Changeset 290 for doc/html/libEF_8h-source.html
- Timestamp:
- 03/06/09 15:03:45 (16 years ago)
- Files:
-
- 1 modified
Legend:
- Unmodified
- Added
- Removed
-
doc/html/libEF_8h-source.html
r287 r290 2 2 <html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> 3 3 <title>mixpp: libEF.h Source File</title> 4 <link href="tabs.css" rel="stylesheet" type="text/css"> 4 5 <link href="doxygen.css" rel="stylesheet" type="text/css"> 5 <link href="tabs.css" rel="stylesheet" type="text/css">6 6 </head><body> 7 <!-- Generated by Doxygen 1.5. 6-->7 <!-- Generated by Doxygen 1.5.8 --> 8 8 <script type="text/javascript"> 9 9 <!-- … … 53 53 <li><a href="pages.html"><span>Related Pages</span></a></li> 54 54 <li><a href="modules.html"><span>Modules</span></a></li> 55 <li><a href=" classes.html"><span>Classes</span></a></li>55 <li><a href="annotated.html"><span>Classes</span></a></li> 56 56 <li class="current"><a href="files.html"><span>Files</span></a></li> 57 </ul> 58 </div> 59 <div class="tabs"> 60 <ul> 61 <li><a href="files.html"><span>File List</span></a></li> 62 <li><a href="globals.html"><span>File Members</span></a></li> 57 63 </ul> 58 64 </div> … … 71 77 <a name="l00025"></a>00025 <span class="keyword">extern</span> Uniform_RNG UniRNG; 72 78 <a name="l00027"></a>00027 <span class="keyword">extern</span> Normal_RNG NorRNG; 73 <a name="l00029"></a>00029 <span class="keyword">extern</span> Gamma_RNGGamRNG;79 <a name="l00029"></a>00029 <span class="keyword">extern</span> <a class="code" href="classitpp_1_1Gamma__RNG.html" title="Gamma distribution.">Gamma_RNG</a> GamRNG; 74 80 <a name="l00030"></a>00030 75 81 <a name="l00037"></a><a class="code" href="classbdm_1_1eEF.html">00037</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { … … 81 87 <a name="l00047"></a><a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">00047</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const</span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0.0;}; 82 88 <a name="l00049"></a><a class="code" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">00049</a> <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692" title="Evaluate normalized log-probability.">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{<span class="keywordtype">double</span> tmp;tmp= <a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> ( val )-<a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>();it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> ); <span class="keywordflow">return</span> tmp;} 83 <a name="l00051"></a><a class="code" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">00051</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1eEF.html# a36d06ecdd6f4c79dc122510eaccc692" title="Evaluate normalized log-probability.">evallog</a> ( <span class="keyword">const</span> mat &Val )<span class="keyword"> const </span>{89 <a name="l00051"></a><a class="code" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">00051</a> <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41" title="Evaluate normalized log-probability for many samples.">evallog</a> ( <span class="keyword">const</span> mat &Val )<span class="keyword"> const </span>{ 84 90 <a name="l00052"></a>00052 vec x ( Val.cols() ); 85 91 <a name="l00053"></a>00053 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<Val.cols();i++ ) {x ( i ) =<a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> ( Val.get_col ( i ) ) ;} … … 101 107 <a name="l00080"></a>00080 <span class="keyword">public</span>: 102 108 <a name="l00082"></a><a class="code" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55">00082</a> <a class="code" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55" title="Default constructor (=empty constructor).">BMEF</a> ( <span class="keywordtype">double</span> frg0=1.0 ) :<a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> ( ), <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> ( frg0 ) {} 103 <a name="l00084"></a><a class="code" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62">00084</a> <a class="code" href="classbdm_1_1BMEF.html# 2def512872ed8a4fc3b702371ec0be55" title="Default constructor (=empty constructor).">BMEF</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> &B ) :<a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> ( B ), <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> ( B.<a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> ), <a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> ( B.<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> ) {}109 <a name="l00084"></a><a class="code" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62">00084</a> <a class="code" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62" title="Copy constructor.">BMEF</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> &B ) :<a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> ( B ), <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> ( B.<a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> ), <a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> ( B.<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> ) {} 104 110 <a name="l00086"></a><a class="code" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">00086</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051" title="get statistics from another model">set_statistics</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* BM0 ) {it_error ( <span class="stringliteral">"Not implemented"</span> );}; 105 111 <a name="l00088"></a><a class="code" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">00088</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6" title="Weighted update of sufficient statistics (Bayes rule).">bayes</a> ( <span class="keyword">const</span> vec &data, <span class="keyword">const</span> <span class="keywordtype">double</span> w ) {}; … … 109 115 <a name="l00094"></a>00094 <span class="comment">// virtual void flatten ( double nu0 ) {it_error ( "Not implemented" );}</span> 110 116 <a name="l00095"></a>00095 111 <a name="l00096"></a><a class="code" href="classbdm_1_1BMEF.html# 80b43a62e180377648ebd0cbfabfbbeb">00096</a> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* <a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> ( <span class="keywordtype">bool</span> changerv=<span class="keyword">false</span>)<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"function _copy_ not implemented for this BM"</span> ); <span class="keywordflow">return</span> NULL;};117 <a name="l00096"></a><a class="code" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">00096</a> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* <a class="code" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67" title="Flatten the posterior as if to keep nu0 data.">_copy_</a> ()<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"function _copy_ not implemented for this BM"</span> ); <span class="keywordflow">return</span> NULL;}; 112 118 <a name="l00097"></a>00097 }; 113 119 <a name="l00098"></a>00098 … … 228 234 <a name="l00266"></a>00266 <span class="keyword">public</span>: 229 235 <a name="l00268"></a><a class="code" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf">00268</a> <a class="code" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf" title="Default constructor.">multiBM</a> ( ) : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( ),<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> ( ),<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> ( <a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta() ) {<span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>.length() >0 ) {<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>=<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}<span class="keywordflow">else</span>{<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>=0.0;}} 230 <a name="l00270"></a><a class="code" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31">00270</a> <a class="code" href="classbdm_1_1multiBM.html#c4 dd6d9522a8a605776d21bac9bd9daf" title="Defaultconstructor.">multiBM</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> &B ) : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( B ),<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> ( B.<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> ),<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> ( <a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta() ) {}236 <a name="l00270"></a><a class="code" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31">00270</a> <a class="code" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31" title="Copy constructor.">multiBM</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> &B ) : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( B ),<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> ( B.<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> ),<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> ( <a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta() ) {} 231 237 <a name="l00272"></a><a class="code" href="classbdm_1_1multiBM.html#dbe6b90d410dc062a233d1dc09eeba52">00272</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#dbe6b90d410dc062a233d1dc09eeba52" title="Sets sufficient statistics to match that of givefrom mB0.">set_statistics</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* mB0 ) {<span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>* mB=<span class="keyword">dynamic_cast<</span><span class="keyword">const </span><a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>*<span class="keyword">></span> ( mB0 ); <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>=mB-><a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;} 232 238 <a name="l00273"></a><a class="code" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">00273</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &dt ) { … … 287 293 <a name="l00360"></a>00360 <span class="keyword">public</span> : 288 294 <a name="l00365"></a>00365 289 <a name="l00366"></a><a class="code" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f">00366</a> vec <a class="code" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> 1.0/<a class="code" href="classbdm_1_1e gamma.html#6ed82f0fd05f6002487256d8e75a0bbd" title="Returns a sample, from density .">egamma::sample</a>();};295 <a name="l00366"></a><a class="code" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f">00366</a> vec <a class="code" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> 1.0/<a class="code" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample, from density .">egamma::sample</a>();}; 290 296 <a name="l00368"></a><a class="code" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb">00368</a> vec <a class="code" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb" title="Returns poiter to alpha and beta. Potentially dangerous: use with care!">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> elem_div ( <a class="code" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>,<a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>-1 );} 291 297 <a name="l00369"></a><a class="code" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133">00369</a> vec <a class="code" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{vec mea=<a class="code" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb" title="Returns poiter to alpha and beta. Potentially dangerous: use with care!">mean</a>(); <span class="keywordflow">return</span> elem_div ( elem_mult ( mea,mea ),<a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>-2 );} … … 380 386 <a name="l00495"></a>00495 <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> Re; 381 387 <a name="l00496"></a>00496 <span class="keyword">public</span>: 382 <a name="l00497"></a>00497 <a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> ( ) :<a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm<ldmat></a> (),388 <a name="l00497"></a>00497 <a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> ( ) :<a class="code" href="classbdm_1_1mlnorm.html">mlnorm<ldmat></a> (), 383 389 <a name="l00498"></a>00498 Lambda (), <a class="code" href="classbdm_1_1mlnorm.html#78120ecd1c2b1d7e80124b4603504604" title="access function">_R</a> ( <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>._R() ) {} 384 390 <a name="l00499"></a>00499 <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> mat &A0, <span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &R0, <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>& Lambda0 ) { … … 447 453 <a name="l00607"></a><a class="code" href="classbdm_1_1mgamma__fix.html#9a31bc9b4b60188a18a2a6b588dc4b2d">00607</a> <a class="code" href="classbdm_1_1mgamma__fix.html#9a31bc9b4b60188a18a2a6b588dc4b2d" title="Constructor.">mgamma_fix</a> ( ) : <a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> ( ),<a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> () {}; 448 454 <a name="l00609"></a><a class="code" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2">00609</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">set_parameters</a> ( <span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0 ) { 449 <a name="l00610"></a>00610 <a class="code" href="classbdm_1_1mgamma .html#a0f21c2557b233a85838b497d040ab14" title="Set value of k.">mgamma::set_parameters</a> ( k0, ref0 );455 <a name="l00610"></a>00610 <a class="code" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">mgamma::set_parameters</a> ( k0, ref0 ); 450 456 <a name="l00611"></a>00611 <a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>=pow ( ref0,1.0-l0 );<a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>=l0; 451 457 <a name="l00612"></a>00612 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>=dimension(); … … 463 469 <a name="l00639"></a><a class="code" href="classbdm_1_1migamma__ref.html#f45b15a10f084991ba6b48295f10421f">00639</a> <a class="code" href="classbdm_1_1migamma__ref.html#f45b15a10f084991ba6b48295f10421f" title="Constructor.">migamma_ref</a> ( ) : <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> (),<a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> ( ) {}; 464 470 <a name="l00641"></a><a class="code" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800">00641</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">set_parameters</a> ( <span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0 ) { 465 <a name="l00642"></a>00642 <a class="code" href="classbdm_1_1migamma .html#8b10ab922e2a7bae2fb6bb3efc7b6151" title="Set value of k.">migamma::set_parameters</a> ( ref0.length(), k0 );471 <a name="l00642"></a>00642 <a class="code" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">migamma::set_parameters</a> ( ref0.length(), k0 ); 466 472 <a name="l00643"></a>00643 <a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>=pow ( ref0,1.0-l0 ); 467 473 <a name="l00644"></a>00644 <a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>=l0; … … 471 477 <a name="l00648"></a><a class="code" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a">00648</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &val ) { 472 478 <a name="l00649"></a>00649 vec mean=elem_mult ( <a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>,pow ( val,<a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> ) ); 473 <a name="l00650"></a>00650 <a class="code" href="classbdm_1_1migamma .html#7a34b1e2e3aa2250d7c0ed7df1665b8c" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">migamma::condition</a> ( mean );479 <a name="l00650"></a>00650 <a class="code" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">migamma::condition</a> ( mean ); 474 480 <a name="l00651"></a>00651 }; 475 481 <a name="l00652"></a>00652 }; … … 478 484 <a name="l00664"></a>00664 <span class="keyword">public</span>: 479 485 <a name="l00665"></a><a class="code" href="classbdm_1_1elognorm.html#8b948e2bce1253765a2542199913aaba">00665</a> vec <a class="code" href="classbdm_1_1elognorm.html#8b948e2bce1253765a2542199913aaba" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> exp(<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<ldmat>::sample</a>());}; 480 <a name="l00666"></a><a class="code" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea">00666</a> vec <a class="code" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec var=<a class="code" href="classbdm_1_1enorm.html " title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<ldmat>::variance</a>();<span class="keywordflow">return</span> exp(<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> - 0.5*var);};486 <a name="l00666"></a><a class="code" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea">00666</a> vec <a class="code" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec var=<a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">enorm<ldmat>::variance</a>();<span class="keywordflow">return</span> exp(<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> - 0.5*var);}; 481 487 <a name="l00667"></a>00667 482 488 <a name="l00668"></a>00668 }; … … 517 523 <a name="l00733"></a>00733 518 524 <a name="l00735"></a>00735 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#7cfd383180b486fe4526bdf0179350c0" title="Set samples and weights.">set_statistics</a> ( <span class="keyword">const</span> vec &w0, <span class="keyword">const</span> epdf* pdf0 ); 519 <a name="l00737"></a><a class="code" href="classbdm_1_1eEmp.html#cef74aa5f87d10d440b9b1e8bc78c1e7">00737</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html# 7cfd383180b486fe4526bdf0179350c0" title="Set samples and weights.">set_statistics</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* pdf0 , <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a> ) {<a class="code" href="classbdm_1_1eEmp.html#7cfd383180b486fe4526bdf0179350c0" title="Set samples and weights.">set_statistics</a> ( ones ( n ) /n,pdf0 );};525 <a name="l00737"></a><a class="code" href="classbdm_1_1eEmp.html#cef74aa5f87d10d440b9b1e8bc78c1e7">00737</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#cef74aa5f87d10d440b9b1e8bc78c1e7" title="Set samples and weights.">set_statistics</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* pdf0 , <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a> ) {<a class="code" href="classbdm_1_1eEmp.html#cef74aa5f87d10d440b9b1e8bc78c1e7" title="Set samples and weights.">set_statistics</a> ( ones ( n ) /n,pdf0 );}; 520 526 <a name="l00739"></a>00739 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#b62d802b8ef39f7c4dcbeb366c90951a" title="Set sample.">set_samples</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* pdf0 ); 521 527 <a name="l00741"></a><a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1">00741</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a> ( <span class="keywordtype">int</span> n0, <span class="keywordtype">bool</span> copy=<span class="keyword">true</span> ) {<a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>=n0; <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>.set_size ( n0,copy );<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>.set_size ( n0,copy );}; 522 528 <a name="l00743"></a><a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef">00743</a> vec& <a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 523 <a name="l00745"></a><a class="code" href="classbdm_1_1eEmp.html#b7d7106f486e3fad38590914a693d714">00745</a> <span class="keyword">const</span> vec& <a class="code" href="classbdm_1_1eEmp.html# d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;};529 <a name="l00745"></a><a class="code" href="classbdm_1_1eEmp.html#b7d7106f486e3fad38590914a693d714">00745</a> <span class="keyword">const</span> vec& <a class="code" href="classbdm_1_1eEmp.html#b7d7106f486e3fad38590914a693d714" title="Potentially dangerous, use with care.">_w</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 524 530 <a name="l00747"></a><a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2">00747</a> Array<vec>& <a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 525 <a name="l00749"></a><a class="code" href="classbdm_1_1eEmp.html#b59af0efdb009d98ea8ebfa965e74ae2">00749</a> <span class="keyword">const</span> Array<vec>& <a class="code" href="classbdm_1_1eEmp.html# c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;};531 <a name="l00749"></a><a class="code" href="classbdm_1_1eEmp.html#b59af0efdb009d98ea8ebfa965e74ae2">00749</a> <span class="keyword">const</span> Array<vec>& <a class="code" href="classbdm_1_1eEmp.html#b59af0efdb009d98ea8ebfa965e74ae2" title="access function">_samples</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 526 532 <a name="l00751"></a>00751 ivec <a class="code" href="classbdm_1_1eEmp.html#f06ce255de5dbb2313f52ee51f82ba3d" title="Function performs resampling, i.e. removal of low-weight samples and duplication...">resample</a> ( RESAMPLING_METHOD method=SYSTEMATIC ); 527 533 <a name="l00753"></a><a class="code" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270">00753</a> vec <a class="code" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270" title="inherited operation : NOT implemneted">sample</a>()<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;} … … 564 570 <a name="l00793"></a>00793 565 571 <a name="l00794"></a>00794 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 566 <a name="l00795"></a><a class="code" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">00795</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html " title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::dupdate</a> ( mat &v, <span class="keywordtype">double</span> nu ) {572 <a name="l00795"></a><a class="code" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">00795</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">enorm<sq_T>::dupdate</a> ( mat &v, <span class="keywordtype">double</span> nu ) { 567 573 <a name="l00796"></a>00796 <span class="comment">//</span> 568 574 <a name="l00797"></a>00797 }; … … 574 580 <a name="l00803"></a>00803 575 581 <a name="l00804"></a>00804 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 576 <a name="l00805"></a><a class="code" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766">00805</a> vec <a class="code" href="classbdm_1_1enorm.html " title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::sample</a>()<span class="keyword"> const </span>{582 <a name="l00805"></a><a class="code" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766">00805</a> vec <a class="code" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766" title="Returns a sample, from density .">enorm<sq_T>::sample</a>()<span class="keyword"> const </span>{ 577 583 <a name="l00806"></a>00806 vec x ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 578 584 <a name="l00807"></a>00807 <span class="preprocessor">#pragma omp critical</span> … … 585 591 <a name="l00814"></a>00814 586 592 <a name="l00815"></a>00815 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 587 <a name="l00816"></a>00816 mat <a class="code" href="classbdm_1_1enorm.html " title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::sample</a> ( <span class="keywordtype">int</span> N )<span class="keyword"> const </span>{593 <a name="l00816"></a>00816 mat <a class="code" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766" title="Returns a sample, from density .">enorm<sq_T>::sample</a> ( <span class="keywordtype">int</span> N )<span class="keyword"> const </span>{ 588 594 <a name="l00817"></a>00817 mat X ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>,N ); 589 595 <a name="l00818"></a>00818 vec x ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); … … 611 617 <a name="l00840"></a>00840 612 618 <a name="l00841"></a>00841 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 613 <a name="l00842"></a><a class="code" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">00842</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html " title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::evallog_nn</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{619 <a name="l00842"></a><a class="code" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">00842</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">enorm<sq_T>::evallog_nn</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ 614 620 <a name="l00843"></a>00843 <span class="comment">// 1.83787706640935 = log(2pi)</span> 615 621 <a name="l00844"></a>00844 <span class="keywordtype">double</span> tmp=-0.5* ( <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.invqform ( <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>-val ) );<span class="comment">// - lognc();</span> … … 618 624 <a name="l00847"></a>00847 619 625 <a name="l00848"></a>00848 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 620 <a name="l00849"></a><a class="code" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">00849</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html " title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::lognc</a> ()<span class="keyword"> const </span>{626 <a name="l00849"></a><a class="code" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">00849</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">enorm<sq_T>::lognc</a> ()<span class="keyword"> const </span>{ 621 627 <a name="l00850"></a>00850 <span class="comment">// 1.83787706640935 = log(2pi)</span> 622 628 <a name="l00851"></a>00851 <span class="keywordtype">double</span> tmp=0.5* ( <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 +<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.logdet() ); … … 625 631 <a name="l00854"></a>00854 626 632 <a name="l00855"></a>00855 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 627 <a name="l00856"></a><a class="code" href="classbdm_1_1mlnorm.html#5d18dec3167584338a4775c1d165d96f">00856</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html " title="Normal distributed linear function with linear function of mean value;.">mlnorm<sq_T>::set_parameters</a> ( <span class="keyword">const</span> mat &A0, <span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &R0 ) {633 <a name="l00856"></a><a class="code" href="classbdm_1_1mlnorm.html#5d18dec3167584338a4775c1d165d96f">00856</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#5d18dec3167584338a4775c1d165d96f" title="Set A and R.">mlnorm<sq_T>::set_parameters</a> ( <span class="keyword">const</span> mat &A0, <span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &R0 ) { 628 634 <a name="l00857"></a>00857 it_assert_debug ( A0.rows() ==mu0.length(),<span class="stringliteral">""</span> ); 629 635 <a name="l00858"></a>00858 it_assert_debug ( A0.rows() ==R0.rows(),<span class="stringliteral">""</span> ); … … 661 667 <a name="l00890"></a>00890 662 668 <a name="l00891"></a>00891 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 663 <a name="l00892"></a><a class="code" href="classbdm_1_1mlnorm.html#0dafc0196e7e07fd06dc6716e0e18bc2">00892</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html " title="Normal distributed linear function with linear function of mean value;.">mlnorm<sq_T>::condition</a> ( <span class="keyword">const</span> vec &cond ) {669 <a name="l00892"></a><a class="code" href="classbdm_1_1mlnorm.html#0dafc0196e7e07fd06dc6716e0e18bc2">00892</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#0dafc0196e7e07fd06dc6716e0e18bc2">mlnorm<sq_T>::condition</a> ( <span class="keyword">const</span> vec &cond ) { 664 670 <a name="l00893"></a>00893 _mu = A*cond + mu_const; 665 671 <a name="l00894"></a>00894 <span class="comment">//R is already assigned;</span> … … 667 673 <a name="l00896"></a>00896 668 674 <a name="l00897"></a>00897 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 669 <a name="l00898"></a><a class="code" href="classbdm_1_1enorm.html#cd02d76e9d4f96bdd3fa6b604e273039">00898</a> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1enorm.html " title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn )<span class="keyword"> const </span>{675 <a name="l00898"></a><a class="code" href="classbdm_1_1enorm.html#cd02d76e9d4f96bdd3fa6b604e273039">00898</a> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classbdm_1_1enorm.html#cd02d76e9d4f96bdd3fa6b604e273039" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm<sq_T>::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn )<span class="keyword"> const </span>{ 670 676 <a name="l00899"></a>00899 it_assert_debug ( <a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">"rv description is not assigned"</span> ); 671 677 <a name="l00900"></a>00900 ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55">dataind</a> ( <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> ); … … 680 686 <a name="l00909"></a>00909 681 687 <a name="l00910"></a>00910 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 682 <a name="l00911"></a><a class="code" href="classbdm_1_1enorm.html#baea4d49c657342b58297d68cda16d26">00911</a> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>* <a class="code" href="classbdm_1_1enorm.html " title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T>::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn )<span class="keyword"> const </span>{688 <a name="l00911"></a><a class="code" href="classbdm_1_1enorm.html#baea4d49c657342b58297d68cda16d26">00911</a> <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a>* <a class="code" href="classbdm_1_1enorm.html#baea4d49c657342b58297d68cda16d26" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm<sq_T>::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rvn )<span class="keyword"> const </span>{ 683 689 <a name="l00912"></a>00912 684 690 <a name="l00913"></a>00913 it_assert_debug ( <a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(),<span class="stringliteral">"rvs are not assigned"</span> ); … … 724 730 <a name="l00954"></a>00954 <span class="preprocessor">#endif //EF_H</span> 725 731 </pre></div></div> 726 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:112009 for mixpp by 732 <hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:36 2009 for mixpp by 727 733 <a href="http://www.doxygen.org/index.html"> 728 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5. 6</small></address>734 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 729 735 </body> 730 736 </html>