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09/18/09 00:17:38 (15 years ago)
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smidl
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doc + updated tutorial

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  • library/doc/html/exp__family_8h_source.html

    r621 r632  
    210210<a name="l00217"></a>00217                 <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> (<span class="keywordtype">int</span> dimx0, <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> V0, <span class="keywordtype">double</span> nu0 = -1.0) : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a>() {set_parameters (dimx0, V0, nu0);}; 
    211211<a name="l00218"></a>00218  
    212 <a name="l00219"></a>00219                 <span class="keywordtype">void</span> set_parameters (<span class="keywordtype">int</span> dimx0, ldmat V0, <span class="keywordtype">double</span> nu0 = -1.0) { 
    213 <a name="l00220"></a>00220                         <a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a> = dimx0; 
    214 <a name="l00221"></a>00221                         <a class="code" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd" title="Dimension of the regressor.">nPsi</a> = V0.rows() - <a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>; 
    215 <a name="l00222"></a>00222                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a> * (<a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a> + <a class="code" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd" title="Dimension of the regressor.">nPsi</a>); <span class="comment">// size(R) + size(Theta)</span> 
    216 <a name="l00223"></a>00223  
    217 <a name="l00224"></a>00224                         <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a> = V0; 
    218 <a name="l00225"></a>00225                         <span class="keywordflow">if</span> (nu0 &lt; 0) { 
    219 <a name="l00226"></a>00226                                 <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a> = 0.1 + <a class="code" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd" title="Dimension of the regressor.">nPsi</a> + 2 * <a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a> + 2; <span class="comment">// +2 assures finite expected value of R</span> 
    220 <a name="l00227"></a>00227                                 <span class="comment">// terms before that are sufficient for finite normalization</span> 
    221 <a name="l00228"></a>00228                         } <span class="keywordflow">else</span> { 
    222 <a name="l00229"></a>00229                                 <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a> = nu0; 
    223 <a name="l00230"></a>00230                         } 
    224 <a name="l00231"></a>00231                 } 
    225 <a name="l00233"></a>00233  
    226 <a name="l00234"></a>00234                 vec <a class="code" href="classbdm_1_1egiw.html#a920f21548b7a3723923dd108fe514c61" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
    227 <a name="l00235"></a>00235                 vec <a class="code" href="classbdm_1_1egiw.html#adf70c05f918c3a6f86d60f10c1fd6ba2" title="return expected value">mean</a>() <span class="keyword">const</span>; 
    228 <a name="l00236"></a>00236                 vec <a class="code" href="classbdm_1_1egiw.html#ac1ecc406613cc2341225dc10c3d3b46a" title="return expected variance (not covariance!)">variance</a>() <span class="keyword">const</span>; 
    229 <a name="l00237"></a>00237  
    230 <a name="l00239"></a>00239                 vec <a class="code" href="classbdm_1_1egiw.html#a66d2ba9295c306012b309efcc9e516f0" title="LS estimate of .">est_theta</a>() <span class="keyword">const</span>; 
    231 <a name="l00240"></a>00240  
    232 <a name="l00242"></a>00242                 ldmat <a class="code" href="classbdm_1_1egiw.html#a88c321a2051d1afdbb31a098896a717b" title="Covariance of the LS estimate.">est_theta_cov</a>() <span class="keyword">const</span>; 
    233 <a name="l00243"></a>00243  
    234 <a name="l00245"></a>00245                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#ad2075aa2306648b3e4fe40bb86628d5c" title="expected values of the linear coefficient and the covariance matrix are written to...">mean_mat</a> (mat &amp;M, mat&amp;R) <span class="keyword">const</span>; 
    235 <a name="l00247"></a>00247                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#abfb8e7c619b34ad804a73bff71742b5e" title="In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise...">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val) <span class="keyword">const</span>; 
    236 <a name="l00248"></a>00248                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#a41d72ba7b2abc8a9a4209ffa98ed5633" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>; 
    237 <a name="l00249"></a><a class="code" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be">00249</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be" title="Power of the density, used e.g. to flatten the density.">pow</a> (<span class="keywordtype">double</span> p) {V *= p;<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a> *= p;}; 
    238 <a name="l00250"></a>00250  
    239 <a name="l00253"></a>00253  
    240 <a name="l00254"></a>00254                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; _V() {<span class="keywordflow">return</span> V;} 
    241 <a name="l00255"></a>00255                 <span class="keyword">const</span> ldmat&amp; _V()<span class="keyword"> const </span>{<span class="keywordflow">return</span> V;} 
    242 <a name="l00256"></a>00256                 <span class="keywordtype">double</span>&amp; _nu()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;} 
    243 <a name="l00257"></a>00257                 <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; _nu()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;} 
    244 <a name="l00272"></a><a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">00272</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    245 <a name="l00273"></a>00273                         <a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">epdf::from_setting</a>(<span class="keyword">set</span>); 
    246 <a name="l00274"></a>00274                         <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;nu&quot;</span>, UI::compulsory)) {<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>=-1;} 
    247 <a name="l00275"></a>00275                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;dimx&quot;</span>, UI::compulsory); 
    248 <a name="l00276"></a>00276                         mat V; 
    249 <a name="l00277"></a>00277                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (V, <span class="keyword">set</span>, <span class="stringliteral">&quot;V&quot;</span>, UI::compulsory); 
    250 <a name="l00278"></a>00278                         set_parameters (<a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, V, <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>); 
    251 <a name="l00279"></a>00279                 } 
    252 <a name="l00281"></a>00281 }; 
    253 <a name="l00282"></a>00282 <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> ( egiw ); 
    254 <a name="l00283"></a>00283 SHAREDPTR ( egiw ); 
    255 <a name="l00284"></a>00284  
    256 <a name="l00293"></a><a class="code" href="classbdm_1_1eDirich.html">00293</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> 
    257 <a name="l00294"></a>00294 { 
    258 <a name="l00295"></a>00295         <span class="keyword">protected</span>: 
    259 <a name="l00297"></a><a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2">00297</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>; 
    260 <a name="l00298"></a>00298         <span class="keyword">public</span>: 
    261 <a name="l00301"></a>00301  
    262 <a name="l00302"></a>00302                 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> () : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> () {}; 
    263 <a name="l00303"></a>00303                 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> &amp;D0) : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> () {set_parameters (D0.<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);}; 
    264 <a name="l00304"></a>00304                 eDirich (<span class="keyword">const</span> vec &amp;beta0) {set_parameters (beta0);}; 
    265 <a name="l00305"></a>00305                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;beta0) { 
    266 <a name="l00306"></a>00306                         <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> = beta0; 
    267 <a name="l00307"></a>00307                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length(); 
    268 <a name="l00308"></a>00308                 } 
    269 <a name="l00310"></a>00310  
    270 <a name="l00311"></a><a class="code" href="classbdm_1_1eDirich.html#a3290613d31d58daa8a45a54b003871fc">00311</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#a3290613d31d58daa8a45a54b003871fc" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
    271 <a name="l00312"></a>00312                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;Not implemented&quot;</span>); 
    272 <a name="l00313"></a>00313                         <span class="keywordflow">return</span> vec(); 
    273 <a name="l00314"></a>00314                 } 
    274 <a name="l00315"></a>00315  
    275 <a name="l00316"></a><a class="code" href="classbdm_1_1eDirich.html#acb343355ec791298bb5a3404cd482fb6">00316</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#acb343355ec791298bb5a3404cd482fb6" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> / sum (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);}; 
    276 <a name="l00317"></a><a class="code" href="classbdm_1_1eDirich.html#a43c547a2507e233706f92712d8c2aacc">00317</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#a43c547a2507e233706f92712d8c2aacc" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordtype">double</span> gamma = sum (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>); <span class="keywordflow">return</span> elem_mult (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>, (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> + 1)) / (gamma* (gamma + 1));} 
    277 <a name="l00319"></a><a class="code" href="classbdm_1_1eDirich.html#ae09a24938e80c3d94b0ee842d1552318">00319</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#ae09a24938e80c3d94b0ee842d1552318" title="In this instance, val is ...">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
    278 <a name="l00320"></a>00320                         <span class="keywordtype">double</span> tmp; tmp = (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> - 1) * log (val); 
    279 <a name="l00321"></a>00321                         <span class="keywordflow">return</span> tmp; 
    280 <a name="l00322"></a>00322                 } 
    281 <a name="l00323"></a>00323  
    282 <a name="l00324"></a><a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2">00324</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{ 
    283 <a name="l00325"></a>00325                         <span class="keywordtype">double</span> tmp; 
    284 <a name="l00326"></a>00326                         <span class="keywordtype">double</span> gam = sum (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>); 
    285 <a name="l00327"></a>00327                         <span class="keywordtype">double</span> lgb = 0.0; 
    286 <a name="l00328"></a>00328                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length();i++) {lgb += lgamma (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> (i));} 
    287 <a name="l00329"></a>00329                         tmp = lgb - lgamma (gam); 
    288 <a name="l00330"></a>00330                         <span class="keywordflow">return</span> tmp; 
    289 <a name="l00331"></a>00331                 } 
    290 <a name="l00332"></a>00332  
    291 <a name="l00334"></a><a class="code" href="classbdm_1_1eDirich.html#a175e0add26d2105c28d8121eefb9e324">00334</a>                 vec&amp; <a class="code" href="classbdm_1_1eDirich.html#a175e0add26d2105c28d8121eefb9e324" title="access function">_beta</a>()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>;} 
    292 <a name="l00336"></a>00336 }; 
    293 <a name="l00337"></a>00337  
    294 <a name="l00339"></a><a class="code" href="classbdm_1_1multiBM.html">00339</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> 
    295 <a name="l00340"></a>00340 { 
    296 <a name="l00341"></a>00341         <span class="keyword">protected</span>: 
    297 <a name="l00343"></a><a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a">00343</a>                 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>; 
    298 <a name="l00345"></a><a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25">00345</a>                 vec &amp;<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>; 
    299 <a name="l00346"></a>00346         <span class="keyword">public</span>: 
    300 <a name="l00348"></a><a class="code" href="classbdm_1_1multiBM.html#ac4dd6d9522a8a605776d21bac9bd9daf">00348</a>                 <a class="code" href="classbdm_1_1multiBM.html#ac4dd6d9522a8a605776d21bac9bd9daf" title="Default constructor.">multiBM</a> () : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (), <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> (), <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> (<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta()) { 
    301 <a name="l00349"></a>00349                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>.length() &gt; 0) {<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
    302 <a name="l00350"></a>00350                         <span class="keywordflow">else</span>{<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = 0.0;} 
    303 <a name="l00351"></a>00351                 } 
    304 <a name="l00353"></a><a class="code" href="classbdm_1_1multiBM.html#ac4378cf8037f6bed29c74eea63344b31">00353</a>                 <a class="code" href="classbdm_1_1multiBM.html#ac4378cf8037f6bed29c74eea63344b31" title="Copy constructor.">multiBM</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> &amp;B) : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (B), <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> (B.<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>), <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> (<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta()) {} 
    305 <a name="l00355"></a><a class="code" href="classbdm_1_1multiBM.html#adbe6b90d410dc062a233d1dc09eeba52">00355</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#adbe6b90d410dc062a233d1dc09eeba52" title="Sets sufficient statistics to match that of givefrom mB0.">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* mB0) {<span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>* mB = <span class="keyword">dynamic_cast&lt;</span><span class="keyword">const </span><a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>*<span class="keyword">&gt;</span> (mB0); <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> = mB-&gt;<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;} 
    306 <a name="l00356"></a><a class="code" href="classbdm_1_1multiBM.html#a1e4bf41b61937fd80f34049742e23f95">00356</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#a1e4bf41b61937fd80f34049742e23f95" title="Incremental Bayes rule.">bayes</a> (<span class="keyword">const</span> vec &amp;dt) { 
    307 <a name="l00357"></a>00357                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> &lt; 1.0) {<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> *= <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
    308 <a name="l00358"></a>00358                         <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> += dt; 
    309 <a name="l00359"></a>00359                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {<a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - <a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;} 
    310 <a name="l00360"></a>00360                 } 
    311 <a name="l00361"></a><a class="code" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">00361</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">logpred</a> (<span class="keyword">const</span> vec &amp;dt)<span class="keyword"> const </span>{ 
    312 <a name="l00362"></a>00362                         <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> pred (<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>); 
    313 <a name="l00363"></a>00363                         vec &amp;<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> = pred.<a class="code" href="classbdm_1_1eDirich.html#a175e0add26d2105c28d8121eefb9e324" title="access function">_beta</a>(); 
    314 <a name="l00364"></a>00364  
    315 <a name="l00365"></a>00365                         <span class="keywordtype">double</span> lll; 
    316 <a name="l00366"></a>00366                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> &lt; 1.0) 
    317 <a name="l00367"></a>00367                                 {beta *= <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;lll = pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
    318 <a name="l00368"></a>00368                         <span class="keywordflow">else</span> 
    319 <a name="l00369"></a>00369                                 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {lll = <a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;} 
    320 <a name="l00370"></a>00370                                 <span class="keywordflow">else</span>{lll = pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
    321 <a name="l00371"></a>00371  
    322 <a name="l00372"></a>00372                         beta += dt; 
    323 <a name="l00373"></a>00373                         <span class="keywordflow">return</span> pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - lll; 
    324 <a name="l00374"></a>00374                 } 
    325 <a name="l00375"></a>00375                 <span class="keywordtype">void</span> flatten (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* B) { 
    326 <a name="l00376"></a>00376                         <span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>* E = <span class="keyword">dynamic_cast&lt;</span><span class="keyword">const </span><a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>*<span class="keyword">&gt;</span> (B); 
    327 <a name="l00377"></a>00377                         <span class="comment">// sum(beta) should be equal to sum(B.beta)</span> 
    328 <a name="l00378"></a>00378                         <span class="keyword">const</span> vec &amp;Eb = E-&gt;<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;<span class="comment">//const_cast&lt;multiBM*&gt; ( E )-&gt;_beta();</span> 
    329 <a name="l00379"></a>00379                         <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> *= (sum (Eb) / sum (<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>)); 
    330 <a name="l00380"></a>00380                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
    331 <a name="l00381"></a>00381                 } 
    332 <a name="l00383"></a><a class="code" href="classbdm_1_1multiBM.html#a31ff93f89473f099e489b9e1dc8d9513">00383</a>                 <span class="keyword">const</span> <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a>&amp; <a class="code" href="classbdm_1_1multiBM.html#a31ff93f89473f099e489b9e1dc8d9513" title="reimplemnetation of BM::posterior()">posterior</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>;}; 
    333 <a name="l00385"></a><a class="code" href="classbdm_1_1multiBM.html#a7a480eace4446661bacca94c57499f01">00385</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#a7a480eace4446661bacca94c57499f01" title="constructor function">set_parameters</a> (<span class="keyword">const</span> vec &amp;beta0) { 
    334 <a name="l00386"></a>00386                         <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.set_parameters (beta0); 
    335 <a name="l00387"></a>00387                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
    336 <a name="l00388"></a>00388                 } 
    337 <a name="l00389"></a>00389 }; 
    338 <a name="l00390"></a>00390  
    339 <a name="l00400"></a><a class="code" href="classbdm_1_1egamma.html">00400</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> 
    340 <a name="l00401"></a>00401 { 
    341 <a name="l00402"></a>00402         <span class="keyword">protected</span>: 
    342 <a name="l00404"></a><a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa">00404</a>                 vec <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>; 
    343 <a name="l00406"></a><a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1">00406</a>                 vec <a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>; 
    344 <a name="l00407"></a>00407         <span class="keyword">public</span> : 
    345 <a name="l00410"></a>00410                 <a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> () : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> (), <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> (0), <a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> (0) {}; 
    346 <a name="l00411"></a>00411                 <a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> (<span class="keyword">const</span> vec &amp;a, <span class="keyword">const</span> vec &amp;b) {set_parameters (a, b);}; 
    347 <a name="l00412"></a>00412                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;a, <span class="keyword">const</span> vec &amp;b) {<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> = a, <a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> = b;<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length();}; 
    348 <a name="l00414"></a>00414  
    349 <a name="l00415"></a>00415                 vec <a class="code" href="classbdm_1_1egamma.html#a6ed82f0fd05f6002487256d8e75a0bbd" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
    350 <a name="l00416"></a>00416                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egamma.html#aa8e11e5a580ff42a1b205974c60768c6" title="Evaluate normalized log-probability.">evallog</a> (<span class="keyword">const</span> vec &amp;val) <span class="keyword">const</span>; 
    351 <a name="l00417"></a>00417                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egamma.html#a9a66cbd100e8520c769ccb3c451f86f8" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>; 
    352 <a name="l00419"></a><a class="code" href="classbdm_1_1egamma.html#a0865cb3d6339fdc7410806cf70a329ed">00419</a>                 vec&amp; <a class="code" href="classbdm_1_1egamma.html#a0865cb3d6339fdc7410806cf70a329ed" title="Returns pointer to internal alpha. Potentially dengerous: use with care!">_alpha</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>;} 
    353 <a name="l00421"></a><a class="code" href="classbdm_1_1egamma.html#ac42cadd9cbd344caaa69b0b433cd16ca">00421</a>                 vec&amp; <a class="code" href="classbdm_1_1egamma.html#ac42cadd9cbd344caaa69b0b433cd16ca" title="Returns pointer to internal beta. Potentially dengerous: use with care!">_beta</a>() {<span class="keywordflow">return</span> beta;} 
    354 <a name="l00422"></a><a class="code" href="classbdm_1_1egamma.html#a49d256c42cce14c6faa56ec242b57e85">00422</a>                 vec <a class="code" href="classbdm_1_1egamma.html#a49d256c42cce14c6faa56ec242b57e85" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> elem_div (<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, beta);} 
    355 <a name="l00423"></a><a class="code" href="classbdm_1_1egamma.html#a36986cc01917cd0796fadc17125bdec1">00423</a>                 vec <a class="code" href="classbdm_1_1egamma.html#a36986cc01917cd0796fadc17125bdec1" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> elem_div (<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, elem_mult (beta, beta)); } 
    356 <a name="l00424"></a>00424  
    357 <a name="l00435"></a><a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">00435</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    358 <a name="l00436"></a>00436                         <a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv</span> 
    359 <a name="l00437"></a>00437                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;alpha&quot;</span>, UI::compulsory); 
    360 <a name="l00438"></a>00438                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (beta, <span class="keyword">set</span>, <span class="stringliteral">&quot;beta&quot;</span>, UI::compulsory); 
    361 <a name="l00439"></a>00439                         <a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>(); 
    362 <a name="l00440"></a>00440                 } 
    363 <a name="l00441"></a><a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127">00441</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>() { 
    364 <a name="l00442"></a>00442                         <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_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length() == beta.length(), <span class="stringliteral">&quot;parameters do not match&quot;</span>); 
    365 <a name="l00443"></a>00443                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length(); 
    366 <a name="l00444"></a>00444                 } 
    367 <a name="l00445"></a>00445 }; 
    368 <a name="l00446"></a>00446 <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> (egamma); 
    369 <a name="l00447"></a>00447 SHAREDPTR ( egamma ); 
    370 <a name="l00448"></a>00448  
    371 <a name="l00465"></a><a class="code" href="classbdm_1_1eigamma.html">00465</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> 
    372 <a name="l00466"></a>00466 { 
    373 <a name="l00467"></a>00467         <span class="keyword">protected</span>: 
    374 <a name="l00468"></a>00468         <span class="keyword">public</span> : 
    375 <a name="l00473"></a>00473  
    376 <a name="l00474"></a><a class="code" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f">00474</a>                 vec <a class="code" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> 1.0 / <a class="code" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample,  from density .">egamma::sample</a>();}; 
    377 <a name="l00476"></a><a class="code" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb">00476</a>                 vec <a class="code" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb" title="Returns poiter to alpha and beta. Potentially dangerous: use with care!">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> elem_div (<a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>, <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> - 1);} 
    378 <a name="l00477"></a><a class="code" href="classbdm_1_1eigamma.html#ac2c696f8c668e9f65392c9449f6a5133">00477</a>                 vec <a class="code" href="classbdm_1_1eigamma.html#ac2c696f8c668e9f65392c9449f6a5133" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{vec mea = <a class="code" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb" title="Returns poiter to alpha and beta. Potentially dangerous: use with care!">mean</a>(); <span class="keywordflow">return</span> elem_div (elem_mult (mea, mea), <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> - 2);} 
    379 <a name="l00478"></a>00478 }; 
    380 <a name="l00479"></a>00479 <span class="comment">/*</span> 
    381 <a name="l00481"></a>00481 <span class="comment">class emix : public epdf {</span> 
    382 <a name="l00482"></a>00482 <span class="comment">protected:</span> 
    383 <a name="l00483"></a>00483 <span class="comment">        int n;</span> 
    384 <a name="l00484"></a>00484 <span class="comment">        vec &amp;w;</span> 
    385 <a name="l00485"></a>00485 <span class="comment">        Array&lt;epdf*&gt; Coms;</span> 
    386 <a name="l00486"></a>00486 <span class="comment">public:</span> 
    387 <a name="l00488"></a>00488 <span class="comment">        emix ( const RV &amp;rv, vec &amp;w0): epdf(rv), n(w0.length()), w(w0), Coms(n) {};</span> 
    388 <a name="l00489"></a>00489 <span class="comment">        void set_parameters( int &amp;i, double wi, epdf* ep){w(i)=wi;Coms(i)=ep;}</span> 
    389 <a name="l00490"></a>00490 <span class="comment">        vec mean(){vec pom; for(int i=0;i&lt;n;i++){pom+=Coms(i)-&gt;mean()*w(i);} return pom;};</span> 
    390 <a name="l00491"></a>00491 <span class="comment">};</span> 
    391 <a name="l00492"></a>00492 <span class="comment">*/</span> 
    392 <a name="l00493"></a>00493  
    393 <a name="l00495"></a>00495  
    394 <a name="l00496"></a><a class="code" href="classbdm_1_1euni.html">00496</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1euni.html" title="Uniform distributed density on a rectangular support.">euni</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> 
    395 <a name="l00497"></a>00497 { 
    396 <a name="l00498"></a>00498         <span class="keyword">protected</span>: 
    397 <a name="l00500"></a><a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32">00500</a>                 vec <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>; 
    398 <a name="l00502"></a><a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1">00502</a>                 vec <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>; 
    399 <a name="l00504"></a><a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c">00504</a>                 vec <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>; 
    400 <a name="l00506"></a><a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20">00506</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>; 
    401 <a name="l00508"></a><a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476">00508</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>; 
    402 <a name="l00509"></a>00509         <span class="keyword">public</span>: 
    403 <a name="l00512"></a>00512                 <a class="code" href="classbdm_1_1euni.html" title="Uniform distributed density on a rectangular support.">euni</a> () : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> () {} 
    404 <a name="l00513"></a>00513                 <a class="code" href="classbdm_1_1euni.html" title="Uniform distributed density on a rectangular support.">euni</a> (<span class="keyword">const</span> vec &amp;low0, <span class="keyword">const</span> vec &amp;high0) {set_parameters (low0, high0);} 
    405 <a name="l00514"></a>00514                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;low0, <span class="keyword">const</span> vec &amp;high0) { 
    406 <a name="l00515"></a>00515                         <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> = high0 - low0; 
    407 <a name="l00516"></a>00516                         <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0; 
    408 <a name="l00517"></a>00517                         <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0; 
    409 <a name="l00518"></a>00518                         <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>); 
    410 <a name="l00519"></a>00519                         <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>); 
    411 <a name="l00520"></a>00520                         <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(); 
     212<a name="l00219"></a>00219                 <span class="keywordtype">void</span> set_parameters (<span class="keywordtype">int</span> dimx0, ldmat V0, <span class="keywordtype">double</span> nu0 = -1.0); 
     213<a name="l00221"></a>00221  
     214<a name="l00222"></a>00222                 vec <a class="code" href="classbdm_1_1egiw.html#a920f21548b7a3723923dd108fe514c61" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
     215<a name="l00223"></a>00223                 vec <a class="code" href="classbdm_1_1egiw.html#adf70c05f918c3a6f86d60f10c1fd6ba2" title="return expected value">mean</a>() <span class="keyword">const</span>; 
     216<a name="l00224"></a>00224                 vec <a class="code" href="classbdm_1_1egiw.html#ac1ecc406613cc2341225dc10c3d3b46a" title="return expected variance (not covariance!)">variance</a>() <span class="keyword">const</span>; 
     217<a name="l00225"></a>00225  
     218<a name="l00227"></a>00227                 vec <a class="code" href="classbdm_1_1egiw.html#a66d2ba9295c306012b309efcc9e516f0" title="LS estimate of .">est_theta</a>() <span class="keyword">const</span>; 
     219<a name="l00228"></a>00228  
     220<a name="l00230"></a>00230                 ldmat <a class="code" href="classbdm_1_1egiw.html#a88c321a2051d1afdbb31a098896a717b" title="Covariance of the LS estimate.">est_theta_cov</a>() <span class="keyword">const</span>; 
     221<a name="l00231"></a>00231  
     222<a name="l00233"></a>00233                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#ad2075aa2306648b3e4fe40bb86628d5c" title="expected values of the linear coefficient and the covariance matrix are written to...">mean_mat</a> (mat &amp;M, mat&amp;R) <span class="keyword">const</span>; 
     223<a name="l00235"></a>00235                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#abfb8e7c619b34ad804a73bff71742b5e" title="In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise...">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val) <span class="keyword">const</span>; 
     224<a name="l00236"></a>00236                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#a41d72ba7b2abc8a9a4209ffa98ed5633" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>; 
     225<a name="l00237"></a><a class="code" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be">00237</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be" title="Power of the density, used e.g. to flatten the density.">pow</a> (<span class="keywordtype">double</span> p) {<a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a> *= p;<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a> *= p;}; 
     226<a name="l00238"></a>00238  
     227<a name="l00241"></a>00241  
     228<a name="l00242"></a>00242                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; _V() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;} 
     229<a name="l00243"></a>00243                 <span class="keyword">const</span> ldmat&amp; _V()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;} 
     230<a name="l00244"></a>00244                 <span class="keywordtype">double</span>&amp; _nu()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;} 
     231<a name="l00245"></a>00245                 <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; _nu()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;} 
     232<a name="l00260"></a><a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">00260</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     233<a name="l00261"></a>00261                         <a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">epdf::from_setting</a>(<span class="keyword">set</span>); 
     234<a name="l00262"></a>00262                         <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;nu&quot;</span>, UI::compulsory)) {<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>=-1;} 
     235<a name="l00263"></a>00263                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;dimx&quot;</span>, UI::compulsory); 
     236<a name="l00264"></a>00264                         mat <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>; 
     237<a name="l00265"></a>00265                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (V, <span class="keyword">set</span>, <span class="stringliteral">&quot;V&quot;</span>, UI::compulsory); 
     238<a name="l00266"></a>00266                         set_parameters (<a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, V, <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>); 
     239<a name="l00267"></a>00267                 } 
     240<a name="l00269"></a>00269 }; 
     241<a name="l00270"></a>00270 <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> ( egiw ); 
     242<a name="l00271"></a>00271 SHAREDPTR ( egiw ); 
     243<a name="l00272"></a>00272  
     244<a name="l00281"></a><a class="code" href="classbdm_1_1eDirich.html">00281</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> 
     245<a name="l00282"></a>00282 { 
     246<a name="l00283"></a>00283         <span class="keyword">protected</span>: 
     247<a name="l00285"></a><a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2">00285</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>; 
     248<a name="l00286"></a>00286         <span class="keyword">public</span>: 
     249<a name="l00289"></a>00289  
     250<a name="l00290"></a>00290                 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> () : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> () {}; 
     251<a name="l00291"></a>00291                 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> &amp;D0) : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> () {set_parameters (D0.<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);}; 
     252<a name="l00292"></a>00292                 eDirich (<span class="keyword">const</span> vec &amp;beta0) {set_parameters (beta0);}; 
     253<a name="l00293"></a>00293                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;beta0) { 
     254<a name="l00294"></a>00294                         <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> = beta0; 
     255<a name="l00295"></a>00295                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length(); 
     256<a name="l00296"></a>00296                 } 
     257<a name="l00298"></a>00298  
     258<a name="l00299"></a><a class="code" href="classbdm_1_1eDirich.html#a3290613d31d58daa8a45a54b003871fc">00299</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#a3290613d31d58daa8a45a54b003871fc" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
     259<a name="l00300"></a>00300                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;Not implemented&quot;</span>); 
     260<a name="l00301"></a>00301                         <span class="keywordflow">return</span> vec(); 
     261<a name="l00302"></a>00302                 } 
     262<a name="l00303"></a>00303  
     263<a name="l00304"></a><a class="code" href="classbdm_1_1eDirich.html#acb343355ec791298bb5a3404cd482fb6">00304</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#acb343355ec791298bb5a3404cd482fb6" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> / sum (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);}; 
     264<a name="l00305"></a><a class="code" href="classbdm_1_1eDirich.html#a43c547a2507e233706f92712d8c2aacc">00305</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#a43c547a2507e233706f92712d8c2aacc" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordtype">double</span> gamma = sum (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>); <span class="keywordflow">return</span> elem_mult (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>, (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> + 1)) / (gamma* (gamma + 1));} 
     265<a name="l00307"></a><a class="code" href="classbdm_1_1eDirich.html#ae09a24938e80c3d94b0ee842d1552318">00307</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#ae09a24938e80c3d94b0ee842d1552318" title="In this instance, val is ...">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
     266<a name="l00308"></a>00308                         <span class="keywordtype">double</span> tmp; tmp = (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> - 1) * log (val); 
     267<a name="l00309"></a>00309                         <span class="keywordflow">return</span> tmp; 
     268<a name="l00310"></a>00310                 } 
     269<a name="l00311"></a>00311  
     270<a name="l00312"></a><a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2">00312</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{ 
     271<a name="l00313"></a>00313                         <span class="keywordtype">double</span> tmp; 
     272<a name="l00314"></a>00314                         <span class="keywordtype">double</span> gam = sum (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>); 
     273<a name="l00315"></a>00315                         <span class="keywordtype">double</span> lgb = 0.0; 
     274<a name="l00316"></a>00316                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length();i++) {lgb += lgamma (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> (i));} 
     275<a name="l00317"></a>00317                         tmp = lgb - lgamma (gam); 
     276<a name="l00318"></a>00318                         <span class="keywordflow">return</span> tmp; 
     277<a name="l00319"></a>00319                 } 
     278<a name="l00320"></a>00320  
     279<a name="l00322"></a><a class="code" href="classbdm_1_1eDirich.html#a175e0add26d2105c28d8121eefb9e324">00322</a>                 vec&amp; <a class="code" href="classbdm_1_1eDirich.html#a175e0add26d2105c28d8121eefb9e324" title="access function">_beta</a>()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>;} 
     280<a name="l00324"></a>00324 }; 
     281<a name="l00325"></a>00325  
     282<a name="l00327"></a><a class="code" href="classbdm_1_1multiBM.html">00327</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> 
     283<a name="l00328"></a>00328 { 
     284<a name="l00329"></a>00329         <span class="keyword">protected</span>: 
     285<a name="l00331"></a><a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a">00331</a>                 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>; 
     286<a name="l00333"></a><a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25">00333</a>                 vec &amp;<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>; 
     287<a name="l00334"></a>00334         <span class="keyword">public</span>: 
     288<a name="l00336"></a><a class="code" href="classbdm_1_1multiBM.html#ac4dd6d9522a8a605776d21bac9bd9daf">00336</a>                 <a class="code" href="classbdm_1_1multiBM.html#ac4dd6d9522a8a605776d21bac9bd9daf" title="Default constructor.">multiBM</a> () : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (), <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> (), <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> (<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta()) { 
     289<a name="l00337"></a>00337                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>.length() &gt; 0) {<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     290<a name="l00338"></a>00338                         <span class="keywordflow">else</span>{<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = 0.0;} 
     291<a name="l00339"></a>00339                 } 
     292<a name="l00341"></a><a class="code" href="classbdm_1_1multiBM.html#ac4378cf8037f6bed29c74eea63344b31">00341</a>                 <a class="code" href="classbdm_1_1multiBM.html#ac4378cf8037f6bed29c74eea63344b31" title="Copy constructor.">multiBM</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a> &amp;B) : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (B), <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> (B.<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>), <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> (<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta()) {} 
     293<a name="l00343"></a><a class="code" href="classbdm_1_1multiBM.html#adbe6b90d410dc062a233d1dc09eeba52">00343</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#adbe6b90d410dc062a233d1dc09eeba52" title="Sets sufficient statistics to match that of givefrom mB0.">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a>* mB0) {<span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>* mB = <span class="keyword">dynamic_cast&lt;</span><span class="keyword">const </span><a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>*<span class="keyword">&gt;</span> (mB0); <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> = mB-&gt;<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;} 
     294<a name="l00344"></a><a class="code" href="classbdm_1_1multiBM.html#a1e4bf41b61937fd80f34049742e23f95">00344</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#a1e4bf41b61937fd80f34049742e23f95" title="Incremental Bayes rule.">bayes</a> (<span class="keyword">const</span> vec &amp;dt) { 
     295<a name="l00345"></a>00345                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> &lt; 1.0) {<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> *= <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     296<a name="l00346"></a>00346                         <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> += dt; 
     297<a name="l00347"></a>00347                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {<a class="code" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - <a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;} 
     298<a name="l00348"></a>00348                 } 
     299<a name="l00349"></a><a class="code" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">00349</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">logpred</a> (<span class="keyword">const</span> vec &amp;dt)<span class="keyword"> const </span>{ 
     300<a name="l00350"></a>00350                         <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> pred (<a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>); 
     301<a name="l00351"></a>00351                         vec &amp;<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> = pred.<a class="code" href="classbdm_1_1eDirich.html#a175e0add26d2105c28d8121eefb9e324" title="access function">_beta</a>(); 
     302<a name="l00352"></a>00352  
     303<a name="l00353"></a>00353                         <span class="keywordtype">double</span> lll; 
     304<a name="l00354"></a>00354                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> &lt; 1.0) 
     305<a name="l00355"></a>00355                                 {beta *= <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;lll = pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     306<a name="l00356"></a>00356                         <span class="keywordflow">else</span> 
     307<a name="l00357"></a>00357                                 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {lll = <a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;} 
     308<a name="l00358"></a>00358                                 <span class="keywordflow">else</span>{lll = pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     309<a name="l00359"></a>00359  
     310<a name="l00360"></a>00360                         beta += dt; 
     311<a name="l00361"></a>00361                         <span class="keywordflow">return</span> pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - lll; 
     312<a name="l00362"></a>00362                 } 
     313<a name="l00363"></a>00363                 <span class="keywordtype">void</span> flatten (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* B) { 
     314<a name="l00364"></a>00364                         <span class="keyword">const</span> <a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>* E = <span class="keyword">dynamic_cast&lt;</span><span class="keyword">const </span><a class="code" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density.">multiBM</a>*<span class="keyword">&gt;</span> (B); 
     315<a name="l00365"></a>00365                         <span class="comment">// sum(beta) should be equal to sum(B.beta)</span> 
     316<a name="l00366"></a>00366                         <span class="keyword">const</span> vec &amp;Eb = E-&gt;<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;<span class="comment">//const_cast&lt;multiBM*&gt; ( E )-&gt;_beta();</span> 
     317<a name="l00367"></a>00367                         <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> *= (sum (Eb) / sum (<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>)); 
     318<a name="l00368"></a>00368                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     319<a name="l00369"></a>00369                 } 
     320<a name="l00371"></a><a class="code" href="classbdm_1_1multiBM.html#a31ff93f89473f099e489b9e1dc8d9513">00371</a>                 <span class="keyword">const</span> <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a>&amp; <a class="code" href="classbdm_1_1multiBM.html#a31ff93f89473f099e489b9e1dc8d9513" title="reimplemnetation of BM::posterior()">posterior</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>;}; 
     321<a name="l00373"></a><a class="code" href="classbdm_1_1multiBM.html#a7a480eace4446661bacca94c57499f01">00373</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#a7a480eace4446661bacca94c57499f01" title="constructor function">set_parameters</a> (<span class="keyword">const</span> vec &amp;beta0) { 
     322<a name="l00374"></a>00374                         <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.set_parameters (beta0); 
     323<a name="l00375"></a>00375                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>) {<a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     324<a name="l00376"></a>00376                 } 
     325<a name="l00377"></a>00377 }; 
     326<a name="l00378"></a>00378  
     327<a name="l00388"></a><a class="code" href="classbdm_1_1egamma.html">00388</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> 
     328<a name="l00389"></a>00389 { 
     329<a name="l00390"></a>00390         <span class="keyword">protected</span>: 
     330<a name="l00392"></a><a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa">00392</a>                 vec <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>; 
     331<a name="l00394"></a><a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1">00394</a>                 vec <a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>; 
     332<a name="l00395"></a>00395         <span class="keyword">public</span> : 
     333<a name="l00398"></a>00398                 <a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> () : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> (), <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> (0), <a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> (0) {}; 
     334<a name="l00399"></a>00399                 <a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> (<span class="keyword">const</span> vec &amp;a, <span class="keyword">const</span> vec &amp;b) {set_parameters (a, b);}; 
     335<a name="l00400"></a>00400                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;a, <span class="keyword">const</span> vec &amp;b) {<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> = a, <a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> = b;<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length();}; 
     336<a name="l00402"></a>00402  
     337<a name="l00403"></a>00403                 vec <a class="code" href="classbdm_1_1egamma.html#a6ed82f0fd05f6002487256d8e75a0bbd" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
     338<a name="l00404"></a>00404                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egamma.html#aa8e11e5a580ff42a1b205974c60768c6" title="Evaluate normalized log-probability.">evallog</a> (<span class="keyword">const</span> vec &amp;val) <span class="keyword">const</span>; 
     339<a name="l00405"></a>00405                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egamma.html#a9a66cbd100e8520c769ccb3c451f86f8" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>; 
     340<a name="l00407"></a><a class="code" href="classbdm_1_1egamma.html#a0865cb3d6339fdc7410806cf70a329ed">00407</a>                 vec&amp; <a class="code" href="classbdm_1_1egamma.html#a0865cb3d6339fdc7410806cf70a329ed" title="Returns pointer to internal alpha. Potentially dengerous: use with care!">_alpha</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>;} 
     341<a name="l00409"></a><a class="code" href="classbdm_1_1egamma.html#ac42cadd9cbd344caaa69b0b433cd16ca">00409</a>                 vec&amp; <a class="code" href="classbdm_1_1egamma.html#ac42cadd9cbd344caaa69b0b433cd16ca" title="Returns pointer to internal beta. Potentially dengerous: use with care!">_beta</a>() {<span class="keywordflow">return</span> beta;} 
     342<a name="l00410"></a><a class="code" href="classbdm_1_1egamma.html#a49d256c42cce14c6faa56ec242b57e85">00410</a>                 vec <a class="code" href="classbdm_1_1egamma.html#a49d256c42cce14c6faa56ec242b57e85" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> elem_div (<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, beta);} 
     343<a name="l00411"></a><a class="code" href="classbdm_1_1egamma.html#a36986cc01917cd0796fadc17125bdec1">00411</a>                 vec <a class="code" href="classbdm_1_1egamma.html#a36986cc01917cd0796fadc17125bdec1" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> elem_div (<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, elem_mult (beta, beta)); } 
     344<a name="l00412"></a>00412  
     345<a name="l00423"></a><a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">00423</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     346<a name="l00424"></a>00424                         <a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv</span> 
     347<a name="l00425"></a>00425                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;alpha&quot;</span>, UI::compulsory); 
     348<a name="l00426"></a>00426                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (beta, <span class="keyword">set</span>, <span class="stringliteral">&quot;beta&quot;</span>, UI::compulsory); 
     349<a name="l00427"></a>00427                         <a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>(); 
     350<a name="l00428"></a>00428                 } 
     351<a name="l00429"></a><a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127">00429</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>() { 
     352<a name="l00430"></a>00430                         <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_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length() == beta.length(), <span class="stringliteral">&quot;parameters do not match&quot;</span>); 
     353<a name="l00431"></a>00431                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length(); 
     354<a name="l00432"></a>00432                 } 
     355<a name="l00433"></a>00433 }; 
     356<a name="l00434"></a>00434 <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> (egamma); 
     357<a name="l00435"></a>00435 SHAREDPTR ( egamma ); 
     358<a name="l00436"></a>00436  
     359<a name="l00453"></a><a class="code" href="classbdm_1_1eigamma.html">00453</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> 
     360<a name="l00454"></a>00454 { 
     361<a name="l00455"></a>00455         <span class="keyword">protected</span>: 
     362<a name="l00456"></a>00456         <span class="keyword">public</span> : 
     363<a name="l00461"></a>00461  
     364<a name="l00462"></a><a class="code" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f">00462</a>                 vec <a class="code" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> 1.0 / <a class="code" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample,  from density .">egamma::sample</a>();}; 
     365<a name="l00464"></a><a class="code" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb">00464</a>                 vec <a class="code" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb" title="Returns poiter to alpha and beta. Potentially dangerous: use with care!">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> elem_div (<a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>, <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> - 1);} 
     366<a name="l00465"></a><a class="code" href="classbdm_1_1eigamma.html#ac2c696f8c668e9f65392c9449f6a5133">00465</a>                 vec <a class="code" href="classbdm_1_1eigamma.html#ac2c696f8c668e9f65392c9449f6a5133" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{vec mea = <a class="code" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb" title="Returns poiter to alpha and beta. Potentially dangerous: use with care!">mean</a>(); <span class="keywordflow">return</span> elem_div (elem_mult (mea, mea), <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> - 2);} 
     367<a name="l00466"></a>00466 }; 
     368<a name="l00467"></a>00467 <span class="comment">/*</span> 
     369<a name="l00469"></a>00469 <span class="comment">class emix : public epdf {</span> 
     370<a name="l00470"></a>00470 <span class="comment">protected:</span> 
     371<a name="l00471"></a>00471 <span class="comment">        int n;</span> 
     372<a name="l00472"></a>00472 <span class="comment">        vec &amp;w;</span> 
     373<a name="l00473"></a>00473 <span class="comment">        Array&lt;epdf*&gt; Coms;</span> 
     374<a name="l00474"></a>00474 <span class="comment">public:</span> 
     375<a name="l00476"></a>00476 <span class="comment">        emix ( const RV &amp;rv, vec &amp;w0): epdf(rv), n(w0.length()), w(w0), Coms(n) {};</span> 
     376<a name="l00477"></a>00477 <span class="comment">        void set_parameters( int &amp;i, double wi, epdf* ep){w(i)=wi;Coms(i)=ep;}</span> 
     377<a name="l00478"></a>00478 <span class="comment">        vec mean(){vec pom; for(int i=0;i&lt;n;i++){pom+=Coms(i)-&gt;mean()*w(i);} return pom;};</span> 
     378<a name="l00479"></a>00479 <span class="comment">};</span> 
     379<a name="l00480"></a>00480 <span class="comment">*/</span> 
     380<a name="l00481"></a>00481  
     381<a name="l00483"></a>00483  
     382<a name="l00484"></a><a class="code" href="classbdm_1_1euni.html">00484</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1euni.html" title="Uniform distributed density on a rectangular support.">euni</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> 
     383<a name="l00485"></a>00485 { 
     384<a name="l00486"></a>00486         <span class="keyword">protected</span>: 
     385<a name="l00488"></a><a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32">00488</a>                 vec <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>; 
     386<a name="l00490"></a><a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1">00490</a>                 vec <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>; 
     387<a name="l00492"></a><a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c">00492</a>                 vec <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>; 
     388<a name="l00494"></a><a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20">00494</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>; 
     389<a name="l00496"></a><a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476">00496</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>; 
     390<a name="l00497"></a>00497         <span class="keyword">public</span>: 
     391<a name="l00500"></a>00500                 <a class="code" href="classbdm_1_1euni.html" title="Uniform distributed density on a rectangular support.">euni</a> () : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> () {} 
     392<a name="l00501"></a>00501                 <a class="code" href="classbdm_1_1euni.html" title="Uniform distributed density on a rectangular support.">euni</a> (<span class="keyword">const</span> vec &amp;low0, <span class="keyword">const</span> vec &amp;high0) {set_parameters (low0, high0);} 
     393<a name="l00502"></a>00502                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;low0, <span class="keyword">const</span> vec &amp;high0) { 
     394<a name="l00503"></a>00503                         <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> = high0 - low0; 
     395<a name="l00504"></a>00504                         <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0; 
     396<a name="l00505"></a>00505                         <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0; 
     397<a name="l00506"></a>00506                         <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>); 
     398<a name="l00507"></a>00507                         <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>); 
     399<a name="l00508"></a>00508                         <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(); 
     400<a name="l00509"></a>00509                 } 
     401<a name="l00511"></a>00511  
     402<a name="l00512"></a><a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81">00512</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const  </span>{ 
     403<a name="l00513"></a>00513                         <span class="keywordflow">if</span> (any (val &lt; <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) &amp;&amp; any (val &gt; <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>)) {<span class="keywordflow">return</span> inf;} 
     404<a name="l00514"></a>00514                         <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>; 
     405<a name="l00515"></a>00515                 } 
     406<a name="l00516"></a><a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194">00516</a>                 vec <a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
     407<a name="l00517"></a>00517                         vec smp (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     408<a name="l00518"></a>00518 <span class="preprocessor">#pragma omp critical</span> 
     409<a name="l00519"></a>00519 <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); 
     410<a name="l00520"></a>00520                         <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); 
    412411<a name="l00521"></a>00521                 } 
    413 <a name="l00523"></a>00523  
    414 <a name="l00524"></a><a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81">00524</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const  </span>{ 
    415 <a name="l00525"></a>00525                         <span class="keywordflow">if</span> (any (val &lt; <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) &amp;&amp; any (val &gt; <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>)) {<span class="keywordflow">return</span> inf;} 
    416 <a name="l00526"></a>00526                         <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>; 
    417 <a name="l00527"></a>00527                 } 
    418 <a name="l00528"></a><a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194">00528</a>                 vec <a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
    419 <a name="l00529"></a>00529                         vec smp (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    420 <a name="l00530"></a>00530 <span class="preprocessor">#pragma omp critical</span> 
    421 <a name="l00531"></a>00531 <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); 
    422 <a name="l00532"></a>00532                         <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); 
    423 <a name="l00533"></a>00533                 } 
    424 <a name="l00535"></a><a class="code" href="classbdm_1_1euni.html#a46caa8c13aba2e6228f964208918b226">00535</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;} 
    425 <a name="l00536"></a><a class="code" href="classbdm_1_1euni.html#a951f932155111f6053c980f672b4c22c">00536</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;} 
    426 <a name="l00547"></a><a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">00547</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    427 <a name="l00548"></a>00548                         <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> 
    428 <a name="l00549"></a>00549  
    429 <a name="l00550"></a>00550                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;high&quot;</span>, UI::compulsory); 
    430 <a name="l00551"></a>00551                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;low&quot;</span>, UI::compulsory); 
    431 <a name="l00552"></a>00552                         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>); 
    432 <a name="l00553"></a>00553                         <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>(); 
    433 <a name="l00554"></a>00554                 } 
    434 <a name="l00555"></a><a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9">00555</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>() { 
    435 <a name="l00556"></a>00556                         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>.length()==<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length(), <span class="stringliteral">&quot;Incompatible high and low vectors&quot;</span>); 
    436 <a name="l00557"></a>00557                         <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(); 
    437 <a name="l00558"></a>00558                         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (min (<a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>) &gt; 0.0, <span class="stringliteral">&quot;bad support&quot;</span>); 
    438 <a name="l00559"></a>00559                 } 
    439 <a name="l00560"></a>00560 }; 
    440 <a name="l00561"></a>00561 <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); 
    441 <a name="l00562"></a>00562  
    442 <a name="l00568"></a>00568 <span class="keyword">template</span> &lt; <span class="keyword">class</span> sq_T, <span class="keyword">template</span> &lt;<span class="keyword">typename</span>&gt; <span class="keyword">class </span>TEpdf = enorm &gt; 
    443 <a name="l00569"></a><a class="code" href="classbdm_1_1mlnorm.html">00569</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt; 
    444 <a name="l00570"></a>00570 { 
    445 <a name="l00571"></a>00571         <span class="keyword">protected</span>: 
    446 <a name="l00573"></a><a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42">00573</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>; 
    447 <a name="l00575"></a><a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6">00575</a>                 vec <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
    448 <a name="l00576"></a>00576 <span class="comment">//                      vec&amp; _mu; //cached epdf.mu; !!!!!! WHY NOT?</span> 
    449 <a name="l00577"></a>00577         <span class="keyword">public</span>: 
    450 <a name="l00580"></a>00580                 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt;() {}; 
    451 <a name="l00581"></a>00581                 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> (<span class="keyword">const</span> mat &amp;<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt;() { 
    452 <a name="l00582"></a>00582                         <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (A, mu0, R); 
    453 <a name="l00583"></a>00583                 } 
    454 <a name="l00584"></a>00584  
    455 <a name="l00586"></a><a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5">00586</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (<span class="keyword">const</span>  mat &amp;A0, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0) {   
    456 <a name="l00587"></a>00587                         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (A0.rows()), R0); 
    457 <a name="l00588"></a>00588                         <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0; 
    458 <a name="l00589"></a>00589                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
    459 <a name="l00590"></a>00590                         this-&gt;<a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = A0.cols(); 
    460 <a name="l00591"></a>00591                 } 
    461 <a name="l00594"></a><a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">00594</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">condition</a> (<span class="keyword">const</span> vec &amp;cond) { 
    462 <a name="l00595"></a>00595                         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
    463 <a name="l00596"></a>00596 <span class="comment">//R is already assigned;</span> 
    464 <a name="l00597"></a>00597                 } 
    465 <a name="l00598"></a>00598  
    466 <a name="l00600"></a><a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7">00600</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7" title="access function">_mu_const</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;} 
    467 <a name="l00602"></a><a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23">00602</a>                 <span class="keyword">const</span> mat&amp; <a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23" title="access function">_A</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>;} 
    468 <a name="l00604"></a><a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43">00604</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._R().to_mat(); } 
    469 <a name="l00605"></a>00605  
    470 <a name="l00607"></a>00607                 <span class="keyword">template</span>&lt;<span class="keyword">typename</span> sq_M&gt; 
    471 <a name="l00608"></a>00608                 <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_M, enorm&gt; &amp;ml); 
    472 <a name="l00609"></a>00609  
    473 <a name="l00620"></a><a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">00620</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    474 <a name="l00621"></a>00621                         <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">mpdf::from_setting</a> (<span class="keyword">set</span>); 
    475 <a name="l00622"></a>00622  
    476 <a name="l00623"></a>00623                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;A&quot;</span>, UI::compulsory); 
    477 <a name="l00624"></a>00624                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;const&quot;</span>, UI::compulsory); 
    478 <a name="l00625"></a>00625                         mat R0; 
    479 <a name="l00626"></a>00626                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R0, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
    480 <a name="l00627"></a>00627                         <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); 
    481 <a name="l00628"></a>00628                         <a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>(); 
    482 <a name="l00629"></a>00629                 }; 
    483 <a name="l00630"></a><a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924">00630</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>() { 
    484 <a name="l00631"></a>00631                         <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_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">&quot;mlnorm: A vs. mu mismatch&quot;</span>); 
    485 <a name="l00632"></a>00632                         <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_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>().rows(), <span class="stringliteral">&quot;mlnorm: A vs. R mismatch&quot;</span>); 
    486 <a name="l00633"></a>00633                          
    487 <a name="l00634"></a>00634                 } 
    488 <a name="l00635"></a>00635 }; 
    489 <a name="l00636"></a>00636 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,ldmat); 
    490 <a name="l00637"></a>00637 SHAREDPTR2 ( mlnorm, ldmat ); 
    491 <a name="l00638"></a>00638 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,fsqmat); 
    492 <a name="l00639"></a>00639 SHAREDPTR2 ( mlnorm, fsqmat ); 
    493 <a name="l00640"></a>00640 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm, chmat); 
    494 <a name="l00641"></a>00641 SHAREDPTR2 ( mlnorm, chmat ); 
    495 <a name="l00642"></a>00642  
    496 <a name="l00644"></a>00644 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    497 <a name="l00645"></a><a class="code" href="classbdm_1_1mgnorm.html">00645</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgnorm.html" title="Mpdf with general function for mean value.">mgnorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; enorm&lt; sq_T &gt; &gt; 
    498 <a name="l00646"></a>00646 { 
    499 <a name="l00647"></a>00647         <span class="keyword">private</span>: 
    500 <a name="l00648"></a>00648 <span class="comment">//                      vec &amp;mu; WHY NOT?</span> 
    501 <a name="l00649"></a>00649                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g; 
    502 <a name="l00650"></a>00650  
    503 <a name="l00651"></a>00651         <span class="keyword">public</span>: 
    504 <a name="l00653"></a><a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d">00653</a>                 <a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d" title="default constructor">mgnorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&lt;sq_T&gt; &gt;() { } 
    505 <a name="l00655"></a>00655                 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> &amp;g0, <span class="keyword">const</span> sq_T &amp;R0); 
    506 <a name="l00656"></a>00656                 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;cond); 
    507 <a name="l00657"></a>00657  
    508 <a name="l00658"></a>00658  
    509 <a name="l00677"></a><a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">00677</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    510 <a name="l00678"></a>00678                         <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">mpdf::from_setting</a>(<span class="keyword">set</span>); 
    511 <a name="l00679"></a>00679                         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g = UI::build&lt;fnc&gt; (<span class="keyword">set</span>, <span class="stringliteral">&quot;g&quot;</span>, UI::compulsory); 
    512 <a name="l00680"></a>00680  
    513 <a name="l00681"></a>00681                         mat R; 
    514 <a name="l00682"></a>00682                         vec dR; 
    515 <a name="l00683"></a>00683                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (dR, <span class="keyword">set</span>, <span class="stringliteral">&quot;dR&quot;</span>)) 
    516 <a name="l00684"></a>00684                                 R = diag (dR); 
    517 <a name="l00685"></a>00685                         <span class="keywordflow">else</span> 
    518 <a name="l00686"></a>00686                                 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
     412<a name="l00523"></a><a class="code" href="classbdm_1_1euni.html#a46caa8c13aba2e6228f964208918b226">00523</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;} 
     413<a name="l00524"></a><a class="code" href="classbdm_1_1euni.html#a951f932155111f6053c980f672b4c22c">00524</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;} 
     414<a name="l00535"></a><a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">00535</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     415<a name="l00536"></a>00536                         <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> 
     416<a name="l00537"></a>00537  
     417<a name="l00538"></a>00538                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;high&quot;</span>, UI::compulsory); 
     418<a name="l00539"></a>00539                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;low&quot;</span>, UI::compulsory); 
     419<a name="l00540"></a>00540                         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>); 
     420<a name="l00541"></a>00541                         <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>(); 
     421<a name="l00542"></a>00542                 } 
     422<a name="l00543"></a><a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9">00543</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>() { 
     423<a name="l00544"></a>00544                         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>.length()==<a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length(), <span class="stringliteral">&quot;Incompatible high and low vectors&quot;</span>); 
     424<a name="l00545"></a>00545                         <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(); 
     425<a name="l00546"></a>00546                         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (min (<a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>) &gt; 0.0, <span class="stringliteral">&quot;bad support&quot;</span>); 
     426<a name="l00547"></a>00547                 } 
     427<a name="l00548"></a>00548 }; 
     428<a name="l00549"></a>00549 <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); 
     429<a name="l00550"></a>00550  
     430<a name="l00556"></a>00556 <span class="keyword">template</span> &lt; <span class="keyword">class</span> sq_T, <span class="keyword">template</span> &lt;<span class="keyword">typename</span>&gt; <span class="keyword">class </span>TEpdf = enorm &gt; 
     431<a name="l00557"></a><a class="code" href="classbdm_1_1mlnorm.html">00557</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt; 
     432<a name="l00558"></a>00558 { 
     433<a name="l00559"></a>00559         <span class="keyword">protected</span>: 
     434<a name="l00561"></a><a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42">00561</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>; 
     435<a name="l00563"></a><a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6">00563</a>                 vec <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
     436<a name="l00564"></a>00564 <span class="comment">//                      vec&amp; _mu; //cached epdf.mu; !!!!!! WHY NOT?</span> 
     437<a name="l00565"></a>00565         <span class="keyword">public</span>: 
     438<a name="l00568"></a>00568                 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt;() {}; 
     439<a name="l00569"></a>00569                 <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> (<span class="keyword">const</span> mat &amp;<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; TEpdf&lt;sq_T&gt; &gt;() { 
     440<a name="l00570"></a>00570                         <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (A, mu0, R); 
     441<a name="l00571"></a>00571                 } 
     442<a name="l00572"></a>00572  
     443<a name="l00574"></a><a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5">00574</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (<span class="keyword">const</span>  mat &amp;A0, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0) {   
     444<a name="l00575"></a>00575                         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (A0.rows()), R0); 
     445<a name="l00576"></a>00576                         <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0; 
     446<a name="l00577"></a>00577                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
     447<a name="l00578"></a>00578                         this-&gt;<a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = A0.cols(); 
     448<a name="l00579"></a>00579                 } 
     449<a name="l00582"></a><a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">00582</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">condition</a> (<span class="keyword">const</span> vec &amp;cond) { 
     450<a name="l00583"></a>00583                         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
     451<a name="l00584"></a>00584 <span class="comment">//R is already assigned;</span> 
     452<a name="l00585"></a>00585                 } 
     453<a name="l00586"></a>00586  
     454<a name="l00588"></a><a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7">00588</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7" title="access function">_mu_const</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;} 
     455<a name="l00590"></a><a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23">00590</a>                 <span class="keyword">const</span> mat&amp; <a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23" title="access function">_A</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>;} 
     456<a name="l00592"></a><a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43">00592</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._R().to_mat(); } 
     457<a name="l00593"></a>00593  
     458<a name="l00595"></a>00595                 <span class="keyword">template</span>&lt;<span class="keyword">typename</span> sq_M&gt; 
     459<a name="l00596"></a>00596                 <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_M, enorm&gt; &amp;ml); 
     460<a name="l00597"></a>00597  
     461<a name="l00608"></a><a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">00608</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     462<a name="l00609"></a>00609                         <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">mpdf::from_setting</a> (<span class="keyword">set</span>); 
     463<a name="l00610"></a>00610  
     464<a name="l00611"></a>00611                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;A&quot;</span>, UI::compulsory); 
     465<a name="l00612"></a>00612                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;const&quot;</span>, UI::compulsory); 
     466<a name="l00613"></a>00613                         mat R0; 
     467<a name="l00614"></a>00614                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R0, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
     468<a name="l00615"></a>00615                         <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); 
     469<a name="l00616"></a>00616                         <a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>(); 
     470<a name="l00617"></a>00617                 }; 
     471<a name="l00618"></a><a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924">00618</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>() { 
     472<a name="l00619"></a>00619                         <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_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">&quot;mlnorm: A vs. mu mismatch&quot;</span>); 
     473<a name="l00620"></a>00620                         <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_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>().rows(), <span class="stringliteral">&quot;mlnorm: A vs. R mismatch&quot;</span>); 
     474<a name="l00621"></a>00621                          
     475<a name="l00622"></a>00622                 } 
     476<a name="l00623"></a>00623 }; 
     477<a name="l00624"></a>00624 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,ldmat); 
     478<a name="l00625"></a>00625 SHAREDPTR2 ( mlnorm, ldmat ); 
     479<a name="l00626"></a>00626 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,fsqmat); 
     480<a name="l00627"></a>00627 SHAREDPTR2 ( mlnorm, fsqmat ); 
     481<a name="l00628"></a>00628 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm, chmat); 
     482<a name="l00629"></a>00629 SHAREDPTR2 ( mlnorm, chmat ); 
     483<a name="l00630"></a>00630  
     484<a name="l00632"></a>00632 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     485<a name="l00633"></a><a class="code" href="classbdm_1_1mgnorm.html">00633</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgnorm.html" title="Mpdf with general function for mean value.">mgnorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt; enorm&lt; sq_T &gt; &gt; 
     486<a name="l00634"></a>00634 { 
     487<a name="l00635"></a>00635         <span class="keyword">private</span>: 
     488<a name="l00636"></a>00636 <span class="comment">//                      vec &amp;mu; WHY NOT?</span> 
     489<a name="l00637"></a>00637                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g; 
     490<a name="l00638"></a>00638  
     491<a name="l00639"></a>00639         <span class="keyword">public</span>: 
     492<a name="l00641"></a><a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d">00641</a>                 <a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d" title="default constructor">mgnorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&lt;sq_T&gt; &gt;() { } 
     493<a name="l00643"></a>00643                 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> &amp;g0, <span class="keyword">const</span> sq_T &amp;R0); 
     494<a name="l00644"></a>00644                 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;cond); 
     495<a name="l00645"></a>00645  
     496<a name="l00646"></a>00646  
     497<a name="l00665"></a><a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">00665</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     498<a name="l00666"></a>00666                         <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">mpdf::from_setting</a>(<span class="keyword">set</span>); 
     499<a name="l00667"></a>00667                         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g = UI::build&lt;fnc&gt; (<span class="keyword">set</span>, <span class="stringliteral">&quot;g&quot;</span>, UI::compulsory); 
     500<a name="l00668"></a>00668  
     501<a name="l00669"></a>00669                         mat R; 
     502<a name="l00670"></a>00670                         vec dR; 
     503<a name="l00671"></a>00671                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (dR, <span class="keyword">set</span>, <span class="stringliteral">&quot;dR&quot;</span>)) 
     504<a name="l00672"></a>00672                                 R = diag (dR); 
     505<a name="l00673"></a>00673                         <span class="keywordflow">else</span> 
     506<a name="l00674"></a>00674                                 <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
     507<a name="l00675"></a>00675  
     508<a name="l00676"></a>00676                         <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (g, R); 
     509<a name="l00677"></a>00677                         <a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>(); 
     510<a name="l00678"></a>00678                 } 
     511<a name="l00679"></a><a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158">00679</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>() { 
     512<a name="l00680"></a>00680                         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(g-&gt;dimension()==this-&gt;dimension(),<span class="stringliteral">&quot;incompatible function&quot;</span>); 
     513<a name="l00681"></a>00681                 } 
     514<a name="l00682"></a>00682 }; 
     515<a name="l00683"></a>00683  
     516<a name="l00684"></a>00684 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mgnorm, chmat); 
     517<a name="l00685"></a>00685 SHAREDPTR2 ( mgnorm, chmat ); 
     518<a name="l00686"></a>00686  
    519519<a name="l00687"></a>00687  
    520 <a name="l00688"></a>00688                         <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (g, R); 
    521 <a name="l00689"></a>00689                         <a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>(); 
    522 <a name="l00690"></a>00690                 } 
    523 <a name="l00691"></a><a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158">00691</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>() { 
    524 <a name="l00692"></a>00692                         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(g-&gt;dimension()==this-&gt;dimension(),<span class="stringliteral">&quot;incompatible function&quot;</span>); 
    525 <a name="l00693"></a>00693                 } 
    526 <a name="l00694"></a>00694 }; 
    527 <a name="l00695"></a>00695  
    528 <a name="l00696"></a>00696 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mgnorm, chmat); 
    529 <a name="l00697"></a>00697 SHAREDPTR2 ( mgnorm, chmat ); 
    530 <a name="l00698"></a>00698  
    531 <a name="l00699"></a>00699  
    532 <a name="l00707"></a><a class="code" href="classbdm_1_1mlstudent.html">00707</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>&lt;ldmat, enorm&gt; 
    533 <a name="l00708"></a>00708 { 
    534 <a name="l00709"></a>00709         <span class="keyword">protected</span>: 
    535 <a name="l00711"></a><a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657">00711</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>; 
    536 <a name="l00713"></a><a class="code" href="classbdm_1_1mlstudent.html#a72e9bda4d6684e07faafc4b2192daf39">00713</a>                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;<a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>; 
    537 <a name="l00715"></a><a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8">00715</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>; 
    538 <a name="l00716"></a>00716         <span class="keyword">public</span>: 
    539 <a name="l00717"></a>00717                 <a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> () : <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>&lt;<a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&gt; (), 
    540 <a name="l00718"></a>00718                                 <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>()) {} 
    541 <a name="l00720"></a><a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3">00720</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &amp;A0, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;R0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; Lambda0) { 
    542 <a name="l00721"></a>00721                         <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> 
    543 <a name="l00722"></a>00722                         <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0; 
    544 <a name="l00723"></a>00723                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
    545 <a name="l00724"></a>00724                         <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a> = R0; 
    546 <a name="l00725"></a>00725                         <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> = Lambda0; 
    547 <a name="l00726"></a>00726                 } 
    548 <a name="l00727"></a><a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">00727</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">condition</a> (<span class="keyword">const</span> vec &amp;cond) { 
    549 <a name="l00728"></a>00728                         <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>; 
    550 <a name="l00729"></a>00729                         <span class="keywordtype">double</span> zeta; 
    551 <a name="l00730"></a>00730                         <span class="comment">//ugly hack!</span> 
    552 <a name="l00731"></a>00731                         <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>()) { 
    553 <a name="l00732"></a>00732                                 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))); 
    554 <a name="l00733"></a>00733                         } <span class="keywordflow">else</span> { 
    555 <a name="l00734"></a>00734                                 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); 
    556 <a name="l00735"></a>00735                         } 
    557 <a name="l00736"></a>00736                         <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>; 
    558 <a name="l00737"></a>00737                         <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> *= (1 + zeta);<span class="comment">// / ( nu ); &lt;&lt; nu is in Re!!!!!!</span> 
    559 <a name="l00738"></a>00738                 }; 
    560 <a name="l00739"></a>00739  
    561 <a name="l00740"></a><a class="code" href="classbdm_1_1mlstudent.html#a55869e091bca0e2af1c3667c05ba6261">00740</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#a55869e091bca0e2af1c3667c05ba6261" title="This method TODO.">validate</a>() { 
    562 <a name="l00741"></a>00741                         <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_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">&quot;mlstudent: A vs. mu mismatch&quot;</span>); 
    563 <a name="l00742"></a>00742                         <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_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows(), <span class="stringliteral">&quot;mlstudent: A vs. R mismatch&quot;</span>); 
    564 <a name="l00743"></a>00743                          
    565 <a name="l00744"></a>00744                 } 
    566 <a name="l00745"></a>00745 }; 
    567 <a name="l00755"></a><a class="code" href="classbdm_1_1mgamma.html">00755</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;egamma&gt; 
    568 <a name="l00756"></a>00756 { 
    569 <a name="l00757"></a>00757         <span class="keyword">protected</span>: 
     520<a name="l00695"></a><a class="code" href="classbdm_1_1mlstudent.html">00695</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>&lt;ldmat, enorm&gt; 
     521<a name="l00696"></a>00696 { 
     522<a name="l00697"></a>00697         <span class="keyword">protected</span>: 
     523<a name="l00699"></a><a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657">00699</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>; 
     524<a name="l00701"></a><a class="code" href="classbdm_1_1mlstudent.html#a72e9bda4d6684e07faafc4b2192daf39">00701</a>                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;<a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>; 
     525<a name="l00703"></a><a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8">00703</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>; 
     526<a name="l00704"></a>00704         <span class="keyword">public</span>: 
     527<a name="l00705"></a>00705                 <a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a> () : <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>&lt;<a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&gt; (), 
     528<a name="l00706"></a>00706                                 <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>()) {} 
     529<a name="l00708"></a><a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3">00708</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &amp;A0, <span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;R0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; Lambda0) { 
     530<a name="l00709"></a>00709                         <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> 
     531<a name="l00710"></a>00710                         <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0; 
     532<a name="l00711"></a>00711                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
     533<a name="l00712"></a>00712                         <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a> = R0; 
     534<a name="l00713"></a>00713                         <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> = Lambda0; 
     535<a name="l00714"></a>00714                 } 
     536<a name="l00715"></a><a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">00715</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">condition</a> (<span class="keyword">const</span> vec &amp;cond) { 
     537<a name="l00716"></a>00716                         <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>; 
     538<a name="l00717"></a>00717                         <span class="keywordtype">double</span> zeta; 
     539<a name="l00718"></a>00718                         <span class="comment">//ugly hack!</span> 
     540<a name="l00719"></a>00719                         <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>()) { 
     541<a name="l00720"></a>00720                                 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))); 
     542<a name="l00721"></a>00721                         } <span class="keywordflow">else</span> { 
     543<a name="l00722"></a>00722                                 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); 
     544<a name="l00723"></a>00723                         } 
     545<a name="l00724"></a>00724                         <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>; 
     546<a name="l00725"></a>00725                         <a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> *= (1 + zeta);<span class="comment">// / ( nu ); &lt;&lt; nu is in Re!!!!!!</span> 
     547<a name="l00726"></a>00726                 }; 
     548<a name="l00727"></a>00727  
     549<a name="l00728"></a><a class="code" href="classbdm_1_1mlstudent.html#a55869e091bca0e2af1c3667c05ba6261">00728</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#a55869e091bca0e2af1c3667c05ba6261" title="This method TODO.">validate</a>() { 
     550<a name="l00729"></a>00729                         <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_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">&quot;mlstudent: A vs. mu mismatch&quot;</span>); 
     551<a name="l00730"></a>00730                         <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_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows(), <span class="stringliteral">&quot;mlstudent: A vs. R mismatch&quot;</span>); 
     552<a name="l00731"></a>00731                          
     553<a name="l00732"></a>00732                 } 
     554<a name="l00733"></a>00733 }; 
     555<a name="l00743"></a><a class="code" href="classbdm_1_1mgamma.html">00743</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mgamma.html" title="Gamma random walk.">mgamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;egamma&gt; 
     556<a name="l00744"></a>00744 { 
     557<a name="l00745"></a>00745         <span class="keyword">protected</span>: 
     558<a name="l00746"></a>00746  
     559<a name="l00748"></a><a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">00748</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>; 
     560<a name="l00749"></a>00749  
     561<a name="l00751"></a><a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312">00751</a>                 vec &amp;<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>; 
     562<a name="l00752"></a>00752  
     563<a name="l00753"></a>00753         <span class="keyword">public</span>: 
     564<a name="l00755"></a><a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1">00755</a>                 <a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1" title="Constructor.">mgamma</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a>&gt;(), <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> (0), 
     565<a name="l00756"></a>00756                                 <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>()) { 
     566<a name="l00757"></a>00757                 } 
    570567<a name="l00758"></a>00758  
    571 <a name="l00760"></a><a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">00760</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>; 
     568<a name="l00760"></a>00760                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#aa0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">const</span> vec &amp;beta0); 
    572569<a name="l00761"></a>00761  
    573 <a name="l00763"></a><a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312">00763</a>                 vec &amp;<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>; 
    574 <a name="l00764"></a>00764  
    575 <a name="l00765"></a>00765         <span class="keyword">public</span>: 
    576 <a name="l00767"></a><a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1">00767</a>                 <a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1" title="Constructor.">mgamma</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a>&gt;(), <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> (0), 
    577 <a name="l00768"></a>00768                                 <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>()) { 
    578 <a name="l00769"></a>00769                 } 
    579 <a name="l00770"></a>00770  
    580 <a name="l00772"></a>00772                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#aa0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">const</span> vec &amp;beta0); 
    581 <a name="l00773"></a>00773  
    582 <a name="l00774"></a><a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff">00774</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) {<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / val;}; 
    583 <a name="l00786"></a><a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">00786</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    584 <a name="l00787"></a>00787                         <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> 
    585 <a name="l00788"></a>00788                         vec betatmp; <span class="comment">// ugly but necessary</span> 
    586 <a name="l00789"></a>00789                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (betatmp, <span class="keyword">set</span>, <span class="stringliteral">&quot;beta&quot;</span>, UI::compulsory); 
    587 <a name="l00790"></a>00790                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;k&quot;</span>, UI::compulsory); 
    588 <a name="l00791"></a>00791                         <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); 
    589 <a name="l00792"></a>00792                 } 
    590 <a name="l00793"></a>00793 }; 
    591 <a name="l00794"></a>00794 <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); 
    592 <a name="l00795"></a>00795 SHAREDPTR (mgamma); 
    593 <a name="l00796"></a>00796  
    594 <a name="l00806"></a><a class="code" href="classbdm_1_1migamma.html">00806</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;eigamma&gt; 
    595 <a name="l00807"></a>00807 { 
    596 <a name="l00808"></a>00808         <span class="keyword">protected</span>: 
    597 <a name="l00810"></a><a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c">00810</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>; 
    598 <a name="l00811"></a>00811  
    599 <a name="l00813"></a><a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc">00813</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>; 
     570<a name="l00762"></a><a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff">00762</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) {<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / val;}; 
     571<a name="l00774"></a><a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">00774</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     572<a name="l00775"></a>00775                         <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> 
     573<a name="l00776"></a>00776                         vec betatmp; <span class="comment">// ugly but necessary</span> 
     574<a name="l00777"></a>00777                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (betatmp, <span class="keyword">set</span>, <span class="stringliteral">&quot;beta&quot;</span>, UI::compulsory); 
     575<a name="l00778"></a>00778                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;k&quot;</span>, UI::compulsory); 
     576<a name="l00779"></a>00779                         <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); 
     577<a name="l00780"></a>00780                 } 
     578<a name="l00781"></a>00781 }; 
     579<a name="l00782"></a>00782 <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); 
     580<a name="l00783"></a>00783 SHAREDPTR (mgamma); 
     581<a name="l00784"></a>00784  
     582<a name="l00794"></a><a class="code" href="classbdm_1_1migamma.html">00794</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;eigamma&gt; 
     583<a name="l00795"></a>00795 { 
     584<a name="l00796"></a>00796         <span class="keyword">protected</span>: 
     585<a name="l00798"></a><a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c">00798</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>; 
     586<a name="l00799"></a>00799  
     587<a name="l00801"></a><a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc">00801</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>; 
     588<a name="l00802"></a>00802  
     589<a name="l00804"></a><a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5">00804</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>; 
     590<a name="l00805"></a>00805  
     591<a name="l00806"></a>00806         <span class="keyword">public</span>: 
     592<a name="l00809"></a>00809                 <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>&gt;(), 
     593<a name="l00810"></a>00810                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
     594<a name="l00811"></a>00811                                 <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>()), 
     595<a name="l00812"></a>00812                                 <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>()) { 
     596<a name="l00813"></a>00813                 } 
    600597<a name="l00814"></a>00814  
    601 <a name="l00816"></a><a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5">00816</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>; 
    602 <a name="l00817"></a>00817  
    603 <a name="l00818"></a>00818         <span class="keyword">public</span>: 
    604 <a name="l00821"></a>00821                 <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>&gt;(), 
    605 <a name="l00822"></a>00822                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
    606 <a name="l00823"></a>00823                                 <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>()), 
    607 <a name="l00824"></a>00824                                 <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>()) { 
    608 <a name="l00825"></a>00825                 } 
    609 <a name="l00826"></a>00826  
    610 <a name="l00827"></a>00827                 <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> &amp;m) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>&gt;(), 
    611 <a name="l00828"></a>00828                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
    612 <a name="l00829"></a>00829                                 <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>()), 
    613 <a name="l00830"></a>00830                                 <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>()) { 
    614 <a name="l00831"></a>00831                 } 
     598<a name="l00815"></a>00815                 <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1migamma.html" title="Inverse-Gamma random walk.">migamma</a> &amp;m) : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1eigamma.html" title="Inverse-Gamma posterior density.">eigamma</a>&gt;(), 
     599<a name="l00816"></a>00816                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
     600<a name="l00817"></a>00817                                 <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>()), 
     601<a name="l00818"></a>00818                                 <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>()) { 
     602<a name="l00819"></a>00819                 } 
     603<a name="l00821"></a>00821  
     604<a name="l00823"></a><a class="code" href="classbdm_1_1migamma.html#a8b10ab922e2a7bae2fb6bb3efc7b6151">00823</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) { 
     605<a name="l00824"></a>00824                         <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = k0; 
     606<a name="l00825"></a>00825                         <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>); 
     607<a name="l00826"></a>00826                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
     608<a name="l00827"></a>00827                 }; 
     609<a name="l00828"></a><a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c">00828</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
     610<a name="l00829"></a>00829                         <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)); 
     611<a name="l00830"></a>00830                 }; 
     612<a name="l00831"></a>00831 }; 
     613<a name="l00832"></a>00832  
    615614<a name="l00833"></a>00833  
    616 <a name="l00835"></a><a class="code" href="classbdm_1_1migamma.html#a8b10ab922e2a7bae2fb6bb3efc7b6151">00835</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) { 
    617 <a name="l00836"></a>00836                         <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = k0; 
    618 <a name="l00837"></a>00837                         <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>); 
    619 <a name="l00838"></a>00838                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
    620 <a name="l00839"></a>00839                 }; 
    621 <a name="l00840"></a><a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c">00840</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
    622 <a name="l00841"></a>00841                         <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)); 
    623 <a name="l00842"></a>00842                 }; 
    624 <a name="l00843"></a>00843 }; 
    625 <a name="l00844"></a>00844  
    626 <a name="l00845"></a>00845  
    627 <a name="l00857"></a><a class="code" href="classbdm_1_1mgamma__fix.html">00857</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> 
    628 <a name="l00858"></a>00858 { 
    629 <a name="l00859"></a>00859         <span class="keyword">protected</span>: 
    630 <a name="l00861"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa">00861</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>; 
    631 <a name="l00863"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2">00863</a>                 vec <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>; 
    632 <a name="l00864"></a>00864         <span class="keyword">public</span>: 
    633 <a name="l00866"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d">00866</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> () {}; 
    634 <a name="l00868"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2">00868</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) { 
    635 <a name="l00869"></a>00869                         <a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">mgamma::set_parameters</a> (k0, ref0); 
    636 <a name="l00870"></a>00870                         <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; 
    637 <a name="l00871"></a>00871                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
    638 <a name="l00872"></a>00872                 }; 
    639 <a name="l00873"></a>00873  
    640 <a name="l00874"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7">00874</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) {vec mean = elem_mult (<a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>)); <a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / mean;}; 
    641 <a name="l00875"></a>00875 }; 
    642 <a name="l00876"></a>00876  
    643 <a name="l00877"></a>00877  
    644 <a name="l00890"></a><a class="code" href="classbdm_1_1migamma__ref.html">00890</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> 
    645 <a name="l00891"></a>00891 { 
    646 <a name="l00892"></a>00892         <span class="keyword">protected</span>: 
    647 <a name="l00894"></a><a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d">00894</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>; 
    648 <a name="l00896"></a><a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6">00896</a>                 vec <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>; 
    649 <a name="l00897"></a>00897         <span class="keyword">public</span>: 
    650 <a name="l00899"></a><a class="code" href="classbdm_1_1migamma__ref.html#af45b15a10f084991ba6b48295f10421f">00899</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> () {}; 
    651 <a name="l00901"></a><a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800">00901</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) { 
    652 <a name="l00902"></a>00902                         <a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">migamma::set_parameters</a> (ref0.length(), k0); 
    653 <a name="l00903"></a>00903                         <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> = pow (ref0, 1.0 - l0); 
    654 <a name="l00904"></a>00904                         <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = l0; 
    655 <a name="l00905"></a>00905                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
    656 <a name="l00906"></a>00906                 }; 
    657 <a name="l00907"></a>00907  
    658 <a name="l00908"></a><a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a">00908</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
    659 <a name="l00909"></a>00909                         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>)); 
    660 <a name="l00910"></a>00910                         <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); 
    661 <a name="l00911"></a>00911                 }; 
    662 <a name="l00912"></a>00912  
    663 <a name="l00913"></a>00913  
    664 <a name="l00926"></a>00926                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#a9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>); 
    665 <a name="l00927"></a>00927  
    666 <a name="l00928"></a>00928                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
    667 <a name="l00929"></a>00929 }; 
    668 <a name="l00930"></a>00930  
    669 <a name="l00931"></a>00931  
    670 <a name="l00932"></a>00932 <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); 
    671 <a name="l00933"></a>00933 SHAREDPTR (migamma_ref); 
    672 <a name="l00934"></a>00934  
    673 <a name="l00945"></a><a class="code" href="classbdm_1_1elognorm.html">00945</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1elognorm.html">elognorm</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&lt;ldmat&gt; 
    674 <a name="l00946"></a>00946 { 
    675 <a name="l00947"></a>00947         <span class="keyword">public</span>: 
    676 <a name="l00948"></a><a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba">00948</a>                 vec <a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;ldmat&gt;::sample</a>());}; 
    677 <a name="l00949"></a><a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea">00949</a>                 vec <a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec var = <a class="code" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">enorm&lt;ldmat&gt;::variance</a>();<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> - 0.5*var);}; 
    678 <a name="l00950"></a>00950  
    679 <a name="l00951"></a>00951 }; 
     615<a name="l00845"></a><a class="code" href="classbdm_1_1mgamma__fix.html">00845</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> 
     616<a name="l00846"></a>00846 { 
     617<a name="l00847"></a>00847         <span class="keyword">protected</span>: 
     618<a name="l00849"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa">00849</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>; 
     619<a name="l00851"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2">00851</a>                 vec <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>; 
     620<a name="l00852"></a>00852         <span class="keyword">public</span>: 
     621<a name="l00854"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d">00854</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> () {}; 
     622<a name="l00856"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2">00856</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) { 
     623<a name="l00857"></a>00857                         <a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">mgamma::set_parameters</a> (k0, ref0); 
     624<a name="l00858"></a>00858                         <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; 
     625<a name="l00859"></a>00859                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
     626<a name="l00860"></a>00860                 }; 
     627<a name="l00861"></a>00861  
     628<a name="l00862"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7">00862</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) {vec mean = elem_mult (<a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>)); <a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / mean;}; 
     629<a name="l00863"></a>00863 }; 
     630<a name="l00864"></a>00864  
     631<a name="l00865"></a>00865  
     632<a name="l00878"></a><a class="code" href="classbdm_1_1migamma__ref.html">00878</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> 
     633<a name="l00879"></a>00879 { 
     634<a name="l00880"></a>00880         <span class="keyword">protected</span>: 
     635<a name="l00882"></a><a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d">00882</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>; 
     636<a name="l00884"></a><a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6">00884</a>                 vec <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>; 
     637<a name="l00885"></a>00885         <span class="keyword">public</span>: 
     638<a name="l00887"></a><a class="code" href="classbdm_1_1migamma__ref.html#af45b15a10f084991ba6b48295f10421f">00887</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> () {}; 
     639<a name="l00889"></a><a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800">00889</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) { 
     640<a name="l00890"></a>00890                         <a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">migamma::set_parameters</a> (ref0.length(), k0); 
     641<a name="l00891"></a>00891                         <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> = pow (ref0, 1.0 - l0); 
     642<a name="l00892"></a>00892                         <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = l0; 
     643<a name="l00893"></a>00893                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
     644<a name="l00894"></a>00894                 }; 
     645<a name="l00895"></a>00895  
     646<a name="l00896"></a><a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a">00896</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
     647<a name="l00897"></a>00897                         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>)); 
     648<a name="l00898"></a>00898                         <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); 
     649<a name="l00899"></a>00899                 }; 
     650<a name="l00900"></a>00900  
     651<a name="l00901"></a>00901  
     652<a name="l00914"></a>00914                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#a9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>); 
     653<a name="l00915"></a>00915  
     654<a name="l00916"></a>00916                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
     655<a name="l00917"></a>00917 }; 
     656<a name="l00918"></a>00918  
     657<a name="l00919"></a>00919  
     658<a name="l00920"></a>00920 <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); 
     659<a name="l00921"></a>00921 SHAREDPTR (migamma_ref); 
     660<a name="l00922"></a>00922  
     661<a name="l00933"></a><a class="code" href="classbdm_1_1elognorm.html">00933</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1elognorm.html">elognorm</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a>&lt;ldmat&gt; 
     662<a name="l00934"></a>00934 { 
     663<a name="l00935"></a>00935         <span class="keyword">public</span>: 
     664<a name="l00936"></a><a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba">00936</a>                 vec <a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;ldmat&gt;::sample</a>());}; 
     665<a name="l00937"></a><a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea">00937</a>                 vec <a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec var = <a class="code" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">enorm&lt;ldmat&gt;::variance</a>();<span class="keywordflow">return</span> exp (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> - 0.5*var);}; 
     666<a name="l00938"></a>00938  
     667<a name="l00939"></a>00939 }; 
     668<a name="l00940"></a>00940  
     669<a name="l00947"></a><a class="code" href="classbdm_1_1mlognorm.html">00947</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;elognorm&gt; 
     670<a name="l00948"></a>00948 { 
     671<a name="l00949"></a>00949         <span class="keyword">protected</span>: 
     672<a name="l00951"></a><a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a">00951</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>; 
    680673<a name="l00952"></a>00952  
    681 <a name="l00959"></a><a class="code" href="classbdm_1_1mlognorm.html">00959</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;elognorm&gt; 
    682 <a name="l00960"></a>00960 { 
    683 <a name="l00961"></a>00961         <span class="keyword">protected</span>: 
    684 <a name="l00963"></a><a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a">00963</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>; 
    685 <a name="l00964"></a>00964  
    686 <a name="l00966"></a><a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2">00966</a>                 vec &amp;<a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a>; 
    687 <a name="l00967"></a>00967         <span class="keyword">public</span>: 
    688 <a name="l00969"></a><a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41">00969</a>                 <a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41" title="Constructor.">mlognorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1elognorm.html">elognorm</a>&gt;(), 
    689 <a name="l00970"></a>00970                                 <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> (0), 
    690 <a name="l00971"></a>00971                                 <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()) { 
    691 <a name="l00972"></a>00972                 } 
     674<a name="l00954"></a><a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2">00954</a>                 vec &amp;<a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a>; 
     675<a name="l00955"></a>00955         <span class="keyword">public</span>: 
     676<a name="l00957"></a><a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41">00957</a>                 <a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41" title="Constructor.">mlognorm</a>() : <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;<a class="code" href="classbdm_1_1elognorm.html">elognorm</a>&gt;(), 
     677<a name="l00958"></a>00958                                 <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> (0), 
     678<a name="l00959"></a>00959                                 <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()) { 
     679<a name="l00960"></a>00960                 } 
     680<a name="l00961"></a>00961  
     681<a name="l00963"></a><a class="code" href="classbdm_1_1mlognorm.html#a604cab0e8a76f9041dc3c606043bb39f">00963</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) { 
     682<a name="l00964"></a>00964                         <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> = 0.5 * log (k * k + 1); 
     683<a name="l00965"></a>00965                         <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)); 
     684<a name="l00966"></a>00966  
     685<a name="l00967"></a>00967                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size; 
     686<a name="l00968"></a>00968                 }; 
     687<a name="l00969"></a>00969  
     688<a name="l00970"></a><a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e">00970</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
     689<a name="l00971"></a>00971                         <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> 
     690<a name="l00972"></a>00972                 }; 
    692691<a name="l00973"></a>00973  
    693 <a name="l00975"></a><a class="code" href="classbdm_1_1mlognorm.html#a604cab0e8a76f9041dc3c606043bb39f">00975</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) { 
    694 <a name="l00976"></a>00976                         <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> = 0.5 * log (k * k + 1); 
    695 <a name="l00977"></a>00977                         <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)); 
    696 <a name="l00978"></a>00978  
    697 <a name="l00979"></a>00979                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size; 
    698 <a name="l00980"></a>00980                 }; 
    699 <a name="l00981"></a>00981  
    700 <a name="l00982"></a><a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e">00982</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;val) { 
    701 <a name="l00983"></a>00983                         <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> 
    702 <a name="l00984"></a>00984                 }; 
    703 <a name="l00985"></a>00985  
    704 <a name="l00997"></a>00997                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a49e45ea13a869da607ef9be7a229128a">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>); 
    705 <a name="l00998"></a>00998  
    706 <a name="l00999"></a>00999                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
    707 <a name="l01000"></a>01000  
    708 <a name="l01001"></a>01001 }; 
    709 <a name="l01002"></a>01002  
    710 <a name="l01003"></a>01003 <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); 
    711 <a name="l01004"></a>01004 SHAREDPTR (mlognorm); 
    712 <a name="l01005"></a>01005  
    713 <a name="l01009"></a><a class="code" href="classbdm_1_1eWishartCh.html">01009</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> 
    714 <a name="l01010"></a>01010 { 
    715 <a name="l01011"></a>01011         <span class="keyword">protected</span>: 
    716 <a name="l01013"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490">01013</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>; 
    717 <a name="l01015"></a><a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f">01015</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; 
    718 <a name="l01017"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3">01017</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a>; 
    719 <a name="l01018"></a>01018         <span class="keyword">public</span>: 
    720 <a name="l01020"></a><a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0">01020</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0" title="Set internal structures.">set_parameters</a> (<span class="keyword">const</span> mat &amp;Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) {<a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a> = <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> (Y0);<a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> = delta0; <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> = <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>(); <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> * <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; } 
    721 <a name="l01022"></a><a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339">01022</a>                 mat <a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()<span class="keyword"> const </span>{ 
    722 <a name="l01023"></a>01023                         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>); 
    723 <a name="l01024"></a>01024  
    724 <a name="l01025"></a>01025                         <span class="comment">//sample diagonal</span> 
    725 <a name="l01026"></a>01026                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;i++) { 
    726 <a name="l01027"></a>01027                                 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> 
    727 <a name="l01028"></a>01028 <span class="preprocessor">#pragma omp critical</span> 
    728 <a name="l01029"></a>01029 <span class="preprocessor"></span>                                X (i, i) = sqrt (GamRNG()); 
    729 <a name="l01030"></a>01030                         } 
    730 <a name="l01031"></a>01031                         <span class="comment">//do the rest</span> 
    731 <a name="l01032"></a>01032                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; p;i++) { 
    732 <a name="l01033"></a>01033                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j &lt; p;j++) { 
    733 <a name="l01034"></a>01034 <span class="preprocessor">#pragma omp critical</span> 
    734 <a name="l01035"></a>01035 <span class="preprocessor"></span>                                        X (i, j) = NorRNG.sample(); 
    735 <a name="l01036"></a>01036                                 } 
    736 <a name="l01037"></a>01037                         } 
    737 <a name="l01038"></a>01038                         <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> 
    738 <a name="l01039"></a>01039                 } 
    739 <a name="l01040"></a><a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a">01040</a>                 vec <a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a" title="Returns a sample,  from density .">sample</a> ()<span class="keyword"> const </span>{ 
    740 <a name="l01041"></a>01041                         <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>); 
    741 <a name="l01042"></a>01042                 } 
    742 <a name="l01044"></a><a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981">01044</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981" title="fast access function y0 will be copied into Y.Ch.">setY</a> (<span class="keyword">const</span> mat &amp;Ch0) {copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, Ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data());} 
    743 <a name="l01046"></a><a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a">01046</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a" title="fast access function y0 will be copied into Y.Ch.">_setY</a> (<span class="keyword">const</span> vec &amp;ch0) {copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data()); } 
    744 <a name="l01048"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e">01048</a>                 <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>;} 
    745 <a name="l01049"></a>01049 }; 
    746 <a name="l01050"></a>01050  
    747 <a name="l01052"></a>01052  
    748 <a name="l01054"></a><a class="code" href="classbdm_1_1eiWishartCh.html">01054</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> 
    749 <a name="l01055"></a>01055 { 
    750 <a name="l01056"></a>01056         <span class="keyword">protected</span>: 
    751 <a name="l01058"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a">01058</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>; 
    752 <a name="l01060"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd">01060</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>; 
    753 <a name="l01062"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464">01062</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a>; 
    754 <a name="l01063"></a>01063         <span class="keyword">public</span>: 
    755 <a name="l01065"></a><a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3">01065</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &amp;Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) { 
    756 <a name="l01066"></a>01066                         <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> = delta0; 
    757 <a name="l01067"></a>01067                         <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); 
    758 <a name="l01068"></a>01068                         <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(); 
    759 <a name="l01069"></a>01069                 } 
    760 <a name="l01070"></a><a class="code" href="classbdm_1_1eiWishartCh.html#a2f668192cc9c2e3a5b7e608164685a3e">01070</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>);} 
    761 <a name="l01072"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5">01072</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<span class="keyword">const</span> vec &amp;y0) { 
    762 <a name="l01073"></a>01073                         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>); 
    763 <a name="l01074"></a>01074                         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>); 
    764 <a name="l01075"></a>01075                         copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, y0._data(), Ch._data()); 
    765 <a name="l01076"></a>01076  
    766 <a name="l01077"></a>01077                         iCh = inv (Ch); 
    767 <a name="l01078"></a>01078                         <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); 
    768 <a name="l01079"></a>01079                 } 
    769 <a name="l01080"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb">01080</a>                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
    770 <a name="l01081"></a>01081                         <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>); 
    771 <a name="l01082"></a>01082                         <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; Y = <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>(); 
    772 <a name="l01083"></a>01083  
    773 <a name="l01084"></a>01084                         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()); 
    774 <a name="l01085"></a>01085                         <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); 
    775 <a name="l01086"></a>01086                         <span class="comment">// compute</span> 
    776 <a name="l01087"></a>01087 <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> 
    777 <a name="l01088"></a>01088                         mat M = Y.<a class="code" href="classbdm_1_1chmat.html#a4b4c5d4dbb8a3d585b68d936cb6df31b" title="Conversion to full matrix.">to_mat</a>() * iX.to_mat(); 
    778 <a name="l01089"></a>01089  
    779 <a name="l01090"></a>01090                         <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); 
    780 <a name="l01091"></a>01091                         <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span> 
     692<a name="l00985"></a>00985                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#a49e45ea13a869da607ef9be7a229128a">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>); 
     693<a name="l00986"></a>00986  
     694<a name="l00987"></a>00987                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
     695<a name="l00988"></a>00988  
     696<a name="l00989"></a>00989 }; 
     697<a name="l00990"></a>00990  
     698<a name="l00991"></a>00991 <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); 
     699<a name="l00992"></a>00992 SHAREDPTR (mlognorm); 
     700<a name="l00993"></a>00993  
     701<a name="l00997"></a><a class="code" href="classbdm_1_1eWishartCh.html">00997</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> 
     702<a name="l00998"></a>00998 { 
     703<a name="l00999"></a>00999         <span class="keyword">protected</span>: 
     704<a name="l01001"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490">01001</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>; 
     705<a name="l01003"></a><a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f">01003</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; 
     706<a name="l01005"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3">01005</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a>; 
     707<a name="l01006"></a>01006         <span class="keyword">public</span>: 
     708<a name="l01008"></a><a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0">01008</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0" title="Set internal structures.">set_parameters</a> (<span class="keyword">const</span> mat &amp;Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) {<a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a> = <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> (Y0);<a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> = delta0; <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> = <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1sqmat.html#a73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>(); <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> * <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; } 
     709<a name="l01010"></a><a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339">01010</a>                 mat <a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()<span class="keyword"> const </span>{ 
     710<a name="l01011"></a>01011                         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>); 
     711<a name="l01012"></a>01012  
     712<a name="l01013"></a>01013                         <span class="comment">//sample diagonal</span> 
     713<a name="l01014"></a>01014                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;i++) { 
     714<a name="l01015"></a>01015                                 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> 
     715<a name="l01016"></a>01016 <span class="preprocessor">#pragma omp critical</span> 
     716<a name="l01017"></a>01017 <span class="preprocessor"></span>                                X (i, i) = sqrt (GamRNG()); 
     717<a name="l01018"></a>01018                         } 
     718<a name="l01019"></a>01019                         <span class="comment">//do the rest</span> 
     719<a name="l01020"></a>01020                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; p;i++) { 
     720<a name="l01021"></a>01021                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j &lt; p;j++) { 
     721<a name="l01022"></a>01022 <span class="preprocessor">#pragma omp critical</span> 
     722<a name="l01023"></a>01023 <span class="preprocessor"></span>                                        X (i, j) = NorRNG.sample(); 
     723<a name="l01024"></a>01024                                 } 
     724<a name="l01025"></a>01025                         } 
     725<a name="l01026"></a>01026                         <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> 
     726<a name="l01027"></a>01027                 } 
     727<a name="l01028"></a><a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a">01028</a>                 vec <a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a" title="Returns a sample,  from density .">sample</a> ()<span class="keyword"> const </span>{ 
     728<a name="l01029"></a>01029                         <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>); 
     729<a name="l01030"></a>01030                 } 
     730<a name="l01032"></a><a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981">01032</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981" title="fast access function y0 will be copied into Y.Ch.">setY</a> (<span class="keyword">const</span> mat &amp;Ch0) {copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, Ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data());} 
     731<a name="l01034"></a><a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a">01034</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a" title="fast access function y0 will be copied into Y.Ch.">_setY</a> (<span class="keyword">const</span> vec &amp;ch0) {copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data()); } 
     732<a name="l01036"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e">01036</a>                 <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; <a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>;} 
     733<a name="l01037"></a>01037 }; 
     734<a name="l01038"></a>01038  
     735<a name="l01040"></a>01040  
     736<a name="l01042"></a><a class="code" href="classbdm_1_1eiWishartCh.html">01042</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> 
     737<a name="l01043"></a>01043 { 
     738<a name="l01044"></a>01044         <span class="keyword">protected</span>: 
     739<a name="l01046"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a">01046</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>; 
     740<a name="l01048"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd">01048</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>; 
     741<a name="l01050"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464">01050</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a>; 
     742<a name="l01051"></a>01051         <span class="keyword">public</span>: 
     743<a name="l01053"></a><a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3">01053</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (<span class="keyword">const</span> mat &amp;Y0, <span class="keyword">const</span> <span class="keywordtype">double</span> delta0) { 
     744<a name="l01054"></a>01054                         <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> = delta0; 
     745<a name="l01055"></a>01055                         <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); 
     746<a name="l01056"></a>01056                         <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(); 
     747<a name="l01057"></a>01057                 } 
     748<a name="l01058"></a><a class="code" href="classbdm_1_1eiWishartCh.html#a2f668192cc9c2e3a5b7e608164685a3e">01058</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>);} 
     749<a name="l01060"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5">01060</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<span class="keyword">const</span> vec &amp;y0) { 
     750<a name="l01061"></a>01061                         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>); 
     751<a name="l01062"></a>01062                         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>); 
     752<a name="l01063"></a>01063                         copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, y0._data(), Ch._data()); 
     753<a name="l01064"></a>01064  
     754<a name="l01065"></a>01065                         iCh = inv (Ch); 
     755<a name="l01066"></a>01066                         <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); 
     756<a name="l01067"></a>01067                 } 
     757<a name="l01068"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb">01068</a>                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb" title="Compute log-probability of argument val In case the argument is out of suport return...">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
     758<a name="l01069"></a>01069                         <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>); 
     759<a name="l01070"></a>01070                         <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a>&amp; Y = <a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>(); 
     760<a name="l01071"></a>01071  
     761<a name="l01072"></a>01072                         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()); 
     762<a name="l01073"></a>01073                         <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); 
     763<a name="l01074"></a>01074                         <span class="comment">// compute</span> 
     764<a name="l01075"></a>01075 <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> 
     765<a name="l01076"></a>01076                         mat M = Y.<a class="code" href="classbdm_1_1chmat.html#a4b4c5d4dbb8a3d585b68d936cb6df31b" title="Conversion to full matrix.">to_mat</a>() * iX.to_mat(); 
     766<a name="l01077"></a>01077  
     767<a name="l01078"></a>01078                         <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); 
     768<a name="l01079"></a>01079                         <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span> 
     769<a name="l01080"></a>01080  
     770<a name="l01081"></a>01081                         <span class="comment">/*                              if (0) {</span> 
     771<a name="l01082"></a>01082 <span class="comment">                                                                mat XX=X.to_mat();</span> 
     772<a name="l01083"></a>01083 <span class="comment">                                                                mat YY=Y.to_mat();</span> 
     773<a name="l01084"></a>01084 <span class="comment"></span> 
     774<a name="l01085"></a>01085 <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> 
     775<a name="l01086"></a>01086 <span class="comment">                                                                cout &lt;&lt; log1 &lt;&lt; &quot;,&quot; &lt;&lt; log2 &lt;&lt; endl;</span> 
     776<a name="l01087"></a>01087 <span class="comment">                                                        }*/</span> 
     777<a name="l01088"></a>01088                         <span class="keywordflow">return</span> log1; 
     778<a name="l01089"></a>01089                 }; 
     779<a name="l01090"></a>01090  
     780<a name="l01091"></a>01091 }; 
    781781<a name="l01092"></a>01092  
    782 <a name="l01093"></a>01093                         <span class="comment">/*                              if (0) {</span> 
    783 <a name="l01094"></a>01094 <span class="comment">                                                                mat XX=X.to_mat();</span> 
    784 <a name="l01095"></a>01095 <span class="comment">                                                                mat YY=Y.to_mat();</span> 
    785 <a name="l01096"></a>01096 <span class="comment"></span> 
    786 <a name="l01097"></a>01097 <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> 
    787 <a name="l01098"></a>01098 <span class="comment">                                                                cout &lt;&lt; log1 &lt;&lt; &quot;,&quot; &lt;&lt; log2 &lt;&lt; endl;</span> 
    788 <a name="l01099"></a>01099 <span class="comment">                                                        }*/</span> 
    789 <a name="l01100"></a>01100                         <span class="keywordflow">return</span> log1; 
    790 <a name="l01101"></a>01101                 }; 
    791 <a name="l01102"></a>01102  
    792 <a name="l01103"></a>01103 }; 
    793 <a name="l01104"></a>01104  
    794 <a name="l01106"></a><a class="code" href="classbdm_1_1rwiWishartCh.html">01106</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1rwiWishartCh.html" title="Random Walk on inverse Wishart.">rwiWishartCh</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;eiWishartCh&gt; 
    795 <a name="l01107"></a>01107 { 
    796 <a name="l01108"></a>01108         <span class="keyword">protected</span>: 
    797 <a name="l01110"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb">01110</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>; 
    798 <a name="l01112"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a">01112</a>                 vec <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a>; 
    799 <a name="l01114"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861">01114</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>; 
    800 <a name="l01116"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663">01116</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>; 
    801 <a name="l01117"></a>01117  
    802 <a name="l01118"></a>01118         <span class="keyword">public</span>: 
    803 <a name="l01119"></a>01119                 <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) {} 
    804 <a name="l01121"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a28549ee3ce1ff8509360171ea3cf717c">01121</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) { 
    805 <a name="l01122"></a>01122                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> = p0; 
    806 <a name="l01123"></a>01123                         <span class="keywordtype">double</span> delta = 2 / (k * k) + <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> + 3; 
    807 <a name="l01124"></a>01124                         <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); 
    808 <a name="l01125"></a>01125                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> = l0; 
    809 <a name="l01126"></a>01126                         <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>); 
    810 <a name="l01127"></a>01127  
    811 <a name="l01128"></a>01128                         <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); 
    812 <a name="l01129"></a>01129                         <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>(); 
    813 <a name="l01130"></a>01130                 } 
    814 <a name="l01131"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6">01131</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;c) { 
    815 <a name="l01132"></a>01132                         vec z = c; 
    816 <a name="l01133"></a>01133                         <span class="keywordtype">int</span> ri = 0; 
    817 <a name="l01134"></a>01134                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>*<a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>;i += (p + 1)) {<span class="comment">//trace diagonal element</span> 
    818 <a name="l01135"></a>01135                                 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); 
    819 <a name="l01136"></a>01136                                 ri++; 
    820 <a name="l01137"></a>01137                         } 
    821 <a name="l01138"></a>01138  
    822 <a name="l01139"></a>01139                         <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); 
    823 <a name="l01140"></a>01140                 } 
    824 <a name="l01141"></a>01141 }; 
    825 <a name="l01142"></a>01142  
    826 <a name="l01144"></a>01144 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }; 
    827 <a name="l01150"></a><a class="code" href="classbdm_1_1eEmp.html">01150</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> 
    828 <a name="l01151"></a>01151 { 
    829 <a name="l01152"></a>01152         <span class="keyword">protected</span> : 
    830 <a name="l01154"></a><a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031">01154</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>; 
    831 <a name="l01156"></a><a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d">01156</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>; 
    832 <a name="l01158"></a><a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3">01158</a>                 Array&lt;vec&gt; <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>; 
    833 <a name="l01159"></a>01159         <span class="keyword">public</span>: 
    834 <a name="l01162"></a>01162                 <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> () {}; 
    835 <a name="l01164"></a><a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076">01164</a>                 <a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076" title="copy constructor">eEmp</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> &amp;e) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> (e), <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (e.<a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>), <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (e.<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>) {}; 
    836 <a name="l01166"></a>01166  
    837 <a name="l01168"></a>01168                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ae7f8f98310c1de51bd5c8a1c87528f72" title="Set samples and weights.">set_statistics</a> (<span class="keyword">const</span> vec &amp;w0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;pdf0); 
    838 <a name="l01170"></a><a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95">01170</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;pdf0 , <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>) {<a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (ones (n) / n, pdf0);}; 
    839 <a name="l01172"></a>01172                 <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); 
    840 <a name="l01174"></a><a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1">01174</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);}; 
    841 <a name="l01176"></a><a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481">01176</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481" title="Set samples.">set_parameters</a> (<span class="keyword">const</span> Array&lt;vec&gt; &amp;Av) { 
    842 <a name="l01177"></a>01177                         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(Av.size()&gt;0,<span class="stringliteral">&quot;Empty samples&quot;</span>);  
    843 <a name="l01178"></a>01178                         <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = Av.size();  
    844 <a name="l01179"></a>01179                         <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">epdf::set_parameters</a>(Av(0).length()); 
    845 <a name="l01180"></a>01180                         <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>=1/n*ones(n); 
    846 <a name="l01181"></a>01181                         <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>=Av; 
    847 <a name="l01182"></a>01182                 }; 
    848 <a name="l01184"></a><a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef">01184</a>                 vec&amp; <a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 
    849 <a name="l01186"></a><a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714">01186</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714" title="Potentially dangerous, use with care.">_w</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 
    850 <a name="l01188"></a><a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2">01188</a>                 Array&lt;vec&gt;&amp; <a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 
    851 <a name="l01190"></a><a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2">01190</a>                 <span class="keyword">const</span> Array&lt;vec&gt;&amp; <a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2" title="access function">_samples</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 
    852 <a name="l01192"></a>01192                 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); 
     782<a name="l01094"></a><a class="code" href="classbdm_1_1rwiWishartCh.html">01094</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1rwiWishartCh.html" title="Random Walk on inverse Wishart.">rwiWishartCh</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1mpdf__internal.html" title="Mpdf with internal epdf that is modified by function condition.">mpdf_internal</a>&lt;eiWishartCh&gt; 
     783<a name="l01095"></a>01095 { 
     784<a name="l01096"></a>01096         <span class="keyword">protected</span>: 
     785<a name="l01098"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb">01098</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>; 
     786<a name="l01100"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a">01100</a>                 vec <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a>; 
     787<a name="l01102"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861">01102</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>; 
     788<a name="l01104"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663">01104</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>; 
     789<a name="l01105"></a>01105  
     790<a name="l01106"></a>01106         <span class="keyword">public</span>: 
     791<a name="l01107"></a>01107                 <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) {} 
     792<a name="l01109"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a28549ee3ce1ff8509360171ea3cf717c">01109</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) { 
     793<a name="l01110"></a>01110                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> = p0; 
     794<a name="l01111"></a>01111                         <span class="keywordtype">double</span> delta = 2 / (k * k) + <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> + 3; 
     795<a name="l01112"></a>01112                         <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); 
     796<a name="l01113"></a>01113                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> = l0; 
     797<a name="l01114"></a>01114                         <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>); 
     798<a name="l01115"></a>01115  
     799<a name="l01116"></a>01116                         <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); 
     800<a name="l01117"></a>01117                         <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>(); 
     801<a name="l01118"></a>01118                 } 
     802<a name="l01119"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6">01119</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">condition</a> (<span class="keyword">const</span> vec &amp;c) { 
     803<a name="l01120"></a>01120                         vec z = c; 
     804<a name="l01121"></a>01121                         <span class="keywordtype">int</span> ri = 0; 
     805<a name="l01122"></a>01122                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>*<a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>;i += (p + 1)) {<span class="comment">//trace diagonal element</span> 
     806<a name="l01123"></a>01123                                 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); 
     807<a name="l01124"></a>01124                                 ri++; 
     808<a name="l01125"></a>01125                         } 
     809<a name="l01126"></a>01126  
     810<a name="l01127"></a>01127                         <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); 
     811<a name="l01128"></a>01128                 } 
     812<a name="l01129"></a>01129 }; 
     813<a name="l01130"></a>01130  
     814<a name="l01132"></a>01132 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }; 
     815<a name="l01138"></a><a class="code" href="classbdm_1_1eEmp.html">01138</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> 
     816<a name="l01139"></a>01139 { 
     817<a name="l01140"></a>01140         <span class="keyword">protected</span> : 
     818<a name="l01142"></a><a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031">01142</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>; 
     819<a name="l01144"></a><a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d">01144</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>; 
     820<a name="l01146"></a><a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3">01146</a>                 Array&lt;vec&gt; <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>; 
     821<a name="l01147"></a>01147         <span class="keyword">public</span>: 
     822<a name="l01150"></a>01150                 <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> () {}; 
     823<a name="l01152"></a><a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076">01152</a>                 <a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076" title="copy constructor">eEmp</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> &amp;e) : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> (e), <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (e.<a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>), <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (e.<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>) {}; 
     824<a name="l01154"></a>01154  
     825<a name="l01156"></a>01156                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ae7f8f98310c1de51bd5c8a1c87528f72" title="Set samples and weights.">set_statistics</a> (<span class="keyword">const</span> vec &amp;w0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;pdf0); 
     826<a name="l01158"></a><a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95">01158</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> &amp;pdf0 , <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>) {<a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (ones (n) / n, pdf0);}; 
     827<a name="l01160"></a>01160                 <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); 
     828<a name="l01162"></a><a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1">01162</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);}; 
     829<a name="l01164"></a><a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481">01164</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481" title="Set samples.">set_parameters</a> (<span class="keyword">const</span> Array&lt;vec&gt; &amp;Av) { 
     830<a name="l01165"></a>01165                         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(Av.size()&gt;0,<span class="stringliteral">&quot;Empty samples&quot;</span>);  
     831<a name="l01166"></a>01166                         <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = Av.size();  
     832<a name="l01167"></a>01167                         <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">epdf::set_parameters</a>(Av(0).length()); 
     833<a name="l01168"></a>01168                         <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>=1/n*ones(n); 
     834<a name="l01169"></a>01169                         <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>=Av; 
     835<a name="l01170"></a>01170                 }; 
     836<a name="l01172"></a><a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef">01172</a>                 vec&amp; <a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 
     837<a name="l01174"></a><a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714">01174</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714" title="Potentially dangerous, use with care.">_w</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 
     838<a name="l01176"></a><a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2">01176</a>                 Array&lt;vec&gt;&amp; <a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 
     839<a name="l01178"></a><a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2">01178</a>                 <span class="keyword">const</span> Array&lt;vec&gt;&amp; <a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2" title="access function">_samples</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 
     840<a name="l01180"></a>01180                 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); 
     841<a name="l01181"></a>01181  
     842<a name="l01183"></a><a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270">01183</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270" title="inherited operation : NOT implemented">sample</a>()<span class="keyword"> const </span>{ 
     843<a name="l01184"></a>01184                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;Not implemented&quot;</span>); 
     844<a name="l01185"></a>01185                         <span class="keywordflow">return</span> vec(); 
     845<a name="l01186"></a>01186                 } 
     846<a name="l01187"></a>01187  
     847<a name="l01189"></a><a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09">01189</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09" title="inherited operation : NOT implemented">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
     848<a name="l01190"></a>01190                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;Not implemented&quot;</span>); 
     849<a name="l01191"></a>01191                         <span class="keywordflow">return</span> 0.0; 
     850<a name="l01192"></a>01192                 } 
    853851<a name="l01193"></a>01193  
    854 <a name="l01195"></a><a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270">01195</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270" title="inherited operation : NOT implemented">sample</a>()<span class="keyword"> const </span>{ 
    855 <a name="l01196"></a>01196                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;Not implemented&quot;</span>); 
    856 <a name="l01197"></a>01197                         <span class="keywordflow">return</span> vec(); 
     852<a name="l01194"></a><a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9">01194</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
     853<a name="l01195"></a>01195                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     854<a name="l01196"></a>01196                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) * <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);} 
     855<a name="l01197"></a>01197                         <span class="keywordflow">return</span> pom; 
    857856<a name="l01198"></a>01198                 } 
    858 <a name="l01199"></a>01199  
    859 <a name="l01201"></a><a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09">01201</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09" title="inherited operation : NOT implemented">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
    860 <a name="l01202"></a>01202                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;Not implemented&quot;</span>); 
    861 <a name="l01203"></a>01203                         <span class="keywordflow">return</span> 0.0; 
    862 <a name="l01204"></a>01204                 } 
    863 <a name="l01205"></a>01205  
    864 <a name="l01206"></a><a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9">01206</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
    865 <a name="l01207"></a>01207                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    866 <a name="l01208"></a>01208                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) * <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);} 
    867 <a name="l01209"></a>01209                         <span class="keywordflow">return</span> pom; 
    868 <a name="l01210"></a>01210                 } 
    869 <a name="l01211"></a><a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87">01211</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
    870 <a name="l01212"></a>01212                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    871 <a name="l01213"></a>01213                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += pow (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i), 2) * <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);} 
    872 <a name="l01214"></a>01214                         <span class="keywordflow">return</span> pom -pow (<a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>(), 2); 
    873 <a name="l01215"></a>01215                 } 
    874 <a name="l01217"></a><a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f">01217</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f" title="For this class, qbounds are minimum and maximum value of the population!">qbounds</a> (vec &amp;lb, vec &amp;ub, <span class="keywordtype">double</span> perc = 0.95)<span class="keyword"> const </span>{ 
    875 <a name="l01218"></a>01218                         <span class="comment">// lb in inf so than it will be pushed below;</span> 
    876 <a name="l01219"></a>01219                         lb.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    877 <a name="l01220"></a>01220                         ub.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    878 <a name="l01221"></a>01221                         lb = std::numeric_limits&lt;double&gt;::infinity(); 
    879 <a name="l01222"></a>01222                         ub = -std::numeric_limits&lt;double&gt;::infinity(); 
    880 <a name="l01223"></a>01223                         <span class="keywordtype">int</span> j; 
    881 <a name="l01224"></a>01224                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) { 
    882 <a name="l01225"></a>01225                                 <span class="keywordflow">for</span> (j = 0;j &lt; <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; j++) { 
    883 <a name="l01226"></a>01226                                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) &lt; lb (j)) {lb (j) = <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);} 
    884 <a name="l01227"></a>01227                                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) &gt; ub (j)) {ub (j) = <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);} 
    885 <a name="l01228"></a>01228                                 } 
    886 <a name="l01229"></a>01229                         } 
    887 <a name="l01230"></a>01230                 } 
     857<a name="l01199"></a><a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87">01199</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
     858<a name="l01200"></a>01200                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     859<a name="l01201"></a>01201                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += pow (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i), 2) * <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);} 
     860<a name="l01202"></a>01202                         <span class="keywordflow">return</span> pom -pow (<a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>(), 2); 
     861<a name="l01203"></a>01203                 } 
     862<a name="l01205"></a><a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f">01205</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f" title="For this class, qbounds are minimum and maximum value of the population!">qbounds</a> (vec &amp;lb, vec &amp;ub, <span class="keywordtype">double</span> perc = 0.95)<span class="keyword"> const </span>{ 
     863<a name="l01206"></a>01206                         <span class="comment">// lb in inf so than it will be pushed below;</span> 
     864<a name="l01207"></a>01207                         lb.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     865<a name="l01208"></a>01208                         ub.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     866<a name="l01209"></a>01209                         lb = std::numeric_limits&lt;double&gt;::infinity(); 
     867<a name="l01210"></a>01210                         ub = -std::numeric_limits&lt;double&gt;::infinity(); 
     868<a name="l01211"></a>01211                         <span class="keywordtype">int</span> j; 
     869<a name="l01212"></a>01212                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) { 
     870<a name="l01213"></a>01213                                 <span class="keywordflow">for</span> (j = 0;j &lt; <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; j++) { 
     871<a name="l01214"></a>01214                                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) &lt; lb (j)) {lb (j) = <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);} 
     872<a name="l01215"></a>01215                                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) &gt; ub (j)) {ub (j) = <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);} 
     873<a name="l01216"></a>01216                                 } 
     874<a name="l01217"></a>01217                         } 
     875<a name="l01218"></a>01218                 } 
     876<a name="l01219"></a>01219 }; 
     877<a name="l01220"></a>01220  
     878<a name="l01221"></a>01221  
     879<a name="l01223"></a>01223  
     880<a name="l01224"></a>01224 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     881<a name="l01225"></a>01225 <span class="keywordtype">void</span> enorm&lt;sq_T&gt;::set_parameters (<span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0) 
     882<a name="l01226"></a>01226 { 
     883<a name="l01227"></a>01227 <span class="comment">//Fixme test dimensions of mu0 and R0;</span> 
     884<a name="l01228"></a>01228         mu = mu0; 
     885<a name="l01229"></a>01229         R = R0; 
     886<a name="l01230"></a>01230         <a class="code" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516" title="This method TODO.">validate</a>(); 
    888887<a name="l01231"></a>01231 }; 
    889888<a name="l01232"></a>01232  
    890 <a name="l01233"></a>01233  
    891 <a name="l01235"></a>01235  
    892 <a name="l01236"></a>01236 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    893 <a name="l01237"></a>01237 <span class="keywordtype">void</span> enorm&lt;sq_T&gt;::set_parameters (<span class="keyword">const</span> vec &amp;mu0, <span class="keyword">const</span> sq_T &amp;R0) 
    894 <a name="l01238"></a>01238 { 
    895 <a name="l01239"></a>01239 <span class="comment">//Fixme test dimensions of mu0 and R0;</span> 
    896 <a name="l01240"></a>01240         mu = mu0; 
    897 <a name="l01241"></a>01241         R = R0; 
    898 <a name="l01242"></a>01242         <a class="code" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516" title="This method TODO.">validate</a>(); 
    899 <a name="l01243"></a>01243 }; 
     889<a name="l01233"></a>01233 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     890<a name="l01234"></a><a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">01234</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">enorm&lt;sq_T&gt;::from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) 
     891<a name="l01235"></a>01235 { 
     892<a name="l01236"></a>01236         <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">//reads rv</span> 
     893<a name="l01237"></a>01237  
     894<a name="l01238"></a>01238         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;mu&quot;</span>, UI::compulsory); 
     895<a name="l01239"></a>01239         mat Rtmp;<span class="comment">// necessary for conversion</span> 
     896<a name="l01240"></a>01240         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (Rtmp, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
     897<a name="l01241"></a>01241         <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> = Rtmp; <span class="comment">// conversion</span> 
     898<a name="l01242"></a>01242         <a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>(); 
     899<a name="l01243"></a>01243 } 
    900900<a name="l01244"></a>01244  
    901901<a name="l01245"></a>01245 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    902 <a name="l01246"></a><a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">01246</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">enorm&lt;sq_T&gt;::from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) 
     902<a name="l01246"></a><a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2">01246</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::dupdate</a> (mat &amp;v, <span class="keywordtype">double</span> nu) 
    903903<a name="l01247"></a>01247 { 
    904 <a name="l01248"></a>01248         <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">//reads rv</span> 
    905 <a name="l01249"></a>01249  
    906 <a name="l01250"></a>01250         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;mu&quot;</span>, UI::compulsory); 
    907 <a name="l01251"></a>01251         mat Rtmp;<span class="comment">// necessary for conversion</span> 
    908 <a name="l01252"></a>01252         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (Rtmp, <span class="keyword">set</span>, <span class="stringliteral">&quot;R&quot;</span>, UI::compulsory); 
    909 <a name="l01253"></a>01253         <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> = Rtmp; <span class="comment">// conversion</span> 
    910 <a name="l01254"></a>01254         <a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>(); 
    911 <a name="l01255"></a>01255 } 
    912 <a name="l01256"></a>01256  
    913 <a name="l01257"></a>01257 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    914 <a name="l01258"></a><a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2">01258</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::dupdate</a> (mat &amp;v, <span class="keywordtype">double</span> nu) 
    915 <a name="l01259"></a>01259 { 
    916 <a name="l01260"></a>01260         <span class="comment">//</span> 
    917 <a name="l01261"></a>01261 }; 
    918 <a name="l01262"></a>01262  
    919 <a name="l01263"></a>01263 <span class="comment">// template&lt;class sq_T&gt;</span> 
    920 <a name="l01264"></a>01264 <span class="comment">// void enorm&lt;sq_T&gt;::tupdate ( double phi, mat &amp;vbar, double nubar ) {</span> 
    921 <a name="l01265"></a>01265 <span class="comment">//      //</span> 
    922 <a name="l01266"></a>01266 <span class="comment">// };</span> 
     904<a name="l01248"></a>01248         <span class="comment">//</span> 
     905<a name="l01249"></a>01249 }; 
     906<a name="l01250"></a>01250  
     907<a name="l01251"></a>01251 <span class="comment">// template&lt;class sq_T&gt;</span> 
     908<a name="l01252"></a>01252 <span class="comment">// void enorm&lt;sq_T&gt;::tupdate ( double phi, mat &amp;vbar, double nubar ) {</span> 
     909<a name="l01253"></a>01253 <span class="comment">//      //</span> 
     910<a name="l01254"></a>01254 <span class="comment">// };</span> 
     911<a name="l01255"></a>01255  
     912<a name="l01256"></a>01256 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     913<a name="l01257"></a><a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766">01257</a> vec <a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766" title="Returns a sample,  from density .">enorm&lt;sq_T&gt;::sample</a>()<span class="keyword"> const</span> 
     914<a name="l01258"></a>01258 <span class="keyword"></span>{ 
     915<a name="l01259"></a>01259         vec x (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     916<a name="l01260"></a>01260 <span class="preprocessor">#pragma omp critical</span> 
     917<a name="l01261"></a>01261 <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); 
     918<a name="l01262"></a>01262         vec smp = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult (x); 
     919<a name="l01263"></a>01263  
     920<a name="l01264"></a>01264         smp += <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>; 
     921<a name="l01265"></a>01265         <span class="keywordflow">return</span> smp; 
     922<a name="l01266"></a>01266 }; 
    923923<a name="l01267"></a>01267  
    924 <a name="l01268"></a>01268 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    925 <a name="l01269"></a><a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766">01269</a> vec <a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766" title="Returns a sample,  from density .">enorm&lt;sq_T&gt;::sample</a>()<span class="keyword"> const</span> 
    926 <a name="l01270"></a>01270 <span class="keyword"></span>{ 
    927 <a name="l01271"></a>01271         vec x (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    928 <a name="l01272"></a>01272 <span class="preprocessor">#pragma omp critical</span> 
    929 <a name="l01273"></a>01273 <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); 
    930 <a name="l01274"></a>01274         vec smp = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult (x); 
     924<a name="l01268"></a>01268 <span class="comment">// template&lt;class sq_T&gt;</span> 
     925<a name="l01269"></a>01269 <span class="comment">// double enorm&lt;sq_T&gt;::eval ( const vec &amp;val ) const {</span> 
     926<a name="l01270"></a>01270 <span class="comment">//      double pdfl,e;</span> 
     927<a name="l01271"></a>01271 <span class="comment">//      pdfl = evallog ( val );</span> 
     928<a name="l01272"></a>01272 <span class="comment">//      e = exp ( pdfl );</span> 
     929<a name="l01273"></a>01273 <span class="comment">//      return e;</span> 
     930<a name="l01274"></a>01274 <span class="comment">// };</span> 
    931931<a name="l01275"></a>01275  
    932 <a name="l01276"></a>01276         smp += <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>; 
    933 <a name="l01277"></a>01277         <span class="keywordflow">return</span> smp; 
    934 <a name="l01278"></a>01278 }; 
    935 <a name="l01279"></a>01279  
    936 <a name="l01280"></a>01280 <span class="comment">// template&lt;class sq_T&gt;</span> 
    937 <a name="l01281"></a>01281 <span class="comment">// double enorm&lt;sq_T&gt;::eval ( const vec &amp;val ) const {</span> 
    938 <a name="l01282"></a>01282 <span class="comment">//      double pdfl,e;</span> 
    939 <a name="l01283"></a>01283 <span class="comment">//      pdfl = evallog ( val );</span> 
    940 <a name="l01284"></a>01284 <span class="comment">//      e = exp ( pdfl );</span> 
    941 <a name="l01285"></a>01285 <span class="comment">//      return e;</span> 
    942 <a name="l01286"></a>01286 <span class="comment">// };</span> 
    943 <a name="l01287"></a>01287  
    944 <a name="l01288"></a>01288 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    945 <a name="l01289"></a><a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3">01289</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">enorm&lt;sq_T&gt;::evallog_nn</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const</span> 
    946 <a name="l01290"></a>01290 <span class="keyword"></span>{ 
    947 <a name="l01291"></a>01291         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
    948 <a name="l01292"></a>01292         <span class="keywordtype">double</span> tmp = -0.5 * (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.invqform (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> - val));<span class="comment">// - lognc();</span> 
    949 <a name="l01293"></a>01293         <span class="keywordflow">return</span>  tmp; 
    950 <a name="l01294"></a>01294 }; 
    951 <a name="l01295"></a>01295  
    952 <a name="l01296"></a>01296 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    953 <a name="l01297"></a><a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32">01297</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">enorm&lt;sq_T&gt;::lognc</a> ()<span class="keyword"> const</span> 
    954 <a name="l01298"></a>01298 <span class="keyword"></span>{ 
    955 <a name="l01299"></a>01299         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
    956 <a name="l01300"></a>01300         <span class="keywordtype">double</span> tmp = 0.5 * (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 + <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.logdet()); 
    957 <a name="l01301"></a>01301         <span class="keywordflow">return</span> tmp; 
    958 <a name="l01302"></a>01302 }; 
    959 <a name="l01303"></a>01303  
    960 <a name="l01304"></a>01304  
    961 <a name="l01305"></a>01305 <span class="comment">// template&lt;class sq_T&gt;</span> 
    962 <a name="l01306"></a>01306 <span class="comment">// vec mlnorm&lt;sq_T&gt;::samplecond (const  vec &amp;cond, double &amp;lik ) {</span> 
     932<a name="l01276"></a>01276 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     933<a name="l01277"></a><a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3">01277</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">enorm&lt;sq_T&gt;::evallog_nn</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const</span> 
     934<a name="l01278"></a>01278 <span class="keyword"></span>{ 
     935<a name="l01279"></a>01279         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
     936<a name="l01280"></a>01280         <span class="keywordtype">double</span> tmp = -0.5 * (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.invqform (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> - val));<span class="comment">// - lognc();</span> 
     937<a name="l01281"></a>01281         <span class="keywordflow">return</span>  tmp; 
     938<a name="l01282"></a>01282 }; 
     939<a name="l01283"></a>01283  
     940<a name="l01284"></a>01284 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     941<a name="l01285"></a><a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32">01285</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">enorm&lt;sq_T&gt;::lognc</a> ()<span class="keyword"> const</span> 
     942<a name="l01286"></a>01286 <span class="keyword"></span>{ 
     943<a name="l01287"></a>01287         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
     944<a name="l01288"></a>01288         <span class="keywordtype">double</span> tmp = 0.5 * (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 + <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.logdet()); 
     945<a name="l01289"></a>01289         <span class="keywordflow">return</span> tmp; 
     946<a name="l01290"></a>01290 }; 
     947<a name="l01291"></a>01291  
     948<a name="l01292"></a>01292  
     949<a name="l01293"></a>01293 <span class="comment">// template&lt;class sq_T&gt;</span> 
     950<a name="l01294"></a>01294 <span class="comment">// vec mlnorm&lt;sq_T&gt;::samplecond (const  vec &amp;cond, double &amp;lik ) {</span> 
     951<a name="l01295"></a>01295 <span class="comment">//      this-&gt;condition ( cond );</span> 
     952<a name="l01296"></a>01296 <span class="comment">//      vec smp = epdf.sample();</span> 
     953<a name="l01297"></a>01297 <span class="comment">//      lik = epdf.eval ( smp );</span> 
     954<a name="l01298"></a>01298 <span class="comment">//      return smp;</span> 
     955<a name="l01299"></a>01299 <span class="comment">// }</span> 
     956<a name="l01300"></a>01300  
     957<a name="l01301"></a>01301 <span class="comment">// template&lt;class sq_T&gt;</span> 
     958<a name="l01302"></a>01302 <span class="comment">// mat mlnorm&lt;sq_T&gt;::samplecond (const vec &amp;cond, vec &amp;lik, int n ) {</span> 
     959<a name="l01303"></a>01303 <span class="comment">//      int i;</span> 
     960<a name="l01304"></a>01304 <span class="comment">//      int dim = rv.count();</span> 
     961<a name="l01305"></a>01305 <span class="comment">//      mat Smp ( dim,n );</span> 
     962<a name="l01306"></a>01306 <span class="comment">//      vec smp ( dim );</span> 
    963963<a name="l01307"></a>01307 <span class="comment">//      this-&gt;condition ( cond );</span> 
    964 <a name="l01308"></a>01308 <span class="comment">//      vec smp = epdf.sample();</span> 
    965 <a name="l01309"></a>01309 <span class="comment">//      lik = epdf.eval ( smp );</span> 
    966 <a name="l01310"></a>01310 <span class="comment">//      return smp;</span> 
    967 <a name="l01311"></a>01311 <span class="comment">// }</span> 
    968 <a name="l01312"></a>01312  
    969 <a name="l01313"></a>01313 <span class="comment">// template&lt;class sq_T&gt;</span> 
    970 <a name="l01314"></a>01314 <span class="comment">// mat mlnorm&lt;sq_T&gt;::samplecond (const vec &amp;cond, vec &amp;lik, int n ) {</span> 
    971 <a name="l01315"></a>01315 <span class="comment">//      int i;</span> 
    972 <a name="l01316"></a>01316 <span class="comment">//      int dim = rv.count();</span> 
    973 <a name="l01317"></a>01317 <span class="comment">//      mat Smp ( dim,n );</span> 
    974 <a name="l01318"></a>01318 <span class="comment">//      vec smp ( dim );</span> 
    975 <a name="l01319"></a>01319 <span class="comment">//      this-&gt;condition ( cond );</span> 
    976 <a name="l01320"></a>01320 <span class="comment">//</span> 
    977 <a name="l01321"></a>01321 <span class="comment">//      for ( i=0; i&lt;n; i++ ) {</span> 
    978 <a name="l01322"></a>01322 <span class="comment">//              smp = epdf.sample();</span> 
    979 <a name="l01323"></a>01323 <span class="comment">//              lik ( i ) = epdf.eval ( smp );</span> 
    980 <a name="l01324"></a>01324 <span class="comment">//              Smp.set_col ( i ,smp );</span> 
    981 <a name="l01325"></a>01325 <span class="comment">//      }</span> 
    982 <a name="l01326"></a>01326 <span class="comment">//</span> 
    983 <a name="l01327"></a>01327 <span class="comment">//      return Smp;</span> 
    984 <a name="l01328"></a>01328 <span class="comment">// }</span> 
    985 <a name="l01329"></a>01329  
    986 <a name="l01330"></a>01330  
    987 <a name="l01331"></a>01331 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    988 <a name="l01332"></a><a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08">01332</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm&lt;sq_T&gt;::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn )<span class="keyword"> const</span> 
    989 <a name="l01333"></a>01333 <span class="keyword"></span>{ 
    990 <a name="l01334"></a>01334         <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> *tmp = <span class="keyword">new</span> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> (); 
    991 <a name="l01335"></a>01335         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> narrow(tmp); 
    992 <a name="l01336"></a>01336         <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( rvn, *tmp ); 
    993 <a name="l01337"></a>01337         <span class="keywordflow">return</span> narrow; 
     964<a name="l01308"></a>01308 <span class="comment">//</span> 
     965<a name="l01309"></a>01309 <span class="comment">//      for ( i=0; i&lt;n; i++ ) {</span> 
     966<a name="l01310"></a>01310 <span class="comment">//              smp = epdf.sample();</span> 
     967<a name="l01311"></a>01311 <span class="comment">//              lik ( i ) = epdf.eval ( smp );</span> 
     968<a name="l01312"></a>01312 <span class="comment">//              Smp.set_col ( i ,smp );</span> 
     969<a name="l01313"></a>01313 <span class="comment">//      }</span> 
     970<a name="l01314"></a>01314 <span class="comment">//</span> 
     971<a name="l01315"></a>01315 <span class="comment">//      return Smp;</span> 
     972<a name="l01316"></a>01316 <span class="comment">// }</span> 
     973<a name="l01317"></a>01317  
     974<a name="l01318"></a>01318  
     975<a name="l01319"></a>01319 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     976<a name="l01320"></a><a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08">01320</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm&lt;sq_T&gt;::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn )<span class="keyword"> const</span> 
     977<a name="l01321"></a>01321 <span class="keyword"></span>{ 
     978<a name="l01322"></a>01322         <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> *tmp = <span class="keyword">new</span> <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> (); 
     979<a name="l01323"></a>01323         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> narrow(tmp); 
     980<a name="l01324"></a>01324         <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( rvn, *tmp ); 
     981<a name="l01325"></a>01325         <span class="keywordflow">return</span> narrow; 
     982<a name="l01326"></a>01326 } 
     983<a name="l01327"></a>01327  
     984<a name="l01328"></a>01328 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     985<a name="l01329"></a>01329 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm&lt;sq_T&gt;::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> &amp;target )<span class="keyword"> const</span> 
     986<a name="l01330"></a>01330 <span class="keyword"></span>{ 
     987<a name="l01331"></a>01331         <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_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">&quot;rv description is not assigned&quot;</span>); 
     988<a name="l01332"></a>01332         ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
     989<a name="l01333"></a>01333  
     990<a name="l01334"></a>01334         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, irvn);  <span class="comment">// select rows and columns of R</span> 
     991<a name="l01335"></a>01335  
     992<a name="l01336"></a>01336         target.<a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rvn ); 
     993<a name="l01337"></a>01337         target.set_parameters (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn), Rn); 
    994994<a name="l01338"></a>01338 } 
    995995<a name="l01339"></a>01339  
    996996<a name="l01340"></a>01340 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    997 <a name="l01341"></a>01341 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">enorm&lt;sq_T&gt;::marginal</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn, <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;sq_T&gt;</a> &amp;target )<span class="keyword"> const</span> 
     997<a name="l01341"></a><a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20">01341</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm&lt;sq_T&gt;::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn )<span class="keyword"> const</span> 
    998998<a name="l01342"></a>01342 <span class="keyword"></span>{ 
    999 <a name="l01343"></a>01343         <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_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">&quot;rv description is not assigned&quot;</span>); 
    1000 <a name="l01344"></a>01344         ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
    1001 <a name="l01345"></a>01345  
    1002 <a name="l01346"></a>01346         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, irvn);  <span class="comment">// select rows and columns of R</span> 
    1003 <a name="l01347"></a>01347  
    1004 <a name="l01348"></a>01348         target.<a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rvn ); 
    1005 <a name="l01349"></a>01349         target.set_parameters (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn), Rn); 
    1006 <a name="l01350"></a>01350 } 
    1007 <a name="l01351"></a>01351  
    1008 <a name="l01352"></a>01352 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1009 <a name="l01353"></a><a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20">01353</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm&lt;sq_T&gt;::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn )<span class="keyword"> const</span> 
    1010 <a name="l01354"></a>01354 <span class="keyword"></span>{ 
    1011 <a name="l01355"></a>01355         <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> *tmp = <span class="keyword">new</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> (); 
    1012 <a name="l01356"></a>01356         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> narrow(tmp); 
    1013 <a name="l01357"></a>01357         <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( rvn, *tmp ); 
    1014 <a name="l01358"></a>01358         <span class="keywordflow">return</span> narrow; 
    1015 <a name="l01359"></a>01359 } 
    1016 <a name="l01360"></a>01360  
    1017 <a name="l01361"></a>01361 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1018 <a name="l01362"></a>01362 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm&lt;sq_T&gt;::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn, <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> &amp;target )<span class="keyword"> const</span> 
    1019 <a name="l01363"></a>01363 <span class="keyword"></span>{ 
    1020 <a name="l01364"></a>01364         <span class="keyword">typedef</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> TMlnorm; 
    1021 <a name="l01365"></a>01365  
    1022 <a name="l01366"></a>01366         <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_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">&quot;rvs are not assigned&quot;</span>); 
    1023 <a name="l01367"></a>01367         TMlnorm &amp;uptarget = <span class="keyword">dynamic_cast&lt;</span>TMlnorm &amp;<span class="keyword">&gt;</span>(target); 
    1024 <a name="l01368"></a>01368  
    1025 <a name="l01369"></a>01369         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc = <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aaec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> (rvn); 
    1026 <a name="l01370"></a>01370         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( (rvc.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() + rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() == <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()), <span class="stringliteral">&quot;wrong rvn&quot;</span>); 
    1027 <a name="l01371"></a>01371         <span class="comment">//Permutation vector of the new R</span> 
    1028 <a name="l01372"></a>01372         ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
    1029 <a name="l01373"></a>01373         ivec irvc = rvc.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
    1030 <a name="l01374"></a>01374         ivec perm = concat (irvn , irvc); 
    1031 <a name="l01375"></a>01375         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, perm); 
    1032 <a name="l01376"></a>01376  
    1033 <a name="l01377"></a>01377         <span class="comment">//fixme - could this be done in general for all sq_T?</span> 
    1034 <a name="l01378"></a>01378         mat S = Rn.to_mat(); 
    1035 <a name="l01379"></a>01379         <span class="comment">//fixme</span> 
    1036 <a name="l01380"></a>01380         <span class="keywordtype">int</span> n = rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() - 1; 
    1037 <a name="l01381"></a>01381         <span class="keywordtype">int</span> end = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows() - 1; 
    1038 <a name="l01382"></a>01382         mat S11 = S.get (0, n, 0, n); 
    1039 <a name="l01383"></a>01383         mat S12 = S.get (0, n , rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end); 
    1040 <a name="l01384"></a>01384         mat S22 = S.get (rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end, rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end); 
    1041 <a name="l01385"></a>01385  
    1042 <a name="l01386"></a>01386         vec mu1 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn); 
    1043 <a name="l01387"></a>01387         vec mu2 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvc); 
    1044 <a name="l01388"></a>01388         mat A = S12 * inv (S22); 
    1045 <a name="l01389"></a>01389         sq_T R_n (S11 - A *S12.T()); 
    1046 <a name="l01390"></a>01390  
    1047 <a name="l01391"></a>01391         uptarget.set_rv (rvn); 
    1048 <a name="l01392"></a>01392         uptarget.set_rvc (rvc); 
    1049 <a name="l01393"></a>01393         uptarget.set_parameters (A, mu1 - A*mu2, R_n); 
    1050 <a name="l01394"></a>01394 } 
    1051 <a name="l01395"></a>01395  
    1052 <a name="l01398"></a>01398 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1053 <a name="l01399"></a><a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339">01399</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">mgnorm&lt;sq_T &gt;::set_parameters</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> &amp;g0, <span class="keyword">const</span> sq_T &amp;R0) { 
    1054 <a name="l01400"></a>01400         g = g0; 
    1055 <a name="l01401"></a>01401         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (g-&gt;dimension()), R0); 
    1056 <a name="l01402"></a>01402 } 
    1057 <a name="l01403"></a>01403  
    1058 <a name="l01404"></a>01404 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1059 <a name="l01405"></a><a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d">01405</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">mgnorm&lt;sq_T &gt;::condition</a> (<span class="keyword">const</span> vec &amp;cond) {this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = g-&gt;eval (cond);}; 
    1060 <a name="l01406"></a>01406  
    1061 <a name="l01408"></a>01408 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1062 <a name="l01409"></a>01409 std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_T&gt; &amp;ml) 
    1063 <a name="l01410"></a>01410 { 
    1064 <a name="l01411"></a>01411         os &lt;&lt; <span class="stringliteral">&quot;A:&quot;</span> &lt;&lt; ml.A &lt;&lt; endl; 
    1065 <a name="l01412"></a>01412         os &lt;&lt; <span class="stringliteral">&quot;mu:&quot;</span> &lt;&lt; ml.mu_const &lt;&lt; endl; 
    1066 <a name="l01413"></a>01413         os &lt;&lt; <span class="stringliteral">&quot;R:&quot;</span> &lt;&lt; ml._R() &lt;&lt; endl; 
    1067 <a name="l01414"></a>01414         <span class="keywordflow">return</span> os; 
    1068 <a name="l01415"></a>01415 }; 
    1069 <a name="l01416"></a>01416  
    1070 <a name="l01417"></a>01417 } 
    1071 <a name="l01418"></a>01418 <span class="preprocessor">#endif //EF_H</span> 
     999<a name="l01343"></a>01343         <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> *tmp = <span class="keyword">new</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> (); 
     1000<a name="l01344"></a>01344         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> narrow(tmp); 
     1001<a name="l01345"></a>01345         <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( rvn, *tmp ); 
     1002<a name="l01346"></a>01346         <span class="keywordflow">return</span> narrow; 
     1003<a name="l01347"></a>01347 } 
     1004<a name="l01348"></a>01348  
     1005<a name="l01349"></a>01349 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1006<a name="l01350"></a>01350 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">enorm&lt;sq_T&gt;::condition</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvn, <a class="code" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where  is random variable, rv, and...">mpdf</a> &amp;target )<span class="keyword"> const</span> 
     1007<a name="l01351"></a>01351 <span class="keyword"></span>{ 
     1008<a name="l01352"></a>01352         <span class="keyword">typedef</span> <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;sq_T&gt;</a> TMlnorm; 
     1009<a name="l01353"></a>01353  
     1010<a name="l01354"></a>01354         <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_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">&quot;rvs are not assigned&quot;</span>); 
     1011<a name="l01355"></a>01355         TMlnorm &amp;uptarget = <span class="keyword">dynamic_cast&lt;</span>TMlnorm &amp;<span class="keyword">&gt;</span>(target); 
     1012<a name="l01356"></a>01356  
     1013<a name="l01357"></a>01357         <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rvc = <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aaec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> (rvn); 
     1014<a name="l01358"></a>01358         <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( (rvc.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() + rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() == <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()), <span class="stringliteral">&quot;wrong rvn&quot;</span>); 
     1015<a name="l01359"></a>01359         <span class="comment">//Permutation vector of the new R</span> 
     1016<a name="l01360"></a>01360         ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
     1017<a name="l01361"></a>01361         ivec irvc = rvc.<a class="code" href="classbdm_1_1RV.html#acbebdb5e0d30101a6eb63550ef701c55" title="when this rv is a part of bigger rv, this function returns indices of self in the...">dataind</a> (<a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
     1018<a name="l01362"></a>01362         ivec perm = concat (irvn , irvc); 
     1019<a name="l01363"></a>01363         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, perm); 
     1020<a name="l01364"></a>01364  
     1021<a name="l01365"></a>01365         <span class="comment">//fixme - could this be done in general for all sq_T?</span> 
     1022<a name="l01366"></a>01366         mat S = Rn.to_mat(); 
     1023<a name="l01367"></a>01367         <span class="comment">//fixme</span> 
     1024<a name="l01368"></a>01368         <span class="keywordtype">int</span> n = rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() - 1; 
     1025<a name="l01369"></a>01369         <span class="keywordtype">int</span> end = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows() - 1; 
     1026<a name="l01370"></a>01370         mat S11 = S.get (0, n, 0, n); 
     1027<a name="l01371"></a>01371         mat S12 = S.get (0, n , rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end); 
     1028<a name="l01372"></a>01372         mat S22 = S.get (rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end, rvn.<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end); 
     1029<a name="l01373"></a>01373  
     1030<a name="l01374"></a>01374         vec mu1 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn); 
     1031<a name="l01375"></a>01375         vec mu2 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvc); 
     1032<a name="l01376"></a>01376         mat A = S12 * inv (S22); 
     1033<a name="l01377"></a>01377         sq_T R_n (S11 - A *S12.T()); 
     1034<a name="l01378"></a>01378  
     1035<a name="l01379"></a>01379         uptarget.set_rv (rvn); 
     1036<a name="l01380"></a>01380         uptarget.set_rvc (rvc); 
     1037<a name="l01381"></a>01381         uptarget.set_parameters (A, mu1 - A*mu2, R_n); 
     1038<a name="l01382"></a>01382 } 
     1039<a name="l01383"></a>01383  
     1040<a name="l01386"></a>01386 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1041<a name="l01387"></a><a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339">01387</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">mgnorm&lt;sq_T &gt;::set_parameters</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> &amp;g0, <span class="keyword">const</span> sq_T &amp;R0) { 
     1042<a name="l01388"></a>01388         g = g0; 
     1043<a name="l01389"></a>01389         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (g-&gt;dimension()), R0); 
     1044<a name="l01390"></a>01390 } 
     1045<a name="l01391"></a>01391  
     1046<a name="l01392"></a>01392 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1047<a name="l01393"></a><a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d">01393</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">mgnorm&lt;sq_T &gt;::condition</a> (<span class="keyword">const</span> vec &amp;cond) {this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = g-&gt;eval (cond);}; 
     1048<a name="l01394"></a>01394  
     1049<a name="l01396"></a>01396 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1050<a name="l01397"></a>01397 std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_T&gt; &amp;ml) 
     1051<a name="l01398"></a>01398 { 
     1052<a name="l01399"></a>01399         os &lt;&lt; <span class="stringliteral">&quot;A:&quot;</span> &lt;&lt; ml.A &lt;&lt; endl; 
     1053<a name="l01400"></a>01400         os &lt;&lt; <span class="stringliteral">&quot;mu:&quot;</span> &lt;&lt; ml.mu_const &lt;&lt; endl; 
     1054<a name="l01401"></a>01401         os &lt;&lt; <span class="stringliteral">&quot;R:&quot;</span> &lt;&lt; ml._R() &lt;&lt; endl; 
     1055<a name="l01402"></a>01402         <span class="keywordflow">return</span> os; 
     1056<a name="l01403"></a>01403 }; 
     1057<a name="l01404"></a>01404  
     1058<a name="l01405"></a>01405 } 
     1059<a name="l01406"></a>01406 <span class="preprocessor">#endif //EF_H</span> 
    10721060</pre></div></div> 
    1073 <hr size="1"/><address style="text-align: right;"><small>Generated on Wed Sep 16 22:33:31 2009 for mixpp by&nbsp; 
     1061<hr size="1"/><address style="text-align: right;"><small>Generated on Fri Sep 18 00:12:03 2009 for mixpp by&nbsp; 
    10741062<a href="http://www.doxygen.org/index.html"> 
    10751063<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>