Changeset 354 for doc/html/libEF_8h-source.html
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- 06/02/09 10:24:26 (16 years ago)
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doc/html/libEF_8h-source.html
r353 r354 76 76 <a name="l00023"></a>00023 77 77 <a name="l00024"></a>00024 78 <a name="l00026"></a>00026 <span class="keyword">extern</span> <a class="code" href="classitpp_1_1Uniform__RNG.html" title="Uniform distribution.">Uniform_RNG</a>UniRNG;79 <a name="l00028"></a>00028 <span class="keyword">extern</span> <a class="code" href="classitpp_1_1Normal__RNG.html" title="Normal distributionNormal (Gaussian) random variables, using a simplified Ziggurat...">Normal_RNG</a>NorRNG;80 <a name="l00030"></a>00030 <span class="keyword">extern</span> <a class="code" href="classitpp_1_1Gamma__RNG.html" title="Gamma distribution Generate samples from Gamma(alpha,beta) density, according to the...">Gamma_RNG</a> GamRNG;78 <a name="l00026"></a>00026 <span class="keyword">extern</span> Uniform_RNG UniRNG; 79 <a name="l00028"></a>00028 <span class="keyword">extern</span> Normal_RNG NorRNG; 80 <a name="l00030"></a>00030 <span class="keyword">extern</span> <a class="code" href="classitpp_1_1Gamma__RNG.html" title="Gamma distribution.">Gamma_RNG</a> GamRNG; 81 81 <a name="l00031"></a>00031 82 82 <a name="l00038"></a><a class="code" href="classbdm_1_1eEF.html">00038</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> … … 86 86 <a name="l00043"></a><a class="code" href="classbdm_1_1eEF.html#d5459d472d0feca7cf1fb5f65c4b9ef4">00043</a> <span class="comment"></span> <a class="code" href="classbdm_1_1eEF.html#d5459d472d0feca7cf1fb5f65c4b9ef4" title="default constructor">eEF</a> ( ) :<a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> ( ) {}; 87 87 <a name="l00045"></a>00045 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>() <span class="keyword">const</span> =0; 88 <a name="l00047"></a><a class="code" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">00047</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a" title="TODO decide if it is really needed.">dupdate</a> ( mat &v ) { <a class="code" href="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a>( <span class="stringliteral">"Not implemented"</span> );};89 <a name="l00049"></a><a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">00049</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>{ <a class="code" href="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a>( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0.0;};90 <a name="l00051"></a><a class="code" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">00051</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>(); <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a>( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> ); <span class="keywordflow">return</span> tmp;}88 <a name="l00047"></a><a class="code" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">00047</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a" title="TODO decide if it is really needed.">dupdate</a> ( mat &v ) {it_error ( <span class="stringliteral">"Not implemented"</span> );}; 89 <a name="l00049"></a><a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">00049</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;}; 90 <a name="l00051"></a><a class="code" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">00051</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;} 91 91 <a name="l00053"></a><a class="code" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">00053</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> 92 92 <a name="l00054"></a>00054 <span class="keyword"> </span>{ … … 95 95 <a name="l00057"></a>00057 <span class="keywordflow">return</span> x-<a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>(); 96 96 <a name="l00058"></a>00058 } 97 <a name="l00060"></a><a class="code" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">00060</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053" title="Power of the density, used e.g. to flatten the density.">pow</a> ( <span class="keywordtype">double</span> p ) { <a class="code" href="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a>( <span class="stringliteral">"Not implemented"</span> );};97 <a name="l00060"></a><a class="code" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">00060</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053" title="Power of the density, used e.g. to flatten the density.">pow</a> ( <span class="keywordtype">double</span> p ) {it_error ( <span class="stringliteral">"Not implemented"</span> );}; 98 98 <a name="l00061"></a>00061 }; 99 99 <a name="l00062"></a>00062 … … 113 113 <a name="l00087"></a><a class="code" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55">00087</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 ) {} 114 114 <a name="l00089"></a><a class="code" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62">00089</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> ) {} 115 <a name="l00091"></a><a class="code" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">00091</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 ) { <a class="code" href="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a>( <span class="stringliteral">"Not implemented"</span> );};115 <a name="l00091"></a><a class="code" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">00091</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> );}; 116 116 <a name="l00093"></a><a class="code" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">00093</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 ) {}; 117 117 <a name="l00094"></a>00094 <span class="comment">//original Bayes</span> 118 118 <a name="l00095"></a>00095 <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 &dt ); 119 <a name="l00097"></a><a class="code" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749">00097</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749" title="Flatten the posterior according to the given BMEF (of the same type!).">flatten</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="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a>( <span class="stringliteral">"Not implemented"</span> );}119 <a name="l00097"></a><a class="code" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749">00097</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749" title="Flatten the posterior according to the given BMEF (of the same type!).">flatten</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> * B ) {it_error ( <span class="stringliteral">"Not implemented"</span> );} 120 120 <a name="l00099"></a>00099 <span class="comment">// virtual void flatten ( double nu0 ) {it_error ( "Not implemented" );}</span> 121 121 <a name="l00100"></a>00100 122 <a name="l00101"></a><a class="code" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">00101</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>{ <a class="code" href="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a>( <span class="stringliteral">"function _copy_ not implemented for this BM"</span> ); <span class="keywordflow">return</span> NULL;};122 <a name="l00101"></a><a class="code" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">00101</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;}; 123 123 <a name="l00102"></a>00102 }; 124 124 <a name="l00103"></a>00103 … … 146 146 <a name="l00138"></a>00138 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>; 147 147 <a name="l00139"></a><a class="code" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600">00139</a> vec <a class="code" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>;} 148 <a name="l00140"></a><a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">00140</a> vec <a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="group__diag.html#gb0938c932c1cbc19b2ce6c5ac1007553" title="Get the diagonal elements of the input matrix m.">diag</a>( <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.to_mat() );}148 <a name="l00140"></a><a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">00140</a> vec <a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> diag ( <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.to_mat() );} 149 149 <a name="l00141"></a>00141 <span class="comment">// mlnorm<sq_T>* condition ( const RV &rvn ) const ; <=========== fails to cmpile. Why?</span> 150 150 <a name="l00142"></a>00142 <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...">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> ; … … 224 224 <a name="l00250"></a>00250 } 225 225 <a name="l00252"></a>00252 226 <a name="l00253"></a><a class="code" href="classbdm_1_1eDirich.html#3290613d31d58daa8a45a54b003871fc">00253</a> vec <a class="code" href="classbdm_1_1eDirich.html#3290613d31d58daa8a45a54b003871fc" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{ <a class="code" href="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a>( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> vec_1 ( 0.0 );};227 <a name="l00254"></a><a class="code" href="classbdm_1_1eDirich.html#cb343355ec791298bb5a3404cd482fb6">00254</a> vec <a class="code" href="classbdm_1_1eDirich.html#cb343355ec791298bb5a3404cd482fb6" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>/ <a class="code" href="group__matrix__functions.html#gfcf8f54c2f4fc257bbc3111700b08355" title="Sum of elements in the matrix m, either along columns or rows.">sum</a>(<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);};228 <a name="l00255"></a><a class="code" href="classbdm_1_1eDirich.html#43c547a2507e233706f92712d8c2aacc">00255</a> vec <a class="code" href="classbdm_1_1eDirich.html#43c547a2507e233706f92712d8c2aacc" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordtype">double</span> <a class="code" href="group__miscfunc.html#gf7e65712c6e83e029747b025cab6eba4" title="Deprecated gamma function for matrices. Will be changed to tgamma().">gamma</a> =<a class="code" href="group__matrix__functions.html#gfcf8f54c2f4fc257bbc3111700b08355" title="Sum of elements in the matrix m, either along columns or rows.">sum</a>(<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>); <span class="keywordflow">return</span> elem_mult ( <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>, ( <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>+1 ) ) / ( gamma* ( gamma+1 ) );}226 <a name="l00253"></a><a class="code" href="classbdm_1_1eDirich.html#3290613d31d58daa8a45a54b003871fc">00253</a> vec <a class="code" href="classbdm_1_1eDirich.html#3290613d31d58daa8a45a54b003871fc" title="Returns a sample, from density .">sample</a>()<span class="keyword"> const </span>{it_error ( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> vec_1 ( 0.0 );}; 227 <a name="l00254"></a><a class="code" href="classbdm_1_1eDirich.html#cb343355ec791298bb5a3404cd482fb6">00254</a> vec <a class="code" href="classbdm_1_1eDirich.html#cb343355ec791298bb5a3404cd482fb6" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>/sum(<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);}; 228 <a name="l00255"></a><a class="code" href="classbdm_1_1eDirich.html#43c547a2507e233706f92712d8c2aacc">00255</a> vec <a class="code" href="classbdm_1_1eDirich.html#43c547a2507e233706f92712d8c2aacc" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordtype">double</span> gamma =sum(<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>); <span class="keywordflow">return</span> elem_mult ( <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>, ( <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>+1 ) ) / ( gamma* ( gamma+1 ) );} 229 229 <a name="l00257"></a><a class="code" href="classbdm_1_1eDirich.html#e09a24938e80c3d94b0ee842d1552318">00257</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#e09a24938e80c3d94b0ee842d1552318" title="In this instance, val is ...">evallog_nn</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const</span> 230 230 <a name="l00258"></a>00258 <span class="keyword"> </span>{ 231 <a name="l00259"></a>00259 <span class="keywordtype">double</span> tmp; tmp= ( <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>-1 ) * <a class="code" href="group__logexpfunc.html#g320dc9f6d27a6cfe4e149633fd1ea566" title="The natural logarithm of the elements.">log</a> ( val ); <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a>( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> );231 <a name="l00259"></a>00259 <span class="keywordtype">double</span> tmp; tmp= ( <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>-1 ) *log ( val ); it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> ); 232 232 <a name="l00260"></a>00260 <span class="keywordflow">return</span> tmp; 233 233 <a name="l00261"></a>00261 }; … … 235 235 <a name="l00263"></a>00263 <span class="keyword"> </span>{ 236 236 <a name="l00264"></a>00264 <span class="keywordtype">double</span> tmp; 237 <a name="l00265"></a>00265 <span class="keywordtype">double</span> gam= <a class="code" href="group__matrix__functions.html#gfcf8f54c2f4fc257bbc3111700b08355" title="Sum of elements in the matrix m, either along columns or rows.">sum</a>( <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> );237 <a name="l00265"></a>00265 <span class="keywordtype">double</span> gam=sum ( <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> ); 238 238 <a name="l00266"></a>00266 <span class="keywordtype">double</span> lgb=0.0; 239 239 <a name="l00267"></a>00267 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length();i++ ) {lgb+=lgamma ( <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> ( i ) );} 240 240 <a name="l00268"></a>00268 tmp= lgb-lgamma ( gam ); 241 <a name="l00269"></a>00269 <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a>( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> );241 <a name="l00269"></a>00269 it_assert_debug ( std::isfinite ( tmp ),<span class="stringliteral">"Infinite value"</span> ); 242 242 <a name="l00270"></a>00270 <span class="keywordflow">return</span> tmp; 243 243 <a name="l00271"></a>00271 }; … … 284 284 <a name="l00320"></a>00320 <span class="comment">// sum(beta) should be equal to sum(B.beta)</span> 285 285 <a name="l00321"></a>00321 <span class="keyword">const</span> vec &Eb=E-><a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;<span class="comment">//const_cast<multiBM*> ( E )->_beta();</span> 286 <a name="l00322"></a>00322 <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>*= ( <a class="code" href="group__matrix__functions.html#gfcf8f54c2f4fc257bbc3111700b08355" title="Sum of elements in the matrix m, either along columns or rows.">sum</a> ( Eb ) /<a class="code" href="group__matrix__functions.html#gfcf8f54c2f4fc257bbc3111700b08355" title="Sum of elements in the matrix m, either along columns or rows.">sum</a>( <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> ) );286 <a name="l00322"></a>00322 <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>*= ( sum ( Eb ) /sum ( <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> ) ); 287 287 <a name="l00323"></a>00323 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</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>=<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>();} 288 288 <a name="l00324"></a>00324 } … … 354 354 <a name="l00437"></a>00437 { 355 355 <a name="l00438"></a>00438 <a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> = high0-low0; 356 <a name="l00439"></a>00439 <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a> ( <a class="code" href="group__protocol.html#g27dde5be5aac902c0de838b4b872cd2f" title="ADD DOCUMENTATION HERE.">min</a>( <a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> ) >0.0,<span class="stringliteral">"bad support"</span> );356 <a name="l00439"></a>00439 it_assert_debug ( min ( <a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> ) >0.0,<span class="stringliteral">"bad support"</span> ); 357 357 <a name="l00440"></a>00440 <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0; 358 358 <a name="l00441"></a>00441 <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0; 359 <a name="l00442"></a>00442 <a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a> = <a class="code" href="group__matrix__functions.html#g22fdeace9f20483008cf4dc6d471cbc2" title="Product of elements in the matrix m.">prod</a>( 1.0/<a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> );360 <a name="l00443"></a>00443 <a class="code" href="classbdm_1_1euni.html#3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a> = <a class="code" href="group__logexpfunc.html#g320dc9f6d27a6cfe4e149633fd1ea566" title="The natural logarithm of the elements.">log</a>( <a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a> );359 <a name="l00442"></a>00442 <a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a> = prod ( 1.0/<a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> ); 360 <a name="l00443"></a>00443 <a class="code" href="classbdm_1_1euni.html#3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a> = log ( <a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a> ); 361 361 <a name="l00444"></a>00444 <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length(); 362 362 <a name="l00445"></a>00445 } … … 368 368 <a name="l00452"></a>00452 vec smp ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 369 369 <a name="l00453"></a>00453 <span class="preprocessor">#pragma omp critical</span> 370 <a name="l00454"></a>00454 <span class="preprocessor"></span> UniRNG. <a class="code" href="classitpp_1_1Uniform__RNG.html#3059402ccc1a0af044b9bd217a32f5c7" title="Get a Uniformly distributed [0,1) vector.">sample_vector</a>( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ,smp );370 <a name="l00454"></a>00454 <span class="preprocessor"></span> UniRNG.sample_vector ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ,smp ); 371 371 <a name="l00455"></a>00455 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>+elem_mult ( <a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>,smp ); 372 372 <a name="l00456"></a>00456 } 373 373 <a name="l00458"></a><a class="code" href="classbdm_1_1euni.html#46caa8c13aba2e6228f964208918b226">00458</a> vec <a class="code" href="classbdm_1_1euni.html#46caa8c13aba2e6228f964208918b226" title="set values of low and high ">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> ( <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>-<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> ) /2.0;} 374 <a name="l00459"></a><a class="code" href="classbdm_1_1euni.html#951f932155111f6053c980f672b4c22c">00459</a> vec <a class="code" href="classbdm_1_1euni.html#951f932155111f6053c980f672b4c22c" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> ( <a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a> ( <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>,2 ) +<a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a>( <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>,2 ) +elem_mult ( <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>,<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> ) ) /3.0;}374 <a name="l00459"></a><a class="code" href="classbdm_1_1euni.html#951f932155111f6053c980f672b4c22c">00459</a> vec <a class="code" href="classbdm_1_1euni.html#951f932155111f6053c980f672b4c22c" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> ( pow ( <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>,2 ) +pow ( <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>,2 ) +elem_mult ( <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>,<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> ) ) /3.0;} 375 375 <a name="l00460"></a>00460 }; 376 376 <a name="l00461"></a>00461 … … 410 410 <a name="l00511"></a>00511 <span class="keyword">public</span>: 411 411 <a name="l00513"></a><a class="code" href="classbdm_1_1mgnorm.html#1b014915d74470d3efab74e07cacb97d">00513</a> <a class="code" href="classbdm_1_1mgnorm.html#1b014915d74470d3efab74e07cacb97d" title="default constructor">mgnorm</a>() :mu ( <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>._mu() ) {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>=&<a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>;} 412 <a name="l00515"></a><a class="code" href="classbdm_1_1mgnorm.html#578e02458e2a0d17f3864826b6ebd564">00515</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#578e02458e2a0d17f3864826b6ebd564" title="set mean function">set_parameters</a> ( <a class="code" href="classbdm_1_1fnc.html" title="Class representing function of variable represented by rv.">fnc</a>* g0, <span class="keyword">const</span> sq_T &R0 ) {g=g0; <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( <a class="code" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1" title="A Double (rows,cols)-matrix of zeros.">zeros</a>( g-><a class="code" href="classbdm_1_1fnc.html#083832294da9d1e40804158b979c4341" title="access function">dimension</a>() ), R0 );}412 <a name="l00515"></a><a class="code" href="classbdm_1_1mgnorm.html#578e02458e2a0d17f3864826b6ebd564">00515</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#578e02458e2a0d17f3864826b6ebd564" title="set mean function">set_parameters</a> ( <a class="code" href="classbdm_1_1fnc.html" title="Class representing function of variable represented by rv.">fnc</a>* g0, <span class="keyword">const</span> sq_T &R0 ) {g=g0; <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( zeros ( g-><a class="code" href="classbdm_1_1fnc.html#083832294da9d1e40804158b979c4341" title="access function">dimension</a>() ), R0 );} 413 413 <a name="l00516"></a><a class="code" href="classbdm_1_1mgnorm.html#b31d63472cf6a1030cd8dbd8094c1f6d">00516</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#b31d63472cf6a1030cd8dbd8094c1f6d" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &cond ) {mu=g-><a class="code" href="classbdm_1_1fnc.html#6277b11d7fffc7ef8a2fa3e84ae5bad4" title="function evaluates numerical value of at cond ">eval</a> ( cond );}; 414 414 <a name="l00517"></a>00517 }; … … 425 425 <a name="l00535"></a>00535 <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 ) 426 426 <a name="l00536"></a>00536 { 427 <a name="l00537"></a>00537 <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a>( A0.rows() ==mu0.length(),<span class="stringliteral">""</span> );428 <a name="l00538"></a>00538 <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a>( R0.<a class="code" href="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163" title="access function">rows</a>() ==A0.rows(),<span class="stringliteral">""</span> );427 <a name="l00537"></a>00537 it_assert_debug ( A0.rows() ==mu0.length(),<span class="stringliteral">""</span> ); 428 <a name="l00538"></a>00538 it_assert_debug ( R0.<a class="code" href="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163" title="access function">rows</a>() ==A0.rows(),<span class="stringliteral">""</span> ); 429 429 <a name="l00539"></a>00539 430 430 <a name="l00540"></a>00540 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( mu0,Lambda ); <span class="comment">//</span> … … 480 480 <a name="l00621"></a>00621 { 481 481 <a name="l00622"></a>00622 <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>=k0; 482 <a name="l00623"></a>00623 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( ( 1.0/ ( <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>*<a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> ) +2.0 ) * <a class="code" href="group__specmat.html#gdc0f3edbf58bced9e82d8b260d395cac" title="A float (rows,cols)-matrix of ones.">ones</a> ( len ) <span class="comment">/*alpha*/</span>, <a class="code" href="group__specmat.html#gdc0f3edbf58bced9e82d8b260d395cac" title="A float (rows,cols)-matrix of ones.">ones</a>( len ) <span class="comment">/*beta*/</span> );482 <a name="l00623"></a>00623 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( ( 1.0/ ( <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>*<a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> ) +2.0 ) *ones ( len ) <span class="comment">/*alpha*/</span>, ones ( len ) <span class="comment">/*beta*/</span> ); 483 483 <a name="l00624"></a>00624 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 484 484 <a name="l00625"></a>00625 }; … … 499 499 <a name="l00655"></a>00655 { 500 500 <a name="l00656"></a>00656 <a class="code" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">mgamma::set_parameters</a> ( k0, ref0 ); 501 <a name="l00657"></a>00657 <a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>= <a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a>( ref0,1.0-l0 );<a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>=l0;501 <a name="l00657"></a>00657 <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; 502 502 <a name="l00658"></a>00658 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>=dimension(); 503 503 <a name="l00659"></a>00659 }; 504 504 <a name="l00660"></a>00660 505 <a name="l00661"></a><a class="code" href="classbdm_1_1mgamma__fix.html#1d539591deb7a38bb3403c2b396c8ff7">00661</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#1d539591deb7a38bb3403c2b396c8ff7" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &val ) {vec <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>=elem_mult ( <a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>,<a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a>( val,<a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a> ) ); <a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312" title="cache of epdf.beta">_beta</a>=<a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>/mean;};505 <a name="l00661"></a><a class="code" href="classbdm_1_1mgamma__fix.html#1d539591deb7a38bb3403c2b396c8ff7">00661</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#1d539591deb7a38bb3403c2b396c8ff7" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &val ) {vec mean=elem_mult ( <a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>,pow ( val,<a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a> ) ); <a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312" title="cache of epdf.beta">_beta</a>=<a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>/mean;}; 506 506 <a name="l00662"></a>00662 }; 507 507 <a name="l00663"></a>00663 … … 517 517 <a name="l00689"></a>00689 { 518 518 <a name="l00690"></a>00690 <a class="code" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">migamma::set_parameters</a> ( ref0.length(), k0 ); 519 <a name="l00691"></a>00691 <a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>= <a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a>( ref0,1.0-l0 );519 <a name="l00691"></a>00691 <a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>=pow ( ref0,1.0-l0 ); 520 520 <a name="l00692"></a>00692 <a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>=l0; 521 521 <a name="l00693"></a>00693 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); … … 524 524 <a name="l00696"></a><a class="code" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a">00696</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 ) 525 525 <a name="l00697"></a>00697 { 526 <a name="l00698"></a>00698 vec <a class="code" href="group__statistics.html#gc370b4cfdc6baa037b7442ae6e2c4b5c" title="The mean value.">mean</a>=elem_mult ( <a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>,<a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a>( val,<a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> ) );526 <a name="l00698"></a>00698 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> ) ); 527 527 <a name="l00699"></a>00699 <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 ); 528 528 <a name="l00700"></a>00700 }; … … 532 532 <a name="l00713"></a>00713 { 533 533 <a name="l00714"></a>00714 <span class="keyword">public</span>: 534 <a name="l00715"></a><a class="code" href="classbdm_1_1elognorm.html#8b948e2bce1253765a2542199913aaba">00715</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> <a class="code" href="group__logexpfunc.html#g7a3da29d4e6a8c814237453086793335" title="Exp of the elements of a complex matrix m.">exp</a>( <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<ldmat>::sample</a>() );};535 <a name="l00716"></a><a class="code" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea">00716</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> <a class="code" href="group__logexpfunc.html#g7a3da29d4e6a8c814237453086793335" title="Exp of the elements of a complex matrix m.">exp</a>( <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> - 0.5*var );};534 <a name="l00715"></a><a class="code" href="classbdm_1_1elognorm.html#8b948e2bce1253765a2542199913aaba">00715</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>() );}; 535 <a name="l00716"></a><a class="code" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea">00716</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 );}; 536 536 <a name="l00717"></a>00717 537 537 <a name="l00718"></a>00718 }; … … 545 545 <a name="l00739"></a>00739 <span class="keyword">public</span>: 546 546 <a name="l00741"></a><a class="code" href="classbdm_1_1mlognorm.html#a5d6eb2688d02e0348b96c4fbd7bde41">00741</a> <a class="code" href="classbdm_1_1mlognorm.html#a5d6eb2688d02e0348b96c4fbd7bde41" title="Constructor.">mlognorm</a> ( ) : eno (), <a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> ( eno._mu() ) {<a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>=&eno;}; 547 <a name="l00743"></a><a class="code" href="classbdm_1_1mlognorm.html#604cab0e8a76f9041dc3c606043bb39f">00743</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#604cab0e8a76f9041dc3c606043bb39f" title="Set value of k.">set_parameters</a> ( <span class="keywordtype">int</span> <a class="code" href="group__matrix__functions.html#g3c1a2b0972c6a8e1215eb3f76d7c7512" title="Length of vector.">size</a>, <span class="keywordtype">double</span> k )547 <a name="l00743"></a><a class="code" href="classbdm_1_1mlognorm.html#604cab0e8a76f9041dc3c606043bb39f">00743</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#604cab0e8a76f9041dc3c606043bb39f" title="Set value of k.">set_parameters</a> ( <span class="keywordtype">int</span> size, <span class="keywordtype">double</span> k ) 548 548 <a name="l00744"></a>00744 { 549 <a name="l00745"></a>00745 <a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> = 0.5* <a class="code" href="group__logexpfunc.html#g320dc9f6d27a6cfe4e149633fd1ea566" title="The natural logarithm of the elements.">log</a>( k*k+1 );550 <a name="l00746"></a>00746 eno.<a class="code" href="classbdm_1_1enorm.html#b8322f2c11560871dd922c660f4771bb">set_parameters</a> ( <a class="code" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1" title="A Double (rows,cols)-matrix of zeros.">zeros</a> ( size ),2*<a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>*<a class="code" href="group__specmat.html#gbfc73e72a56769280cd9fda812367196" title="A non-copying version of the eye function.">eye</a>( size ) );549 <a name="l00745"></a>00745 <a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> = 0.5*log ( k*k+1 ); 550 <a name="l00746"></a>00746 eno.<a class="code" href="classbdm_1_1enorm.html#b8322f2c11560871dd922c660f4771bb">set_parameters</a> ( zeros ( size ),2*<a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>*eye ( size ) ); 551 551 <a name="l00747"></a>00747 552 552 <a name="l00748"></a>00748 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size; … … 555 555 <a name="l00751"></a><a class="code" href="classbdm_1_1mlognorm.html#9106d8fd8bdf2b6be675ffd8f3ca584e">00751</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#9106d8fd8bdf2b6be675ffd8f3ca584e" title="Update ep so that it represents this mpdf conditioned on rvc = cond.">condition</a> ( <span class="keyword">const</span> vec &val ) 556 556 <a name="l00752"></a>00752 { 557 <a name="l00753"></a>00753 <a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a>= <a class="code" href="group__logexpfunc.html#g320dc9f6d27a6cfe4e149633fd1ea566" title="The natural logarithm of the elements.">log</a>( val )-<a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>;<span class="comment">//elem_mult ( refl,pow ( val,l ) );</span>557 <a name="l00753"></a>00753 <a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a>=log ( val )-<a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>;<span class="comment">//elem_mult ( refl,pow ( val,l ) );</span> 558 558 <a name="l00754"></a>00754 }; 559 559 <a name="l00755"></a>00755 }; … … 569 569 <a name="l00771"></a>00771 mat sample_mat()<span class="keyword"> const</span> 570 570 <a name="l00772"></a>00772 <span class="keyword"> </span>{ 571 <a name="l00773"></a>00773 mat X= <a class="code" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1" title="A Double (rows,cols)-matrix of zeros.">zeros</a>( <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>,<a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> );571 <a name="l00773"></a>00773 mat X=zeros ( <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>,<a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> ); 572 572 <a name="l00774"></a>00774 573 573 <a name="l00775"></a>00775 <span class="comment">//sample diagonal</span> 574 574 <a name="l00776"></a>00776 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;i++ ) 575 575 <a name="l00777"></a>00777 { 576 <a name="l00778"></a>00778 GamRNG.<a class="code" href="classitpp_1_1Gamma__RNG.html# cced56e9bb421619b7ff32fbf794d501" title="Set alpha and beta.">setup</a> ( 0.5* ( <a class="code" href="classbdm_1_1eWishartCh.html#1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a>-i ) , 0.5 ); <span class="comment">// no +1 !! index if from 0</span>576 <a name="l00778"></a>00778 GamRNG.<a class="code" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe" title="Set lambda.">setup</a> ( 0.5* ( <a class="code" href="classbdm_1_1eWishartCh.html#1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a>-i ) , 0.5 ); <span class="comment">// no +1 !! index if from 0</span> 577 577 <a name="l00779"></a>00779 <span class="preprocessor">#pragma omp critical</span> 578 <a name="l00780"></a>00780 <span class="preprocessor"></span> X ( i,i ) = <a class="code" href="group__miscfunc.html#g20af7c97287e8275db8c2b0f650310ac" title="Square root of the elements.">sqrt</a>( GamRNG() );578 <a name="l00780"></a>00780 <span class="preprocessor"></span> X ( i,i ) =sqrt ( GamRNG() ); 579 579 <a name="l00781"></a>00781 } 580 580 <a name="l00782"></a>00782 <span class="comment">//do the rest</span> … … 584 584 <a name="l00786"></a>00786 { 585 585 <a name="l00787"></a>00787 <span class="preprocessor">#pragma omp critical</span> 586 <a name="l00788"></a>00788 <span class="preprocessor"></span> X ( i,j ) =NorRNG. <a class="code" href="classitpp_1_1Normal__RNG.html#10bf6949c45e781a36e967d9c8448614" title="Get a Normal distributed (0,1) sample.">sample</a>();586 <a name="l00788"></a>00788 <span class="preprocessor"></span> X ( i,j ) =NorRNG.sample(); 587 587 <a name="l00789"></a>00789 } 588 588 <a name="l00790"></a>00790 } … … 607 607 <a name="l00812"></a>00812 <span class="keywordtype">void</span> set_parameters ( <span class="keyword">const</span> mat &Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) { 608 608 <a name="l00813"></a>00813 delta = delta0; 609 <a name="l00814"></a>00814 W.set_parameters ( <a class="code" href="group__inverse.html#g125b083397cc9450b8a67a485b545bc8" title="Inverse of real square matrix.Calculate the inverse of the real matrix .">inv</a>( Y0 ),delta0 );609 <a name="l00814"></a>00814 W.set_parameters ( inv ( Y0 ),delta0 ); 610 610 <a name="l00815"></a>00815 dim = W.dimension(); p=Y0.rows(); 611 611 <a name="l00816"></a>00816 } 612 <a name="l00817"></a>00817 vec sample()<span class="keyword"> const </span>{mat iCh; iCh= <a class="code" href="group__inverse.html#g125b083397cc9450b8a67a485b545bc8" title="Inverse of real square matrix.Calculate the inverse of the real matrix .">inv</a>( W.sample_mat() ); <span class="keywordflow">return</span> vec ( iCh._data(),<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> );}612 <a name="l00817"></a>00817 vec sample()<span class="keyword"> const </span>{mat iCh; iCh=inv ( W.sample_mat() ); <span class="keywordflow">return</span> vec ( iCh._data(),<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> );} 613 613 <a name="l00818"></a>00818 <span class="keywordtype">void</span> _setY ( <span class="keyword">const</span> vec &y0 ) 614 614 <a name="l00819"></a>00819 { … … 617 617 <a name="l00822"></a>00822 copy_vector ( dim, y0._data(), Ch._data() ); 618 618 <a name="l00823"></a>00823 619 <a name="l00824"></a>00824 iCh= <a class="code" href="group__inverse.html#g125b083397cc9450b8a67a485b545bc8" title="Inverse of real square matrix.Calculate the inverse of the real matrix .">inv</a>( Ch );619 <a name="l00824"></a>00824 iCh=inv ( Ch ); 620 620 <a name="l00825"></a>00825 W.setY ( iCh ); 621 621 <a name="l00826"></a>00826 } … … 630 630 <a name="l00835"></a>00835 mat M=Y.<a class="code" href="classchmat.html#045addd685f8d978efda232d7dcb070e" title="Conversion to full matrix.">to_mat</a>()*iX.to_mat(); 631 631 <a name="l00836"></a>00836 632 <a name="l00837"></a>00837 <span class="keywordtype">double</span> log1 = 0.5*p*(2*Y.<a class="code" href="classchmat.html#b504ca818203b13e667cb3c503980382" title="Logarithm of a determinant.">logdet</a>())-0.5*(delta+p+1)*(2*X.logdet())-0.5* <a class="code" href="group__diag.html#gd10b393e16f1a426b6daed5b9b78c3fb" title="The trace of the matrix m, i.e. the sum of the diagonal elements.">trace</a>(M);632 <a name="l00837"></a>00837 <span class="keywordtype">double</span> log1 = 0.5*p*(2*Y.<a class="code" href="classchmat.html#b504ca818203b13e667cb3c503980382" title="Logarithm of a determinant.">logdet</a>())-0.5*(delta+p+1)*(2*X.logdet())-0.5*trace(M); 633 633 <a name="l00838"></a>00838 <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span> 634 634 <a name="l00839"></a>00839 … … 659 659 <a name="l00865"></a>00865 p=p0; 660 660 <a name="l00866"></a>00866 <span class="keywordtype">double</span> delta = 2/(k*k)+p+3; 661 <a name="l00867"></a>00867 sqd= <a class="code" href="group__miscfunc.html#g20af7c97287e8275db8c2b0f650310ac" title="Square root of the elements.">sqrt</a>( delta-p-1 );661 <a name="l00867"></a>00867 sqd=sqrt ( delta-p-1 ); 662 662 <a name="l00868"></a>00868 l=l0; 663 <a name="l00869"></a>00869 refl= <a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a>(ref0,1-l);663 <a name="l00869"></a>00869 refl=pow(ref0,1-l); 664 664 <a name="l00870"></a>00870 665 <a name="l00871"></a>00871 eiW.set_parameters ( <a class="code" href="group__specmat.html#gbfc73e72a56769280cd9fda812367196" title="A non-copying version of the eye function.">eye</a>( p ),delta );665 <a name="l00871"></a>00871 eiW.set_parameters ( eye ( p ),delta ); 666 666 <a name="l00872"></a>00872 <a class="code" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0" title="pointer to internal epdf">ep</a>=&eiW; 667 667 <a name="l00873"></a>00873 <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a>=eiW.dimension(); … … 671 671 <a name="l00877"></a>00877 <span class="keywordtype">int</span> ri=0; 672 672 <a name="l00878"></a>00878 <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i=0;i<p*p;i+=(p+1)){<span class="comment">//trace diagonal element</span> 673 <a name="l00879"></a>00879 z(i) = <a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a>(z(i),l)*refl(ri);673 <a name="l00879"></a>00879 z(i) = pow(z(i),l)*refl(ri); 674 674 <a name="l00880"></a>00880 ri++; 675 675 <a name="l00881"></a>00881 } … … 685 685 <a name="l00898"></a><a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031">00898</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>; 686 686 <a name="l00900"></a><a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d">00900</a> vec <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>; 687 <a name="l00902"></a><a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3">00902</a> <a class="code" href="classitpp_1_1Array.html">Array<vec></a><a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;687 <a name="l00902"></a><a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3">00902</a> Array<vec> <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>; 688 688 <a name="l00903"></a>00903 <span class="keyword">public</span>: 689 689 <a name="l00906"></a>00906 <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</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_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> ( ),<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> ( ) {}; … … 691 691 <a name="l00909"></a>00909 692 692 <a name="l00911"></a>00911 <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 ); 693 <a name="l00913"></a><a class="code" href="classbdm_1_1eEmp.html#cef74aa5f87d10d440b9b1e8bc78c1e7">00913</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> ( <a class="code" href="group__specmat.html#gdc0f3edbf58bced9e82d8b260d395cac" title="A float (rows,cols)-matrix of ones.">ones</a>( n ) /n,pdf0 );};693 <a name="l00913"></a><a class="code" href="classbdm_1_1eEmp.html#cef74aa5f87d10d440b9b1e8bc78c1e7">00913</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 );}; 694 694 <a name="l00915"></a>00915 <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 ); 695 <a name="l00917"></a><a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1">00917</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>. <a class="code" href="classitpp_1_1Array.html#dbf76c71f29014a4d53f254e83f3ff1c" title="Resizing an Array&lt;T&gt;.">set_size</a>( n0,copy );};695 <a name="l00917"></a><a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1">00917</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 );}; 696 696 <a name="l00919"></a><a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef">00919</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>;}; 697 697 <a name="l00921"></a><a class="code" href="classbdm_1_1eEmp.html#b7d7106f486e3fad38590914a693d714">00921</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>;}; 698 <a name="l00923"></a><a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2">00923</a> <a class="code" href="classitpp_1_1Array.html">Array<vec></a>& <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>;};699 <a name="l00925"></a><a class="code" href="classbdm_1_1eEmp.html#b59af0efdb009d98ea8ebfa965e74ae2">00925</a> <span class="keyword">const</span> <a class="code" href="classitpp_1_1Array.html">Array<vec></a>& <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>;};698 <a name="l00923"></a><a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2">00923</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>;}; 699 <a name="l00925"></a><a class="code" href="classbdm_1_1eEmp.html#b59af0efdb009d98ea8ebfa965e74ae2">00925</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>;}; 700 700 <a name="l00927"></a>00927 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 ); 701 <a name="l00929"></a><a class="code" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270">00929</a> vec <a class="code" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270" title="inherited operation : NOT implemneted">sample</a>()<span class="keyword"> const </span>{ <a class="code" href="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a>( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0;}702 <a name="l00931"></a><a class="code" href="classbdm_1_1eEmp.html#01654c014d3aa068f8d4ecba4be86d09">00931</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEmp.html#01654c014d3aa068f8d4ecba4be86d09" title="inherited operation : NOT implemneted">evallog</a> ( <span class="keyword">const</span> vec &val )<span class="keyword"> const </span>{ <a class="code" href="group__errorhandlingfunc.html#g22d38e98332f9edff88cc501463eedce" title="Abort unconditionally.">it_error</a>( <span class="stringliteral">"Not implemented"</span> );<span class="keywordflow">return</span> 0.0;}701 <a name="l00929"></a><a class="code" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270">00929</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;} 702 <a name="l00931"></a><a class="code" href="classbdm_1_1eEmp.html#01654c014d3aa068f8d4ecba4be86d09">00931</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEmp.html#01654c014d3aa068f8d4ecba4be86d09" title="inherited operation : NOT implemneted">evallog</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;} 703 703 <a name="l00932"></a><a class="code" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9">00932</a> vec <a class="code" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>()<span class="keyword"> const</span> 704 704 <a name="l00933"></a>00933 <span class="keyword"> </span>{ 705 <a name="l00934"></a>00934 vec pom= <a class="code" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1" title="A Double (rows,cols)-matrix of zeros.">zeros</a>( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> );705 <a name="l00934"></a>00934 vec pom=zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 706 706 <a name="l00935"></a>00935 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++ ) {pom+=<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> ( i ) *<a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> ( i );} 707 707 <a name="l00936"></a>00936 <span class="keywordflow">return</span> pom; … … 709 709 <a name="l00938"></a><a class="code" href="classbdm_1_1eEmp.html#05e9ebf467ede737cb6a3621d7fd3c87">00938</a> vec <a class="code" href="classbdm_1_1eEmp.html#05e9ebf467ede737cb6a3621d7fd3c87" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const</span> 710 710 <a name="l00939"></a>00939 <span class="keyword"> </span>{ 711 <a name="l00940"></a>00940 vec pom= <a class="code" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1" title="A Double (rows,cols)-matrix of zeros.">zeros</a>( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> );712 <a name="l00941"></a>00941 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++ ) {pom+= <a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a>( <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> ( i ),2 ) *<a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> ( i );}713 <a name="l00942"></a>00942 <span class="keywordflow">return</span> pom- <a class="code" href="group__logexpfunc.html#g40f48a75172e7f8bc8e58ed54262a04d" title="Calculates x to the power of y (x^y).">pow</a>( <a class="code" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>(),2 );711 <a name="l00940"></a>00940 vec pom=zeros ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 712 <a name="l00941"></a>00941 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i=0;i<<a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++ ) {pom+=pow ( <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> ( i ),2 ) *<a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> ( i );} 713 <a name="l00942"></a>00942 <span class="keywordflow">return</span> pom-pow ( <a class="code" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>(),2 ); 714 714 <a name="l00943"></a>00943 } 715 715 <a name="l00945"></a><a class="code" href="classbdm_1_1eEmp.html#b1c9df656144edf79ba2d885613f661f">00945</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#b1c9df656144edf79ba2d885613f661f" title="For this class, qbounds are minimum and maximum value of the population!">qbounds</a> ( vec &lb, vec &ub, <span class="keywordtype">double</span> perc=0.95 )<span class="keyword"> const</span> … … 759 759 <a name="l00990"></a>00990 vec x ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> ); 760 760 <a name="l00991"></a>00991 <span class="preprocessor">#pragma omp critical</span> 761 <a name="l00992"></a>00992 <span class="preprocessor"></span> NorRNG. <a class="code" href="classitpp_1_1Normal__RNG.html#03e547de2b7ed75be013ab665a07c4e8" title="Get a Normal distributed (0,1) vector.">sample_vector</a>( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>,x );761 <a name="l00992"></a>00992 <span class="preprocessor"></span> NorRNG.sample_vector ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>,x ); 762 762 <a name="l00993"></a>00993 vec smp = <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult ( x ); 763 763 <a name="l00994"></a>00994 … … 777 777 <a name="l01008"></a>01008 { 778 778 <a name="l01009"></a>01009 <span class="preprocessor">#pragma omp critical</span> 779 <a name="l01010"></a>01010 <span class="preprocessor"></span> NorRNG. <a class="code" href="classitpp_1_1Normal__RNG.html#03e547de2b7ed75be013ab665a07c4e8" title="Get a Normal distributed (0,1) vector.">sample_vector</a>( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>,x );779 <a name="l01010"></a>01010 <span class="preprocessor"></span> NorRNG.sample_vector ( <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>,x ); 780 780 <a name="l01011"></a>01011 pom = <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult ( x ); 781 781 <a name="l01012"></a>01012 pom +=<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>; … … 813 813 <a name="l01044"></a><a class="code" href="classbdm_1_1mlnorm.html#5d18dec3167584338a4775c1d165d96f">01044</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 ) 814 814 <a name="l01045"></a>01045 { 815 <a name="l01046"></a>01046 <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a>( A0.rows() ==mu0.length(),<span class="stringliteral">""</span> );816 <a name="l01047"></a>01047 <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a>( A0.rows() ==R0.rows(),<span class="stringliteral">""</span> );815 <a name="l01046"></a>01046 it_assert_debug ( A0.rows() ==mu0.length(),<span class="stringliteral">""</span> ); 816 <a name="l01047"></a>01047 it_assert_debug ( A0.rows() ==R0.rows(),<span class="stringliteral">""</span> ); 817 817 <a name="l01048"></a>01048 818 <a name="l01049"></a>01049 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( <a class="code" href="group__specmat.html#g10723ecada06221cbe64fe2736a59de1" title="A Double (rows,cols)-matrix of zeros.">zeros</a>( A0.rows() ),R0 );818 <a name="l01049"></a>01049 <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.set_parameters ( zeros ( A0.rows() ),R0 ); 819 819 <a name="l01050"></a>01050 A = A0; 820 820 <a name="l01051"></a>01051 mu_const = mu0; … … 857 857 <a name="l01088"></a><a class="code" href="classbdm_1_1enorm.html#c2996bdaffad38fbe0fc776db54c9d80">01088</a> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<sq_T></a>* <a class="code" href="classbdm_1_1enorm.html#c2996bdaffad38fbe0fc776db54c9d80" 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> 858 858 <a name="l01089"></a>01089 <span class="keyword"> </span>{ 859 <a name="l01090"></a>01090 <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a>( <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> );859 <a name="l01090"></a>01090 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> ); 860 860 <a name="l01091"></a>01091 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> ); 861 861 <a name="l01092"></a>01092 … … 872 872 <a name="l01103"></a>01103 <span class="keyword"> </span>{ 873 873 <a name="l01104"></a>01104 874 <a name="l01105"></a>01105 <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a>( <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> );874 <a name="l01105"></a>01105 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> ); 875 875 <a name="l01106"></a>01106 876 876 <a name="l01107"></a>01107 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc = <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> ( rvn ); 877 <a name="l01108"></a>01108 <a class="code" href="group__errorhandlingfunc.html#gb319550e696ee9d824d23c2a176bc3a6" title="Abort if t is not true and NDEBUG is not defined.">it_assert_debug</a>( ( rvc.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() +rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ==<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ),<span class="stringliteral">"wrong rvn"</span> );877 <a name="l01108"></a>01108 it_assert_debug ( ( rvc.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() +rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ==<a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ),<span class="stringliteral">"wrong rvn"</span> ); 878 878 <a name="l01109"></a>01109 <span class="comment">//Permutation vector of the new R</span> 879 879 <a name="l01110"></a>01110 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> ); … … 893 893 <a name="l01124"></a>01124 vec mu1 = <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> ( irvn ); 894 894 <a name="l01125"></a>01125 vec mu2 = <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> ( irvc ); 895 <a name="l01126"></a>01126 mat A=S12* <a class="code" href="group__inverse.html#g125b083397cc9450b8a67a485b545bc8" title="Inverse of real square matrix.Calculate the inverse of the real matrix .">inv</a>( S22 );895 <a name="l01126"></a>01126 mat A=S12*inv ( S22 ); 896 896 <a name="l01127"></a>01127 sq_T R_n ( S11 - A *S12.T() ); 897 897 <a name="l01128"></a>01128 … … 915 915 <a name="l01147"></a>01147 <span class="preprocessor">#endif //EF_H</span> 916 916 </pre></div></div> 917 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10: 02:122009 for mixpp by 917 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:11:00 2009 for mixpp by 918 918 <a href="http://www.doxygen.org/index.html"> 919 919 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>