::enorm&lt; sq_T &gt;</h3> 
    89  
    90 Gaussian density with positive definite (decomposed) covariance matrix.  
    91 <p> 
    92 More?... <table border="0" cellpadding="0" cellspacing="0"> 
     87<a href="classbdm_1_1elognorm-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
     88Log-Normal probability density only allow diagonal covariances!<p> 
     89Density of the form <table border="0" cellpadding="0" cellspacing="0"> 
    9390<tr><td></td></tr> 
    9491<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    95 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &amp;v)" --> 
     92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8b948e2bce1253765a2542199913aaba"></a><!-- doxytag: member="bdm::elognorm::sample" ref="8b948e2bce1253765a2542199913aaba" args="() const " --> 
     93vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1elognorm.html#8b948e2bce1253765a2542199913aaba">sample</a> () const </td></tr> 
     94 
     95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_42.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_43.png">. <br></td></tr> 
     96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb41e4f4d6600dec6f8c1dbc5ed9eea"></a><!-- doxytag: member="bdm::elognorm::mean" ref="adb41e4f4d6600dec6f8c1dbc5ed9eea" args="() const " --> 
     97vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea">mean</a> () const </td></tr> 
     98 
     99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr> 
     100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::elognorm::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &amp;v)" --> 
    96101virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr> 
    97102 
    98103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> 
    99 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::enorm::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &amp;val) const " --> 
     104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::elognorm::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &amp;val) const " --> 
    100105virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &amp;val) const </td></tr> 
    101106 
    102107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> 
    103 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::enorm::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &amp;Val) const " --> 
     108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::elognorm::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &amp;Val) const " --> 
    104109virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">evallog</a> (const mat &amp;Val) const </td></tr> 
    105110 
    106111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> 
    107 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::enorm::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" --> 
     112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::elognorm::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" --> 
    108113virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> 
    109114 
    110115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> 
    111116<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    112 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ccc42fd86d4532de03e0d2a0075e066c"></a><!-- doxytag: member="bdm::enorm::enorm" ref="ccc42fd86d4532de03e0d2a0075e066c" args="()" --> 
    113 &nbsp;</td><td class="memItemRight" valign="bottom"><b>enorm</b> ()</td></tr> 
    114  
    115 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c9db749e205a0605ad9c93470f6dcaa"></a><!-- doxytag: member="bdm::enorm::enorm" ref="4c9db749e205a0605ad9c93470f6dcaa" args="(const vec &amp;mu, const sq_T &amp;R)" --> 
    116 &nbsp;</td><td class="memItemRight" valign="bottom"><b>enorm</b> (const vec &amp;<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const sq_T &amp;<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr> 
    117  
    118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8322f2c11560871dd922c660f4771bb"></a><!-- doxytag: member="bdm::enorm::set_parameters" ref="b8322f2c11560871dd922c660f4771bb" args="(const vec &amp;mu, const sq_T &amp;R)" --> 
    119 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const sq_T &amp;<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr> 
    120  
    121 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2e0d3a1e30ab3ab04df2d0c43ae74a2"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="d2e0d3a1e30ab3ab04df2d0c43ae74a2" args="(mat &amp;v, double nu=1.0)" --> 
    123 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">dupdate</a> (mat &amp;v, double nu=1.0)</td></tr> 
    124  
    125 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr> 
    126 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1a48f52351ec3a349bd443b713b1766"></a><!-- doxytag: member="bdm::enorm::sample" ref="e1a48f52351ec3a349bd443b713b1766" args="() const " --> 
    127 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766">sample</a> () const </td></tr> 
    128  
    129 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_42.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_43.png">. <br></td></tr> 
    130 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ebd96125aed74f9504033bb3605849db"></a><!-- doxytag: member="bdm::enorm::sample" ref="ebd96125aed74f9504033bb3605849db" args="(int N) const " --> 
    131 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>sample</b> (int N) const </td></tr> 
    132  
    133 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e13aeed5b543b2179bacdc4fa2ae47a3"></a><!-- doxytag: member="bdm::enorm::evallog_nn" ref="e13aeed5b543b2179bacdc4fa2ae47a3" args="(const vec &amp;val) const " --> 
    134 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">evallog_nn</a> (const vec &amp;val) const </td></tr> 
    135  
    136 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> 
    137 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25785343aff102cc5df1cab08ba16d32"></a><!-- doxytag: member="bdm::enorm::lognc" ref="25785343aff102cc5df1cab08ba16d32" args="() const " --> 
    138 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">lognc</a> () const </td></tr> 
    139  
    140 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_74.png"> <br></td></tr> 
    141 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2fa2915c35366392fe9bb022ca1a600"></a><!-- doxytag: member="bdm::enorm::mean" ref="b2fa2915c35366392fe9bb022ca1a600" args="() const " --> 
    142 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600">mean</a> () const </td></tr> 
    143  
    144 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr> 
    145 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="729c75ef0fa8abae03d58ad1f81e6773"></a><!-- doxytag: member="bdm::enorm::variance" ref="729c75ef0fa8abae03d58ad1f81e6773" args="() const " --> 
    146 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">variance</a> () const </td></tr> 
    147  
    148 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> 
    149 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="baea4d49c657342b58297d68cda16d26"></a><!-- doxytag: member="bdm::enorm::condition" ref="baea4d49c657342b58297d68cda16d26" args="(const RV &amp;rvn) const " --> 
    150 <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#baea4d49c657342b58297d68cda16d26">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvn) const </td></tr> 
    151  
    152 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr> 
    153 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd02d76e9d4f96bdd3fa6b604e273039"></a><!-- doxytag: member="bdm::enorm::marginal" ref="cd02d76e9d4f96bdd3fa6b604e273039" args="(const RV &amp;rv) const " --> 
    154 <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#cd02d76e9d4f96bdd3fa6b604e273039">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> 
    155  
    156 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> 
    157 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    158 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="766127847e9482aea9226ea157295ea2"></a><!-- doxytag: member="bdm::enorm::_mu" ref="766127847e9482aea9226ea157295ea2" args="()" --> 
    159 vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b> ()</td></tr> 
    160  
    161 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8915d68ae76ad185c8c314f960a63f0c"></a><!-- doxytag: member="bdm::enorm::set_mu" ref="8915d68ae76ad185c8c314f960a63f0c" args="(const vec mu0)" --> 
    162 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_mu</b> (const vec mu0)</td></tr> 
    163  
    164 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81d81e35e57c9f194bde248e3affcf1f"></a><!-- doxytag: member="bdm::enorm::_R" ref="81d81e35e57c9f194bde248e3affcf1f" args="()" --> 
    165 sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr> 
    166  
    167 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c664b024e79f18ca3f8e8cc81af2103"></a><!-- doxytag: member="bdm::enorm::_R" ref="8c664b024e79f18ca3f8e8cc81af2103" args="() const " --> 
    168 const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> () const </td></tr> 
     117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8322f2c11560871dd922c660f4771bb"></a><!-- doxytag: member="bdm::elognorm::set_parameters" ref="b8322f2c11560871dd922c660f4771bb" args="(const vec &amp;mu, const ldmat &amp;R)" --> 
     118void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const <a class="el" href="classldmat.html">ldmat</a> &amp;<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr> 
    169119 
    170120<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    … …  
    178128</ul> 
    179129All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code>set_parameters()</code>. This way references can be initialized in constructors. <br><br></div></td></tr> 
    180 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::enorm::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> 
     130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::elognorm::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> 
    181131void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr> 
    182132 
     133<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
     134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2e0d3a1e30ab3ab04df2d0c43ae74a2"></a><!-- doxytag: member="bdm::elognorm::dupdate" ref="d2e0d3a1e30ab3ab04df2d0c43ae74a2" args="(mat &amp;v, double nu=1.0)" --> 
     135void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">dupdate</a> (mat &amp;v, double nu=1.0)</td></tr> 
     136 
     137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr> 
     138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ebd96125aed74f9504033bb3605849db"></a><!-- doxytag: member="bdm::elognorm::sample" ref="ebd96125aed74f9504033bb3605849db" args="(int N) const " --> 
     139mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>sample</b> (int N) const </td></tr> 
     140 
     141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e13aeed5b543b2179bacdc4fa2ae47a3"></a><!-- doxytag: member="bdm::elognorm::evallog_nn" ref="e13aeed5b543b2179bacdc4fa2ae47a3" args="(const vec &amp;val) const " --> 
     142double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">evallog_nn</a> (const vec &amp;val) const </td></tr> 
     143 
     144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> 
     145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25785343aff102cc5df1cab08ba16d32"></a><!-- doxytag: member="bdm::elognorm::lognc" ref="25785343aff102cc5df1cab08ba16d32" args="() const " --> 
     146double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">lognc</a> () const </td></tr> 
     147 
     148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_74.png"> <br></td></tr> 
     149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="729c75ef0fa8abae03d58ad1f81e6773"></a><!-- doxytag: member="bdm::elognorm::variance" ref="729c75ef0fa8abae03d58ad1f81e6773" args="() const " --> 
     150vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">variance</a> () const </td></tr> 
     151 
     152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> 
     153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="baea4d49c657342b58297d68cda16d26"></a><!-- doxytag: member="bdm::elognorm::condition" ref="baea4d49c657342b58297d68cda16d26" args="(const RV &amp;rvn) const " --> 
     154<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#baea4d49c657342b58297d68cda16d26">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvn) const </td></tr> 
     155 
     156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given RV, the remaining rvs will be in conditioning. <br></td></tr> 
     157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd02d76e9d4f96bdd3fa6b604e273039"></a><!-- doxytag: member="bdm::elognorm::marginal" ref="cd02d76e9d4f96bdd3fa6b604e273039" args="(const RV &amp;rv) const " --> 
     158<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#cd02d76e9d4f96bdd3fa6b604e273039">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> 
     159 
     160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given RV, the remainig rvs are intergrated out. <br></td></tr> 
     161<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
     162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="766127847e9482aea9226ea157295ea2"></a><!-- doxytag: member="bdm::elognorm::_mu" ref="766127847e9482aea9226ea157295ea2" args="()" --> 
     163vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b> ()</td></tr> 
     164 
     165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8915d68ae76ad185c8c314f960a63f0c"></a><!-- doxytag: member="bdm::elognorm::set_mu" ref="8915d68ae76ad185c8c314f960a63f0c" args="(const vec mu0)" --> 
     166void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_mu</b> (const vec mu0)</td></tr> 
     167 
     168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81d81e35e57c9f194bde248e3affcf1f"></a><!-- doxytag: member="bdm::elognorm::_R" ref="81d81e35e57c9f194bde248e3affcf1f" args="()" --> 
     169<a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr> 
     170 
     171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c664b024e79f18ca3f8e8cc81af2103"></a><!-- doxytag: member="bdm::elognorm::_R" ref="8c664b024e79f18ca3f8e8cc81af2103" args="() const " --> 
     172const <a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> () const </td></tr> 
     173 
    183174<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> 
    184 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::enorm::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> 
     175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::elognorm::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> 
    185176virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> 
    186177 
    187178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_44.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_45.png">. <br></td></tr> 
    188 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " --> 
     179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::elognorm::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " --> 
    189180virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &amp;Val) const </td></tr> 
    190181 
    191182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> 
     183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::elognorm::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " --> 
     184virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &amp;lb, vec &amp;ub, double percentage=0.95) const </td></tr> 
     185 
     186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr> 
    192187<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> 
    193188<tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr> 
    194 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::enorm::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" --> 
     189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::elognorm::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" --> 
    195190void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr> 
    196191 
    197192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr> 
    198 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::enorm::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> 
     193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::elognorm::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> 
    199194bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> 
    200195 
    201196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr> 
    202 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::enorm::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> 
     197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::elognorm::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> 
    203198const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> 
    204199 
    205200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> 
    206201<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    207 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::enorm::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> 
     202<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::elognorm::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> 
    208203int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> 
    209204 
    210205<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr> 
    211206<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    212 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c702a194720853570d08b65482f842c7"></a><!-- doxytag: member="bdm::enorm::mu" ref="c702a194720853570d08b65482f842c7" args="" --> 
     207<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c702a194720853570d08b65482f842c7"></a><!-- doxytag: member="bdm::elognorm::mu" ref="c702a194720853570d08b65482f842c7" args="" --> 
    213208vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a></td></tr> 
    214209 
    215210<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">mean value <br></td></tr> 
    216 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d92dde696b2a7a5b10ddef5d22ba2c2"></a><!-- doxytag: member="bdm::enorm::R" ref="2d92dde696b2a7a5b10ddef5d22ba2c2" args="" --> 
    217 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a></td></tr> 
     211<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d92dde696b2a7a5b10ddef5d22ba2c2"></a><!-- doxytag: member="bdm::elognorm::R" ref="2d92dde696b2a7a5b10ddef5d22ba2c2" args="" --> 
     212<a class="el" href="classldmat.html">ldmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a></td></tr> 
    218213 
    219214<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr> 
    220 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::enorm::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> 
     215<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::elognorm::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> 
    221216int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> 
    222217 
    223218<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr> 
    224 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::enorm::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> 
     219<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::elognorm::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> 
    225220<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> 
    226221 
    … …  
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    231226</div> 
    232 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:39:18 2009 for mixpp by&nbsp; 
     227<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:24 2009 for mixpp by&nbsp; 
    233228<a href="http://www.doxygen.org/index.html"> 
    234229<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>