#include <libEF.h>
Public Member Functions | |
| void | set_parameters (const mat &A0, const vec &mu0, const ldmat &R0, const ldmat &Lambda0) |
| void | condition (const vec &cond) |
| vec & | _mu_const () |
| access function | |
| mat & | _A () |
| access function | |
| mat | _R () |
| access function | |
Constructors | |
| void | set_parameters (const mat &A, const vec &mu0, const ldmat &R) |
Set A and R. | |
Matematical operations | |
| virtual vec | samplecond (const vec &cond) |
Returns a sample from the density conditioned on cond, . | |
| virtual mat | samplecond_m (const vec &cond, int N) |
| Returns. | |
| virtual double | evallogcond (const vec &dt, const vec &cond) |
| Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently. | |
| virtual vec | evallogcond_m (const mat &Dt, const vec &cond) |
| Matrix version of evallogcond. | |
Access to attributes | |
| RV | _rv () |
| RV | _rvc () |
| int | dimension () |
| int | dimensionc () |
| epdf & | _epdf () |
| epdf * | _e () |
Connection to other objects | |
| void | set_rvc (const RV &rvc0) |
| void | set_rv (const RV &rv0) |
| bool | isnamed () |
Protected Attributes | |
| ldmat | Lambda |
| ldmat & | _R |
| ldmat | Re |
| enorm< ldmat > | epdf |
Internal epdf that arise by conditioning on rvc. | |
| mat | A |
| vec | mu_const |
| vec & | _mu |
| int | dimc |
| dimension of the condition | |
| RV | rvc |
| random variable in condition | |
| epdf * | ep |
| pointer to internal epdf | |
Friends | |
| std::ostream & | operator<< (std::ostream &os, mlnorm< sq_M > &ml) |
The internal epdf of this class is of the type of a Gaussian (enorm). However, each conditioning is trying to assure the best possible approximation by taking into account the zeta function. See [] for reference.
Perhaps a moment-matching technique?
| void bdm::mlstudent::condition | ( | const vec & | cond | ) | [inline, virtual] |
Set value of rvc . Result of this operation is stored in epdf use function _ep to access it.
Reimplemented from bdm::mlnorm< ldmat >.
References bdm::mlnorm< ldmat >::_R(), ldmat::invqform(), and ldmat::rows().
| virtual vec bdm::mpdf::samplecond | ( | const vec & | cond | ) | [inline, virtual, inherited] |
Returns a sample from the density conditioned on cond,
.
| cond | is numeric value of rv |
Reimplemented in bdm::mprod.
References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample().
Referenced by bdm::MPF< BM_T >::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().
| virtual mat bdm::mpdf::samplecond_m | ( | const vec & | cond, | |
| int | N | |||
| ) | [inline, virtual, inherited] |
Returns.
| N | samples from the density conditioned on cond, . | |
| cond | is numeric value of rv |
References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample().
1.5.8