#include <exp_family.h>
Public Member Functions | |
| void | condition (const vec &cond) |
| vec & | _mu_const () |
| access function | |
| mat & | _A () |
| access function | |
| mat | _R () |
| access function | |
| void | from_setting (const Setting &set) |
| virtual string | to_string () |
| This method returns a basic info about the current instance. | |
| virtual void | to_setting (Setting &set) const |
| This method save all the instance properties into the Setting structure. | |
| virtual void | validate () |
| This method TODO. | |
Constructors | |
| mlnorm () | |
| mlnorm (const mat &A, const vec &mu0, const sq_T &R) | |
| void | set_parameters (const mat &A, const vec &mu0, const sq_T &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. | |
| virtual vec | evallogcond_m (const Array< vec > &Dt, const vec &cond) |
| Array<vec> 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 | |
| enorm< sq_T > | 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 | |
| template<class sq_M > | |
| std::ostream & | operator<< (std::ostream &os, mlnorm< sq_M > &ml) |
Mean value
.
| void bdm::mlnorm< sq_T >::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::mpdf.
Reimplemented in bdm::mlstudent.
| void bdm::mpdf::from_setting | ( | const Setting & | set | ) | [inline, virtual, inherited] |
Load from structure with elements:
{ rv = {class="RV", names=(...),}; // RV describing meaning of random variable
rvc= {class="RV", names=(...),}; // RV describing meaning of random variable in condition
// elements of offsprings
}
Reimplemented from bdm::root.
Reimplemented in bdm::mepdf, bdm::mprod, bdm::mgnorm< sq_T >, bdm::mgamma, bdm::migamma_ref, and bdm::mlognorm.
| 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().
1.5.9