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    r608 r614  
    406406<a name="l00490"></a>00490                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;low0, <span class="keyword">const</span> vec &amp;high0) { 
    407407<a name="l00491"></a>00491                         <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> = high0 - low0; 
    408 <a name="l00492"></a>00492                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (min (<a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>) &gt; 0.0, <span class="stringliteral">&quot;bad support&quot;</span>); 
    409 <a name="l00493"></a>00493                         <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0; 
    410 <a name="l00494"></a>00494                         <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0; 
    411 <a name="l00495"></a>00495                         <a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a> = prod (1.0 / <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>); 
    412 <a name="l00496"></a>00496                         <a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a> = log (<a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>); 
    413 <a name="l00497"></a>00497                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length(); 
    414 <a name="l00498"></a>00498                 } 
    415 <a name="l00500"></a>00500  
    416 <a name="l00501"></a><a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81">00501</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const  </span>{ 
    417 <a name="l00502"></a>00502                         <span class="keywordflow">if</span> (any (val &lt; <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) &amp;&amp; any (val &gt; <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>)) {<span class="keywordflow">return</span> inf;} 
    418 <a name="l00503"></a>00503                         <span class="keywordflow">else</span> <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>; 
    419 <a name="l00504"></a>00504                 } 
    420 <a name="l00505"></a><a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194">00505</a>                 vec <a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
    421 <a name="l00506"></a>00506                         vec smp (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    422 <a name="l00507"></a>00507 <span class="preprocessor">#pragma omp critical</span> 
    423 <a name="l00508"></a>00508 <span class="preprocessor"></span>                        UniRNG.sample_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> , smp); 
    424 <a name="l00509"></a>00509                         <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> + elem_mult (<a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>, smp); 
    425 <a name="l00510"></a>00510                 } 
    426 <a name="l00512"></a><a class="code" href="classbdm_1_1euni.html#a46caa8c13aba2e6228f964208918b226">00512</a>                 vec <a class="code" href="classbdm_1_1euni.html#a46caa8c13aba2e6228f964208918b226" title="set values of low and high ">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> -<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) / 2.0;} 
    427 <a name="l00513"></a><a class="code" href="classbdm_1_1euni.html#a951f932155111f6053c980f672b4c22c">00513</a>                 vec <a class="code" href="classbdm_1_1euni.html#a951f932155111f6053c980f672b4c22c" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> (pow (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, 2) + pow (<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, 2) + elem_mult (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>)) / 3.0;} 
    428 <a name="l00522"></a><a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">00522</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    429 <a name="l00523"></a>00523                         <a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span> 
    430 <a name="l00524"></a>00524  
    431 <a name="l00525"></a>00525                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;high&quot;</span>, UI::compulsory); 
    432 <a name="l00526"></a>00526                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;low&quot;</span>, UI::compulsory); 
    433 <a name="l00527"></a>00527                 } 
    434 <a name="l00528"></a>00528 }; 
    435 <a name="l00529"></a>00529  
    436 <a name="l00530"></a>00530  
    437 <a name="l00536"></a>00536 <span class="keyword">template</span> &lt; <span class="keyword">class</span> sq_T, <span class="keyword">template</span> &lt;<span class="keyword">typename</span>&gt; <span class="keyword">class </span>TEpdf = enorm &gt; 
    438 <a name="l00537"></a><a class="code" href="classbdm_1_1mlnorm.html">00537</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt; 
    439 <a name="l00538"></a>00538 { 
    440 <a name="l00539"></a>00539         <span class="keyword">protected</span>: 
    441 <a name="l00541"></a><a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42">00541</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>; 
    442 <a name="l00543"></a><a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6">00543</a>                 vec <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
    443 <a name="l00544"></a>00544 <span class="comment">//                      vec&amp; _mu; //cached epdf.mu; !!!!!! WHY NOT?</span> 
    444 <a name="l00545"></a>00545         <span class="keyword">public</span>: 
    445 <a name="l00548"></a>00548                 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt;() {}; 
    446 <a name="l00549"></a>00549                 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> (<span class="keyword">const</span> mat &amp;<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt;() { 
    447 <a name="l00550"></a>00550                         <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (A, mu0, R); 
    448 <a name="l00551"></a>00551                 } 
    449 <a name="l00552"></a>00552  
    450 <a name="l00554"></a><a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5">00554</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (<span class="keyword">const</span>  mat &amp;A0, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0) { 
    451 <a name="l00555"></a>00555                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (A0.rows() == mu0.length(), <span class="stringliteral">&quot;mlnorm: A vs. mu mismatch&quot;</span>); 
    452 <a name="l00556"></a>00556                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (A0.rows() == R0.rows(), <span class="stringliteral">&quot;mlnorm: A vs. R mismatch&quot;</span>); 
    453 <a name="l00557"></a>00557  
    454 <a name="l00558"></a>00558                         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (A0.rows()), R0); 
    455 <a name="l00559"></a>00559                         <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0; 
    456 <a name="l00560"></a>00560                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
    457 <a name="l00561"></a>00561                         this-&gt;<a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = A0.cols(); 
    458 <a name="l00562"></a>00562                 } 
    459 <a name="l00565"></a><a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">00565</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">condition</a> (<span class="keyword">const</span> vec &amp;cond) { 
    460 <a name="l00566"></a>00566                         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
    461 <a name="l00567"></a>00567 <span class="comment">//R is already assigned;</span> 
     408<a name="l00492"></a>00492                         <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0; 
     409<a name="l00493"></a>00493                         <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0; 
     410<a name="l00494"></a>00494                         <a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a> = prod (1.0 / <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>); 
     411<a name="l00495"></a>00495                         <a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a> = log (<a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>); 
     412<a name="l00496"></a>00496                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length(); 
     413<a name="l00497"></a>00497                 } 
     414<a name="l00499"></a>00499  
     415<a name="l00500"></a><a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81">00500</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const  </span>{ 
     416<a name="l00501"></a>00501                         <span class="keywordflow">if</span> (any (val &lt; <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) &amp;&amp; any (val &gt; <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>)) {<span class="keywordflow">return</span> inf;} 
     417<a name="l00502"></a>00502                         <span class="keywordflow">else</span> <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>; 
     418<a name="l00503"></a>00503                 } 
     419<a name="l00504"></a><a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194">00504</a>                 vec <a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
     420<a name="l00505"></a>00505                         vec smp (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     421<a name="l00506"></a>00506 <span class="preprocessor">#pragma omp critical</span> 
     422<a name="l00507"></a>00507 <span class="preprocessor"></span>                        UniRNG.sample_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> , smp); 
     423<a name="l00508"></a>00508                         <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> + elem_mult (<a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>, smp); 
     424<a name="l00509"></a>00509                 } 
     425<a name="l00511"></a><a class="code" href="classbdm_1_1euni.html#a46caa8c13aba2e6228f964208918b226">00511</a>                 vec <a class="code" href="classbdm_1_1euni.html#a46caa8c13aba2e6228f964208918b226" title="set values of low and high ">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> -<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) / 2.0;} 
     426<a name="l00512"></a><a class="code" href="classbdm_1_1euni.html#a951f932155111f6053c980f672b4c22c">00512</a>                 vec <a class="code" href="classbdm_1_1euni.html#a951f932155111f6053c980f672b4c22c" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> (pow (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, 2) + pow (<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, 2) + elem_mult (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>)) / 3.0;} 
     427<a name="l00521"></a><a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">00521</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     428<a name="l00522"></a>00522                         <a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span> 
     429<a name="l00523"></a>00523  
     430<a name="l00524"></a>00524                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;high&quot;</span>, UI::compulsory); 
     431<a name="l00525"></a>00525                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;low&quot;</span>, UI::compulsory); 
     432<a name="l00526"></a>00526                         set_parameters(<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>,<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>); 
     433<a name="l00527"></a>00527                         <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>(); 
     434<a name="l00528"></a>00528                 } 
     435<a name="l00529"></a><a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9">00529</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>() { 
     436<a name="l00530"></a>00530                         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>.length()==<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length(), <span class="stringliteral">&quot;Incompatible high and low vectors&quot;</span>); 
     437<a name="l00531"></a>00531                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>.length(); 
     438<a name="l00532"></a>00532                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (min (<a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>) &gt; 0.0, <span class="stringliteral">&quot;bad support&quot;</span>); 
     439<a name="l00533"></a>00533                 } 
     440<a name="l00534"></a>00534 }; 
     441<a name="l00535"></a>00535 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(euni); 
     442<a name="l00536"></a>00536  
     443<a name="l00542"></a>00542 <span class="keyword">template</span> &lt; <span class="keyword">class</span> sq_T, <span class="keyword">template</span> &lt;<span class="keyword">typename</span>&gt; <span class="keyword">class </span>TEpdf = enorm &gt; 
     444<a name="l00543"></a><a class="code" href="classbdm_1_1mlnorm.html">00543</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt; 
     445<a name="l00544"></a>00544 { 
     446<a name="l00545"></a>00545         <span class="keyword">protected</span>: 
     447<a name="l00547"></a><a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42">00547</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>; 
     448<a name="l00549"></a><a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6">00549</a>                 vec <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
     449<a name="l00550"></a>00550 <span class="comment">//                      vec&amp; _mu; //cached epdf.mu; !!!!!! WHY NOT?</span> 
     450<a name="l00551"></a>00551         <span class="keyword">public</span>: 
     451<a name="l00554"></a>00554                 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt;() {}; 
     452<a name="l00555"></a>00555                 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> (<span class="keyword">const</span> mat &amp;<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt;() { 
     453<a name="l00556"></a>00556                         <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (A, mu0, R); 
     454<a name="l00557"></a>00557                 } 
     455<a name="l00558"></a>00558  
     456<a name="l00560"></a><a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5">00560</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (<span class="keyword">const</span>  mat &amp;A0, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0) { 
     457<a name="l00561"></a>00561                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (A0.rows() == mu0.length(), <span class="stringliteral">&quot;mlnorm: A vs. mu mismatch&quot;</span>); 
     458<a name="l00562"></a>00562                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (A0.rows() == R0.rows(), <span class="stringliteral">&quot;mlnorm: A vs. R mismatch&quot;</span>); 
     459<a name="l00563"></a>00563                          
     460<a name="l00564"></a>00564                         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (A0.rows()), R0); 
     461<a name="l00565"></a>00565                         <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0; 
     462<a name="l00566"></a>00566                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
     463<a name="l00567"></a>00567                         this-&gt;<a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = A0.cols(); 
    462464<a name="l00568"></a>00568                 } 
    463 <a name="l00569"></a>00569  
    464 <a name="l00571"></a><a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7">00571</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7" title="access function">_mu_const</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;} 
    465 <a name="l00573"></a><a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23">00573</a>                 <span class="keyword">const</span> mat&amp; <a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23" title="access function">_A</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>;} 
    466 <a name="l00575"></a><a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43">00575</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._R().to_mat(); } 
    467 <a name="l00576"></a>00576  
    468 <a name="l00578"></a>00578                 <span class="keyword">template</span>&lt;<span class="keyword">typename</span> sq_M&gt; 
    469 <a name="l00579"></a>00579                 <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_M, enorm&gt; &amp;ml); 
    470 <a name="l00580"></a>00580  
    471 <a name="l00581"></a><a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">00581</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564" title="Load from structure with elements:.">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    472 <a name="l00582"></a>00582                         <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564" title="Load from structure with elements:.">mpdf::from_setting</a> (<span class="keyword">set</span>); 
    473 <a name="l00583"></a>00583  
    474 <a name="l00584"></a>00584                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;A&quot;</span>, UI::compulsory); 
    475 <a name="l00585"></a>00585                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;const&quot;</span>, UI::compulsory); 
    476 <a name="l00586"></a>00586                         mat R0; 
    477 <a name="l00587"></a>00587                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R0, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
    478 <a name="l00588"></a>00588                         <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, R0); 
    479 <a name="l00589"></a>00589                 }; 
    480 <a name="l00590"></a>00590 }; 
    481 <a name="l00591"></a>00591 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,ldmat); 
    482 <a name="l00592"></a>00592 SHAREDPTR2 ( mlnorm, ldmat ); 
    483 <a name="l00593"></a>00593 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,fsqmat); 
    484 <a name="l00594"></a>00594 SHAREDPTR2 ( mlnorm, fsqmat ); 
    485 <a name="l00595"></a>00595 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm, chmat); 
    486 <a name="l00596"></a>00596 SHAREDPTR2 ( mlnorm, chmat ); 
    487 <a name="l00597"></a>00597  
    488 <a name="l00599"></a>00599 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    489 <a name="l00600"></a><a class="code" href="classbdm_1_1mgnorm.html">00600</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgnorm.html" title="Mpdf with general function for mean value.">mgnorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; enorm&lt; sq_T &gt; &gt; 
    490 <a name="l00601"></a>00601 { 
    491 <a name="l00602"></a>00602         <span class="keyword">private</span>: 
    492 <a name="l00603"></a>00603 <span class="comment">//                      vec &amp;mu; WHY NOT?</span> 
    493 <a name="l00604"></a>00604                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g; 
    494 <a name="l00605"></a>00605  
    495 <a name="l00606"></a>00606         <span class="keyword">public</span>: 
    496 <a name="l00608"></a><a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d">00608</a>                 <a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d" title="default constructor">mgnorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&lt;sq_T&gt; &gt;() { } 
    497 <a name="l00610"></a>00610                 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> &amp;g0, <span class="keyword">const</span> sq_T &amp;R0); 
    498 <a name="l00611"></a>00611                 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;cond); 
    499 <a name="l00612"></a>00612  
    500 <a name="l00613"></a>00613  
    501 <a name="l00641"></a><a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">00641</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    502 <a name="l00642"></a>00642                         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g = UI::build&lt;fnc&gt; (<span class="keyword">set</span>, <span class="stringliteral">&quot;g&quot;</span>, UI::compulsory); 
    503 <a name="l00643"></a>00643  
    504 <a name="l00644"></a>00644                         mat R; 
    505 <a name="l00645"></a>00645                         vec dR; 
    506 <a name="l00646"></a>00646                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (dR, <span class="keyword">set</span>, <span class="stringliteral">&quot;dR&quot;</span>)) 
    507 <a name="l00647"></a>00647                                 R = diag (dR); 
    508 <a name="l00648"></a>00648                         <span class="keywordflow">else</span> 
    509 <a name="l00649"></a>00649                                 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
    510 <a name="l00650"></a>00650  
    511 <a name="l00651"></a>00651                         <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (g, R); 
    512 <a name="l00652"></a>00652                 } 
    513 <a name="l00653"></a>00653 }; 
    514 <a name="l00654"></a>00654  
    515 <a name="l00655"></a>00655 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mgnorm, chmat); 
    516 <a name="l00656"></a>00656 SHAREDPTR2 ( mgnorm, chmat ); 
    517 <a name="l00657"></a>00657  
    518 <a name="l00658"></a>00658  
    519 <a name="l00666"></a><a class="code" href="classbdm_1_1mlstudent.html">00666</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>&lt;ldmat, enorm&gt; 
    520 <a name="l00667"></a>00667 { 
    521 <a name="l00668"></a>00668         <span class="keyword">protected</span>: 
    522 <a name="l00670"></a><a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657">00670</a>                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>; 
    523 <a name="l00672"></a><a class="code" href="classbdm_1_1mlstudent.html#a72e9bda4d6684e07faafc4b2192daf39">00672</a>                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;<a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>; 
    524 <a name="l00674"></a><a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8">00674</a>                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a>; 
    525 <a name="l00675"></a>00675         <span class="keyword">public</span>: 
    526 <a name="l00676"></a>00676                 <a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> () : <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>&lt;<a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&gt; (), 
    527 <a name="l00677"></a>00677                                 <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> (),      <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>()) {} 
    528 <a name="l00679"></a><a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3">00679</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &amp;A0, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;R0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; Lambda0) { 
    529 <a name="l00680"></a>00680                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (A0.rows() == mu0.length(), <span class="stringliteral">&quot;mlstudent: A vs. mu mismatch&quot;</span>); 
    530 <a name="l00681"></a>00681                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (R0.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>() == A0.rows(), <span class="stringliteral">&quot;mlstudent: A vs. R mismatch&quot;</span>); 
    531 <a name="l00682"></a>00682  
    532 <a name="l00683"></a>00683                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (mu0, R0);<span class="comment">// was Lambda, why?</span> 
    533 <a name="l00684"></a>00684                         <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0; 
    534 <a name="l00685"></a>00685                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
    535 <a name="l00686"></a>00686                         <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a> = R0; 
    536 <a name="l00687"></a>00687                         <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> = Lambda0; 
    537 <a name="l00688"></a>00688                 } 
    538 <a name="l00689"></a><a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">00689</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">condition</a> (<span class="keyword">const</span> vec &amp;cond) { 
    539 <a name="l00690"></a>00690                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
    540 <a name="l00691"></a>00691                         <span class="keywordtype">double</span> zeta; 
    541 <a name="l00692"></a>00692                         <span class="comment">//ugly hack!</span> 
    542 <a name="l00693"></a>00693                         <span class="keywordflow">if</span> ( (cond.length() + 1) == <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>()) { 
    543 <a name="l00694"></a>00694                                 zeta = <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>.<a class="code" href="classbdm_1_1ldmat.html#af743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> (concat (cond, vec_1 (1.0))); 
    544 <a name="l00695"></a>00695                         } <span class="keywordflow">else</span> { 
    545 <a name="l00696"></a>00696                                 zeta = <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>.<a class="code" href="classbdm_1_1ldmat.html#af743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> (cond); 
    546 <a name="l00697"></a>00697                         } 
    547 <a name="l00698"></a>00698                         <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> = <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a>; 
    548 <a name="l00699"></a>00699                         <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> *= (1 + zeta);<span class="comment">// / ( nu ); &lt;&lt; nu is in Re!!!!!!</span> 
    549 <a name="l00700"></a>00700                 }; 
    550 <a name="l00701"></a>00701  
    551 <a name="l00702"></a>00702 }; 
    552 <a name="l00712"></a><a class="code" href="classbdm_1_1mgamma.html">00712</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;egamma&gt; 
    553 <a name="l00713"></a>00713 { 
    554 <a name="l00714"></a>00714         <span class="keyword">protected</span>: 
    555 <a name="l00715"></a>00715  
    556 <a name="l00717"></a><a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">00717</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>; 
    557 <a name="l00718"></a>00718  
    558 <a name="l00720"></a><a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312">00720</a>                 vec &amp;<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>; 
    559 <a name="l00721"></a>00721  
    560 <a name="l00722"></a>00722         <span class="keyword">public</span>: 
    561 <a name="l00724"></a><a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1">00724</a>                 <a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1" title="Constructor.">mgamma</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a>&gt;(), <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> (0), 
    562 <a name="l00725"></a>00725                                 <a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>()) { 
    563 <a name="l00726"></a>00726                 } 
    564 <a name="l00727"></a>00727  
    565 <a name="l00729"></a>00729                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#aa0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">const</span> vec &amp;beta0); 
    566 <a name="l00730"></a>00730  
    567 <a name="l00731"></a><a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff">00731</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) {<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / val;}; 
    568 <a name="l00741"></a><a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">00741</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    569 <a name="l00742"></a>00742                         <a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">mpdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span> 
    570 <a name="l00743"></a>00743                         vec betatmp; <span class="comment">// ugly but necessary</span> 
    571 <a name="l00744"></a>00744                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (betatmp, <span class="keyword">set</span>, <span class="stringliteral">&quot;beta&quot;</span>, UI::compulsory); 
    572 <a name="l00745"></a>00745                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;k&quot;</span>, UI::compulsory); 
    573 <a name="l00746"></a>00746                         <a class="code" href="classbdm_1_1mgamma.html#aa0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, betatmp); 
    574 <a name="l00747"></a>00747                 } 
    575 <a name="l00748"></a>00748 }; 
    576 <a name="l00749"></a>00749 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (mgamma); 
    577 <a name="l00750"></a>00750 SHAREDPTR (mgamma); 
    578 <a name="l00751"></a>00751  
    579 <a name="l00761"></a><a class="code" href="classbdm_1_1migamma.html">00761</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;eigamma&gt; 
    580 <a name="l00762"></a>00762 { 
    581 <a name="l00763"></a>00763         <span class="keyword">protected</span>: 
    582 <a name="l00765"></a><a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c">00765</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>; 
    583 <a name="l00766"></a>00766  
    584 <a name="l00768"></a><a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc">00768</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>; 
    585 <a name="l00769"></a>00769  
    586 <a name="l00771"></a><a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5">00771</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>; 
    587 <a name="l00772"></a>00772  
    588 <a name="l00773"></a>00773         <span class="keyword">public</span>: 
    589 <a name="l00776"></a>00776                 <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>&gt;(), 
    590 <a name="l00777"></a>00777                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
    591 <a name="l00778"></a>00778                                 <a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>()), 
    592 <a name="l00779"></a>00779                                 <a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>()) { 
    593 <a name="l00780"></a>00780                 } 
    594 <a name="l00781"></a>00781  
    595 <a name="l00782"></a>00782                 <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> &amp;m) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>&gt;(), 
    596 <a name="l00783"></a>00783                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
    597 <a name="l00784"></a>00784                                 <a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>()), 
    598 <a name="l00785"></a>00785                                 <a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>()) { 
    599 <a name="l00786"></a>00786                 } 
    600 <a name="l00788"></a>00788  
    601 <a name="l00790"></a><a class="code" href="classbdm_1_1migamma.html#a8b10ab922e2a7bae2fb6bb3efc7b6151">00790</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#a8b10ab922e2a7bae2fb6bb3efc7b6151" title="Set value of k.">set_parameters</a> (<span class="keywordtype">int</span> len, <span class="keywordtype">double</span> k0) { 
    602 <a name="l00791"></a>00791                         <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = k0; 
    603 <a name="l00792"></a>00792                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters ( (1.0 / (<a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>*<a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>) + 2.0) *ones (len) <span class="comment">/*alpha*/</span>, ones (len) <span class="comment">/*beta*/</span>); 
    604 <a name="l00793"></a>00793                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
    605 <a name="l00794"></a>00794                 }; 
    606 <a name="l00795"></a><a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c">00795</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
    607 <a name="l00796"></a>00796                         <a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> = elem_mult (val, (<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> - 1.0)); 
    608 <a name="l00797"></a>00797                 }; 
    609 <a name="l00798"></a>00798 }; 
    610 <a name="l00799"></a>00799  
    611 <a name="l00800"></a>00800  
    612 <a name="l00812"></a><a class="code" href="classbdm_1_1mgamma__fix.html">00812</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgamma__fix.html" title="Gamma random walk around a fixed point.">mgamma_fix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> 
    613 <a name="l00813"></a>00813 { 
    614 <a name="l00814"></a>00814         <span class="keyword">protected</span>: 
    615 <a name="l00816"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa">00816</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>; 
    616 <a name="l00818"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2">00818</a>                 vec <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>; 
    617 <a name="l00819"></a>00819         <span class="keyword">public</span>: 
    618 <a name="l00821"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d">00821</a>                 <a class="code" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d" title="Constructor.">mgamma_fix</a> () : <a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> (), <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> () {}; 
    619 <a name="l00823"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2">00823</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0) { 
    620 <a name="l00824"></a>00824                         <a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">mgamma::set_parameters</a> (k0, ref0); 
    621 <a name="l00825"></a>00825                         <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> = pow (ref0, 1.0 - l0);<a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a> = l0; 
    622 <a name="l00826"></a>00826                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
    623 <a name="l00827"></a>00827                 }; 
    624 <a name="l00828"></a>00828  
    625 <a name="l00829"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7">00829</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) {vec mean = elem_mult (<a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>)); <a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / mean;}; 
    626 <a name="l00830"></a>00830 }; 
    627 <a name="l00831"></a>00831  
    628 <a name="l00832"></a>00832  
    629 <a name="l00845"></a><a class="code" href="classbdm_1_1migamma__ref.html">00845</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1migamma__ref.html" title="Inverse-Gamma random walk around a fixed point.">migamma_ref</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> 
    630 <a name="l00846"></a>00846 { 
    631 <a name="l00847"></a>00847         <span class="keyword">protected</span>: 
    632 <a name="l00849"></a><a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d">00849</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>; 
    633 <a name="l00851"></a><a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6">00851</a>                 vec <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>; 
    634 <a name="l00852"></a>00852         <span class="keyword">public</span>: 
    635 <a name="l00854"></a><a class="code" href="classbdm_1_1migamma__ref.html#af45b15a10f084991ba6b48295f10421f">00854</a>                 <a class="code" href="classbdm_1_1migamma__ref.html#af45b15a10f084991ba6b48295f10421f" title="Constructor.">migamma_ref</a> () : <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> (), <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> () {}; 
    636 <a name="l00856"></a><a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800">00856</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0) { 
    637 <a name="l00857"></a>00857                         <a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">migamma::set_parameters</a> (ref0.length(), k0); 
    638 <a name="l00858"></a>00858                         <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> = pow (ref0, 1.0 - l0); 
    639 <a name="l00859"></a>00859                         <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = l0; 
    640 <a name="l00860"></a>00860                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
    641 <a name="l00861"></a>00861                 }; 
    642 <a name="l00862"></a>00862  
    643 <a name="l00863"></a><a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a">00863</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
    644 <a name="l00864"></a>00864                         vec mean = elem_mult (<a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>)); 
    645 <a name="l00865"></a>00865                         <a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">migamma::condition</a> (mean); 
    646 <a name="l00866"></a>00866                 }; 
    647 <a name="l00867"></a>00867  
    648 <a name="l00888"></a>00888                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#a9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>); 
    649 <a name="l00889"></a>00889  
    650 <a name="l00890"></a>00890                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
    651 <a name="l00891"></a>00891 }; 
    652 <a name="l00892"></a>00892  
    653 <a name="l00893"></a>00893  
    654 <a name="l00894"></a>00894 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (migamma_ref); 
    655 <a name="l00895"></a>00895 SHAREDPTR (migamma_ref); 
    656 <a name="l00896"></a>00896  
    657 <a name="l00906"></a><a class="code" href="classbdm_1_1elognorm.html">00906</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1elognorm.html">elognorm</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&lt;ldmat&gt; 
    658 <a name="l00907"></a>00907 { 
    659 <a name="l00908"></a>00908         <span class="keyword">public</span>: 
    660 <a name="l00909"></a><a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba">00909</a>                 vec <a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;ldmat&gt;::sample</a>());}; 
    661 <a name="l00910"></a><a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea">00910</a>                 vec <a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec var = <a class="code" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">enorm&lt;ldmat&gt;::variance</a>();<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> - 0.5*var);}; 
    662 <a name="l00911"></a>00911  
    663 <a name="l00912"></a>00912 }; 
    664 <a name="l00913"></a>00913  
    665 <a name="l00925"></a><a class="code" href="classbdm_1_1mlognorm.html">00925</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;elognorm&gt; 
    666 <a name="l00926"></a>00926 { 
    667 <a name="l00927"></a>00927         <span class="keyword">protected</span>: 
    668 <a name="l00929"></a><a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a">00929</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>; 
    669 <a name="l00930"></a>00930  
    670 <a name="l00932"></a><a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2">00932</a>                 vec &amp;<a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a>; 
    671 <a name="l00933"></a>00933         <span class="keyword">public</span>: 
    672 <a name="l00935"></a><a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41">00935</a>                 <a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41" title="Constructor.">mlognorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1elognorm.html">elognorm</a>&gt;(), 
    673 <a name="l00936"></a>00936                                 <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> (0), 
    674 <a name="l00937"></a>00937                                 <a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu()) { 
    675 <a name="l00938"></a>00938                 } 
    676 <a name="l00939"></a>00939  
    677 <a name="l00941"></a><a class="code" href="classbdm_1_1mlognorm.html#a604cab0e8a76f9041dc3c606043bb39f">00941</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a604cab0e8a76f9041dc3c606043bb39f" title="Set value of k.">set_parameters</a> (<span class="keywordtype">int</span> size, <span class="keywordtype">double</span> k) { 
    678 <a name="l00942"></a>00942                         <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> = 0.5 * log (k * k + 1); 
    679 <a name="l00943"></a>00943                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (size), 2*<a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>*eye (size)); 
    680 <a name="l00944"></a>00944  
    681 <a name="l00945"></a>00945                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size; 
    682 <a name="l00946"></a>00946                 }; 
     465<a name="l00571"></a><a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">00571</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">condition</a> (<span class="keyword">const</span> vec &amp;cond) { 
     466<a name="l00572"></a>00572                         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
     467<a name="l00573"></a>00573 <span class="comment">//R is already assigned;</span> 
     468<a name="l00574"></a>00574                 } 
     469<a name="l00575"></a>00575  
     470<a name="l00577"></a><a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7">00577</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7" title="access function">_mu_const</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;} 
     471<a name="l00579"></a><a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23">00579</a>                 <span class="keyword">const</span> mat&amp; <a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23" title="access function">_A</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>;} 
     472<a name="l00581"></a><a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43">00581</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._R().to_mat(); } 
     473<a name="l00582"></a>00582  
     474<a name="l00584"></a>00584                 <span class="keyword">template</span>&lt;<span class="keyword">typename</span> sq_M&gt; 
     475<a name="l00585"></a>00585                 <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_M, enorm&gt; &amp;ml); 
     476<a name="l00586"></a>00586  
     477<a name="l00587"></a><a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">00587</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564" title="Load from structure with elements:.">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     478<a name="l00588"></a>00588                         <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564" title="Load from structure with elements:.">mpdf::from_setting</a> (<span class="keyword">set</span>); 
     479<a name="l00589"></a>00589  
     480<a name="l00590"></a>00590                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;A&quot;</span>, UI::compulsory); 
     481<a name="l00591"></a>00591                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;const&quot;</span>, UI::compulsory); 
     482<a name="l00592"></a>00592                         mat R0; 
     483<a name="l00593"></a>00593                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R0, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
     484<a name="l00594"></a>00594                         <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, R0); 
     485<a name="l00595"></a>00595                 }; 
     486<a name="l00596"></a>00596 }; 
     487<a name="l00597"></a>00597 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,ldmat); 
     488<a name="l00598"></a>00598 SHAREDPTR2 ( mlnorm, ldmat ); 
     489<a name="l00599"></a>00599 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,fsqmat); 
     490<a name="l00600"></a>00600 SHAREDPTR2 ( mlnorm, fsqmat ); 
     491<a name="l00601"></a>00601 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm, chmat); 
     492<a name="l00602"></a>00602 SHAREDPTR2 ( mlnorm, chmat ); 
     493<a name="l00603"></a>00603  
     494<a name="l00605"></a>00605 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     495<a name="l00606"></a><a class="code" href="classbdm_1_1mgnorm.html">00606</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgnorm.html" title="Mpdf with general function for mean value.">mgnorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; enorm&lt; sq_T &gt; &gt; 
     496<a name="l00607"></a>00607 { 
     497<a name="l00608"></a>00608         <span class="keyword">private</span>: 
     498<a name="l00609"></a>00609 <span class="comment">//                      vec &amp;mu; WHY NOT?</span> 
     499<a name="l00610"></a>00610                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g; 
     500<a name="l00611"></a>00611  
     501<a name="l00612"></a>00612         <span class="keyword">public</span>: 
     502<a name="l00614"></a><a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d">00614</a>                 <a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d" title="default constructor">mgnorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&lt;sq_T&gt; &gt;() { } 
     503<a name="l00616"></a>00616                 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> &amp;g0, <span class="keyword">const</span> sq_T &amp;R0); 
     504<a name="l00617"></a>00617                 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;cond); 
     505<a name="l00618"></a>00618  
     506<a name="l00619"></a>00619  
     507<a name="l00647"></a><a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">00647</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     508<a name="l00648"></a>00648                         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g = UI::build&lt;fnc&gt; (<span class="keyword">set</span>, <span class="stringliteral">&quot;g&quot;</span>, UI::compulsory); 
     509<a name="l00649"></a>00649  
     510<a name="l00650"></a>00650                         mat R; 
     511<a name="l00651"></a>00651                         vec dR; 
     512<a name="l00652"></a>00652                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (dR, <span class="keyword">set</span>, <span class="stringliteral">&quot;dR&quot;</span>)) 
     513<a name="l00653"></a>00653                                 R = diag (dR); 
     514<a name="l00654"></a>00654                         <span class="keywordflow">else</span> 
     515<a name="l00655"></a>00655                                 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
     516<a name="l00656"></a>00656  
     517<a name="l00657"></a>00657                         <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (g, R); 
     518<a name="l00658"></a>00658                 } 
     519<a name="l00659"></a>00659 }; 
     520<a name="l00660"></a>00660  
     521<a name="l00661"></a>00661 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mgnorm, chmat); 
     522<a name="l00662"></a>00662 SHAREDPTR2 ( mgnorm, chmat ); 
     523<a name="l00663"></a>00663  
     524<a name="l00664"></a>00664  
     525<a name="l00672"></a><a class="code" href="classbdm_1_1mlstudent.html">00672</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>&lt;ldmat, enorm&gt; 
     526<a name="l00673"></a>00673 { 
     527<a name="l00674"></a>00674         <span class="keyword">protected</span>: 
     528<a name="l00676"></a><a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657">00676</a>                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>; 
     529<a name="l00678"></a><a class="code" href="classbdm_1_1mlstudent.html#a72e9bda4d6684e07faafc4b2192daf39">00678</a>                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;<a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>; 
     530<a name="l00680"></a><a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8">00680</a>                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a>; 
     531<a name="l00681"></a>00681         <span class="keyword">public</span>: 
     532<a name="l00682"></a>00682                 <a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> () : <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>&lt;<a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&gt; (), 
     533<a name="l00683"></a>00683                                 <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> (),      <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>()) {} 
     534<a name="l00685"></a><a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3">00685</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &amp;A0, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;R0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; Lambda0) { 
     535<a name="l00686"></a>00686                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (mu0, R0);<span class="comment">// was Lambda, why?</span> 
     536<a name="l00687"></a>00687                         <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0; 
     537<a name="l00688"></a>00688                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
     538<a name="l00689"></a>00689                         <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a> = R0; 
     539<a name="l00690"></a>00690                         <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> = Lambda0; 
     540<a name="l00691"></a>00691                 } 
     541<a name="l00692"></a><a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">00692</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">condition</a> (<span class="keyword">const</span> vec &amp;cond) { 
     542<a name="l00693"></a>00693                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
     543<a name="l00694"></a>00694                         <span class="keywordtype">double</span> zeta; 
     544<a name="l00695"></a>00695                         <span class="comment">//ugly hack!</span> 
     545<a name="l00696"></a>00696                         <span class="keywordflow">if</span> ( (cond.length() + 1) == <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>()) { 
     546<a name="l00697"></a>00697                                 zeta = <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>.<a class="code" href="classbdm_1_1ldmat.html#af743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> (concat (cond, vec_1 (1.0))); 
     547<a name="l00698"></a>00698                         } <span class="keywordflow">else</span> { 
     548<a name="l00699"></a>00699                                 zeta = <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>.<a class="code" href="classbdm_1_1ldmat.html#af743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> (cond); 
     549<a name="l00700"></a>00700                         } 
     550<a name="l00701"></a>00701                         <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> = <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a>; 
     551<a name="l00702"></a>00702                         <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> *= (1 + zeta);<span class="comment">// / ( nu ); &lt;&lt; nu is in Re!!!!!!</span> 
     552<a name="l00703"></a>00703                 }; 
     553<a name="l00704"></a>00704  
     554<a name="l00705"></a><a class="code" href="classbdm_1_1mlstudent.html#a55869e091bca0e2af1c3667c05ba6261">00705</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#a55869e091bca0e2af1c3667c05ba6261" title="This method TODO.">validate</a>() { 
     555<a name="l00706"></a>00706                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">&quot;mlstudent: A vs. mu mismatch&quot;</span>); 
     556<a name="l00707"></a>00707                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (<a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows(), <span class="stringliteral">&quot;mlstudent: A vs. R mismatch&quot;</span>); 
     557<a name="l00708"></a>00708                          
     558<a name="l00709"></a>00709                 } 
     559<a name="l00710"></a>00710 }; 
     560<a name="l00720"></a><a class="code" href="classbdm_1_1mgamma.html">00720</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;egamma&gt; 
     561<a name="l00721"></a>00721 { 
     562<a name="l00722"></a>00722         <span class="keyword">protected</span>: 
     563<a name="l00723"></a>00723  
     564<a name="l00725"></a><a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">00725</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>; 
     565<a name="l00726"></a>00726  
     566<a name="l00728"></a><a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312">00728</a>                 vec &amp;<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>; 
     567<a name="l00729"></a>00729  
     568<a name="l00730"></a>00730         <span class="keyword">public</span>: 
     569<a name="l00732"></a><a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1">00732</a>                 <a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1" title="Constructor.">mgamma</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a>&gt;(), <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> (0), 
     570<a name="l00733"></a>00733                                 <a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>()) { 
     571<a name="l00734"></a>00734                 } 
     572<a name="l00735"></a>00735  
     573<a name="l00737"></a>00737                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#aa0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">const</span> vec &amp;beta0); 
     574<a name="l00738"></a>00738  
     575<a name="l00739"></a><a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff">00739</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) {<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / val;}; 
     576<a name="l00749"></a><a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">00749</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     577<a name="l00750"></a>00750                         <a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">mpdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span> 
     578<a name="l00751"></a>00751                         vec betatmp; <span class="comment">// ugly but necessary</span> 
     579<a name="l00752"></a>00752                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (betatmp, <span class="keyword">set</span>, <span class="stringliteral">&quot;beta&quot;</span>, UI::compulsory); 
     580<a name="l00753"></a>00753                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;k&quot;</span>, UI::compulsory); 
     581<a name="l00754"></a>00754                         <a class="code" href="classbdm_1_1mgamma.html#aa0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, betatmp); 
     582<a name="l00755"></a>00755                 } 
     583<a name="l00756"></a>00756 }; 
     584<a name="l00757"></a>00757 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (mgamma); 
     585<a name="l00758"></a>00758 SHAREDPTR (mgamma); 
     586<a name="l00759"></a>00759  
     587<a name="l00769"></a><a class="code" href="classbdm_1_1migamma.html">00769</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;eigamma&gt; 
     588<a name="l00770"></a>00770 { 
     589<a name="l00771"></a>00771         <span class="keyword">protected</span>: 
     590<a name="l00773"></a><a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c">00773</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>; 
     591<a name="l00774"></a>00774  
     592<a name="l00776"></a><a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc">00776</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>; 
     593<a name="l00777"></a>00777  
     594<a name="l00779"></a><a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5">00779</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>; 
     595<a name="l00780"></a>00780  
     596<a name="l00781"></a>00781         <span class="keyword">public</span>: 
     597<a name="l00784"></a>00784                 <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>&gt;(), 
     598<a name="l00785"></a>00785                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
     599<a name="l00786"></a>00786                                 <a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>()), 
     600<a name="l00787"></a>00787                                 <a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>()) { 
     601<a name="l00788"></a>00788                 } 
     602<a name="l00789"></a>00789  
     603<a name="l00790"></a>00790                 <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> &amp;m) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>&gt;(), 
     604<a name="l00791"></a>00791                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
     605<a name="l00792"></a>00792                                 <a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>()), 
     606<a name="l00793"></a>00793                                 <a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>()) { 
     607<a name="l00794"></a>00794                 } 
     608<a name="l00796"></a>00796  
     609<a name="l00798"></a><a class="code" href="classbdm_1_1migamma.html#a8b10ab922e2a7bae2fb6bb3efc7b6151">00798</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#a8b10ab922e2a7bae2fb6bb3efc7b6151" title="Set value of k.">set_parameters</a> (<span class="keywordtype">int</span> len, <span class="keywordtype">double</span> k0) { 
     610<a name="l00799"></a>00799                         <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = k0; 
     611<a name="l00800"></a>00800                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters ( (1.0 / (<a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>*<a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>) + 2.0) *ones (len) <span class="comment">/*alpha*/</span>, ones (len) <span class="comment">/*beta*/</span>); 
     612<a name="l00801"></a>00801                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
     613<a name="l00802"></a>00802                 }; 
     614<a name="l00803"></a><a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c">00803</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
     615<a name="l00804"></a>00804                         <a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> = elem_mult (val, (<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> - 1.0)); 
     616<a name="l00805"></a>00805                 }; 
     617<a name="l00806"></a>00806 }; 
     618<a name="l00807"></a>00807  
     619<a name="l00808"></a>00808  
     620<a name="l00820"></a><a class="code" href="classbdm_1_1mgamma__fix.html">00820</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgamma__fix.html" title="Gamma random walk around a fixed point.">mgamma_fix</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> 
     621<a name="l00821"></a>00821 { 
     622<a name="l00822"></a>00822         <span class="keyword">protected</span>: 
     623<a name="l00824"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa">00824</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>; 
     624<a name="l00826"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2">00826</a>                 vec <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>; 
     625<a name="l00827"></a>00827         <span class="keyword">public</span>: 
     626<a name="l00829"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d">00829</a>                 <a class="code" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d" title="Constructor.">mgamma_fix</a> () : <a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> (), <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> () {}; 
     627<a name="l00831"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2">00831</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0) { 
     628<a name="l00832"></a>00832                         <a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">mgamma::set_parameters</a> (k0, ref0); 
     629<a name="l00833"></a>00833                         <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> = pow (ref0, 1.0 - l0);<a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a> = l0; 
     630<a name="l00834"></a>00834                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
     631<a name="l00835"></a>00835                 }; 
     632<a name="l00836"></a>00836  
     633<a name="l00837"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7">00837</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) {vec mean = elem_mult (<a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>)); <a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / mean;}; 
     634<a name="l00838"></a>00838 }; 
     635<a name="l00839"></a>00839  
     636<a name="l00840"></a>00840  
     637<a name="l00853"></a><a class="code" href="classbdm_1_1migamma__ref.html">00853</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1migamma__ref.html" title="Inverse-Gamma random walk around a fixed point.">migamma_ref</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> 
     638<a name="l00854"></a>00854 { 
     639<a name="l00855"></a>00855         <span class="keyword">protected</span>: 
     640<a name="l00857"></a><a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d">00857</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>; 
     641<a name="l00859"></a><a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6">00859</a>                 vec <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>; 
     642<a name="l00860"></a>00860         <span class="keyword">public</span>: 
     643<a name="l00862"></a><a class="code" href="classbdm_1_1migamma__ref.html#af45b15a10f084991ba6b48295f10421f">00862</a>                 <a class="code" href="classbdm_1_1migamma__ref.html#af45b15a10f084991ba6b48295f10421f" title="Constructor.">migamma_ref</a> () : <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> (), <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> () {}; 
     644<a name="l00864"></a><a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800">00864</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0) { 
     645<a name="l00865"></a>00865                         <a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">migamma::set_parameters</a> (ref0.length(), k0); 
     646<a name="l00866"></a>00866                         <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> = pow (ref0, 1.0 - l0); 
     647<a name="l00867"></a>00867                         <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = l0; 
     648<a name="l00868"></a>00868                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
     649<a name="l00869"></a>00869                 }; 
     650<a name="l00870"></a>00870  
     651<a name="l00871"></a><a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a">00871</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
     652<a name="l00872"></a>00872                         vec mean = elem_mult (<a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>)); 
     653<a name="l00873"></a>00873                         <a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">migamma::condition</a> (mean); 
     654<a name="l00874"></a>00874                 }; 
     655<a name="l00875"></a>00875  
     656<a name="l00896"></a>00896                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#a9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>); 
     657<a name="l00897"></a>00897  
     658<a name="l00898"></a>00898                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
     659<a name="l00899"></a>00899 }; 
     660<a name="l00900"></a>00900  
     661<a name="l00901"></a>00901  
     662<a name="l00902"></a>00902 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (migamma_ref); 
     663<a name="l00903"></a>00903 SHAREDPTR (migamma_ref); 
     664<a name="l00904"></a>00904  
     665<a name="l00914"></a><a class="code" href="classbdm_1_1elognorm.html">00914</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1elognorm.html">elognorm</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&lt;ldmat&gt; 
     666<a name="l00915"></a>00915 { 
     667<a name="l00916"></a>00916         <span class="keyword">public</span>: 
     668<a name="l00917"></a><a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba">00917</a>                 vec <a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;ldmat&gt;::sample</a>());}; 
     669<a name="l00918"></a><a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea">00918</a>                 vec <a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec var = <a class="code" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">enorm&lt;ldmat&gt;::variance</a>();<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> - 0.5*var);}; 
     670<a name="l00919"></a>00919  
     671<a name="l00920"></a>00920 }; 
     672<a name="l00921"></a>00921  
     673<a name="l00933"></a><a class="code" href="classbdm_1_1mlognorm.html">00933</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;elognorm&gt; 
     674<a name="l00934"></a>00934 { 
     675<a name="l00935"></a>00935         <span class="keyword">protected</span>: 
     676<a name="l00937"></a><a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a">00937</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>; 
     677<a name="l00938"></a>00938  
     678<a name="l00940"></a><a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2">00940</a>                 vec &amp;<a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a>; 
     679<a name="l00941"></a>00941         <span class="keyword">public</span>: 
     680<a name="l00943"></a><a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41">00943</a>                 <a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41" title="Constructor.">mlognorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1elognorm.html">elognorm</a>&gt;(), 
     681<a name="l00944"></a>00944                                 <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> (0), 
     682<a name="l00945"></a>00945                                 <a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu()) { 
     683<a name="l00946"></a>00946                 } 
    683684<a name="l00947"></a>00947  
    684 <a name="l00948"></a><a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e">00948</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
    685 <a name="l00949"></a>00949                         <a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> = log (val) - <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>;<span class="comment">//elem_mult ( refl,pow ( val,l ) );</span> 
    686 <a name="l00950"></a>00950                 }; 
    687 <a name="l00951"></a>00951  
    688 <a name="l00970"></a>00970                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a49e45ea13a869da607ef9be7a229128a">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>); 
    689 <a name="l00971"></a>00971  
    690 <a name="l00972"></a>00972                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
    691 <a name="l00973"></a>00973  
    692 <a name="l00974"></a>00974 }; 
    693 <a name="l00975"></a>00975  
    694 <a name="l00976"></a>00976 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (mlognorm); 
    695 <a name="l00977"></a>00977 SHAREDPTR (mlognorm); 
    696 <a name="l00978"></a>00978  
    697 <a name="l00982"></a><a class="code" href="classbdm_1_1eWishartCh.html">00982</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eWishartCh.html">eWishartCh</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> 
    698 <a name="l00983"></a>00983 { 
    699 <a name="l00984"></a>00984         <span class="keyword">protected</span>: 
    700 <a name="l00986"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490">00986</a>                 <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>; 
    701 <a name="l00988"></a><a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f">00988</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; 
    702 <a name="l00990"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3">00990</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a>; 
    703 <a name="l00991"></a>00991         <span class="keyword">public</span>: 
    704 <a name="l00993"></a><a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0">00993</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0" title="Set internal structures.">set_parameters</a> (<span class="keyword">const</span> mat &amp;Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) {<a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a> = <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> (Y0);<a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> = delta0; <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> = <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>(); <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> * <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; } 
    705 <a name="l00995"></a><a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339">00995</a>                 mat <a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()<span class="keyword"> const </span>{ 
    706 <a name="l00996"></a>00996                         mat X = zeros (<a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>, <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>); 
    707 <a name="l00997"></a>00997  
    708 <a name="l00998"></a>00998                         <span class="comment">//sample diagonal</span> 
    709 <a name="l00999"></a>00999                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;i++) { 
    710 <a name="l01000"></a>01000                                 GamRNG.setup (0.5* (<a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> - i) , 0.5);   <span class="comment">// no +1 !! index if from 0</span> 
    711 <a name="l01001"></a>01001 <span class="preprocessor">#pragma omp critical</span> 
    712 <a name="l01002"></a>01002 <span class="preprocessor"></span>                                X (i, i) = sqrt (GamRNG()); 
    713 <a name="l01003"></a>01003                         } 
    714 <a name="l01004"></a>01004                         <span class="comment">//do the rest</span> 
    715 <a name="l01005"></a>01005                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; p;i++) { 
    716 <a name="l01006"></a>01006                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j &lt; p;j++) { 
    717 <a name="l01007"></a>01007 <span class="preprocessor">#pragma omp critical</span> 
    718 <a name="l01008"></a>01008 <span class="preprocessor"></span>                                        X (i, j) = NorRNG.sample(); 
    719 <a name="l01009"></a>01009                                 } 
    720 <a name="l01010"></a>01010                         } 
    721 <a name="l01011"></a>01011                         <span class="keywordflow">return</span> X*<a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>();<span class="comment">// return upper triangular part of the decomposition</span> 
    722 <a name="l01012"></a>01012                 } 
    723 <a name="l01013"></a><a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a">01013</a>                 vec <a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a" title="Returns a sample,  from density .">sample</a> ()<span class="keyword"> const </span>{ 
    724 <a name="l01014"></a>01014                         <span class="keywordflow">return</span> vec (<a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()._data(), <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>*<a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>); 
    725 <a name="l01015"></a>01015                 } 
    726 <a name="l01017"></a><a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981">01017</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981" title="fast access function y0 will be copied into Y.Ch.">setY</a> (<span class="keyword">const</span> mat &amp;Ch0) {copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, Ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data());} 
    727 <a name="l01019"></a><a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a">01019</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a" title="fast access function y0 will be copied into Y.Ch.">_setY</a> (<span class="keyword">const</span> vec &amp;ch0) {copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data()); } 
    728 <a name="l01021"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e">01021</a>                 <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>;} 
    729 <a name="l01022"></a>01022 }; 
    730 <a name="l01023"></a>01023  
    731 <a name="l01025"></a>01025  
    732 <a name="l01027"></a><a class="code" href="classbdm_1_1eiWishartCh.html">01027</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eiWishartCh.html" title="Inverse Wishart on Choleski decomposition.">eiWishartCh</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> 
    733 <a name="l01028"></a>01028 { 
    734 <a name="l01029"></a>01029         <span class="keyword">protected</span>: 
    735 <a name="l01031"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a">01031</a>                 <a class="code" href="classbdm_1_1eWishartCh.html">eWishartCh</a> <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>; 
    736 <a name="l01033"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd">01033</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>; 
    737 <a name="l01035"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464">01035</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a>; 
    738 <a name="l01036"></a>01036         <span class="keyword">public</span>: 
    739 <a name="l01038"></a><a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3">01038</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &amp;Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) { 
    740 <a name="l01039"></a>01039                         <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> = delta0; 
    741 <a name="l01040"></a>01040                         <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0" title="Set internal structures.">set_parameters</a> (inv (Y0), delta0); 
    742 <a name="l01041"></a>01041                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>(); <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a> = Y0.rows(); 
    743 <a name="l01042"></a>01042                 } 
    744 <a name="l01043"></a><a class="code" href="classbdm_1_1eiWishartCh.html#a2f668192cc9c2e3a5b7e608164685a3e">01043</a>                 vec <a class="code" href="classbdm_1_1eiWishartCh.html#a2f668192cc9c2e3a5b7e608164685a3e" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{mat iCh; iCh = inv (<a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()); <span class="keywordflow">return</span> vec (iCh._data(), <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);} 
    745 <a name="l01045"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5">01045</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<span class="keyword">const</span> vec &amp;y0) { 
    746 <a name="l01046"></a>01046                         mat Ch (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>); 
    747 <a name="l01047"></a>01047                         mat iCh (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>); 
    748 <a name="l01048"></a>01048                         copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, y0._data(), Ch._data()); 
    749 <a name="l01049"></a>01049  
    750 <a name="l01050"></a>01050                         iCh = inv (Ch); 
    751 <a name="l01051"></a>01051                         <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981" title="fast access function y0 will be copied into Y.Ch.">setY</a> (iCh); 
    752 <a name="l01052"></a>01052                 } 
    753 <a name="l01053"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb">01053</a>                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
    754 <a name="l01054"></a>01054                         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> X (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>); 
    755 <a name="l01055"></a>01055                         <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; Y = <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>(); 
    756 <a name="l01056"></a>01056  
    757 <a name="l01057"></a>01057                         copy_vector (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>*<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, val._data(), X.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data()); 
    758 <a name="l01058"></a>01058                         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> iX (p);X.<a class="code" href="classbdm_1_1chmat.html#acbf3389db96dff41fb2e9532d59b13c0" title="Inversion in the same form, i.e. cholesky.">inv</a> (iX); 
    759 <a name="l01059"></a>01059                         <span class="comment">// compute</span> 
    760 <a name="l01060"></a>01060 <span class="comment">//                              \frac{ |\Psi|^{m/2}|X|^{-(m+p+1)/2}e^{-tr(\Psi X^{-1})/2} }{ 2^{mp/2}\Gamma_p(m/2)},</span> 
    761 <a name="l01061"></a>01061                         mat M = Y.<a class="code" href="classbdm_1_1chmat.html#a4b4c5d4dbb8a3d585b68d936cb6df31b" title="Conversion to full matrix.">to_mat</a>() * iX.to_mat(); 
    762 <a name="l01062"></a>01062  
    763 <a name="l01063"></a>01063                         <span class="keywordtype">double</span> log1 = 0.5 * p * (2 * Y.<a class="code" href="classbdm_1_1chmat.html#a949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>()) - 0.5 * (<a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> + p + 1) * (2 * X.<a class="code" href="classbdm_1_1chmat.html#a949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>()) - 0.5 * trace (M); 
    764 <a name="l01064"></a>01064                         <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span> 
    765 <a name="l01065"></a>01065  
    766 <a name="l01066"></a>01066                         <span class="comment">/*                              if (0) {</span> 
    767 <a name="l01067"></a>01067 <span class="comment">                                                                mat XX=X.to_mat();</span> 
    768 <a name="l01068"></a>01068 <span class="comment">                                                                mat YY=Y.to_mat();</span> 
    769 <a name="l01069"></a>01069 <span class="comment"></span> 
    770 <a name="l01070"></a>01070 <span class="comment">                                                                double log2 = 0.5*p*log(det(YY))-0.5*(delta+p+1)*log(det(XX))-0.5*trace(YY*inv(XX));</span> 
    771 <a name="l01071"></a>01071 <span class="comment">                                                                cout &lt;&lt; log1 &lt;&lt; &quot;,&quot; &lt;&lt; log2 &lt;&lt; endl;</span> 
    772 <a name="l01072"></a>01072 <span class="comment">                                                        }*/</span> 
    773 <a name="l01073"></a>01073                         <span class="keywordflow">return</span> log1; 
    774 <a name="l01074"></a>01074                 }; 
    775 <a name="l01075"></a>01075  
    776 <a name="l01076"></a>01076 }; 
    777 <a name="l01077"></a>01077  
    778 <a name="l01079"></a><a class="code" href="classbdm_1_1rwiWishartCh.html">01079</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1rwiWishartCh.html" title="Random Walk on inverse Wishart.">rwiWishartCh</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;eiWishartCh&gt; 
    779 <a name="l01080"></a>01080 { 
    780 <a name="l01081"></a>01081         <span class="keyword">protected</span>: 
    781 <a name="l01083"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb">01083</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a>; 
    782 <a name="l01085"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a">01085</a>                 vec <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a>; 
    783 <a name="l01087"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861">01087</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>; 
    784 <a name="l01089"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663">01089</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>; 
    785 <a name="l01090"></a>01090  
    786 <a name="l01091"></a>01091         <span class="keyword">public</span>: 
    787 <a name="l01092"></a>01092                 <a class="code" href="classbdm_1_1rwiWishartCh.html" title="Random Walk on inverse Wishart.">rwiWishartCh</a>() : <a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a> (0), <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> (0), <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> (0) {} 
    788 <a name="l01094"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a28549ee3ce1ff8509360171ea3cf717c">01094</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a28549ee3ce1ff8509360171ea3cf717c" title="constructor function">set_parameters</a> (<span class="keywordtype">int</span> p0, <span class="keywordtype">double</span> k, vec ref0, <span class="keywordtype">double</span> l0) { 
    789 <a name="l01095"></a>01095                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> = p0; 
    790 <a name="l01096"></a>01096                         <span class="keywordtype">double</span> delta = 2 / (k * k) + <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> + 3; 
    791 <a name="l01097"></a>01097                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a> = sqrt (delta - <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> - 1); 
    792 <a name="l01098"></a>01098                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> = l0; 
    793 <a name="l01099"></a>01099                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a> = pow (ref0, 1 - <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>); 
    794 <a name="l01100"></a>01100  
    795 <a name="l01101"></a>01101                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (eye (<a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>), delta); 
    796 <a name="l01102"></a>01102                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>(); 
    797 <a name="l01103"></a>01103                 } 
    798 <a name="l01104"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6">01104</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;c) { 
    799 <a name="l01105"></a>01105                         vec z = c; 
    800 <a name="l01106"></a>01106                         <span class="keywordtype">int</span> ri = 0; 
    801 <a name="l01107"></a>01107                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>*<a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>;i += (p + 1)) {<span class="comment">//trace diagonal element</span> 
    802 <a name="l01108"></a>01108                                 z (i) = pow (z (i), <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>) * <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a> (ri); 
    803 <a name="l01109"></a>01109                                 ri++; 
    804 <a name="l01110"></a>01110                         } 
    805 <a name="l01111"></a>01111  
    806 <a name="l01112"></a>01112                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a>*z); 
    807 <a name="l01113"></a>01113                 } 
    808 <a name="l01114"></a>01114 }; 
    809 <a name="l01115"></a>01115  
    810 <a name="l01117"></a>01117 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }; 
    811 <a name="l01123"></a><a class="code" href="classbdm_1_1eEmp.html">01123</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> 
    812 <a name="l01124"></a>01124 { 
    813 <a name="l01125"></a>01125         <span class="keyword">protected</span> : 
    814 <a name="l01127"></a><a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031">01127</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>; 
    815 <a name="l01129"></a><a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d">01129</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>; 
    816 <a name="l01131"></a><a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3">01131</a>                 Array&lt;vec&gt; <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>; 
    817 <a name="l01132"></a>01132         <span class="keyword">public</span>: 
    818 <a name="l01135"></a>01135                 <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> () : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> (), <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (), <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> () {}; 
    819 <a name="l01137"></a><a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076">01137</a>                 <a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076" title="copy constructor">eEmp</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> &amp;e) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> (e), <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (e.<a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>), <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (e.<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>) {}; 
    820 <a name="l01139"></a>01139  
    821 <a name="l01141"></a>01141                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ae7f8f98310c1de51bd5c8a1c87528f72" title="Set samples and weights.">set_statistics</a> (<span class="keyword">const</span> vec &amp;w0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;pdf0); 
    822 <a name="l01143"></a><a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95">01143</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;pdf0 , <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>) {<a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (ones (n) / n, pdf0);}; 
    823 <a name="l01145"></a>01145                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ab62d802b8ef39f7c4dcbeb366c90951a" title="Set sample.">set_samples</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* pdf0); 
    824 <a name="l01147"></a><a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1">01147</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a> (<span class="keywordtype">int</span> n0, <span class="keywordtype">bool</span> copy = <span class="keyword">true</span>) {<a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = n0; <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>.set_size (n0, copy);<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>.set_size (n0, copy);}; 
    825 <a name="l01149"></a><a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481">01149</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481" title="Set samples.">set_parameters</a> (<span class="keyword">const</span> Array&lt;vec&gt; &amp;Av) { 
    826 <a name="l01150"></a>01150                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a>(Av.size()&gt;0,<span class="stringliteral">&quot;Empty samples&quot;</span>);  
    827 <a name="l01151"></a>01151                         <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = Av.size();  
    828 <a name="l01152"></a>01152                         <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">epdf::set_parameters</a>(Av(0).length()); 
    829 <a name="l01153"></a>01153                         <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>=1/n*ones(n); 
    830 <a name="l01154"></a>01154                         <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>=Av; 
    831 <a name="l01155"></a>01155                 }; 
    832 <a name="l01157"></a><a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef">01157</a>                 vec&amp; <a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 
    833 <a name="l01159"></a><a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714">01159</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714" title="Potentially dangerous, use with care.">_w</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 
    834 <a name="l01161"></a><a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2">01161</a>                 Array&lt;vec&gt;&amp; <a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 
    835 <a name="l01163"></a><a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2">01163</a>                 <span class="keyword">const</span> Array&lt;vec&gt;&amp; <a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2" title="access function">_samples</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 
    836 <a name="l01165"></a>01165                 ivec <a class="code" href="classbdm_1_1eEmp.html#af06ce255de5dbb2313f52ee51f82ba3d" title="Function performs resampling, i.e. removal of low-weight samples and duplication...">resample</a> (RESAMPLING_METHOD method = SYSTEMATIC); 
    837 <a name="l01166"></a>01166  
    838 <a name="l01168"></a><a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270">01168</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270" title="inherited operation : NOT implemented">sample</a>()<span class="keyword"> const </span>{ 
    839 <a name="l01169"></a>01169                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;Not implemented&quot;</span>); 
    840 <a name="l01170"></a>01170                         <span class="keywordflow">return</span> vec(); 
    841 <a name="l01171"></a>01171                 } 
    842 <a name="l01172"></a>01172  
    843 <a name="l01174"></a><a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09">01174</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09" title="inherited operation : NOT implemented">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
    844 <a name="l01175"></a>01175                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;Not implemented&quot;</span>); 
    845 <a name="l01176"></a>01176                         <span class="keywordflow">return</span> 0.0; 
    846 <a name="l01177"></a>01177                 } 
    847 <a name="l01178"></a>01178  
    848 <a name="l01179"></a><a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9">01179</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
    849 <a name="l01180"></a>01180                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    850 <a name="l01181"></a>01181                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) * <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);} 
    851 <a name="l01182"></a>01182                         <span class="keywordflow">return</span> pom; 
    852 <a name="l01183"></a>01183                 } 
    853 <a name="l01184"></a><a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87">01184</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
    854 <a name="l01185"></a>01185                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    855 <a name="l01186"></a>01186                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += pow (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i), 2) * <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);} 
    856 <a name="l01187"></a>01187                         <span class="keywordflow">return</span> pom -pow (<a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>(), 2); 
    857 <a name="l01188"></a>01188                 } 
    858 <a name="l01190"></a><a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f">01190</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f" title="For this class, qbounds are minimum and maximum value of the population!">qbounds</a> (vec &amp;lb, vec &amp;ub, <span class="keywordtype">double</span> perc = 0.95)<span class="keyword"> const </span>{ 
    859 <a name="l01191"></a>01191                         <span class="comment">// lb in inf so than it will be pushed below;</span> 
    860 <a name="l01192"></a>01192                         lb.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    861 <a name="l01193"></a>01193                         ub.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    862 <a name="l01194"></a>01194                         lb = std::numeric_limits&lt;double&gt;::infinity(); 
    863 <a name="l01195"></a>01195                         ub = -std::numeric_limits&lt;double&gt;::infinity(); 
    864 <a name="l01196"></a>01196                         <span class="keywordtype">int</span> j; 
    865 <a name="l01197"></a>01197                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) { 
    866 <a name="l01198"></a>01198                                 <span class="keywordflow">for</span> (j = 0;j &lt; <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; j++) { 
    867 <a name="l01199"></a>01199                                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) &lt; lb (j)) {lb (j) = <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);} 
    868 <a name="l01200"></a>01200                                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) &gt; ub (j)) {ub (j) = <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);} 
    869 <a name="l01201"></a>01201                                 } 
    870 <a name="l01202"></a>01202                         } 
    871 <a name="l01203"></a>01203                 } 
    872 <a name="l01204"></a>01204 }; 
    873 <a name="l01205"></a>01205  
    874 <a name="l01206"></a>01206  
    875 <a name="l01208"></a>01208  
    876 <a name="l01209"></a>01209 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    877 <a name="l01210"></a>01210 <span class="keywordtype">void</span> enorm&lt;sq_T&gt;::set_parameters (<span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0) 
    878 <a name="l01211"></a>01211 { 
    879 <a name="l01212"></a>01212 <span class="comment">//Fixme test dimensions of mu0 and R0;</span> 
    880 <a name="l01213"></a>01213         mu = mu0; 
    881 <a name="l01214"></a>01214         R = R0; 
    882 <a name="l01215"></a>01215         <a class="code" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516" title="This method TODO.">validate</a>(); 
    883 <a name="l01216"></a>01216 }; 
    884 <a name="l01217"></a>01217  
    885 <a name="l01218"></a>01218 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    886 <a name="l01219"></a><a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">01219</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6" title="Load from structure with elements:.">enorm&lt;sq_T&gt;::from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) 
    887 <a name="l01220"></a>01220 { 
    888 <a name="l01221"></a>01221         <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6" title="Load from structure with elements:.">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">//reads rv</span> 
    889 <a name="l01222"></a>01222  
    890 <a name="l01223"></a>01223         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;mu&quot;</span>, UI::compulsory); 
    891 <a name="l01224"></a>01224         mat Rtmp;<span class="comment">// necessary for conversion</span> 
    892 <a name="l01225"></a>01225         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (Rtmp, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
    893 <a name="l01226"></a>01226         <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> = Rtmp; <span class="comment">// conversion</span> 
    894 <a name="l01227"></a>01227         <a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>(); 
    895 <a name="l01228"></a>01228 } 
    896 <a name="l01229"></a>01229  
    897 <a name="l01230"></a>01230 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    898 <a name="l01231"></a><a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2">01231</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::dupdate</a> (mat &amp;v, <span class="keywordtype">double</span> nu) 
    899 <a name="l01232"></a>01232 { 
    900 <a name="l01233"></a>01233         <span class="comment">//</span> 
    901 <a name="l01234"></a>01234 }; 
    902 <a name="l01235"></a>01235  
    903 <a name="l01236"></a>01236 <span class="comment">// template&lt;class sq_T&gt;</span> 
    904 <a name="l01237"></a>01237 <span class="comment">// void enorm&lt;sq_T&gt;::tupdate ( double phi, mat &amp;vbar, double nubar ) {</span> 
    905 <a name="l01238"></a>01238 <span class="comment">//      //</span> 
    906 <a name="l01239"></a>01239 <span class="comment">// };</span> 
    907 <a name="l01240"></a>01240  
    908 <a name="l01241"></a>01241 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    909 <a name="l01242"></a><a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766">01242</a> vec <a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766" title="Returns a sample,  from density .">enorm&lt;sq_T&gt;::sample</a>()<span class="keyword"> const</span> 
    910 <a name="l01243"></a>01243 <span class="keyword"></span>{ 
    911 <a name="l01244"></a>01244         vec x (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    912 <a name="l01245"></a>01245 <span class="preprocessor">#pragma omp critical</span> 
    913 <a name="l01246"></a>01246 <span class="preprocessor"></span>        NorRNG.sample_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, x); 
    914 <a name="l01247"></a>01247         vec smp = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult (x); 
     685<a name="l00949"></a><a class="code" href="classbdm_1_1mlognorm.html#a604cab0e8a76f9041dc3c606043bb39f">00949</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a604cab0e8a76f9041dc3c606043bb39f" title="Set value of k.">set_parameters</a> (<span class="keywordtype">int</span> size, <span class="keywordtype">double</span> k) { 
     686<a name="l00950"></a>00950                         <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> = 0.5 * log (k * k + 1); 
     687<a name="l00951"></a>00951                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (size), 2*<a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>*eye (size)); 
     688<a name="l00952"></a>00952  
     689<a name="l00953"></a>00953                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size; 
     690<a name="l00954"></a>00954                 }; 
     691<a name="l00955"></a>00955  
     692<a name="l00956"></a><a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e">00956</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
     693<a name="l00957"></a>00957                         <a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> = log (val) - <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>;<span class="comment">//elem_mult ( refl,pow ( val,l ) );</span> 
     694<a name="l00958"></a>00958                 }; 
     695<a name="l00959"></a>00959  
     696<a name="l00978"></a>00978                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a49e45ea13a869da607ef9be7a229128a">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>); 
     697<a name="l00979"></a>00979  
     698<a name="l00980"></a>00980                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
     699<a name="l00981"></a>00981  
     700<a name="l00982"></a>00982 }; 
     701<a name="l00983"></a>00983  
     702<a name="l00984"></a>00984 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (mlognorm); 
     703<a name="l00985"></a>00985 SHAREDPTR (mlognorm); 
     704<a name="l00986"></a>00986  
     705<a name="l00990"></a><a class="code" href="classbdm_1_1eWishartCh.html">00990</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eWishartCh.html">eWishartCh</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> 
     706<a name="l00991"></a>00991 { 
     707<a name="l00992"></a>00992         <span class="keyword">protected</span>: 
     708<a name="l00994"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490">00994</a>                 <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>; 
     709<a name="l00996"></a><a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f">00996</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; 
     710<a name="l00998"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3">00998</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a>; 
     711<a name="l00999"></a>00999         <span class="keyword">public</span>: 
     712<a name="l01001"></a><a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0">01001</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0" title="Set internal structures.">set_parameters</a> (<span class="keyword">const</span> mat &amp;Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) {<a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a> = <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> (Y0);<a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> = delta0; <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> = <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>(); <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> * <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; } 
     713<a name="l01003"></a><a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339">01003</a>                 mat <a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()<span class="keyword"> const </span>{ 
     714<a name="l01004"></a>01004                         mat X = zeros (<a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>, <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>); 
     715<a name="l01005"></a>01005  
     716<a name="l01006"></a>01006                         <span class="comment">//sample diagonal</span> 
     717<a name="l01007"></a>01007                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;i++) { 
     718<a name="l01008"></a>01008                                 GamRNG.setup (0.5* (<a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> - i) , 0.5);   <span class="comment">// no +1 !! index if from 0</span> 
     719<a name="l01009"></a>01009 <span class="preprocessor">#pragma omp critical</span> 
     720<a name="l01010"></a>01010 <span class="preprocessor"></span>                                X (i, i) = sqrt (GamRNG()); 
     721<a name="l01011"></a>01011                         } 
     722<a name="l01012"></a>01012                         <span class="comment">//do the rest</span> 
     723<a name="l01013"></a>01013                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; p;i++) { 
     724<a name="l01014"></a>01014                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j &lt; p;j++) { 
     725<a name="l01015"></a>01015 <span class="preprocessor">#pragma omp critical</span> 
     726<a name="l01016"></a>01016 <span class="preprocessor"></span>                                        X (i, j) = NorRNG.sample(); 
     727<a name="l01017"></a>01017                                 } 
     728<a name="l01018"></a>01018                         } 
     729<a name="l01019"></a>01019                         <span class="keywordflow">return</span> X*<a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>();<span class="comment">// return upper triangular part of the decomposition</span> 
     730<a name="l01020"></a>01020                 } 
     731<a name="l01021"></a><a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a">01021</a>                 vec <a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a" title="Returns a sample,  from density .">sample</a> ()<span class="keyword"> const </span>{ 
     732<a name="l01022"></a>01022                         <span class="keywordflow">return</span> vec (<a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()._data(), <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>*<a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>); 
     733<a name="l01023"></a>01023                 } 
     734<a name="l01025"></a><a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981">01025</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981" title="fast access function y0 will be copied into Y.Ch.">setY</a> (<span class="keyword">const</span> mat &amp;Ch0) {copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, Ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data());} 
     735<a name="l01027"></a><a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a">01027</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a" title="fast access function y0 will be copied into Y.Ch.">_setY</a> (<span class="keyword">const</span> vec &amp;ch0) {copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data()); } 
     736<a name="l01029"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e">01029</a>                 <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>;} 
     737<a name="l01030"></a>01030 }; 
     738<a name="l01031"></a>01031  
     739<a name="l01033"></a>01033  
     740<a name="l01035"></a><a class="code" href="classbdm_1_1eiWishartCh.html">01035</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eiWishartCh.html" title="Inverse Wishart on Choleski decomposition.">eiWishartCh</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> 
     741<a name="l01036"></a>01036 { 
     742<a name="l01037"></a>01037         <span class="keyword">protected</span>: 
     743<a name="l01039"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a">01039</a>                 <a class="code" href="classbdm_1_1eWishartCh.html">eWishartCh</a> <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>; 
     744<a name="l01041"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd">01041</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>; 
     745<a name="l01043"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464">01043</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a>; 
     746<a name="l01044"></a>01044         <span class="keyword">public</span>: 
     747<a name="l01046"></a><a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3">01046</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &amp;Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) { 
     748<a name="l01047"></a>01047                         <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> = delta0; 
     749<a name="l01048"></a>01048                         <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0" title="Set internal structures.">set_parameters</a> (inv (Y0), delta0); 
     750<a name="l01049"></a>01049                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>(); <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a> = Y0.rows(); 
     751<a name="l01050"></a>01050                 } 
     752<a name="l01051"></a><a class="code" href="classbdm_1_1eiWishartCh.html#a2f668192cc9c2e3a5b7e608164685a3e">01051</a>                 vec <a class="code" href="classbdm_1_1eiWishartCh.html#a2f668192cc9c2e3a5b7e608164685a3e" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{mat iCh; iCh = inv (<a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()); <span class="keywordflow">return</span> vec (iCh._data(), <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);} 
     753<a name="l01053"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5">01053</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<span class="keyword">const</span> vec &amp;y0) { 
     754<a name="l01054"></a>01054                         mat Ch (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>); 
     755<a name="l01055"></a>01055                         mat iCh (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>); 
     756<a name="l01056"></a>01056                         copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, y0._data(), Ch._data()); 
     757<a name="l01057"></a>01057  
     758<a name="l01058"></a>01058                         iCh = inv (Ch); 
     759<a name="l01059"></a>01059                         <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981" title="fast access function y0 will be copied into Y.Ch.">setY</a> (iCh); 
     760<a name="l01060"></a>01060                 } 
     761<a name="l01061"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb">01061</a>                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
     762<a name="l01062"></a>01062                         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> X (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>); 
     763<a name="l01063"></a>01063                         <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; Y = <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>(); 
     764<a name="l01064"></a>01064  
     765<a name="l01065"></a>01065                         copy_vector (<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>*<a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, val._data(), X.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data()); 
     766<a name="l01066"></a>01066                         <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> iX (p);X.<a class="code" href="classbdm_1_1chmat.html#acbf3389db96dff41fb2e9532d59b13c0" title="Inversion in the same form, i.e. cholesky.">inv</a> (iX); 
     767<a name="l01067"></a>01067                         <span class="comment">// compute</span> 
     768<a name="l01068"></a>01068 <span class="comment">//                              \frac{ |\Psi|^{m/2}|X|^{-(m+p+1)/2}e^{-tr(\Psi X^{-1})/2} }{ 2^{mp/2}\Gamma_p(m/2)},</span> 
     769<a name="l01069"></a>01069                         mat M = Y.<a class="code" href="classbdm_1_1chmat.html#a4b4c5d4dbb8a3d585b68d936cb6df31b" title="Conversion to full matrix.">to_mat</a>() * iX.to_mat(); 
     770<a name="l01070"></a>01070  
     771<a name="l01071"></a>01071                         <span class="keywordtype">double</span> log1 = 0.5 * p * (2 * Y.<a class="code" href="classbdm_1_1chmat.html#a949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>()) - 0.5 * (<a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> + p + 1) * (2 * X.<a class="code" href="classbdm_1_1chmat.html#a949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>()) - 0.5 * trace (M); 
     772<a name="l01072"></a>01072                         <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span> 
     773<a name="l01073"></a>01073  
     774<a name="l01074"></a>01074                         <span class="comment">/*                              if (0) {</span> 
     775<a name="l01075"></a>01075 <span class="comment">                                                                mat XX=X.to_mat();</span> 
     776<a name="l01076"></a>01076 <span class="comment">                                                                mat YY=Y.to_mat();</span> 
     777<a name="l01077"></a>01077 <span class="comment"></span> 
     778<a name="l01078"></a>01078 <span class="comment">                                                                double log2 = 0.5*p*log(det(YY))-0.5*(delta+p+1)*log(det(XX))-0.5*trace(YY*inv(XX));</span> 
     779<a name="l01079"></a>01079 <span class="comment">                                                                cout &lt;&lt; log1 &lt;&lt; &quot;,&quot; &lt;&lt; log2 &lt;&lt; endl;</span> 
     780<a name="l01080"></a>01080 <span class="comment">                                                        }*/</span> 
     781<a name="l01081"></a>01081                         <span class="keywordflow">return</span> log1; 
     782<a name="l01082"></a>01082                 }; 
     783<a name="l01083"></a>01083  
     784<a name="l01084"></a>01084 }; 
     785<a name="l01085"></a>01085  
     786<a name="l01087"></a><a class="code" href="classbdm_1_1rwiWishartCh.html">01087</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1rwiWishartCh.html" title="Random Walk on inverse Wishart.">rwiWishartCh</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;eiWishartCh&gt; 
     787<a name="l01088"></a>01088 { 
     788<a name="l01089"></a>01089         <span class="keyword">protected</span>: 
     789<a name="l01091"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb">01091</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a>; 
     790<a name="l01093"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a">01093</a>                 vec <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a>; 
     791<a name="l01095"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861">01095</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>; 
     792<a name="l01097"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663">01097</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>; 
     793<a name="l01098"></a>01098  
     794<a name="l01099"></a>01099         <span class="keyword">public</span>: 
     795<a name="l01100"></a>01100                 <a class="code" href="classbdm_1_1rwiWishartCh.html" title="Random Walk on inverse Wishart.">rwiWishartCh</a>() : <a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a> (0), <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> (0), <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> (0) {} 
     796<a name="l01102"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a28549ee3ce1ff8509360171ea3cf717c">01102</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a28549ee3ce1ff8509360171ea3cf717c" title="constructor function">set_parameters</a> (<span class="keywordtype">int</span> p0, <span class="keywordtype">double</span> k, vec ref0, <span class="keywordtype">double</span> l0) { 
     797<a name="l01103"></a>01103                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> = p0; 
     798<a name="l01104"></a>01104                         <span class="keywordtype">double</span> delta = 2 / (k * k) + <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> + 3; 
     799<a name="l01105"></a>01105                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a> = sqrt (delta - <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> - 1); 
     800<a name="l01106"></a>01106                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> = l0; 
     801<a name="l01107"></a>01107                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a> = pow (ref0, 1 - <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>); 
     802<a name="l01108"></a>01108  
     803<a name="l01109"></a>01109                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (eye (<a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>), delta); 
     804<a name="l01110"></a>01110                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>(); 
     805<a name="l01111"></a>01111                 } 
     806<a name="l01112"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6">01112</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;c) { 
     807<a name="l01113"></a>01113                         vec z = c; 
     808<a name="l01114"></a>01114                         <span class="keywordtype">int</span> ri = 0; 
     809<a name="l01115"></a>01115                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>*<a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>;i += (p + 1)) {<span class="comment">//trace diagonal element</span> 
     810<a name="l01116"></a>01116                                 z (i) = pow (z (i), <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>) * <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a> (ri); 
     811<a name="l01117"></a>01117                                 ri++; 
     812<a name="l01118"></a>01118                         } 
     813<a name="l01119"></a>01119  
     814<a name="l01120"></a>01120                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a>*z); 
     815<a name="l01121"></a>01121                 } 
     816<a name="l01122"></a>01122 }; 
     817<a name="l01123"></a>01123  
     818<a name="l01125"></a>01125 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }; 
     819<a name="l01131"></a><a class="code" href="classbdm_1_1eEmp.html">01131</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> 
     820<a name="l01132"></a>01132 { 
     821<a name="l01133"></a>01133         <span class="keyword">protected</span> : 
     822<a name="l01135"></a><a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031">01135</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>; 
     823<a name="l01137"></a><a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d">01137</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>; 
     824<a name="l01139"></a><a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3">01139</a>                 Array&lt;vec&gt; <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>; 
     825<a name="l01140"></a>01140         <span class="keyword">public</span>: 
     826<a name="l01143"></a>01143                 <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> () : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> (), <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (), <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> () {}; 
     827<a name="l01145"></a><a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076">01145</a>                 <a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076" title="copy constructor">eEmp</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> &amp;e) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> (e), <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (e.<a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>), <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (e.<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>) {}; 
     828<a name="l01147"></a>01147  
     829<a name="l01149"></a>01149                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ae7f8f98310c1de51bd5c8a1c87528f72" title="Set samples and weights.">set_statistics</a> (<span class="keyword">const</span> vec &amp;w0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;pdf0); 
     830<a name="l01151"></a><a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95">01151</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;pdf0 , <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>) {<a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (ones (n) / n, pdf0);}; 
     831<a name="l01153"></a>01153                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ab62d802b8ef39f7c4dcbeb366c90951a" title="Set sample.">set_samples</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* pdf0); 
     832<a name="l01155"></a><a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1">01155</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">set_parameters</a> (<span class="keywordtype">int</span> n0, <span class="keywordtype">bool</span> copy = <span class="keyword">true</span>) {<a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = n0; <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>.set_size (n0, copy);<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>.set_size (n0, copy);}; 
     833<a name="l01157"></a><a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481">01157</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481" title="Set samples.">set_parameters</a> (<span class="keyword">const</span> Array&lt;vec&gt; &amp;Av) { 
     834<a name="l01158"></a>01158                         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a>(Av.size()&gt;0,<span class="stringliteral">&quot;Empty samples&quot;</span>);  
     835<a name="l01159"></a>01159                         <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = Av.size();  
     836<a name="l01160"></a>01160                         <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">epdf::set_parameters</a>(Av(0).length()); 
     837<a name="l01161"></a>01161                         <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>=1/n*ones(n); 
     838<a name="l01162"></a>01162                         <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>=Av; 
     839<a name="l01163"></a>01163                 }; 
     840<a name="l01165"></a><a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef">01165</a>                 vec&amp; <a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 
     841<a name="l01167"></a><a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714">01167</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714" title="Potentially dangerous, use with care.">_w</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 
     842<a name="l01169"></a><a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2">01169</a>                 Array&lt;vec&gt;&amp; <a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 
     843<a name="l01171"></a><a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2">01171</a>                 <span class="keyword">const</span> Array&lt;vec&gt;&amp; <a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2" title="access function">_samples</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 
     844<a name="l01173"></a>01173                 ivec <a class="code" href="classbdm_1_1eEmp.html#af06ce255de5dbb2313f52ee51f82ba3d" title="Function performs resampling, i.e. removal of low-weight samples and duplication...">resample</a> (RESAMPLING_METHOD method = SYSTEMATIC); 
     845<a name="l01174"></a>01174  
     846<a name="l01176"></a><a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270">01176</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270" title="inherited operation : NOT implemented">sample</a>()<span class="keyword"> const </span>{ 
     847<a name="l01177"></a>01177                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;Not implemented&quot;</span>); 
     848<a name="l01178"></a>01178                         <span class="keywordflow">return</span> vec(); 
     849<a name="l01179"></a>01179                 } 
     850<a name="l01180"></a>01180  
     851<a name="l01182"></a><a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09">01182</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09" title="inherited operation : NOT implemented">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
     852<a name="l01183"></a>01183                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;Not implemented&quot;</span>); 
     853<a name="l01184"></a>01184                         <span class="keywordflow">return</span> 0.0; 
     854<a name="l01185"></a>01185                 } 
     855<a name="l01186"></a>01186  
     856<a name="l01187"></a><a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9">01187</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
     857<a name="l01188"></a>01188                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     858<a name="l01189"></a>01189                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) * <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);} 
     859<a name="l01190"></a>01190                         <span class="keywordflow">return</span> pom; 
     860<a name="l01191"></a>01191                 } 
     861<a name="l01192"></a><a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87">01192</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
     862<a name="l01193"></a>01193                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     863<a name="l01194"></a>01194                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += pow (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i), 2) * <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);} 
     864<a name="l01195"></a>01195                         <span class="keywordflow">return</span> pom -pow (<a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>(), 2); 
     865<a name="l01196"></a>01196                 } 
     866<a name="l01198"></a><a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f">01198</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f" title="For this class, qbounds are minimum and maximum value of the population!">qbounds</a> (vec &amp;lb, vec &amp;ub, <span class="keywordtype">double</span> perc = 0.95)<span class="keyword"> const </span>{ 
     867<a name="l01199"></a>01199                         <span class="comment">// lb in inf so than it will be pushed below;</span> 
     868<a name="l01200"></a>01200                         lb.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     869<a name="l01201"></a>01201                         ub.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     870<a name="l01202"></a>01202                         lb = std::numeric_limits&lt;double&gt;::infinity(); 
     871<a name="l01203"></a>01203                         ub = -std::numeric_limits&lt;double&gt;::infinity(); 
     872<a name="l01204"></a>01204                         <span class="keywordtype">int</span> j; 
     873<a name="l01205"></a>01205                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) { 
     874<a name="l01206"></a>01206                                 <span class="keywordflow">for</span> (j = 0;j &lt; <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; j++) { 
     875<a name="l01207"></a>01207                                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) &lt; lb (j)) {lb (j) = <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);} 
     876<a name="l01208"></a>01208                                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) &gt; ub (j)) {ub (j) = <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);} 
     877<a name="l01209"></a>01209                                 } 
     878<a name="l01210"></a>01210                         } 
     879<a name="l01211"></a>01211                 } 
     880<a name="l01212"></a>01212 }; 
     881<a name="l01213"></a>01213  
     882<a name="l01214"></a>01214  
     883<a name="l01216"></a>01216  
     884<a name="l01217"></a>01217 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     885<a name="l01218"></a>01218 <span class="keywordtype">void</span> enorm&lt;sq_T&gt;::set_parameters (<span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0) 
     886<a name="l01219"></a>01219 { 
     887<a name="l01220"></a>01220 <span class="comment">//Fixme test dimensions of mu0 and R0;</span> 
     888<a name="l01221"></a>01221         mu = mu0; 
     889<a name="l01222"></a>01222         R = R0; 
     890<a name="l01223"></a>01223         <a class="code" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516" title="This method TODO.">validate</a>(); 
     891<a name="l01224"></a>01224 }; 
     892<a name="l01225"></a>01225  
     893<a name="l01226"></a>01226 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     894<a name="l01227"></a><a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">01227</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6" title="Load from structure with elements:.">enorm&lt;sq_T&gt;::from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) 
     895<a name="l01228"></a>01228 { 
     896<a name="l01229"></a>01229         <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6" title="Load from structure with elements:.">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">//reads rv</span> 
     897<a name="l01230"></a>01230  
     898<a name="l01231"></a>01231         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;mu&quot;</span>, UI::compulsory); 
     899<a name="l01232"></a>01232         mat Rtmp;<span class="comment">// necessary for conversion</span> 
     900<a name="l01233"></a>01233         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (Rtmp, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
     901<a name="l01234"></a>01234         <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> = Rtmp; <span class="comment">// conversion</span> 
     902<a name="l01235"></a>01235         <a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>(); 
     903<a name="l01236"></a>01236 } 
     904<a name="l01237"></a>01237  
     905<a name="l01238"></a>01238 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     906<a name="l01239"></a><a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2">01239</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::dupdate</a> (mat &amp;v, <span class="keywordtype">double</span> nu) 
     907<a name="l01240"></a>01240 { 
     908<a name="l01241"></a>01241         <span class="comment">//</span> 
     909<a name="l01242"></a>01242 }; 
     910<a name="l01243"></a>01243  
     911<a name="l01244"></a>01244 <span class="comment">// template&lt;class sq_T&gt;</span> 
     912<a name="l01245"></a>01245 <span class="comment">// void enorm&lt;sq_T&gt;::tupdate ( double phi, mat &amp;vbar, double nubar ) {</span> 
     913<a name="l01246"></a>01246 <span class="comment">//      //</span> 
     914<a name="l01247"></a>01247 <span class="comment">// };</span> 
    915915<a name="l01248"></a>01248  
    916 <a name="l01249"></a>01249         smp += <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>; 
    917 <a name="l01250"></a>01250         <span class="keywordflow">return</span> smp; 
    918 <a name="l01251"></a>01251 }; 
    919 <a name="l01252"></a>01252  
    920 <a name="l01253"></a>01253 <span class="comment">// template&lt;class sq_T&gt;</span> 
    921 <a name="l01254"></a>01254 <span class="comment">// double enorm&lt;sq_T&gt;::eval ( const vec &amp;val ) const {</span> 
    922 <a name="l01255"></a>01255 <span class="comment">//      double pdfl,e;</span> 
    923 <a name="l01256"></a>01256 <span class="comment">//      pdfl = evallog ( val );</span> 
    924 <a name="l01257"></a>01257 <span class="comment">//      e = exp ( pdfl );</span> 
    925 <a name="l01258"></a>01258 <span class="comment">//      return e;</span> 
    926 <a name="l01259"></a>01259 <span class="comment">// };</span> 
     916<a name="l01249"></a>01249 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     917<a name="l01250"></a><a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766">01250</a> vec <a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766" title="Returns a sample,  from density .">enorm&lt;sq_T&gt;::sample</a>()<span class="keyword"> const</span> 
     918<a name="l01251"></a>01251 <span class="keyword"></span>{ 
     919<a name="l01252"></a>01252         vec x (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     920<a name="l01253"></a>01253 <span class="preprocessor">#pragma omp critical</span> 
     921<a name="l01254"></a>01254 <span class="preprocessor"></span>        NorRNG.sample_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, x); 
     922<a name="l01255"></a>01255         vec smp = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult (x); 
     923<a name="l01256"></a>01256  
     924<a name="l01257"></a>01257         smp += <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>; 
     925<a name="l01258"></a>01258         <span class="keywordflow">return</span> smp; 
     926<a name="l01259"></a>01259 }; 
    927927<a name="l01260"></a>01260  
    928 <a name="l01261"></a>01261 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    929 <a name="l01262"></a><a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3">01262</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">enorm&lt;sq_T&gt;::evallog_nn</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const</span> 
    930 <a name="l01263"></a>01263 <span class="keyword"></span>{ 
    931 <a name="l01264"></a>01264         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
    932 <a name="l01265"></a>01265         <span class="keywordtype">double</span> tmp = -0.5 * (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.invqform (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> - val));<span class="comment">// - lognc();</span> 
    933 <a name="l01266"></a>01266         <span class="keywordflow">return</span>  tmp; 
    934 <a name="l01267"></a>01267 }; 
     928<a name="l01261"></a>01261 <span class="comment">// template&lt;class sq_T&gt;</span> 
     929<a name="l01262"></a>01262 <span class="comment">// double enorm&lt;sq_T&gt;::eval ( const vec &amp;val ) const {</span> 
     930<a name="l01263"></a>01263 <span class="comment">//      double pdfl,e;</span> 
     931<a name="l01264"></a>01264 <span class="comment">//      pdfl = evallog ( val );</span> 
     932<a name="l01265"></a>01265 <span class="comment">//      e = exp ( pdfl );</span> 
     933<a name="l01266"></a>01266 <span class="comment">//      return e;</span> 
     934<a name="l01267"></a>01267 <span class="comment">// };</span> 
    935935<a name="l01268"></a>01268  
    936936<a name="l01269"></a>01269 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    937 <a name="l01270"></a><a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32">01270</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">enorm&lt;sq_T&gt;::lognc</a> ()<span class="keyword"> const</span> 
     937<a name="l01270"></a><a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3">01270</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">enorm&lt;sq_T&gt;::evallog_nn</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const</span> 
    938938<a name="l01271"></a>01271 <span class="keyword"></span>{ 
    939939<a name="l01272"></a>01272         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
    940 <a name="l01273"></a>01273         <span class="keywordtype">double</span> tmp = 0.5 * (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 + <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.logdet()); 
    941 <a name="l01274"></a>01274         <span class="keywordflow">return</span> tmp; 
     940<a name="l01273"></a>01273         <span class="keywordtype">double</span> tmp = -0.5 * (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.invqform (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> - val));<span class="comment">// - lognc();</span> 
     941<a name="l01274"></a>01274         <span class="keywordflow">return</span>  tmp; 
    942942<a name="l01275"></a>01275 }; 
    943943<a name="l01276"></a>01276  
    944 <a name="l01277"></a>01277  
    945 <a name="l01278"></a>01278 <span class="comment">// template&lt;class sq_T&gt;</span> 
    946 <a name="l01279"></a>01279 <span class="comment">// vec mlnorm&lt;sq_T&gt;::samplecond (const  vec &amp;cond, double &amp;lik ) {</span> 
    947 <a name="l01280"></a>01280 <span class="comment">//      this-&gt;condition ( cond );</span> 
    948 <a name="l01281"></a>01281 <span class="comment">//      vec smp = epdf.sample();</span> 
    949 <a name="l01282"></a>01282 <span class="comment">//      lik = epdf.eval ( smp );</span> 
    950 <a name="l01283"></a>01283 <span class="comment">//      return smp;</span> 
    951 <a name="l01284"></a>01284 <span class="comment">// }</span> 
     944<a name="l01277"></a>01277 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     945<a name="l01278"></a><a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32">01278</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">enorm&lt;sq_T&gt;::lognc</a> ()<span class="keyword"> const</span> 
     946<a name="l01279"></a>01279 <span class="keyword"></span>{ 
     947<a name="l01280"></a>01280         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
     948<a name="l01281"></a>01281         <span class="keywordtype">double</span> tmp = 0.5 * (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 + <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.logdet()); 
     949<a name="l01282"></a>01282         <span class="keywordflow">return</span> tmp; 
     950<a name="l01283"></a>01283 }; 
     951<a name="l01284"></a>01284  
    952952<a name="l01285"></a>01285  
    953953<a name="l01286"></a>01286 <span class="comment">// template&lt;class sq_T&gt;</span> 
    954 <a name="l01287"></a>01287 <span class="comment">// mat mlnorm&lt;sq_T&gt;::samplecond (const vec &amp;cond, vec &amp;lik, int n ) {</span> 
    955 <a name="l01288"></a>01288 <span class="comment">//      int i;</span> 
    956 <a name="l01289"></a>01289 <span class="comment">//      int dim = rv.count();</span> 
    957 <a name="l01290"></a>01290 <span class="comment">//      mat Smp ( dim,n );</span> 
    958 <a name="l01291"></a>01291 <span class="comment">//      vec smp ( dim );</span> 
    959 <a name="l01292"></a>01292 <span class="comment">//      this-&gt;condition ( cond );</span> 
    960 <a name="l01293"></a>01293 <span class="comment">//</span> 
    961 <a name="l01294"></a>01294 <span class="comment">//      for ( i=0; i&lt;n; i++ ) {</span> 
    962 <a name="l01295"></a>01295 <span class="comment">//              smp = epdf.sample();</span> 
    963 <a name="l01296"></a>01296 <span class="comment">//              lik ( i ) = epdf.eval ( smp );</span> 
    964 <a name="l01297"></a>01297 <span class="comment">//              Smp.set_col ( i ,smp );</span> 
    965 <a name="l01298"></a>01298 <span class="comment">//      }</span> 
    966 <a name="l01299"></a>01299 <span class="comment">//</span> 
    967 <a name="l01300"></a>01300 <span class="comment">//      return Smp;</span> 
    968 <a name="l01301"></a>01301 <span class="comment">// }</span> 
    969 <a name="l01302"></a>01302  
    970 <a name="l01303"></a>01303  
    971 <a name="l01304"></a>01304 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    972 <a name="l01305"></a><a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08">01305</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm&lt;sq_T&gt;::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn )<span class="keyword"> const</span> 
    973 <a name="l01306"></a>01306 <span class="keyword"></span>{ 
    974 <a name="l01307"></a>01307         <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> *tmp = <span class="keyword">new</span> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> (); 
    975 <a name="l01308"></a>01308         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> narrow(tmp); 
    976 <a name="l01309"></a>01309         <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( rvn, *tmp ); 
    977 <a name="l01310"></a>01310         <span class="keywordflow">return</span> narrow; 
    978 <a name="l01311"></a>01311 } 
    979 <a name="l01312"></a>01312  
    980 <a name="l01313"></a>01313 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    981 <a name="l01314"></a>01314 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm&lt;sq_T&gt;::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> &amp;target )<span class="keyword"> const</span> 
    982 <a name="l01315"></a>01315 <span class="keyword"></span>{ 
    983 <a name="l01316"></a>01316         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (<a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">&quot;rv description is not assigned&quot;</span>); 
    984 <a name="l01317"></a>01317         ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
    985 <a name="l01318"></a>01318  
    986 <a name="l01319"></a>01319         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, irvn);  <span class="comment">// select rows and columns of R</span> 
     954<a name="l01287"></a>01287 <span class="comment">// vec mlnorm&lt;sq_T&gt;::samplecond (const  vec &amp;cond, double &amp;lik ) {</span> 
     955<a name="l01288"></a>01288 <span class="comment">//      this-&gt;condition ( cond );</span> 
     956<a name="l01289"></a>01289 <span class="comment">//      vec smp = epdf.sample();</span> 
     957<a name="l01290"></a>01290 <span class="comment">//      lik = epdf.eval ( smp );</span> 
     958<a name="l01291"></a>01291 <span class="comment">//      return smp;</span> 
     959<a name="l01292"></a>01292 <span class="comment">// }</span> 
     960<a name="l01293"></a>01293  
     961<a name="l01294"></a>01294 <span class="comment">// template&lt;class sq_T&gt;</span> 
     962<a name="l01295"></a>01295 <span class="comment">// mat mlnorm&lt;sq_T&gt;::samplecond (const vec &amp;cond, vec &amp;lik, int n ) {</span> 
     963<a name="l01296"></a>01296 <span class="comment">//      int i;</span> 
     964<a name="l01297"></a>01297 <span class="comment">//      int dim = rv.count();</span> 
     965<a name="l01298"></a>01298 <span class="comment">//      mat Smp ( dim,n );</span> 
     966<a name="l01299"></a>01299 <span class="comment">//      vec smp ( dim );</span> 
     967<a name="l01300"></a>01300 <span class="comment">//      this-&gt;condition ( cond );</span> 
     968<a name="l01301"></a>01301 <span class="comment">//</span> 
     969<a name="l01302"></a>01302 <span class="comment">//      for ( i=0; i&lt;n; i++ ) {</span> 
     970<a name="l01303"></a>01303 <span class="comment">//              smp = epdf.sample();</span> 
     971<a name="l01304"></a>01304 <span class="comment">//              lik ( i ) = epdf.eval ( smp );</span> 
     972<a name="l01305"></a>01305 <span class="comment">//              Smp.set_col ( i ,smp );</span> 
     973<a name="l01306"></a>01306 <span class="comment">//      }</span> 
     974<a name="l01307"></a>01307 <span class="comment">//</span> 
     975<a name="l01308"></a>01308 <span class="comment">//      return Smp;</span> 
     976<a name="l01309"></a>01309 <span class="comment">// }</span> 
     977<a name="l01310"></a>01310  
     978<a name="l01311"></a>01311  
     979<a name="l01312"></a>01312 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     980<a name="l01313"></a><a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08">01313</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm&lt;sq_T&gt;::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn )<span class="keyword"> const</span> 
     981<a name="l01314"></a>01314 <span class="keyword"></span>{ 
     982<a name="l01315"></a>01315         <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> *tmp = <span class="keyword">new</span> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> (); 
     983<a name="l01316"></a>01316         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> narrow(tmp); 
     984<a name="l01317"></a>01317         <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( rvn, *tmp ); 
     985<a name="l01318"></a>01318         <span class="keywordflow">return</span> narrow; 
     986<a name="l01319"></a>01319 } 
    987987<a name="l01320"></a>01320  
    988 <a name="l01321"></a>01321         target.<a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rvn ); 
    989 <a name="l01322"></a>01322         target.set_parameters (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn), Rn); 
    990 <a name="l01323"></a>01323 } 
    991 <a name="l01324"></a>01324  
    992 <a name="l01325"></a>01325 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    993 <a name="l01326"></a><a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20">01326</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm&lt;sq_T&gt;::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn )<span class="keyword"> const</span> 
    994 <a name="l01327"></a>01327 <span class="keyword"></span>{ 
    995 <a name="l01328"></a>01328         <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> *tmp = <span class="keyword">new</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> (); 
    996 <a name="l01329"></a>01329         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> narrow(tmp); 
    997 <a name="l01330"></a>01330         <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( rvn, *tmp ); 
    998 <a name="l01331"></a>01331         <span class="keywordflow">return</span> narrow; 
    999 <a name="l01332"></a>01332 } 
    1000 <a name="l01333"></a>01333  
    1001 <a name="l01334"></a>01334 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1002 <a name="l01335"></a>01335 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm&lt;sq_T&gt;::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn, <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> &amp;target )<span class="keyword"> const</span> 
    1003 <a name="l01336"></a>01336 <span class="keyword"></span>{ 
    1004 <a name="l01337"></a>01337         <span class="keyword">typedef</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> TMlnorm; 
    1005 <a name="l01338"></a>01338  
    1006 <a name="l01339"></a>01339         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (<a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">&quot;rvs are not assigned&quot;</span>); 
    1007 <a name="l01340"></a>01340         TMlnorm &amp;uptarget = <span class="keyword">dynamic_cast&lt;</span>TMlnorm &amp;<span class="keyword">&gt;</span>(target); 
     988<a name="l01321"></a>01321 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     989<a name="l01322"></a>01322 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm&lt;sq_T&gt;::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> &amp;target )<span class="keyword"> const</span> 
     990<a name="l01323"></a>01323 <span class="keyword"></span>{ 
     991<a name="l01324"></a>01324         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (<a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">&quot;rv description is not assigned&quot;</span>); 
     992<a name="l01325"></a>01325         ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
     993<a name="l01326"></a>01326  
     994<a name="l01327"></a>01327         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, irvn);  <span class="comment">// select rows and columns of R</span> 
     995<a name="l01328"></a>01328  
     996<a name="l01329"></a>01329         target.<a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rvn ); 
     997<a name="l01330"></a>01330         target.set_parameters (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn), Rn); 
     998<a name="l01331"></a>01331 } 
     999<a name="l01332"></a>01332  
     1000<a name="l01333"></a>01333 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1001<a name="l01334"></a><a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20">01334</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm&lt;sq_T&gt;::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn )<span class="keyword"> const</span> 
     1002<a name="l01335"></a>01335 <span class="keyword"></span>{ 
     1003<a name="l01336"></a>01336         <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> *tmp = <span class="keyword">new</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> (); 
     1004<a name="l01337"></a>01337         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> narrow(tmp); 
     1005<a name="l01338"></a>01338         <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( rvn, *tmp ); 
     1006<a name="l01339"></a>01339         <span class="keywordflow">return</span> narrow; 
     1007<a name="l01340"></a>01340 } 
    10081008<a name="l01341"></a>01341  
    1009 <a name="l01342"></a>01342         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc = <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aaec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> (rvn); 
    1010 <a name="l01343"></a>01343         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( (rvc.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() + rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() == <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()), <span class="stringliteral">&quot;wrong rvn&quot;</span>); 
    1011 <a name="l01344"></a>01344         <span class="comment">//Permutation vector of the new R</span> 
    1012 <a name="l01345"></a>01345         ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
    1013 <a name="l01346"></a>01346         ivec irvc = rvc.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
    1014 <a name="l01347"></a>01347         ivec perm = concat (irvn , irvc); 
    1015 <a name="l01348"></a>01348         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, perm); 
     1009<a name="l01342"></a>01342 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1010<a name="l01343"></a>01343 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm&lt;sq_T&gt;::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn, <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> &amp;target )<span class="keyword"> const</span> 
     1011<a name="l01344"></a>01344 <span class="keyword"></span>{ 
     1012<a name="l01345"></a>01345         <span class="keyword">typedef</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> TMlnorm; 
     1013<a name="l01346"></a>01346  
     1014<a name="l01347"></a>01347         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> (<a class="code" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">&quot;rvs are not assigned&quot;</span>); 
     1015<a name="l01348"></a>01348         TMlnorm &amp;uptarget = <span class="keyword">dynamic_cast&lt;</span>TMlnorm &amp;<span class="keyword">&gt;</span>(target); 
    10161016<a name="l01349"></a>01349  
    1017 <a name="l01350"></a>01350         <span class="comment">//fixme - could this be done in general for all sq_T?</span> 
    1018 <a name="l01351"></a>01351         mat S = Rn.to_mat(); 
    1019 <a name="l01352"></a>01352         <span class="comment">//fixme</span> 
    1020 <a name="l01353"></a>01353         <span class="keywordtype">int</span> n = rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() - 1; 
    1021 <a name="l01354"></a>01354         <span class="keywordtype">int</span> end = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows() - 1; 
    1022 <a name="l01355"></a>01355         mat S11 = S.get (0, n, 0, n); 
    1023 <a name="l01356"></a>01356         mat S12 = S.get (0, n , rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end); 
    1024 <a name="l01357"></a>01357         mat S22 = S.get (rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end, rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end); 
    1025 <a name="l01358"></a>01358  
    1026 <a name="l01359"></a>01359         vec mu1 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn); 
    1027 <a name="l01360"></a>01360         vec mu2 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvc); 
    1028 <a name="l01361"></a>01361         mat A = S12 * inv (S22); 
    1029 <a name="l01362"></a>01362         sq_T R_n (S11 - A *S12.T()); 
    1030 <a name="l01363"></a>01363  
    1031 <a name="l01364"></a>01364         uptarget.set_rv (rvn); 
    1032 <a name="l01365"></a>01365         uptarget.set_rvc (rvc); 
    1033 <a name="l01366"></a>01366         uptarget.set_parameters (A, mu1 - A*mu2, R_n); 
    1034 <a name="l01367"></a>01367 } 
    1035 <a name="l01368"></a>01368  
    1036 <a name="l01371"></a>01371 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1037 <a name="l01372"></a><a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339">01372</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">mgnorm&lt;sq_T &gt;::set_parameters</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> &amp;g0, <span class="keyword">const</span> sq_T &amp;R0) { 
    1038 <a name="l01373"></a>01373         g = g0; 
    1039 <a name="l01374"></a>01374         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (g-&gt;dimension()), R0); 
     1017<a name="l01350"></a>01350         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc = <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aaec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> (rvn); 
     1018<a name="l01351"></a>01351         <a class="code" href="bdmerror_8h.html#a89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( (rvc.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() + rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() == <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()), <span class="stringliteral">&quot;wrong rvn&quot;</span>); 
     1019<a name="l01352"></a>01352         <span class="comment">//Permutation vector of the new R</span> 
     1020<a name="l01353"></a>01353         ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
     1021<a name="l01354"></a>01354         ivec irvc = rvc.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
     1022<a name="l01355"></a>01355         ivec perm = concat (irvn , irvc); 
     1023<a name="l01356"></a>01356         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, perm); 
     1024<a name="l01357"></a>01357  
     1025<a name="l01358"></a>01358         <span class="comment">//fixme - could this be done in general for all sq_T?</span> 
     1026<a name="l01359"></a>01359         mat S = Rn.to_mat(); 
     1027<a name="l01360"></a>01360         <span class="comment">//fixme</span> 
     1028<a name="l01361"></a>01361         <span class="keywordtype">int</span> n = rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() - 1; 
     1029<a name="l01362"></a>01362         <span class="keywordtype">int</span> end = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows() - 1; 
     1030<a name="l01363"></a>01363         mat S11 = S.get (0, n, 0, n); 
     1031<a name="l01364"></a>01364         mat S12 = S.get (0, n , rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end); 
     1032<a name="l01365"></a>01365         mat S22 = S.get (rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end, rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end); 
     1033<a name="l01366"></a>01366  
     1034<a name="l01367"></a>01367         vec mu1 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn); 
     1035<a name="l01368"></a>01368         vec mu2 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvc); 
     1036<a name="l01369"></a>01369         mat A = S12 * inv (S22); 
     1037<a name="l01370"></a>01370         sq_T R_n (S11 - A *S12.T()); 
     1038<a name="l01371"></a>01371  
     1039<a name="l01372"></a>01372         uptarget.set_rv (rvn); 
     1040<a name="l01373"></a>01373         uptarget.set_rvc (rvc); 
     1041<a name="l01374"></a>01374         uptarget.set_parameters (A, mu1 - A*mu2, R_n); 
    10401042<a name="l01375"></a>01375 } 
    10411043<a name="l01376"></a>01376  
    1042 <a name="l01377"></a>01377 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1043 <a name="l01378"></a><a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d">01378</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">mgnorm&lt;sq_T &gt;::condition</a> (<span class="keyword">const</span> vec &amp;cond) {this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = g-&gt;eval (cond);}; 
    1044 <a name="l01379"></a>01379  
    1045 <a name="l01381"></a>01381 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1046 <a name="l01382"></a>01382 std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_T&gt; &amp;ml) 
    1047 <a name="l01383"></a>01383 { 
    1048 <a name="l01384"></a>01384         os &lt;&lt; <span class="stringliteral">&quot;A:&quot;</span> &lt;&lt; ml.A &lt;&lt; endl; 
    1049 <a name="l01385"></a>01385         os &lt;&lt; <span class="stringliteral">&quot;mu:&quot;</span> &lt;&lt; ml.mu_const &lt;&lt; endl; 
    1050 <a name="l01386"></a>01386         os &lt;&lt; <span class="stringliteral">&quot;R:&quot;</span> &lt;&lt; ml._R() &lt;&lt; endl; 
    1051 <a name="l01387"></a>01387         <span class="keywordflow">return</span> os; 
    1052 <a name="l01388"></a>01388 }; 
    1053 <a name="l01389"></a>01389  
    1054 <a name="l01390"></a>01390 } 
    1055 <a name="l01391"></a>01391 <span class="preprocessor">#endif //EF_H</span> 
     1044<a name="l01379"></a>01379 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1045<a name="l01380"></a><a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339">01380</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">mgnorm&lt;sq_T &gt;::set_parameters</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> &amp;g0, <span class="keyword">const</span> sq_T &amp;R0) { 
     1046<a name="l01381"></a>01381         g = g0; 
     1047<a name="l01382"></a>01382         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (g-&gt;dimension()), R0); 
     1048<a name="l01383"></a>01383 } 
     1049<a name="l01384"></a>01384  
     1050<a name="l01385"></a>01385 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1051<a name="l01386"></a><a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d">01386</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">mgnorm&lt;sq_T &gt;::condition</a> (<span class="keyword">const</span> vec &amp;cond) {this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = g-&gt;eval (cond);}; 
     1052<a name="l01387"></a>01387  
     1053<a name="l01389"></a>01389 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1054<a name="l01390"></a>01390 std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_T&gt; &amp;ml) 
     1055<a name="l01391"></a>01391 { 
     1056<a name="l01392"></a>01392         os &lt;&lt; <span class="stringliteral">&quot;A:&quot;</span> &lt;&lt; ml.A &lt;&lt; endl; 
     1057<a name="l01393"></a>01393         os &lt;&lt; <span class="stringliteral">&quot;mu:&quot;</span> &lt;&lt; ml.mu_const &lt;&lt; endl; 
     1058<a name="l01394"></a>01394         os &lt;&lt; <span class="stringliteral">&quot;R:&quot;</span> &lt;&lt; ml._R() &lt;&lt; endl; 
     1059<a name="l01395"></a>01395         <span class="keywordflow">return</span> os; 
     1060<a name="l01396"></a>01396 }; 
     1061<a name="l01397"></a>01397  
     1062<a name="l01398"></a>01398 } 
     1063<a name="l01399"></a>01399 <span class="preprocessor">#endif //EF_H</span> 
    10561064</pre></div></div> 
    1057 <hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:32 2009 for mixpp by&nbsp; 
     1065<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 22:40:39 2009 for mixpp by&nbsp; 
    10581066<a href="http://www.doxygen.org/index.html"> 
    10591067<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>