bdm::mpdf Class Reference

Conditional probability density, e.g. modeling , where is random variable, rv, and is conditioning variable, rvc. More...

#include <bdmbase.h>

List of all members.

Public Member Functions
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
	mpdf ()
	mpdf (const mpdf &m)
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 () const
RV	_rvc ()
int	dimension () const
int	dimensionc ()
Connection to other objects
void	set_rvc (const RV &rvc0)
void	set_rv (const RV &rv0)
bool	isnamed ()
Protected Member Functions
void	set_ep (epdf &iepdf)
	set internal pointer ep to point to given iepdf
void	set_ep (epdf *iepdfp)
	set internal pointer ep to point to given iepdf
Protected Attributes
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition

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Detailed Description

Conditional probability density, e.g. modeling , where is random variable, rv, and is conditioning variable, rvc.

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Member Function Documentation

void bdm::mpdf::from_setting

(

const Setting &

set

)

[virtual]

Load from structure with elements:

 { class = "mpdf_offspring",
   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::mlnorm< sq_T, TEpdf >, bdm::mgnorm< sq_T >, bdm::mgamma, bdm::migamma_ref, bdm::mlognorm, bdm::mlnorm< chmat >, and bdm::mlnorm< ldmat, enorm >.

virtual vec bdm::mpdf::samplecond

(

const vec &

cond

)

[inline, virtual]

Returns a sample from the density conditioned on cond, .

Parameters:

cond

is numeric value of rv

Reimplemented in bdm::mpdf_internal< EPDF >, bdm::mepdf, bdm::mprod, bdm::mmix, bdm::mpdf_internal< egamma >, bdm::mpdf_internal< enorm< chmat > >, bdm::mpdf_internal< enorm< sq_T > >, bdm::mpdf_internal< eigamma >, bdm::mpdf_internal< elognorm >, bdm::mpdf_internal< eiWishartCh >, bdm::mpdf_internal< enorm< ldmat > >, and bdm::mpdf_internal< TEpdf< sq_T > >.

References bdm_error.

Referenced by bdm::MPF< BM_T >::bayes(), bdm::PF::bayes(), and samplecond_m().

mat bdm::mpdf::samplecond_m	(	const vec &	cond,
		int	N
	)			[virtual]

Returns.

Parameters:

	N	samples from the density conditioned on cond, .
	cond	is numeric value of rv

Reimplemented in bdm::mpdf_internal< EPDF >, bdm::mpdf_internal< egamma >, bdm::mpdf_internal< enorm< chmat > >, bdm::mpdf_internal< enorm< sq_T > >, bdm::mpdf_internal< eigamma >, bdm::mpdf_internal< elognorm >, bdm::mpdf_internal< eiWishartCh >, bdm::mpdf_internal< enorm< ldmat > >, and bdm::mpdf_internal< TEpdf< sq_T > >.

References samplecond().

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The documentation for this class was generated from the following files:

• bdmbase.h
• bdmbase.cpp