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  • library/doc/html/classbdm_1_1mratio.html

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    7474<p>Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: </p> 
    7575<p class="formulaDsp"> 
    76 <img class="formulaDsp" alt="\[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \]" src="form_62.png"/> 
     76<img class="formulaDsp" alt="\[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \]" src="form_70.png"/> 
    7777</p> 
    78 <p> where <img class="formulaInl" alt="$ f(rvc) = \int f(rv,rvc) d\ rv $" src="form_63.png"/>.   
     78<p> where <img class="formulaInl" alt="$ f(rvc) = \int f(rv,rvc) d\ rv $" src="form_71.png"/>.   
    7979<a href="#_details">More...</a></p> 
    8080 
     
    9595<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default destructor. <br/></td></tr> 
    9696<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a30a0bceb948e287d497c578e371b1667">from_setting</a> (const Setting &amp;set)</td></tr> 
     97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Load from structure with elements:.  <a href="#a30a0bceb948e287d497c578e371b1667"></a><br/></td></tr> 
    9798<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mratio::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 
    9899virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
     
    108109<br/><br/></div></td></tr> 
    109110<tr><td class="memItemLeft" align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#af0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &amp;cond)</td></tr> 
    110 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png"/>.  <a href="#af0c1db6fcbb3aae2dd6123884457a367"></a><br/></td></tr> 
     111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_16.png"/>.  <a href="#af0c1db6fcbb3aae2dd6123884457a367"></a><br/></td></tr> 
    111112<tr><td class="memItemLeft" align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a6e497d501331057309d2fddf63259d1a">samplecond_m</a> (const vec &amp;cond, int N)</td></tr> 
    112113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#a6e497d501331057309d2fddf63259d1a"></a><br/></td></tr> 
     
    120121<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 
    121122<br/><br/></div></td></tr> 
    122 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mratio::_rv" ref="a222d5280e309c5a053ba73841e98c151" args="() const " --> 
    123 <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> () const </td></tr> 
    124 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mratio::_rvc" ref="a26001264236846897bd11e4baad47245" args="()" --> 
    125 <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr> 
     123<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaa0095f80870f15209bca68a8a7bad8a"></a><!-- doxytag: member="bdm::mratio::_rv" ref="aaa0095f80870f15209bca68a8a7bad8a" args="() const " --> 
     124const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> () const </td></tr> 
     125<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a739d5202899bb56792a547c74e517a11"></a><!-- doxytag: member="bdm::mratio::_rvc" ref="a739d5202899bb56792a547c74e517a11" args="() const " --> 
     126const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> () const </td></tr> 
    126127<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeea4a999ed9679181335927e9cb66d28"></a><!-- doxytag: member="bdm::mratio::dimension" ref="aeea4a999ed9679181335927e9cb66d28" args="() const " --> 
    127128int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr> 
     
    170171<p>Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form: </p> 
    171172<p class="formulaDsp"> 
    172 <img class="formulaDsp" alt="\[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \]" src="form_62.png"/> 
     173<img class="formulaDsp" alt="\[ f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)} \]" src="form_70.png"/> 
    173174</p> 
    174 <p> where <img class="formulaInl" alt="$ f(rvc) = \int f(rv,rvc) d\ rv $" src="form_63.png"/>. </p> 
     175<p> where <img class="formulaInl" alt="$ f(rvc) = \int f(rv,rvc) d\ rv $" src="form_71.png"/>. </p> 
    175176<p>In particular this type of arise by conditioning of a mixture model.</p> 
    176177<p>At present the only supported operation is <a class="el" href="classbdm_1_1mratio.html#a3a2cbce8c61ca9f592d9c2220f7c1204" title="Shortcut for conditioning and evaluation of the internal epdf. In some cases, this...">evallogcond()</a>. </p> 
     
    208209<p>Default constructor. By default, the given <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> is not copied! It is assumed that this function will be used only temporarily. </p> 
    209210 
    210 <p>References <a class="el" href="bdmbase_8h_source.html#l00368">bdm::epdf::_rv()</a>, <a class="el" href="bdmerror_8h_source.html#l00047">bdm_assert_debug</a>, <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>, <a class="el" href="emix_8h_source.html#l00043">den</a>, <a class="el" href="emix_8h_source.html#l00046">destroynom</a>, <a class="el" href="bdmbase_8h_source.html#l00403">bdm::mpdf::dimc</a>, <a class="el" href="emix_8h_source.html#l00048">dl</a>, <a class="el" href="emix_8h_source.html#l00050">iepdf</a>, <a class="el" href="bdmbase_8cpp_source.html#l00141">bdm::epdf::marginal()</a>, <a class="el" href="emix_8h_source.html#l00040">nom</a>, <a class="el" href="bdmbase_8h_source.html#l00405">bdm::mpdf::rvc</a>, <a class="el" href="bdmbase_8cpp_source.html#l00207">bdm::datalink_m2e::set_connection()</a>, <a class="el" href="bdmbase_8h_source.html#l00412">bdm::mpdf::set_ep()</a>, <a class="el" href="bdmbase_8h_source.html#l00357">bdm::epdf::set_rv()</a>, and <a class="el" href="bdmbase_8cpp_source.html#l00300">bdm::RV::subt()</a>.</p> 
     211<p>References <a class="el" href="bdmbase_8h_source.html#l00154">bdm::RV::_dsize()</a>, <a class="el" href="bdmbase_8h_source.html#l00414">bdm::epdf::_rv()</a>, <a class="el" href="bdmerror_8h_source.html#l00047">bdm_assert_debug</a>, <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>, <a class="el" href="emix_8h_source.html#l00043">den</a>, <a class="el" href="emix_8h_source.html#l00046">destroynom</a>, <a class="el" href="bdmbase_8h_source.html#l00448">bdm::mpdf::dimc</a>, <a class="el" href="emix_8h_source.html#l00048">dl</a>, <a class="el" href="emix_8h_source.html#l00050">iepdf</a>, <a class="el" href="bdmbase_8h_source.html#l00168">bdm::RV::length()</a>, <a class="el" href="bdmbase_8cpp_source.html#l00150">bdm::epdf::marginal()</a>, <a class="el" href="emix_8h_source.html#l00040">nom</a>, <a class="el" href="bdmbase_8h_source.html#l00450">bdm::mpdf::rvc</a>, <a class="el" href="bdmbase_8cpp_source.html#l00220">bdm::datalink_m2e::set_connection()</a>, <a class="el" href="bdmbase_8h_source.html#l00457">bdm::mpdf::set_ep()</a>, <a class="el" href="bdmbase_8h_source.html#l00403">bdm::epdf::set_rv()</a>, and <a class="el" href="bdmbase_8cpp_source.html#l00313">bdm::RV::subt()</a>.</p> 
    211212 
    212213</div> 
     
    228229</div> 
    229230<div class="memdoc"> 
    230 <p>Load from structure with elements: </p> 
    231 <div class="fragment"><pre class="fragment"> { <span class="keyword">class </span>= &quot;mpdf_offspring&quot;, 
    232    rv = {<span class="keyword">class</span>=<span class="stringliteral">&quot;RV&quot;</span>, names=(...),}; <span class="comment">// RV describing meaning of random variable</span> 
    233    <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>= {<span class="keyword">class</span>=<span class="stringliteral">&quot;RV&quot;</span>, names=(...),}; <span class="comment">// RV describing meaning of random variable in condition</span> 
    234    <span class="comment">// elements of offsprings</span> 
    235  } 
     231 
     232<p>Load from structure with elements:. </p> 
     233<div class="fragment"><pre class="fragment">         { <span class="keyword">class </span>= &quot;mpdf_offspring&quot;, 
     234           rv = {<span class="keyword">class</span>=<span class="stringliteral">&quot;RV&quot;</span>, names=(...),}; <span class="comment">// RV describing meaning of random variable</span> 
     235           <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a>= {<span class="keyword">class</span>=<span class="stringliteral">&quot;RV&quot;</span>, names=(...),}; <span class="comment">// RV describing meaning of random variable in condition</span> 
     236           <span class="comment">// elements of offsprings</span> 
     237         } 
    236238</pre></div>  
    237239<p>Reimplemented from <a class="el" href="classbdm_1_1root.html#a0551e3121091c5199bf4413b50522176">bdm::root</a>.</p> 
     
    257259<div class="memdoc"> 
    258260 
    259 <p>Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png"/>. </p> 
     261<p>Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_16.png"/>. </p> 
    260262<dl><dt><b>Parameters:</b></dt><dd> 
    261263  <table border="0" cellspacing="2" cellpadding="0"> 
     
    269271<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 
    270272 
    271 <p>Referenced by <a class="el" href="particles_8h_source.html#l00239">bdm::MPF&lt; BM_T &gt;::bayes()</a>, <a class="el" href="particles_8cpp_source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="bdmbase_8cpp_source.html#l00170">bdm::mpdf::samplecond_m()</a>.</p> 
     273<p>Referenced by <a class="el" href="particles_8h_source.html#l00239">bdm::MPF&lt; BM_T &gt;::bayes()</a>, <a class="el" href="particles_8cpp_source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="bdmbase_8cpp_source.html#l00179">bdm::mpdf::samplecond_m()</a>.</p> 
    272274 
    273275</div> 
     
    301303<dl><dt><b>Parameters:</b></dt><dd> 
    302304  <table border="0" cellspacing="2" cellpadding="0"> 
    303     <tr><td valign="top"></td><td valign="top"><em>N</em>&nbsp;</td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png"/>. </td></tr> 
     305    <tr><td valign="top"></td><td valign="top"><em>N</em>&nbsp;</td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_16.png"/>. </td></tr> 
    304306    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr> 
    305307  </table> 
     
    309311<p>Reimplemented in <a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal&lt; EPDF &gt;</a>, <a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal&lt; enorm&lt; sq_T &gt; &gt;</a>, <a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal&lt; elognorm &gt;</a>, <a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal&lt; TEpdf&lt; sq_T &gt; &gt;</a>, <a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal&lt; egamma &gt;</a>, <a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal&lt; enorm&lt; ldmat &gt; &gt;</a>, <a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal&lt; eiWishartCh &gt;</a>, <a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal&lt; eigamma &gt;</a>, and <a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">bdm::mpdf_internal&lt; enorm&lt; chmat &gt; &gt;</a>.</p> 
    310312 
    311 <p>References <a class="el" href="bdmbase_8h_source.html#l00433">bdm::mpdf::samplecond()</a>.</p> 
     313<p>References <a class="el" href="bdmbase_8h_source.html#l00478">bdm::mpdf::samplecond()</a>.</p> 
    312314 
    313315</div> 
     
    317319</ul> 
    318320</div> 
    319 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:50 2009 for mixpp by&nbsp; 
     321<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by&nbsp; 
    320322<a href="http://www.doxygen.org/index.html"> 
    321323<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>