| 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>) > 0.0, <span class="stringliteral">"bad support"</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 &val)<span class="keyword"> const  </span>{ | 
                        | 417 |  | <a name="l00502"></a>00502                         <span class="keywordflow">if</span> (any (val < <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) && any (val > <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 &<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">"high"</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">"low"</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> < <span class="keyword">class</span> sq_T, <span class="keyword">template</span> <<span class="keyword">typename</span>> <span class="keyword">class </span>TEpdf = enorm > | 
                        | 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>< TEpdf<sq_T> > | 
                        | 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& _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>< TEpdf<sq_T> >() {}; | 
                        | 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 &<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 &mu0, <span class="keyword">const</span> sq_T &R) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>< TEpdf<sq_T> >() { | 
                        | 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 &A0, <span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &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">"mlnorm: A vs. mu mismatch"</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">"mlnorm: A vs. R mismatch"</span>); | 
                        | 453 |  | <a name="l00557"></a>00557 | 
                        | 454 |  | <a name="l00558"></a>00558                         this-><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-><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 &cond) { | 
                        | 460 |  | <a name="l00566"></a>00566                         this-><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 &val)<span class="keyword"> const  </span>{ | 
                        |  | 416 | <a name="l00501"></a>00501                         <span class="keywordflow">if</span> (any (val < <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) && any (val > <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 &<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">"high"</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">"low"</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">"Incompatible high and low vectors"</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>) > 0.0, <span class="stringliteral">"bad support"</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> < <span class="keyword">class</span> sq_T, <span class="keyword">template</span> <<span class="keyword">typename</span>> <span class="keyword">class </span>TEpdf = enorm > | 
                        |  | 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>< TEpdf<sq_T> > | 
                        |  | 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& _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>< TEpdf<sq_T> >() {}; | 
                        |  | 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 &<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 &mu0, <span class="keyword">const</span> sq_T &R) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>< TEpdf<sq_T> >() { | 
                        |  | 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 &A0, <span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &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">"mlnorm: A vs. mu mismatch"</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">"mlnorm: A vs. R mismatch"</span>); | 
                        |  | 459 | <a name="l00563"></a>00563 | 
                        |  | 460 | <a name="l00564"></a>00564                         this-><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-><a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = A0.cols(); | 
            
                      
                        | 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& <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& <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-><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><<span class="keyword">typename</span> sq_M> | 
                        | 469 |  | <a name="l00579"></a>00579                 <span class="keyword">friend</span> std::ostream &operator<< (std::ostream &os,  mlnorm<sq_M, enorm> &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 &<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">"A"</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">"const"</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">"R"</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><<span class="keyword">class</span> sq_T> | 
                        | 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>< enorm< sq_T > > | 
                        | 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 &mu; WHY NOT?</span> | 
                        | 493 |  | <a name="l00604"></a>00604                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<fnc></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><<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a><sq_T> >() { } | 
                        | 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<fnc></a> &g0, <span class="keyword">const</span> sq_T &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 &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 &<span class="keyword">set</span>) { | 
                        | 502 |  | <a name="l00642"></a>00642                         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<fnc></a> g = UI::build<fnc> (<span class="keyword">set</span>, <span class="stringliteral">"g"</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">"dR"</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">"R"</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><ldmat, enorm> | 
                        | 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> &<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><<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>> (), | 
                        | 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 &A0, <span class="keyword">const</span> vec &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> &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>& 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">"mlstudent: A vs. mu mismatch"</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">"mlstudent: A vs. R mismatch"</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 &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 ); << 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><egamma> | 
                        | 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 &<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><<a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a>>(), <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 &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 &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 &<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">"beta"</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">"k"</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><eigamma> | 
                        | 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 &<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 &<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><<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>>(), | 
                        | 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> &m) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>>(), | 
                        | 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 &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 &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 &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 &<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 &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><ldmat> | 
                        | 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<ldmat>::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<ldmat>::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><elognorm> | 
                        | 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 &<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><<a class="code" href="classbdm_1_1elognorm.html">elognorm</a>>(), | 
                        | 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 &cond) { | 
                        |  | 466 | <a name="l00572"></a>00572                         this-><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& <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& <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-><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><<span class="keyword">typename</span> sq_M> | 
                        |  | 475 | <a name="l00585"></a>00585                 <span class="keyword">friend</span> std::ostream &operator<< (std::ostream &os,  mlnorm<sq_M, enorm> &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 &<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">"A"</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">"const"</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">"R"</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><<span class="keyword">class</span> sq_T> | 
                        |  | 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>< enorm< sq_T > > | 
                        |  | 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 &mu; WHY NOT?</span> | 
                        |  | 499 | <a name="l00610"></a>00610                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<fnc></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><<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a><sq_T> >() { } | 
                        |  | 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<fnc></a> &g0, <span class="keyword">const</span> sq_T &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 &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 &<span class="keyword">set</span>) { | 
                        |  | 508 | <a name="l00648"></a>00648                         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr<fnc></a> g = UI::build<fnc> (<span class="keyword">set</span>, <span class="stringliteral">"g"</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">"dR"</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">"R"</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><ldmat, enorm> | 
                        |  | 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> &<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><<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>> (), | 
                        |  | 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 &A0, <span class="keyword">const</span> vec &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> &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>& 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 &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 ); << 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">"mlstudent: A vs. mu mismatch"</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">"mlstudent: A vs. R mismatch"</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><egamma> | 
                        |  | 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 &<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><<a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a>>(), <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 &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 &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 &<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">"beta"</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">"k"</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><eigamma> | 
                        |  | 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 &<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 &<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><<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>>(), | 
                        |  | 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> &m) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a><<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>>(), | 
                        |  | 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 &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 &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 &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 &<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 &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><ldmat> | 
                        |  | 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<ldmat>::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<ldmat>::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><elognorm> | 
                        |  | 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 &<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><<a class="code" href="classbdm_1_1elognorm.html">elognorm</a>>(), | 
                        |  | 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                 } | 
            
                      
                        | 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 &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 &<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 &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 &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 < <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 < p;i++) { | 
                        | 716 |  | <a name="l01006"></a>01006                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j < 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 &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 &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>& <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 &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 &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 &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>& 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 << log1 << "," << log2 << 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><eiWishartCh> | 
                        | 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 &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 < <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<vec> <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> &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 &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> &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> &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<vec> &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()>0,<span class="stringliteral">"Empty samples"</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& <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& <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<vec>& <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<vec>& <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">"Not implemented"</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 &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">"Not implemented"</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 < <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 < <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 &lb, vec &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<double>::infinity(); | 
                        | 863 |  | <a name="l01195"></a>01195                         ub = -std::numeric_limits<double>::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 < <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 < <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) < 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) > 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><<span class="keyword">class</span> sq_T> | 
                        | 877 |  | <a name="l01210"></a>01210 <span class="keywordtype">void</span> enorm<sq_T>::set_parameters (<span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &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><<span class="keyword">class</span> sq_T> | 
                        | 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<sq_T>::from_setting</a> (<span class="keyword">const</span> Setting &<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">"mu"</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">"R"</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><<span class="keyword">class</span> sq_T> | 
                        | 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<sq_T>::dupdate</a> (mat &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<class sq_T></span> | 
                        | 904 |  | <a name="l01237"></a>01237 <span class="comment">// void enorm<sq_T>::tupdate ( double phi, mat &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><<span class="keyword">class</span> sq_T> | 
                        | 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<sq_T>::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 &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 &<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 &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 &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 < <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 < p;i++) { | 
                        |  | 724 | <a name="l01014"></a>01014                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j < 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 &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 &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>& <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 &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 &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 &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>& 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 << log1 << "," << log2 << 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><eiWishartCh> | 
                        |  | 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 &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 < <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<vec> <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> &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 &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> &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> &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<vec> &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()>0,<span class="stringliteral">"Empty samples"</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& <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& <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<vec>& <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<vec>& <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">"Not implemented"</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 &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">"Not implemented"</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 < <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 < <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 &lb, vec &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<double>::infinity(); | 
                        |  | 871 | <a name="l01203"></a>01203                         ub = -std::numeric_limits<double>::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 < <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 < <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) < 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) > 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><<span class="keyword">class</span> sq_T> | 
                        |  | 885 | <a name="l01218"></a>01218 <span class="keywordtype">void</span> enorm<sq_T>::set_parameters (<span class="keyword">const</span> vec &mu0, <span class="keyword">const</span> sq_T &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><<span class="keyword">class</span> sq_T> | 
                        |  | 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<sq_T>::from_setting</a> (<span class="keyword">const</span> Setting &<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">"mu"</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">"R"</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><<span class="keyword">class</span> sq_T> | 
                        |  | 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<sq_T>::dupdate</a> (mat &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<class sq_T></span> | 
                        |  | 912 | <a name="l01245"></a>01245 <span class="comment">// void enorm<sq_T>::tupdate ( double phi, mat &vbar, double nubar ) {</span> | 
                        |  | 913 | <a name="l01246"></a>01246 <span class="comment">//      //</span> | 
                        |  | 914 | <a name="l01247"></a>01247 <span class="comment">// };</span> |