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  • doc/html/classbdm_1_1iW.html

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    11<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> 
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    3 <title>mixpp: bdm::epdf Class Reference</title> 
     3<title>mixpp: bdm::iW Class Reference</title> 
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    … …  
    6565    </ul> 
    6666  </div> 
    67   <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1epdf.html">epdf</a> 
     67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1iW.html">iW</a> 
    6868  </div> 
    6969</div> 
    7070<div class="contents"> 
    71 <h1>bdm::epdf Class Reference</h1><!-- doxytag: class="bdm::epdf" --><!-- doxytag: inherits="bdm::bdmroot" --><code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code> 
     71<h1>bdm::iW Class Reference</h1><!-- doxytag: class="bdm::iW" --><!-- doxytag: inherits="bdm::epdf" --><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::epdf:</div> 
     74Inheritance diagram for bdm::iW:</div> 
    7575<div class="dynsection"> 
    7676 
    77 <p><center><img src="classbdm_1_1epdf.png" usemap="#bdm::epdf_map" border="0" alt=""></center> 
    78 <map name="bdm::epdf_map"> 
    79 <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="362,0,497,24"> 
    80 <area href="classbdm_1_1eEF.html" alt="bdm::eEF" shape="rect" coords="0,112,135,136"> 
    81 <area href="classbdm_1_1eEmp.html" alt="bdm::eEmp" shape="rect" coords="145,112,280,136"> 
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    83 <area href="classbdm_1_1eprod.html" alt="bdm::eprod" shape="rect" coords="435,112,570,136"> 
    84 <area href="classbdm_1_1euni.html" alt="bdm::euni" shape="rect" coords="580,112,715,136"> 
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    86 <area href="classbdm_1_1eDirich.html" alt="bdm::eDirich" shape="rect" coords="145,168,280,192"> 
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    89 <area href="classbdm_1_1eigamma.html" alt="bdm::eigamma" shape="rect" coords="145,336,280,360"> 
    90 <area href="classbdm_1_1enorm.html" alt="bdm::enorm< sq_T >" shape="rect" coords="145,392,280,416"> 
    91 <area href="classbdm_1_1enorm.html" alt="bdm::enorm< chmat >" shape="rect" coords="145,448,280,472"> 
    92 <area href="classbdm_1_1enorm.html" alt="bdm::enorm< fsqmat >" shape="rect" coords="145,504,280,528"> 
    93 <area href="classbdm_1_1enorm.html" alt="bdm::enorm< ldmat >" shape="rect" coords="145,560,280,584"> 
     77<p><center><img src="classbdm_1_1iW.png" usemap="#bdm::iW_map" border="0" alt=""></center> 
     78<map name="bdm::iW_map"> 
     79<area href="classbdm_1_1epdf.html" alt="bdm::epdf" shape="rect" coords="0,56,86,80"> 
     80<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,86,24"> 
    9481</map> 
    9582</div> 
    9683 
    9784<p> 
    98 <a href="classbdm_1_1epdf-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
    99 Probability density function with numerical statistics, e.g. posterior density. <table border="0" cellpadding="0" cellspacing="0"> 
     85<a href="classbdm_1_1iW-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
     86inverse Wishart density <table border="0" cellpadding="0" cellspacing="0"> 
    10087<tr><td></td></tr> 
    10188<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
     89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3313531480ca2f022d2c623726876bb8"></a><!-- doxytag: member="bdm::iW::sample" ref="3313531480ca2f022d2c623726876bb8" args="()" --> 
     90vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>sample</b> ()</td></tr> 
     91 
    10292<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    10393<tr><td colspan="2"><div class="groupText">Construction of each <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> should support two types of constructors: <ul> 
    … …  
    110100</ul> 
    111101All 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> 
    112 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="992f3de956fb3439c62225156aafb6f6"></a><!-- doxytag: member="bdm::epdf::epdf" ref="992f3de956fb3439c62225156aafb6f6" args="()" --> 
    113 &nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> ()</td></tr> 
    114  
    115 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e50af83245e56edf5cd76dbb4347d030"></a><!-- doxytag: member="bdm::epdf::epdf" ref="e50af83245e56edf5cd76dbb4347d030" args="(const epdf &amp;e)" --> 
    116 &nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;e)</td></tr> 
    117  
    118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fdfed7aa18f2870951888b1dde977415"></a><!-- doxytag: member="bdm::epdf::epdf" ref="fdfed7aa18f2870951888b1dde977415" args="(const RV &amp;rv0)" --> 
    119 &nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr> 
    120  
    121 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::epdf::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::iW::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> 
    122103void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr> 
    123104 
    124105<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> 
    125 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::epdf::sample" ref="75ba57a89681a8efec488f5796c7cc1b" args="() const " --> 
     106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::iW::sample" ref="75ba57a89681a8efec488f5796c7cc1b" args="() const " --> 
    126107virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr> 
    127108 
    128109<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()$" src="form_43.png">. <br></td></tr> 
    129 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::epdf::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> 
     110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::iW::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> 
    130111virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> 
    131112 
    132113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [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> 
    133 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deab266d63c236c277538867d5c3f249"></a><!-- doxytag: member="bdm::epdf::evallog" ref="deab266d63c236c277538867d5c3f249" args="(const vec &amp;val) const " --> 
     114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deab266d63c236c277538867d5c3f249"></a><!-- doxytag: member="bdm::iW::evallog" ref="deab266d63c236c277538867d5c3f249" args="(const vec &amp;val) const " --> 
    134115virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">evallog</a> (const vec &amp;val) const </td></tr> 
    135116 
    136117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr> 
    137 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::epdf::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " --> 
     118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::iW::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " --> 
    138119virtual 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> 
    139120 
    140121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> 
    141 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::epdf::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " --> 
     122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::iW::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " --> 
    142123virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77">condition</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> 
    143124 
    144125<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> 
    145 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::epdf::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &amp;rv) const " --> 
     126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::iW::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &amp;rv) const " --> 
    146127virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1">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> 
    147128 
    148129<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> 
    149 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::epdf::mean" ref="0c8d13d788094605b3cdab20a6e22b75" args="() const " --> 
     130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::iW::mean" ref="0c8d13d788094605b3cdab20a6e22b75" args="() const " --> 
    150131virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr> 
    151132 
    152133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr> 
    153 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::epdf::variance" ref="4543d40ccfc5d549b0c831a57a3ed84c" args="() const " --> 
     134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::iW::variance" ref="4543d40ccfc5d549b0c831a57a3ed84c" args="() const " --> 
    154135virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr> 
    155136 
    156137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> 
     138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::iW::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " --> 
     139virtual 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> 
     140 
     141<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> 
    157142<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> 
    158143<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> 
    159 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::epdf::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" --> 
     144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::iW::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" --> 
    160145void&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> 
    161146 
    162147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr> 
    163 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::epdf::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> 
     148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::iW::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> 
    164149bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> 
    165150 
    166151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr> 
    167 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::epdf::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> 
     152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::iW::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> 
    168153const <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> 
    169154 
    170155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> 
    171156<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    172 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::epdf::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> 
     157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::iW::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> 
    173158int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> 
    174159 
    175160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr> 
    176161<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    177 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::epdf::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> 
     162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::iW::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> 
    178163int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> 
    179164 
    180165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr> 
    181 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::epdf::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> 
     166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::iW::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> 
    182167<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> 
    183168 
    184169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr> 
    185170</table> 
    186 <hr>The documentation for this class was generated from the following files:<ul> 
    187 <li><a class="el" href="libBM_8h-source.html">libBM.h</a><li>libBM.cpp</ul> 
     171<hr>The documentation for this class was generated from the following file:<ul> 
     172<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
    188173</div> 
    189 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:39:10 2009 for mixpp by&nbsp; 
     174<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:24 2009 for mixpp by&nbsp; 
    190175<a href="http://www.doxygen.org/index.html"> 
    191176<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>