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  • library/doc/html/classbdm_1_1merger__base.html

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    164164<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::merger_base::sample" ref="a75ba57a89681a8efec488f5796c7cc1b" args="() const " --> 
    165165virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr> 
    166 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_7.png"/> from density <img class="formulaInl" alt="$ f_x()$" src="form_8.png"/>. <br/></td></tr> 
     166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_3.png"/> from density <img class="formulaInl" alt="$ f_x()$" src="form_13.png"/>. <br/></td></tr> 
    167167<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::merger_base::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> 
    168168virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> 
    169 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_9.png"/> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_10.png"/>. <br/></td></tr> 
    170 <tr><td class="memItemLeft" align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#adeab266d63c236c277538867d5c3f249">evallog</a> (const vec &amp;val) const </td></tr> 
     169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_14.png"/> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_15.png"/>. <br/></td></tr> 
     170<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adeab266d63c236c277538867d5c3f249"></a><!-- doxytag: member="bdm::merger_base::evallog" ref="adeab266d63c236c277538867d5c3f249" args="(const vec &amp;val) const " --> 
     171virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#adeab266d63c236c277538867d5c3f249">evallog</a> (const vec &amp;val) const </td></tr> 
     172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code> In case the argument is out of suport return -Infinity. <br/></td></tr> 
    171173<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad08b68a5abd461f1b6519597e344caf8"></a><!-- doxytag: member="bdm::merger_base::evallog_m" ref="ad08b68a5abd461f1b6519597e344caf8" args="(const mat &amp;Val) const " --> 
    172174virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ad08b68a5abd461f1b6519597e344caf8">evallog_m</a> (const mat &amp;Val) const </td></tr> 
     
    185187<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br/></td></tr> 
    186188<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> 
    187 <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> 
     189<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> 
    188190<br/><br/></div></td></tr> 
    189191<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::merger_base::set_rv" ref="af423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" --> 
     
    211213<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4e66803b04fc04b21b3716b3a317421f"></a><!-- doxytag: member="bdm::merger_base::rvzs" ref="a4e66803b04fc04b21b3716b3a317421f" args="" --> 
    212214Array&lt; <a class="el" href="classbdm_1_1RV.html">RV</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#a4e66803b04fc04b21b3716b3a317421f">rvzs</a></td></tr> 
    213 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Array of rvs that are not modelled by mpdfs at all, <img class="formulaInl" alt="$ z_i $" src="form_100.png"/>. <br/></td></tr> 
     215<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Array of rvs that are not modelled by mpdfs at all, <img class="formulaInl" alt="$ z_i $" src="form_111.png"/>. <br/></td></tr> 
    214216<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8098858f2edb1294122cbe4f05bf8694"></a><!-- doxytag: member="bdm::merger_base::zdls" ref="a8098858f2edb1294122cbe4f05bf8694" args="" --> 
    215217Array&lt; <a class="el" href="classbdm_1_1datalink__m2e.html">datalink_m2e</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#a8098858f2edb1294122cbe4f05bf8694">zdls</a></td></tr> 
    216 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Data Links for extension <img class="formulaInl" alt="$ f(z_i|x_i,y_i) $" src="form_102.png"/>. <br/></td></tr> 
     218<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Data Links for extension <img class="formulaInl" alt="$ f(z_i|x_i,y_i) $" src="form_113.png"/>. <br/></td></tr> 
    217219<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a39d263d92aa85553730c44958a92a541"></a><!-- doxytag: member="bdm::merger_base::Npoints" ref="a39d263d92aa85553730c44958a92a541" args="" --> 
    218220int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1merger__base.html#a39d263d92aa85553730c44958a92a541">Npoints</a></td></tr> 
     
    255257<p>The merged pdfs are expected to be of the form: </p> 
    256258<p class="formulaDsp"> 
    257 <img class="formulaDsp" alt="\[ f(x_i|y_i), i=1..n \]" src="form_97.png"/> 
     259<img class="formulaDsp" alt="\[ f(x_i|y_i), i=1..n \]" src="form_108.png"/> 
    258260</p> 
    259 <p> where the resulting merger is a density on <img class="formulaInl" alt="$ \cup [x_i,y_i] $" src="form_98.png"/> . Note that all variables will be joined.</p> 
     261<p> where the resulting merger is a density on <img class="formulaInl" alt="$ \cup [x_i,y_i] $" src="form_109.png"/> . Note that all variables will be joined.</p> 
    260262<p>As a result of this feature, each source must be extended to common support </p> 
    261263<p class="formulaDsp"> 
    262 <img class="formulaDsp" alt="\[ f(z_i|y_i,x_i) f(x_i|y_i) f(y_i) i=1..n \]" src="form_99.png"/> 
     264<img class="formulaDsp" alt="\[ f(z_i|y_i,x_i) f(x_i|y_i) f(y_i) i=1..n \]" src="form_110.png"/> 
    263265</p> 
    264 <p> where <img class="formulaInl" alt="$ z_i $" src="form_100.png"/> accumulate variables that were not in the original source. These extensions are calculated on-the-fly.</p> 
    265 <p>However, these operations can not be performed in general. Hence, this class merges only sources on common support, <img class="formulaInl" alt="$ y_i={}, z_i={}, \forall i $" src="form_101.png"/>. For merging of more general cases, use offsprings <a class="el" href="classbdm_1_1merger__mix.html" title="Merger using importance sampling with mixture proposal density.">merger_mix</a> and merger_grid. </p> 
     266<p> where <img class="formulaInl" alt="$ z_i $" src="form_111.png"/> accumulate variables that were not in the original source. These extensions are calculated on-the-fly.</p> 
     267<p>However, these operations can not be performed in general. Hence, this class merges only sources on common support, <img class="formulaInl" alt="$ y_i={}, z_i={}, \forall i $" src="form_112.png"/>. For merging of more general cases, use offsprings <a class="el" href="classbdm_1_1merger__mix.html" title="Merger using importance sampling with mixture proposal density.">merger_mix</a> and merger_grid. </p> 
    266268<hr/><h2>Member Function Documentation</h2> 
    267 <a class="anchor" id="adeab266d63c236c277538867d5c3f249"></a><!-- doxytag: member="bdm::merger_base::evallog" ref="adeab266d63c236c277538867d5c3f249" args="(const vec &amp;val) const " --> 
    268 <div class="memitem"> 
    269 <div class="memproto"> 
    270       <table class="memname"> 
    271         <tr> 
    272           <td class="memname">virtual double bdm::epdf::evallog </td> 
    273           <td>(</td> 
    274           <td class="paramtype">const vec &amp;&nbsp;</td> 
    275           <td class="paramname"> <em>val</em></td> 
    276           <td>&nbsp;)&nbsp;</td> 
    277           <td> const<code> [inline, virtual, inherited]</code></td> 
    278         </tr> 
    279       </table> 
    280 </div> 
    281 <div class="memdoc"> 
    282 <p>Compute log-probability of argument <code>val</code> In case the argument is out of suport return -Infinity </p> 
    283  
    284 <p>Reimplemented in <a class="el" href="classbdm_1_1emix.html#a0f3db99f730bde6b7953931594537e8e">bdm::emix</a>, <a class="el" href="classbdm_1_1eprod.html#aa5a91e67d2f74ff2b0b8eecde2fa42e2">bdm::eprod</a>, <a class="el" href="classbdm_1_1eEF.html#aa36d06ecdd6f4c79dc122510eaccc692">bdm::eEF</a>, <a class="el" href="classbdm_1_1egamma.html#aa8e11e5a580ff42a1b205974c60768c6">bdm::egamma</a>, <a class="el" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81">bdm::euni</a>, <a class="el" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb">bdm::eiWishartCh</a>, <a class="el" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09">bdm::eEmp</a>, and <a class="el" href="classbdm_1_1merger__mix.html#a9737ad6d1ecf4e0cdd6cea6a40875a34">bdm::merger_mix</a>.</p> 
    285  
    286 <p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 
    287  
    288 <p>Referenced by <a class="el" href="bdmbase_8cpp_source.html#l00152">bdm::epdf::evallog_m()</a>, and <a class="el" href="emix_8h_source.html#l00076">bdm::mratio::evallogcond()</a>.</p> 
    289  
    290 </div> 
    291 </div> 
    292269<a class="anchor" id="a021acbf1a6e3bfde2a1b9c1c73cea6e0"></a><!-- doxytag: member="bdm::merger_base::mean" ref="a021acbf1a6e3bfde2a1b9c1c73cea6e0" args="() const " --> 
    293270<div class="memitem"> 
     
    310287<p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#a0c8d13d788094605b3cdab20a6e22b75">bdm::epdf</a>.</p> 
    311288 
    312 <p>References <a class="el" href="exp__family_8h_source.html#l01161">bdm::eEmp::_samples()</a>, <a class="el" href="exp__family_8h_source.html#l01157">bdm::eEmp::_w()</a>, <a class="el" href="bdmbase_8h_source.html#l00272">bdm::epdf::dim</a>, <a class="el" href="merger_8h_source.html#l00076">eSmp</a>, and <a class="el" href="merger_8h_source.html#l00060">Npoints</a>.</p> 
     289<p>References <a class="el" href="exp__family_8h_source.html#l01161">bdm::eEmp::_samples()</a>, <a class="el" href="exp__family_8h_source.html#l01157">bdm::eEmp::_w()</a>, <a class="el" href="bdmbase_8h_source.html#l00318">bdm::epdf::dim</a>, <a class="el" href="merger_8h_source.html#l00076">eSmp</a>, and <a class="el" href="merger_8h_source.html#l00060">Npoints</a>.</p> 
    313290 
    314291<p>Referenced by <a class="el" href="merger_8h_source.html#l00241">variance()</a>.</p> 
     
    321298</ul> 
    322299</div> 
    323 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:51 2009 for mixpp by&nbsp; 
     300<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by&nbsp; 
    324301<a href="http://www.doxygen.org/index.html"> 
    325302<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>