70 | | <h1>bdm::egiw Class Reference</h1><!-- doxytag: class="bdm::egiw" --><!-- doxytag: inherits="bdm::eEF" -->Gauss-inverse-Wishart density stored in LD form. |
71 | | <a href="#_details">More...</a> |
72 | | <p> |
73 | | <code>#include <<a class="el" href="exp__family_8h-source.html">exp_family.h</a>></code> |
74 | | <p> |
75 | | |
76 | | <p> |
77 | | <a href="classbdm_1_1egiw-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
78 | | <tr><td></td></tr> |
79 | | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
80 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="920f21548b7a3723923dd108fe514c61"></a><!-- doxytag: member="bdm::egiw::sample" ref="920f21548b7a3723923dd108fe514c61" args="() const " --> |
81 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#920f21548b7a3723923dd108fe514c61">sample</a> () const </td></tr> |
82 | | |
83 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_7.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_8.png">. <br></td></tr> |
84 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df70c05f918c3a6f86d60f10c1fd6ba2"></a><!-- doxytag: member="bdm::egiw::mean" ref="df70c05f918c3a6f86d60f10c1fd6ba2" args="() const " --> |
85 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#df70c05f918c3a6f86d60f10c1fd6ba2">mean</a> () const </td></tr> |
86 | | |
87 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
88 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c1ecc406613cc2341225dc10c3d3b46a"></a><!-- doxytag: member="bdm::egiw::variance" ref="c1ecc406613cc2341225dc10c3d3b46a" args="() const " --> |
89 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#c1ecc406613cc2341225dc10c3d3b46a">variance</a> () const </td></tr> |
90 | | |
91 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
92 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66d2ba9295c306012b309efcc9e516f0"></a><!-- doxytag: member="bdm::egiw::est_theta" ref="66d2ba9295c306012b309efcc9e516f0" args="() const " --> |
93 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#66d2ba9295c306012b309efcc9e516f0">est_theta</a> () const </td></tr> |
94 | | |
95 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">LS estimate of <img class="formulaInl" alt="$\theta$" src="form_90.png">. <br></td></tr> |
96 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="88c321a2051d1afdbb31a098896a717b"></a><!-- doxytag: member="bdm::egiw::est_theta_cov" ref="88c321a2051d1afdbb31a098896a717b" args="() const " --> |
97 | | <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#88c321a2051d1afdbb31a098896a717b">est_theta_cov</a> () const </td></tr> |
98 | | |
99 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Covariance of the LS estimate. <br></td></tr> |
100 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2075aa2306648b3e4fe40bb86628d5c"></a><!-- doxytag: member="bdm::egiw::mean_mat" ref="d2075aa2306648b3e4fe40bb86628d5c" args="(mat &M, mat &R) const " --> |
101 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#d2075aa2306648b3e4fe40bb86628d5c">mean_mat</a> (mat &M, mat &R) const </td></tr> |
102 | | |
103 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">expected values of the linear coefficient and the covariance matrix are written to <code>M</code> and <code>R</code> , respectively <br></td></tr> |
104 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bfb8e7c619b34ad804a73bff71742b5e"></a><!-- doxytag: member="bdm::egiw::evallog_nn" ref="bfb8e7c619b34ad804a73bff71742b5e" args="(const vec &val) const " --> |
105 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#bfb8e7c619b34ad804a73bff71742b5e">evallog_nn</a> (const vec &val) const </td></tr> |
106 | | |
107 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ]. <br></td></tr> |
108 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="41d72ba7b2abc8a9a4209ffa98ed5633"></a><!-- doxytag: member="bdm::egiw::lognc" ref="41d72ba7b2abc8a9a4209ffa98ed5633" args="() const " --> |
109 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#41d72ba7b2abc8a9a4209ffa98ed5633">lognc</a> () const </td></tr> |
110 | | |
111 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_89.png"> <br></td></tr> |
112 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e610e95401a11baf34f65e16ecd87be"></a><!-- doxytag: member="bdm::egiw::pow" ref="8e610e95401a11baf34f65e16ecd87be" args="(double p)" --> |
113 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#8e610e95401a11baf34f65e16ecd87be">pow</a> (double p)</td></tr> |
114 | | |
115 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
116 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::egiw::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &val) const " --> |
117 | | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &val) const </td></tr> |
118 | | |
119 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
120 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="6886c60b6b690e503913240db5de0c6f" args="(const mat &Val) const " --> |
121 | | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#6886c60b6b690e503913240db5de0c6f">evallog_m</a> (const mat &Val) const </td></tr> |
122 | | |
123 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
124 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="d793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array< vec > &Val) const " --> |
125 | | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#d793f4fd6d0dcec5f16bff0ae45fc7d5">evallog_m</a> (const Array< vec > &Val) const </td></tr> |
126 | | |
127 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
128 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::egiw::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
129 | | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
130 | | |
131 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
132 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::egiw::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
133 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
134 | | |
135 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
136 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::egiw::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
137 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
138 | | |
139 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
| 73 | <h1>bdm::egiw Class Reference</h1><!-- doxytag: class="bdm::egiw" --><!-- doxytag: inherits="bdm::eEF" --> |
| 74 | <p>Gauss-inverse-Wishart density stored in LD form. |
| 75 | <a href="#_details">More...</a></p> |
| 76 | |
| 77 | <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> |
| 78 | |
| 79 | <p><a href="classbdm_1_1egiw-members.html">List of all members.</a></p> |
| 80 | <table border="0" cellpadding="0" cellspacing="0"> |
| 81 | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
| 82 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a920f21548b7a3723923dd108fe514c61"></a><!-- doxytag: member="bdm::egiw::sample" ref="a920f21548b7a3723923dd108fe514c61" args="() const " --> |
| 83 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a920f21548b7a3723923dd108fe514c61">sample</a> () const </td></tr> |
| 84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_7.png"/> from density <img class="formulaInl" alt="$ f_x()$" src="form_8.png"/>. <br/></td></tr> |
| 85 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adf70c05f918c3a6f86d60f10c1fd6ba2"></a><!-- doxytag: member="bdm::egiw::mean" ref="adf70c05f918c3a6f86d60f10c1fd6ba2" args="() const " --> |
| 86 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#adf70c05f918c3a6f86d60f10c1fd6ba2">mean</a> () const </td></tr> |
| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br/></td></tr> |
| 88 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac1ecc406613cc2341225dc10c3d3b46a"></a><!-- doxytag: member="bdm::egiw::variance" ref="ac1ecc406613cc2341225dc10c3d3b46a" args="() const " --> |
| 89 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#ac1ecc406613cc2341225dc10c3d3b46a">variance</a> () const </td></tr> |
| 90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br/></td></tr> |
| 91 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66d2ba9295c306012b309efcc9e516f0"></a><!-- doxytag: member="bdm::egiw::est_theta" ref="a66d2ba9295c306012b309efcc9e516f0" args="() const " --> |
| 92 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a66d2ba9295c306012b309efcc9e516f0">est_theta</a> () const </td></tr> |
| 93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">LS estimate of <img class="formulaInl" alt="$\theta$" src="form_90.png"/>. <br/></td></tr> |
| 94 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a88c321a2051d1afdbb31a098896a717b"></a><!-- doxytag: member="bdm::egiw::est_theta_cov" ref="a88c321a2051d1afdbb31a098896a717b" args="() const " --> |
| 95 | <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a88c321a2051d1afdbb31a098896a717b">est_theta_cov</a> () const </td></tr> |
| 96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Covariance of the LS estimate. <br/></td></tr> |
| 97 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2075aa2306648b3e4fe40bb86628d5c"></a><!-- doxytag: member="bdm::egiw::mean_mat" ref="ad2075aa2306648b3e4fe40bb86628d5c" args="(mat &M, mat &R) const " --> |
| 98 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#ad2075aa2306648b3e4fe40bb86628d5c">mean_mat</a> (mat &M, mat &R) const </td></tr> |
| 99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">expected values of the linear coefficient and the covariance matrix are written to <code>M</code> and <code>R</code> , respectively <br/></td></tr> |
| 100 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abfb8e7c619b34ad804a73bff71742b5e"></a><!-- doxytag: member="bdm::egiw::evallog_nn" ref="abfb8e7c619b34ad804a73bff71742b5e" args="(const vec &val) const " --> |
| 101 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#abfb8e7c619b34ad804a73bff71742b5e">evallog_nn</a> (const vec &val) const </td></tr> |
| 102 | <tr><td class="mdescLeft"> </td><td class="mdescRight">In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ]. <br/></td></tr> |
| 103 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a41d72ba7b2abc8a9a4209ffa98ed5633"></a><!-- doxytag: member="bdm::egiw::lognc" ref="a41d72ba7b2abc8a9a4209ffa98ed5633" args="() const " --> |
| 104 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a41d72ba7b2abc8a9a4209ffa98ed5633">lognc</a> () const </td></tr> |
| 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_89.png"/> <br/></td></tr> |
| 106 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e610e95401a11baf34f65e16ecd87be"></a><!-- doxytag: member="bdm::egiw::pow" ref="a8e610e95401a11baf34f65e16ecd87be" args="(double p)" --> |
| 107 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be">pow</a> (double p)</td></tr> |
| 108 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br/></td></tr> |
| 109 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::egiw::evallog" ref="aa36d06ecdd6f4c79dc122510eaccc692" args="(const vec &val) const " --> |
| 110 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#aa36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &val) const </td></tr> |
| 111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr> |
| 112 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="a6886c60b6b690e503913240db5de0c6f" args="(const mat &Val) const " --> |
| 113 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a6886c60b6b690e503913240db5de0c6f">evallog_m</a> (const mat &Val) const </td></tr> |
| 114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr> |
| 115 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="ad793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array< vec > &Val) const " --> |
| 116 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#ad793f4fd6d0dcec5f16bff0ae45fc7d5">evallog_m</a> (const Array< vec > &Val) const </td></tr> |
| 117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr> |
| 118 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::egiw::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
| 119 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
| 120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> |
| 121 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::egiw::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
| 122 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
| 123 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> |
| 124 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::egiw::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
| 125 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
| 126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
179 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::egiw::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
180 | | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
181 | | |
182 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_9.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_10.png">. <br></td></tr> |
183 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::egiw::condition" ref="1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> |
184 | | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
185 | | |
186 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr> |
187 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::egiw::marginal" ref="a84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> |
188 | | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
189 | | |
190 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> |
191 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::egiw::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
192 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
193 | | |
194 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr> |
| 164 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p> |
| 165 | <br/><br/></div></td></tr> |
| 166 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::egiw::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
| 167 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
| 168 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_9.png"/> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_10.png"/>. <br/></td></tr> |
| 169 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::egiw::condition" ref="a1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> |
| 170 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
| 171 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br/></td></tr> |
| 172 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::egiw::marginal" ref="aa84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> |
| 173 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#aa84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
| 174 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br/></td></tr> |
| 175 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::egiw::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
| 176 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
| 177 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br/></td></tr> |
196 | | <tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr> |
197 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::egiw::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
198 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
199 | | |
200 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> |
201 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::egiw::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
202 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
203 | | |
204 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> |
205 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egiw::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
206 | | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
207 | | |
208 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> |
| 179 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp14fc6e1cb822e9dfc5edc16c20fabe11"></a> Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: </p> |
| 180 | <br/><br/></div></td></tr> |
| 181 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::egiw::set_rv" ref="af423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
| 182 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
| 183 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br/></td></tr> |
| 184 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::egiw::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
| 185 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
| 186 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br/></td></tr> |
| 187 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egiw::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
| 188 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
| 189 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr> |
210 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::egiw::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
211 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
212 | | |
213 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> |
214 | | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
215 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae56852845c6af176fd9017dbebbbd52"></a><!-- doxytag: member="bdm::egiw::V" ref="ae56852845c6af176fd9017dbebbbd52" args="" --> |
216 | | <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52">V</a></td></tr> |
217 | | |
218 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended information matrix of sufficient statistics. <br></td></tr> |
219 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="447eacf19d4f4083872686f044814dc4"></a><!-- doxytag: member="bdm::egiw::nu" ref="447eacf19d4f4083872686f044814dc4" args="" --> |
220 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4">nu</a></td></tr> |
221 | | |
222 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of data records (degrees of freedom) of sufficient statistics. <br></td></tr> |
223 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23e4d78bea7e98840f3da30e76a2b57a"></a><!-- doxytag: member="bdm::egiw::dimx" ref="23e4d78bea7e98840f3da30e76a2b57a" args="" --> |
224 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a">dimx</a></td></tr> |
225 | | |
226 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Dimension of the output. <br></td></tr> |
227 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="322414c32d9a21a006a5aab0311f64fd"></a><!-- doxytag: member="bdm::egiw::nPsi" ref="322414c32d9a21a006a5aab0311f64fd" args="" --> |
228 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#322414c32d9a21a006a5aab0311f64fd">nPsi</a></td></tr> |
229 | | |
230 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Dimension of the regressor. <br></td></tr> |
231 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::egiw::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
232 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
233 | | |
234 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> |
235 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egiw::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
236 | | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
237 | | |
238 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> |
| 191 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> |
| 192 | <br/><br/></div></td></tr> |
| 193 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::egiw::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
| 194 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
| 195 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br/></td></tr> |
| 196 | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
| 197 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae56852845c6af176fd9017dbebbbd52"></a><!-- doxytag: member="bdm::egiw::V" ref="aae56852845c6af176fd9017dbebbbd52" args="" --> |
| 198 | <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52">V</a></td></tr> |
| 199 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended information matrix of sufficient statistics. <br/></td></tr> |
| 200 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a447eacf19d4f4083872686f044814dc4"></a><!-- doxytag: member="bdm::egiw::nu" ref="a447eacf19d4f4083872686f044814dc4" args="" --> |
| 201 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4">nu</a></td></tr> |
| 202 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of data records (degrees of freedom) of sufficient statistics. <br/></td></tr> |
| 203 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23e4d78bea7e98840f3da30e76a2b57a"></a><!-- doxytag: member="bdm::egiw::dimx" ref="a23e4d78bea7e98840f3da30e76a2b57a" args="" --> |
| 204 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a">dimx</a></td></tr> |
| 205 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Dimension of the output. <br/></td></tr> |
| 206 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a322414c32d9a21a006a5aab0311f64fd"></a><!-- doxytag: member="bdm::egiw::nPsi" ref="a322414c32d9a21a006a5aab0311f64fd" args="" --> |
| 207 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd">nPsi</a></td></tr> |
| 208 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Dimension of the regressor. <br/></td></tr> |
| 209 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::egiw::dim" ref="a16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
| 210 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
| 211 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br/></td></tr> |
| 212 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egiw::rv" ref="a62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
| 213 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
| 214 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br/></td></tr> |