#include <exp_family.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 | |
| 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 | |
| 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. | |
| 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 * | e () |
| void | set_ep (shared_ptr< epdf > ep) |
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 |
| shared_ptr< enorm< ldmat > > | iepdf |
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 | |
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 sqmat::rows().
| void bdm::mlnorm< ldmat >::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::mpdf.
References bdm::mlnorm< sq_T >::from_setting(), bdm::UI::get(), and bdm::mlnorm< sq_T >::set_parameters().
| vec bdm::mpdf::samplecond | ( | const vec & | cond | ) | [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().
Referenced by bdm::MPF< BM_T >::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().
| mat bdm::mpdf::samplecond_m | ( | const vec & | cond, | |
| int | N | |||
| ) | [virtual, inherited] |
Returns.
| N | samples from the density conditioned on cond, . | |
| cond | is numeric value of rv |
References bdm::mpdf::condition().
1.5.9