Changeset 641 for library/doc/html/exp__family_8h_source.html

Timestamp:

09/27/09 00:58:34 (15 years ago)

Author:

smidl

Message:

doc

Files:

• library/doc/html/exp__family_8h_source.html (modified) (1 diff)

library/doc/html/exp__family_8h_source.html

@@ -256 +256 @@
 <a name="l00296"></a>00296                 }
 <a name="l00298"></a>00298 
-<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>{
-<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>);
-<a name="l00301"></a>00301                         <span class="keywordflow">return</span> vec();
-<a name="l00302"></a>00302                 }
-<a name="l00303"></a>00303 
-<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>);};
-<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));}
-<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>{
-<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);
-<a name="l00309"></a>00309                         <span class="keywordflow">return</span> tmp;
-<a name="l00310"></a>00310                 }
-<a name="l00311"></a>00311 
-<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>{
-<a name="l00313"></a>00313                         <span class="keywordtype">double</span> tmp;
-<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>);
-<a name="l00315"></a>00315                         <span class="keywordtype">double</span> lgb = 0.0;
-<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));}
-<a name="l00317"></a>00317                         tmp = lgb - lgamma (gam);
-<a name="l00318"></a>00318                         <span class="keywordflow">return</span> tmp;
-<a name="l00319"></a>00319                 }
-<a name="l00320"></a>00320 
-<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>;}
-<a name="l00324"></a>00324 };
+<a name="l00300"></a><a class="code" href="classbdm_1_1eDirich.html#a3290613d31d58daa8a45a54b003871fc">00300</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#a3290613d31d58daa8a45a54b003871fc" title="using sampling procedure from wikipedia">sample</a>()<span class="keyword"> const </span>{
+<a name="l00301"></a>00301                         vec y(<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length());
+<a name="l00302"></a>00302                         <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++){
+<a name="l00303"></a>00303                                 GamRNG.setup(<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>(i),1);
+<a name="l00304"></a>00304                                 y(i)=GamRNG.sample();
+<a name="l00305"></a>00305                         }
+<a name="l00306"></a>00306                         <span class="keywordflow">return</span> y/sum(y);
+<a name="l00307"></a>00307                 }
+<a name="l00308"></a>00308 
+<a name="l00309"></a><a class="code" href="classbdm_1_1eDirich.html#acb343355ec791298bb5a3404cd482fb6">00309</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>);};
+<a name="l00310"></a><a class="code" href="classbdm_1_1eDirich.html#a43c547a2507e233706f92712d8c2aacc">00310</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>, (gamma-<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>)) / (gamma*gamma* (gamma + 1));}
+<a name="l00312"></a><a class="code" href="classbdm_1_1eDirich.html#ae09a24938e80c3d94b0ee842d1552318">00312</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>{
+<a name="l00313"></a>00313                         <span class="keywordtype">double</span> tmp; tmp = (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> - 1) * log (val);
+<a name="l00314"></a>00314                         <span class="keywordflow">return</span> tmp;
+<a name="l00315"></a>00315                 }
+<a name="l00316"></a>00316 
+<a name="l00317"></a><a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2">00317</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>{
+<a name="l00318"></a>00318                         <span class="keywordtype">double</span> tmp;
+<a name="l00319"></a>00319                         <span class="keywordtype">double</span> gam = sum (<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);
+<a name="l00320"></a>00320                         <span class="keywordtype">double</span> lgb = 0.0;
+<a name="l00321"></a>00321                         <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));}
+<a name="l00322"></a>00322                         tmp = lgb - lgamma (gam);
+<a name="l00323"></a>00323                         <span class="keywordflow">return</span> tmp;
+<a name="l00324"></a>00324                 }
 <a name="l00325"></a>00325 
-<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>
-<a name="l00328"></a>00328 {
-<a name="l00329"></a>00329         <span class="keyword">protected</span>:
-<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>;
-<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>;
-<a name="l00334"></a>00334         <span class="keyword">public</span>:
-<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()) {
-<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>();}
-<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;}
-<a name="l00339"></a>00339                 }
-<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()) {}
-<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>;}
-<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) {
-<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>();}
-<a name="l00346"></a>00346                         <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> += dt;
-<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>;}
-<a name="l00348"></a>00348                 }
-<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>{
-<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>);
-<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>();
-<a name="l00352"></a>00352 
-<a name="l00353"></a>00353                         <span class="keywordtype">double</span> lll;
-<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)
-<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>();}
-<a name="l00356"></a>00356                         <span class="keywordflow">else</span>
-<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>;}
-<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>();}
-<a name="l00359"></a>00359 
-<a name="l00360"></a>00360                         beta += dt;
-<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;
-<a name="l00362"></a>00362                 }
-<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) {
-<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);
-<a name="l00365"></a>00365                         <span class="comment">// sum(beta) should be equal to sum(B.beta)</span>
-<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>
-<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>));
-<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>();}
-<a name="l00369"></a>00369                 }
-<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>;};
-<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) {
-<a name="l00374"></a>00374                         <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.set_parameters (beta0);
-<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>();}
-<a name="l00376"></a>00376                 }
-<a name="l00377"></a>00377 };
-<a name="l00378"></a>00378 
-<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>
-<a name="l00389"></a>00389 {
-<a name="l00390"></a>00390         <span class="keyword">protected</span>:
-<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>;
-<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>;
-<a name="l00395"></a>00395         <span class="keyword">public</span> :
-<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) {};
-<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);};
-<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();};
-<a name="l00402"></a>00402 
-<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>;
-<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>;
-<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>;
-<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>;}
-<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;}
-<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);}
-<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)); }
-<a name="l00412"></a>00412 
-<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>) {
-<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>
-<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);
-<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);
-<a name="l00427"></a>00427                         <a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>();
-<a name="l00428"></a>00428                 }
-<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>() {
-<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>);
-<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();
-<a name="l00432"></a>00432                 }
-<a name="l00433"></a>00433 };
-<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);
-<a name="l00435"></a>00435 SHAREDPTR ( egamma );
-<a name="l00436"></a>00436 
-<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>
-<a name="l00454"></a>00454 {
-<a name="l00455"></a>00455         <span class="keyword">protected</span>:
-<a name="l00456"></a>00456         <span class="keyword">public</span> :
-<a name="l00461"></a>00461 
-<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>();};
-<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);}
-<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);}
-<a name="l00466"></a>00466 };
-<a name="l00467"></a>00467 <span class="comment">/*</span>
-<a name="l00469"></a>00469 <span class="comment">class emix : public epdf {</span>
-<a name="l00470"></a>00470 <span class="comment">protected:</span>
-<a name="l00471"></a>00471 <span class="comment">        int n;</span>
-<a name="l00472"></a>00472 <span class="comment">        vec &amp;w;</span>
-<a name="l00473"></a>00473 <span class="comment">        Array&lt;epdf*&gt; Coms;</span>
-<a name="l00474"></a>00474 <span class="comment">public:</span>
-<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>
-<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>
-<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>
-<a name="l00479"></a>00479 <span class="comment">};</span>
-<a name="l00480"></a>00480 <span class="comment">*/</span>
-<a name="l00481"></a>00481 
-<a name="l00483"></a>00483 
-<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>
-<a name="l00485"></a>00485 {
-<a name="l00486"></a>00486         <span class="keyword">protected</span>:
-<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>;
-<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>;
-<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>;
-<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>;
-<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>;
-<a name="l00497"></a>00497         <span class="keyword">public</span>:
-<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> () {}
-<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);}
-<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) {
-<a name="l00503"></a>00503                         <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> = high0 - low0;
-<a name="l00504"></a>00504                         <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0;
-<a name="l00505"></a>00505                         <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0;
-<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>);
-<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>);
-<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();
-<a name="l00509"></a>00509                 }
-<a name="l00511"></a>00511 
-<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>{
-<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;}
-<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>;
-<a name="l00515"></a>00515                 }
-<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>{
-<a name="l00517"></a>00517                         vec smp (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
-<a name="l00518"></a>00518 <span class="preprocessor">#pragma omp critical</span>
-<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);
-<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);
-<a name="l00521"></a>00521                 }
-<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;}
-<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;}
-<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>) {
-<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>
-<a name="l00537"></a>00537 
-<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);
-<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);
-<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>);
-<a name="l00541"></a>00541                         <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>();
-<a name="l00542"></a>00542                 }
-<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>() {
-<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>);
-<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();
-<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>);
-<a name="l00547"></a>00547                 }
+<a name="l00327"></a><a class="code" href="classbdm_1_1eDirich.html#a175e0add26d2105c28d8121eefb9e324">00327</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>;}
+<a name="l00334"></a><a class="code" href="classbdm_1_1eDirich.html#aaef2c328917dd80dce689d3d11d09567">00334</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eDirich.html#aaef2c328917dd80dce689d3d11d09567">from_setting</a>(<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>){
+<a name="l00335"></a>00335                         <a class="code" href="classbdm_1_1eDirich.html#aaef2c328917dd80dce689d3d11d09567">epdf::from_setting</a>(<span class="keyword">set</span>);
+<a name="l00336"></a>00336                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>,<span class="keyword">set</span>, <span class="stringliteral">&quot;beta&quot;</span>, UI::compulsory);
+<a name="l00337"></a>00337                         <a class="code" href="classbdm_1_1eDirich.html#a3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>();
+<a name="l00338"></a>00338                 }
+<a name="l00339"></a><a class="code" href="classbdm_1_1eDirich.html#a3ee16ce701b850e1c5bdb7005c326a57">00339</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eDirich.html#a3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>() {
+<a name="l00340"></a>00340                         <span class="comment">//check rv</span>
+<a name="l00341"></a>00341                         <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();
+<a name="l00342"></a>00342                 }
+<a name="l00343"></a>00343 };
+<a name="l00344"></a>00344 <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>(eDirich);
+<a name="l00345"></a>00345 
+<a name="l00357"></a><a class="code" href="classbdm_1_1mDirich.html">00357</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1mDirich.html">mDirich</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;eDirich&gt; {
+<a name="l00358"></a>00358         <span class="keyword">protected</span>:
+<a name="l00360"></a><a class="code" href="classbdm_1_1mDirich.html#acf9baed9baab754872ec59b9d45bf164">00360</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mDirich.html#acf9baed9baab754872ec59b9d45bf164" title="constant  of the random walk">k</a>;
+<a name="l00362"></a><a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab">00362</a>                 vec &amp;<a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>;
+<a name="l00364"></a><a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a">00364</a>                 vec <a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>;
+<a name="l00365"></a>00365         <span class="keyword">public</span>:
+<a name="l00366"></a>00366                 <a class="code" href="classbdm_1_1mDirich.html">mDirich</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_1eDirich.html" title="Dirichlet posterior density.">eDirich</a>&gt;(), <a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_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_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>()){};
+<a name="l00367"></a><a class="code" href="classbdm_1_1mDirich.html#a78a06fc013ca7fc8dbc13ee899e3b0d0">00367</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#a78a06fc013ca7fc8dbc13ee899e3b0d0" 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_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a> =  val/<a class="code" href="classbdm_1_1mDirich.html#acf9baed9baab754872ec59b9d45bf164" title="constant  of the random walk">k</a>+<a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>; };
+<a name="l00380"></a><a class="code" href="classbdm_1_1mDirich.html#ac1e6f42277b97f700ea1b6045cb6b2d7">00380</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#ac1e6f42277b97f700ea1b6045cb6b2d7">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) {
+<a name="l00381"></a>00381                         <a class="code" href="classbdm_1_1mDirich.html#ac1e6f42277b97f700ea1b6045cb6b2d7">mpdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span>
+<a name="l00382"></a>00382                         <span class="keywordflow">if</span> (_rv()._dsize()&gt;0){
+<a name="l00383"></a>00383                                 <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = _rv().<a class="code" href="classbdm_1_1RV.html#a627222f49abc5d07e5e8aecac7708ee2" title="create new RV from the current one with time shifted by given value">copy_t</a>(-1);
+<a name="l00384"></a>00384                         }
+<a name="l00385"></a>00385                         vec beta0; 
+<a name="l00386"></a>00386                         <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (beta0, <span class="keyword">set</span>, <span class="stringliteral">&quot;beta0&quot;</span>, UI::optional)){
+<a name="l00387"></a>00387                                 beta0 = ones(_rv()._dsize());
+<a name="l00388"></a>00388                         }
+<a name="l00389"></a>00389                         <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;betac&quot;</span>, UI::optional)){
+<a name="l00390"></a>00390                                 <a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a> = 0.1*ones(_rv()._dsize());
+<a name="l00391"></a>00391                         }
+<a name="l00392"></a>00392                         <a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a> = beta0;
+<a name="l00393"></a>00393                         
+<a name="l00394"></a>00394                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mDirich.html#acf9baed9baab754872ec59b9d45bf164" title="constant  of the random walk">k</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;k&quot;</span>, UI::compulsory);
+<a name="l00395"></a>00395                         <a class="code" href="classbdm_1_1mDirich.html#abd6dfd941c1cf5092b02d23f58d7bde4" title="This method TODO.">validate</a>();
+<a name="l00396"></a>00396                 }
+<a name="l00397"></a><a class="code" href="classbdm_1_1mDirich.html#abd6dfd941c1cf5092b02d23f58d7bde4">00397</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#abd6dfd941c1cf5092b02d23f58d7bde4" title="This method TODO.">validate</a>() { 
+<a name="l00398"></a>00398                         <a class="code" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eDirich.html#a3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>();
+<a name="l00399"></a>00399                         <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_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>.length()==<a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>.length(),<span class="stringliteral">&quot;beta0 and betac are not compatible&quot;</span>);
+<a name="l00400"></a>00400                         <span class="keywordflow">if</span> (_rv().<a class="code" href="classbdm_1_1RV.html#ade30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()&gt;0){
+<a name="l00401"></a>00401                                 <a class="code" href="bdmerror_8h.html#a7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>( (_rv()._dsize()==dimension()) , <span class="stringliteral">&quot;Size of rv does not match with beta&quot;</span>);
+<a name="l00402"></a>00402                         }
+<a name="l00403"></a>00403                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>.length();
+<a name="l00404"></a>00404                 };
+<a name="l00405"></a>00405 };
+<a name="l00406"></a>00406 <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>(mDirich);
+<a name="l00407"></a>00407 
+<a name="l00409"></a><a class="code" href="classbdm_1_1multiBM.html">00409</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>
+<a name="l00410"></a>00410 {
+<a name="l00411"></a>00411         <span class="keyword">protected</span>:
+<a name="l00413"></a><a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a">00413</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>;
+<a name="l00415"></a><a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25">00415</a>                 vec &amp;<a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;
+<a name="l00416"></a>00416         <span class="keyword">public</span>:
+<a name="l00418"></a><a class="code" href="classbdm_1_1multiBM.html#ac4dd6d9522a8a605776d21bac9bd9daf">00418</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()) {
+<a name="l00419"></a>00419                         <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>();}
+<a name="l00420"></a>00420                         <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;}
+<a name="l00421"></a>00421                 }
+<a name="l00423"></a><a class="code" href="classbdm_1_1multiBM.html#ac4378cf8037f6bed29c74eea63344b31">00423</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()) {}
+<a name="l00425"></a><a class="code" href="classbdm_1_1multiBM.html#adbe6b90d410dc062a233d1dc09eeba52">00425</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>;}
+<a name="l00426"></a><a class="code" href="classbdm_1_1multiBM.html#a1e4bf41b61937fd80f34049742e23f95">00426</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) {
+<a name="l00427"></a>00427                         <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>();}
+<a name="l00428"></a>00428                         <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> += dt;
+<a name="l00429"></a>00429                         <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>;}
+<a name="l00430"></a>00430                 }
+<a name="l00431"></a><a class="code" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">00431</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>{
+<a name="l00432"></a>00432                         <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>);
+<a name="l00433"></a>00433                         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>();
+<a name="l00434"></a>00434 
+<a name="l00435"></a>00435                         <span class="keywordtype">double</span> lll;
+<a name="l00436"></a>00436                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> &lt; 1.0)
+<a name="l00437"></a>00437                                 {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>();}
+<a name="l00438"></a>00438                         <span class="keywordflow">else</span>
+<a name="l00439"></a>00439                                 <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>;}
+<a name="l00440"></a>00440                                 <span class="keywordflow">else</span>{lll = pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();}
+<a name="l00441"></a>00441 
+<a name="l00442"></a>00442                         beta += dt;
+<a name="l00443"></a>00443                         <span class="keywordflow">return</span> pred.<a class="code" href="classbdm_1_1eDirich.html#a279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - lll;
+<a name="l00444"></a>00444                 }
+<a name="l00445"></a>00445                 <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) {
+<a name="l00446"></a>00446                         <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);
+<a name="l00447"></a>00447                         <span class="comment">// sum(beta) should be equal to sum(B.beta)</span>
+<a name="l00448"></a>00448                         <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>
+<a name="l00449"></a>00449                         <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>));
+<a name="l00450"></a>00450                         <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>();}
+<a name="l00451"></a>00451                 }
+<a name="l00453"></a><a class="code" href="classbdm_1_1multiBM.html#a31ff93f89473f099e489b9e1dc8d9513">00453</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>;};
+<a name="l00455"></a><a class="code" href="classbdm_1_1multiBM.html#a7a480eace4446661bacca94c57499f01">00455</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) {
+<a name="l00456"></a>00456                         <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.set_parameters (beta0);
+<a name="l00457"></a>00457                         <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>();}
+<a name="l00458"></a>00458                 }
+<a name="l00459"></a>00459 };
+<a name="l00460"></a>00460 
+<a name="l00470"></a><a class="code" href="classbdm_1_1egamma.html">00470</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>
+<a name="l00471"></a>00471 {
+<a name="l00472"></a>00472         <span class="keyword">protected</span>:
+<a name="l00474"></a><a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa">00474</a>                 vec <a class="code" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>;
+<a name="l00476"></a><a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1">00476</a>                 vec <a class="code" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>;
+<a name="l00477"></a>00477         <span class="keyword">public</span> :
+<a name="l00480"></a>00480                 <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) {};
+<a name="l00481"></a>00481                 <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);};
+<a name="l00482"></a>00482                 <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();};
+<a name="l00484"></a>00484 
+<a name="l00485"></a>00485                 vec <a class="code" href="classbdm_1_1egamma.html#a6ed82f0fd05f6002487256d8e75a0bbd" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>;
+<a name="l00486"></a>00486                 <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>;
+<a name="l00487"></a>00487                 <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>;
+<a name="l00489"></a><a class="code" href="classbdm_1_1egamma.html#a0865cb3d6339fdc7410806cf70a329ed">00489</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>;}
+<a name="l00491"></a><a class="code" href="classbdm_1_1egamma.html#ac42cadd9cbd344caaa69b0b433cd16ca">00491</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;}
+<a name="l00492"></a><a class="code" href="classbdm_1_1egamma.html#a49d256c42cce14c6faa56ec242b57e85">00492</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);}
+<a name="l00493"></a><a class="code" href="classbdm_1_1egamma.html#a36986cc01917cd0796fadc17125bdec1">00493</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)); }
+<a name="l00494"></a>00494 
+<a name="l00505"></a><a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">00505</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>) {
+<a name="l00506"></a>00506                         <a class="code" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv</span>
+<a name="l00507"></a>00507                         <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);
+<a name="l00508"></a>00508                         <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);
+<a name="l00509"></a>00509                         <a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>();
+<a name="l00510"></a>00510                 }
+<a name="l00511"></a><a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127">00511</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>() {
+<a name="l00512"></a>00512                         <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>);
+<a name="l00513"></a>00513                         <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();
+<a name="l00514"></a>00514                 }
+<a name="l00515"></a>00515 };
+<a name="l00516"></a>00516 <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);
+<a name="l00517"></a>00517 SHAREDPTR ( egamma );
+<a name="l00518"></a>00518 
+<a name="l00535"></a><a class="code" href="classbdm_1_1eigamma.html">00535</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>
+<a name="l00536"></a>00536 {
+<a name="l00537"></a>00537         <span class="keyword">protected</span>:
+<a name="l00538"></a>00538         <span class="keyword">public</span> :
+<a name="l00543"></a>00543 
+<a name="l00544"></a><a class="code" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f">00544</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>();};
+<a name="l00546"></a><a class="code" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb">00546</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);}
+<a name="l00547"></a><a class="code" href="classbdm_1_1eigamma.html#ac2c696f8c668e9f65392c9449f6a5133">00547</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);}
 <a name="l00548"></a>00548 };
-<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);
-<a name="l00550"></a>00550 
-<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;
-<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;
-<a name="l00558"></a>00558 {
-<a name="l00559"></a>00559         <span class="keyword">protected</span>:
-<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>;
-<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>;
-<a name="l00564"></a>00564 <span class="comment">//                      vec&amp; _mu; //cached epdf.mu; !!!!!! WHY NOT?</span>
-<a name="l00565"></a>00565         <span class="keyword">public</span>:
-<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;() {};
-<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;() {
-<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);
-<a name="l00571"></a>00571                 }
-<a name="l00572"></a>00572 
-<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) {  
-<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);
-<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;
-<a name="l00577"></a>00577                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0;
-<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();
-<a name="l00579"></a>00579                 }
-<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) {
-<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>;
-<a name="l00584"></a>00584 <span class="comment">//R is already assigned;</span>
-<a name="l00585"></a>00585                 }
-<a name="l00586"></a>00586 
-<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>;}
-<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>;}
-<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(); }
+<a name="l00549"></a>00549 <span class="comment">/*</span>
+<a name="l00551"></a>00551 <span class="comment">class emix : public epdf {</span>
+<a name="l00552"></a>00552 <span class="comment">protected:</span>
+<a name="l00553"></a>00553 <span class="comment">        int n;</span>
+<a name="l00554"></a>00554 <span class="comment">        vec &amp;w;</span>
+<a name="l00555"></a>00555 <span class="comment">        Array&lt;epdf*&gt; Coms;</span>
+<a name="l00556"></a>00556 <span class="comment">public:</span>
+<a name="l00558"></a>00558 <span class="comment">        emix ( const RV &amp;rv, vec &amp;w0): epdf(rv), n(w0.length()), w(w0), Coms(n) {};</span>
+<a name="l00559"></a>00559 <span class="comment">        void set_parameters( int &amp;i, double wi, epdf* ep){w(i)=wi;Coms(i)=ep;}</span>
+<a name="l00560"></a>00560 <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>
+<a name="l00561"></a>00561 <span class="comment">};</span>
+<a name="l00562"></a>00562 <span class="comment">*/</span>
+<a name="l00563"></a>00563 
+<a name="l00565"></a>00565 
+<a name="l00566"></a><a class="code" href="classbdm_1_1euni.html">00566</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>
+<a name="l00567"></a>00567 {
+<a name="l00568"></a>00568         <span class="keyword">protected</span>:
+<a name="l00570"></a><a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32">00570</a>                 vec <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>;
+<a name="l00572"></a><a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1">00572</a>                 vec <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>;
+<a name="l00574"></a><a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c">00574</a>                 vec <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>;
+<a name="l00576"></a><a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20">00576</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#a31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>;
+<a name="l00578"></a><a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476">00578</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#a3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>;
+<a name="l00579"></a>00579         <span class="keyword">public</span>:
+<a name="l00582"></a>00582                 <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> () {}
+<a name="l00583"></a>00583                 <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);}
+<a name="l00584"></a>00584                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;low0, <span class="keyword">const</span> vec &amp;high0) {
+<a name="l00585"></a>00585                         <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> = high0 - low0;
+<a name="l00586"></a>00586                         <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0;
+<a name="l00587"></a>00587                         <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0;
+<a name="l00588"></a>00588                         <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>);
+<a name="l00589"></a>00589                         <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>);
+<a name="l00590"></a>00590                         <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();
+<a name="l00591"></a>00591                 }
 <a name="l00593"></a>00593 
-<a name="l00595"></a>00595                 <span class="keyword">template</span>&lt;<span class="keyword">typename</span> sq_M&gt;
-<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);
-<a name="l00597"></a>00597 
-<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>) {
-<a name="l00609"></a>00609                         <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">mpdf::from_setting</a> (<span class="keyword">set</span>);
-<a name="l00610"></a>00610 
-<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);
-<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);
-<a name="l00613"></a>00613                         mat R0;
-<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);
-<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);
-<a name="l00616"></a>00616                         <a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>();
-<a name="l00617"></a>00617                 };
-<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>() {
-<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>);
-<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>);
-<a name="l00621"></a>00621                         
-<a name="l00622"></a>00622                 }
-<a name="l00623"></a>00623 };
-<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);
-<a name="l00625"></a>00625 SHAREDPTR2 ( mlnorm, ldmat );
-<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);
-<a name="l00627"></a>00627 SHAREDPTR2 ( mlnorm, fsqmat );
-<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);
-<a name="l00629"></a>00629 SHAREDPTR2 ( mlnorm, chmat );
-<a name="l00630"></a>00630 
-<a name="l00632"></a>00632 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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;
-<a name="l00634"></a>00634 {
-<a name="l00635"></a>00635         <span class="keyword">private</span>:
-<a name="l00636"></a>00636 <span class="comment">//                      vec &amp;mu; WHY NOT?</span>
-<a name="l00637"></a>00637                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g;
-<a name="l00638"></a>00638 
-<a name="l00639"></a>00639         <span class="keyword">public</span>:
-<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;() { }
-<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);
-<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);
-<a name="l00645"></a>00645 
-<a name="l00646"></a>00646 
-<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>) {
-<a name="l00666"></a>00666                         <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">mpdf::from_setting</a>(<span class="keyword">set</span>);
-<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);
+<a name="l00594"></a><a class="code" href="classbdm_1_1euni.html#acaa07b8307bd793d5339d6583e0aba81">00594</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>{
+<a name="l00595"></a>00595                         <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;}
+<a name="l00596"></a>00596                         <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>;
+<a name="l00597"></a>00597                 }
+<a name="l00598"></a><a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194">00598</a>                 vec <a class="code" href="classbdm_1_1euni.html#afc5df80359ead2918384b2004ce67194" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{
+<a name="l00599"></a>00599                         vec smp (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
+<a name="l00600"></a>00600 <span class="preprocessor">#pragma omp critical</span>
+<a name="l00601"></a>00601 <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);
+<a name="l00602"></a>00602                         <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);
+<a name="l00603"></a>00603                 }
+<a name="l00605"></a><a class="code" href="classbdm_1_1euni.html#a46caa8c13aba2e6228f964208918b226">00605</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;}
+<a name="l00606"></a><a class="code" href="classbdm_1_1euni.html#a951f932155111f6053c980f672b4c22c">00606</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;}
+<a name="l00617"></a><a class="code" href="classbdm_1_1euni.html#a77f5fef1f006fe056066da23b9e5f042">00617</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>) {
+<a name="l00618"></a>00618                         <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>
+<a name="l00619"></a>00619 
+<a name="l00620"></a>00620                         <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);
+<a name="l00621"></a>00621                         <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);
+<a name="l00622"></a>00622                         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>);
+<a name="l00623"></a>00623                         <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>();
+<a name="l00624"></a>00624                 }
+<a name="l00625"></a><a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9">00625</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>() {
+<a name="l00626"></a>00626                         <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>);
+<a name="l00627"></a>00627                         <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();
+<a name="l00628"></a>00628                         <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>);
+<a name="l00629"></a>00629                 }
+<a name="l00630"></a>00630 };
+<a name="l00631"></a>00631 <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);
+<a name="l00632"></a>00632 
+<a name="l00638"></a>00638 <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;
+<a name="l00639"></a><a class="code" href="classbdm_1_1mlnorm.html">00639</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;
+<a name="l00640"></a>00640 {
+<a name="l00641"></a>00641         <span class="keyword">protected</span>:
+<a name="l00643"></a><a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42">00643</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>;
+<a name="l00645"></a><a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6">00645</a>                 vec <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;
+<a name="l00646"></a>00646 <span class="comment">//                      vec&amp; _mu; //cached epdf.mu; !!!!!! WHY NOT?</span>
+<a name="l00647"></a>00647         <span class="keyword">public</span>:
+<a name="l00650"></a>00650                 <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;() {};
+<a name="l00651"></a>00651                 <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;() {
+<a name="l00652"></a>00652                         <a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (A, mu0, R);
+<a name="l00653"></a>00653                 }
+<a name="l00654"></a>00654 
+<a name="l00656"></a><a class="code" href="classbdm_1_1mlnorm.html#a04f7c6cda7b2f95161dd5fbcf15d1fd5">00656</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) {  
+<a name="l00657"></a>00657                         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);
+<a name="l00658"></a>00658                         <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0;
+<a name="l00659"></a>00659                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0;
+<a name="l00660"></a>00660                         this-&gt;<a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = A0.cols();
+<a name="l00661"></a>00661                 }
+<a name="l00664"></a><a class="code" href="classbdm_1_1mlnorm.html#ac2895ae549ee76d961be98d7061bd110">00664</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) {
+<a name="l00665"></a>00665                         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>;
+<a name="l00666"></a>00666 <span class="comment">//R is already assigned;</span>
+<a name="l00667"></a>00667                 }
 <a name="l00668"></a>00668 
-<a name="l00669"></a>00669                         mat R;
-<a name="l00670"></a>00670                         vec dR;
-<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>))
-<a name="l00672"></a>00672                                 R = diag (dR);
-<a name="l00673"></a>00673                         <span class="keywordflow">else</span>
-<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);
+<a name="l00670"></a><a class="code" href="classbdm_1_1mlnorm.html#af6b0b4b0b17271525ad02660a4087cf7">00670</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>;}
+<a name="l00672"></a><a class="code" href="classbdm_1_1mlnorm.html#a55e1bd7fa70b852bd7fe50ce72fb8f23">00672</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>;}
+<a name="l00674"></a><a class="code" href="classbdm_1_1mlnorm.html#a9af0714b7b29ab1162ebc3291b7c4a43">00674</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(); }
 <a name="l00675"></a>00675 
-<a name="l00676"></a>00676                         <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (g, R);
-<a name="l00677"></a>00677                         <a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>();
-<a name="l00678"></a>00678                 }
-<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>() {
-<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>);
-<a name="l00681"></a>00681                 }
-<a name="l00682"></a>00682 };
-<a name="l00683"></a>00683 
-<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);
-<a name="l00685"></a>00685 SHAREDPTR2 ( mgnorm, chmat );
-<a name="l00686"></a>00686 
-<a name="l00687"></a>00687 
-<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;
-<a name="l00696"></a>00696 {
-<a name="l00697"></a>00697         <span class="keyword">protected</span>:
-<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>;
-<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>;
-<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>;
-<a name="l00704"></a>00704         <span class="keyword">public</span>:
-<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; (),
-<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>()) {}
-<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) {
-<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>
-<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;
-<a name="l00711"></a>00711                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0;
-<a name="l00712"></a>00712                         <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a> = R0;
-<a name="l00713"></a>00713                         <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> = Lambda0;
-<a name="l00714"></a>00714                 }
-<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) {
-<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>;
-<a name="l00717"></a>00717                         <span class="keywordtype">double</span> zeta;
-<a name="l00718"></a>00718                         <span class="comment">//ugly hack!</span>
-<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>()) {
-<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)));
-<a name="l00721"></a>00721                         } <span class="keywordflow">else</span> {
-<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);
-<a name="l00723"></a>00723                         }
-<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>;
-<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>
-<a name="l00726"></a>00726                 };
+<a name="l00677"></a>00677                 <span class="keyword">template</span>&lt;<span class="keyword">typename</span> sq_M&gt;
+<a name="l00678"></a>00678                 <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_M, enorm&gt; &amp;ml);
+<a name="l00679"></a>00679 
+<a name="l00690"></a><a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">00690</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>) {
+<a name="l00691"></a>00691                         <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">mpdf::from_setting</a> (<span class="keyword">set</span>);
+<a name="l00692"></a>00692 
+<a name="l00693"></a>00693                         <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);
+<a name="l00694"></a>00694                         <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);
+<a name="l00695"></a>00695                         mat R0;
+<a name="l00696"></a>00696                         <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);
+<a name="l00697"></a>00697                         <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);
+<a name="l00698"></a>00698                         <a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>();
+<a name="l00699"></a>00699                 };
+<a name="l00700"></a><a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924">00700</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>() {
+<a name="l00701"></a>00701                         <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>);
+<a name="l00702"></a>00702                         <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>);
+<a name="l00703"></a>00703                         
+<a name="l00704"></a>00704                 }
+<a name="l00705"></a>00705 };
+<a name="l00706"></a>00706 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,ldmat);
+<a name="l00707"></a>00707 SHAREDPTR2 ( mlnorm, ldmat );
+<a name="l00708"></a>00708 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,fsqmat);
+<a name="l00709"></a>00709 SHAREDPTR2 ( mlnorm, fsqmat );
+<a name="l00710"></a>00710 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm, chmat);
+<a name="l00711"></a>00711 SHAREDPTR2 ( mlnorm, chmat );
+<a name="l00712"></a>00712 
+<a name="l00714"></a>00714 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l00715"></a><a class="code" href="classbdm_1_1mgnorm.html">00715</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;
+<a name="l00716"></a>00716 {
+<a name="l00717"></a>00717         <span class="keyword">private</span>:
+<a name="l00718"></a>00718 <span class="comment">//                      vec &amp;mu; WHY NOT?</span>
+<a name="l00719"></a>00719                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g;
+<a name="l00720"></a>00720 
+<a name="l00721"></a>00721         <span class="keyword">public</span>:
+<a name="l00723"></a><a class="code" href="classbdm_1_1mgnorm.html#a1b014915d74470d3efab74e07cacb97d">00723</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;() { }
+<a name="l00725"></a>00725                 <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);
+<a name="l00726"></a>00726                 <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);
 <a name="l00727"></a>00727 
-<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>() {
-<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>);
-<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>);
-<a name="l00731"></a>00731                         
-<a name="l00732"></a>00732                 }
-<a name="l00733"></a>00733 };
-<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;
-<a name="l00744"></a>00744 {
-<a name="l00745"></a>00745         <span class="keyword">protected</span>:
-<a name="l00746"></a>00746 
-<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>;
-<a name="l00749"></a>00749 
-<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>;
-<a name="l00752"></a>00752 
-<a name="l00753"></a>00753         <span class="keyword">public</span>:
-<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),
-<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>()) {
-<a name="l00757"></a>00757                 }
-<a name="l00758"></a>00758 
-<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);
-<a name="l00761"></a>00761 
-<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;};
-<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>) {
-<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>
-<a name="l00776"></a>00776                         vec betatmp; <span class="comment">// ugly but necessary</span>
-<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);
-<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);
-<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);
-<a name="l00780"></a>00780                 }
-<a name="l00781"></a>00781 };
-<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);
-<a name="l00783"></a>00783 SHAREDPTR (mgamma);
-<a name="l00784"></a>00784 
-<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;
-<a name="l00795"></a>00795 {
-<a name="l00796"></a>00796         <span class="keyword">protected</span>:
-<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>;
-<a name="l00799"></a>00799 
-<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>;
-<a name="l00802"></a>00802 
-<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>;
-<a name="l00805"></a>00805 
-<a name="l00806"></a>00806         <span class="keyword">public</span>:
-<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;(),
-<a name="l00810"></a>00810                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0),
-<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>()),
-<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>()) {
-<a name="l00813"></a>00813                 }
-<a name="l00814"></a>00814 
-<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;(),
-<a name="l00816"></a>00816                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0),
-<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>()),
-<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>()) {
-<a name="l00819"></a>00819                 }
-<a name="l00821"></a>00821 
-<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) {
-<a name="l00824"></a>00824                         <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = k0;
-<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>);
-<a name="l00826"></a>00826                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
-<a name="l00827"></a>00827                 };
-<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) {
-<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));
-<a name="l00830"></a>00830                 };
-<a name="l00831"></a>00831 };
-<a name="l00832"></a>00832 
-<a name="l00833"></a>00833 
-<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>
-<a name="l00846"></a>00846 {
-<a name="l00847"></a>00847         <span class="keyword">protected</span>:
-<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>;
-<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>;
-<a name="l00852"></a>00852         <span class="keyword">public</span>:
-<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> () {};
-<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) {
-<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);
-<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;
-<a name="l00859"></a>00859                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
-<a name="l00860"></a>00860                 };
-<a name="l00861"></a>00861 
-<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;};
+<a name="l00728"></a>00728 
+<a name="l00747"></a><a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">00747</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>) {
+<a name="l00748"></a>00748                         <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">mpdf::from_setting</a>(<span class="keyword">set</span>);
+<a name="l00749"></a>00749                         <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);
+<a name="l00750"></a>00750 
+<a name="l00751"></a>00751                         mat R;
+<a name="l00752"></a>00752                         vec dR;
+<a name="l00753"></a>00753                         <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>))
+<a name="l00754"></a>00754                                 R = diag (dR);
+<a name="l00755"></a>00755                         <span class="keywordflow">else</span>
+<a name="l00756"></a>00756                                 <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);
+<a name="l00757"></a>00757 
+<a name="l00758"></a>00758                         <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (g, R);
+<a name="l00759"></a>00759                         <a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>();
+<a name="l00760"></a>00760                 }
+<a name="l00761"></a><a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158">00761</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>() {
+<a name="l00762"></a>00762                         <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>);
+<a name="l00763"></a>00763                 }
+<a name="l00764"></a>00764 };
+<a name="l00765"></a>00765 
+<a name="l00766"></a>00766 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mgnorm, chmat);
+<a name="l00767"></a>00767 SHAREDPTR2 ( mgnorm, chmat );
+<a name="l00768"></a>00768 
+<a name="l00769"></a>00769 
+<a name="l00777"></a><a class="code" href="classbdm_1_1mlstudent.html">00777</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;
+<a name="l00778"></a>00778 {
+<a name="l00779"></a>00779         <span class="keyword">protected</span>:
+<a name="l00781"></a><a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657">00781</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>;
+<a name="l00783"></a><a class="code" href="classbdm_1_1mlstudent.html#a72e9bda4d6684e07faafc4b2192daf39">00783</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>;
+<a name="l00785"></a><a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8">00785</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>;
+<a name="l00786"></a>00786         <span class="keyword">public</span>:
+<a name="l00787"></a>00787                 <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; (),
+<a name="l00788"></a>00788                                 <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>()) {}
+<a name="l00790"></a><a class="code" href="classbdm_1_1mlstudent.html#a4cdf79aac1b2165c0290e73810a0e4a3">00790</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) {
+<a name="l00791"></a>00791                         <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>
+<a name="l00792"></a>00792                         <a class="code" href="classbdm_1_1mlnorm.html#ac71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0;
+<a name="l00793"></a>00793                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0;
+<a name="l00794"></a>00794                         <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a> = R0;
+<a name="l00795"></a>00795                         <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> = Lambda0;
+<a name="l00796"></a>00796                 }
+<a name="l00797"></a><a class="code" href="classbdm_1_1mlstudent.html#aefd37560585c8613897f30d3c2f58d0d">00797</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) {
+<a name="l00798"></a>00798                         <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>;
+<a name="l00799"></a>00799                         <span class="keywordtype">double</span> zeta;
+<a name="l00800"></a>00800                         <span class="comment">//ugly hack!</span>
+<a name="l00801"></a>00801                         <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>()) {
+<a name="l00802"></a>00802                                 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)));
+<a name="l00803"></a>00803                         } <span class="keywordflow">else</span> {
+<a name="l00804"></a>00804                                 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);
+<a name="l00805"></a>00805                         }
+<a name="l00806"></a>00806                         <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>;
+<a name="l00807"></a>00807                         <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>
+<a name="l00808"></a>00808                 };
+<a name="l00809"></a>00809 
+<a name="l00810"></a><a class="code" href="classbdm_1_1mlstudent.html#a55869e091bca0e2af1c3667c05ba6261">00810</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#a55869e091bca0e2af1c3667c05ba6261" title="This method TODO.">validate</a>() {
+<a name="l00811"></a>00811                         <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>);
+<a name="l00812"></a>00812                         <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>);
+<a name="l00813"></a>00813                         
+<a name="l00814"></a>00814                 }
+<a name="l00815"></a>00815 };
+<a name="l00825"></a><a class="code" href="classbdm_1_1mgamma.html">00825</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;
+<a name="l00826"></a>00826 {
+<a name="l00827"></a>00827         <span class="keyword">protected</span>:
+<a name="l00828"></a>00828 
+<a name="l00830"></a><a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">00830</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>;
+<a name="l00831"></a>00831 
+<a name="l00833"></a><a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312">00833</a>                 vec &amp;<a class="code" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>;
+<a name="l00834"></a>00834 
+<a name="l00835"></a>00835         <span class="keyword">public</span>:
+<a name="l00837"></a><a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1">00837</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),
+<a name="l00838"></a>00838                                 <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>()) {
+<a name="l00839"></a>00839                 }
+<a name="l00840"></a>00840 
+<a name="l00842"></a>00842                 <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);
+<a name="l00843"></a>00843 
+<a name="l00844"></a><a class="code" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff">00844</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;};
+<a name="l00856"></a><a class="code" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">00856</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>) {
+<a name="l00857"></a>00857                         <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>
+<a name="l00858"></a>00858                         vec betatmp; <span class="comment">// ugly but necessary</span>
+<a name="l00859"></a>00859                         <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);
+<a name="l00860"></a>00860                         <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);
+<a name="l00861"></a>00861                         <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);
+<a name="l00862"></a>00862                 }
 <a name="l00863"></a>00863 };
-<a name="l00864"></a>00864 
-<a name="l00865"></a>00865 
-<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>
-<a name="l00879"></a>00879 {
-<a name="l00880"></a>00880         <span class="keyword">protected</span>:
-<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>;
-<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>;
-<a name="l00885"></a>00885         <span class="keyword">public</span>:
-<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> () {};
-<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) {
-<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);
-<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);
-<a name="l00892"></a>00892                         <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = l0;
-<a name="l00893"></a>00893                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
-<a name="l00894"></a>00894                 };
-<a name="l00895"></a>00895 
-<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) {
-<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>));
-<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);
-<a name="l00899"></a>00899                 };
-<a name="l00900"></a>00900 
-<a name="l00901"></a>00901 
-<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>);
+<a name="l00864"></a>00864 <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);
+<a name="l00865"></a>00865 SHAREDPTR (mgamma);
+<a name="l00866"></a>00866 
+<a name="l00876"></a><a class="code" href="classbdm_1_1migamma.html">00876</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;
+<a name="l00877"></a>00877 {
+<a name="l00878"></a>00878         <span class="keyword">protected</span>:
+<a name="l00880"></a><a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c">00880</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>;
+<a name="l00881"></a>00881 
+<a name="l00883"></a><a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc">00883</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>;
+<a name="l00884"></a>00884 
+<a name="l00886"></a><a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5">00886</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#a0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>;
+<a name="l00887"></a>00887 
+<a name="l00888"></a>00888         <span class="keyword">public</span>:
+<a name="l00891"></a>00891                 <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;(),
+<a name="l00892"></a>00892                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0),
+<a name="l00893"></a>00893                                 <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>()),
+<a name="l00894"></a>00894                                 <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>()) {
+<a name="l00895"></a>00895                 }
+<a name="l00896"></a>00896 
+<a name="l00897"></a>00897                 <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;(),
+<a name="l00898"></a>00898                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0),
+<a name="l00899"></a>00899                                 <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>()),
+<a name="l00900"></a>00900                                 <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>()) {
+<a name="l00901"></a>00901                 }
+<a name="l00903"></a>00903 
+<a name="l00905"></a><a class="code" href="classbdm_1_1migamma.html#a8b10ab922e2a7bae2fb6bb3efc7b6151">00905</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) {
+<a name="l00906"></a>00906                         <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = k0;
+<a name="l00907"></a>00907                         <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>);
+<a name="l00908"></a>00908                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
+<a name="l00909"></a>00909                 };
+<a name="l00910"></a><a class="code" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c">00910</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) {
+<a name="l00911"></a>00911                         <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));
+<a name="l00912"></a>00912                 };
+<a name="l00913"></a>00913 };
+<a name="l00914"></a>00914 
 <a name="l00915"></a>00915 
-<a name="l00916"></a>00916                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span>
-<a name="l00917"></a>00917 };
-<a name="l00918"></a>00918 
-<a name="l00919"></a>00919 
-<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);
-<a name="l00921"></a>00921 SHAREDPTR (migamma_ref);
-<a name="l00922"></a>00922 
-<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;
-<a name="l00934"></a>00934 {
-<a name="l00935"></a>00935         <span class="keyword">public</span>:
-<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>());};
-<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);};
-<a name="l00938"></a>00938 
-<a name="l00939"></a>00939 };
-<a name="l00940"></a>00940 
-<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;
-<a name="l00948"></a>00948 {
-<a name="l00949"></a>00949         <span class="keyword">protected</span>:
-<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>;
-<a name="l00952"></a>00952 
-<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>;
-<a name="l00955"></a>00955         <span class="keyword">public</span>:
-<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;(),
-<a name="l00958"></a>00958                                 <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> (0),
-<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()) {
-<a name="l00960"></a>00960                 }
-<a name="l00961"></a>00961 
-<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) {
-<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);
-<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));
-<a name="l00966"></a>00966 
-<a name="l00967"></a>00967                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size;
-<a name="l00968"></a>00968                 };
-<a name="l00969"></a>00969 
-<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) {
-<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>
-<a name="l00972"></a>00972                 };
-<a name="l00973"></a>00973 
-<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>);
-<a name="l00986"></a>00986 
-<a name="l00987"></a>00987                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span>
-<a name="l00988"></a>00988 
-<a name="l00989"></a>00989 };
-<a name="l00990"></a>00990 
-<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);
-<a name="l00992"></a>00992 SHAREDPTR (mlognorm);
-<a name="l00993"></a>00993 
-<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>
-<a name="l00998"></a>00998 {
-<a name="l00999"></a>00999         <span class="keyword">protected</span>:
-<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>;
-<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>;
-<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>;
-<a name="l01006"></a>01006         <span class="keyword">public</span>:
-<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>; }
-<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>{
-<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>);
-<a name="l01012"></a>01012 
-<a name="l01013"></a>01013                         <span class="comment">//sample diagonal</span>
-<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++) {
-<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>
-<a name="l01016"></a>01016 <span class="preprocessor">#pragma omp critical</span>
-<a name="l01017"></a>01017 <span class="preprocessor"></span>                                X (i, i) = sqrt (GamRNG());
-<a name="l01018"></a>01018                         }
-<a name="l01019"></a>01019                         <span class="comment">//do the rest</span>
-<a name="l01020"></a>01020                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; p;i++) {
-<a name="l01021"></a>01021                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j &lt; p;j++) {
-<a name="l01022"></a>01022 <span class="preprocessor">#pragma omp critical</span>
-<a name="l01023"></a>01023 <span class="preprocessor"></span>                                        X (i, j) = NorRNG.sample();
-<a name="l01024"></a>01024                                 }
-<a name="l01025"></a>01025                         }
-<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>
-<a name="l01027"></a>01027                 }
-<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>{
-<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>);
-<a name="l01030"></a>01030                 }
-<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());}
-<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()); }
-<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>;}
-<a name="l01037"></a>01037 };
-<a name="l01038"></a>01038 
-<a name="l01040"></a>01040 
-<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>
-<a name="l01043"></a>01043 {
-<a name="l01044"></a>01044         <span class="keyword">protected</span>:
-<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>;
-<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>;
-<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>;
-<a name="l01051"></a>01051         <span class="keyword">public</span>:
-<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) {
-<a name="l01054"></a>01054                         <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> = delta0;
-<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);
-<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();
-<a name="l01057"></a>01057                 }
-<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>);}
-<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) {
-<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>);
-<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>);
-<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());
-<a name="l01064"></a>01064 
-<a name="l01065"></a>01065                         iCh = inv (Ch);
-<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);
-<a name="l01067"></a>01067                 }
-<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>{
-<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>);
-<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>();
-<a name="l01071"></a>01071 
-<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());
-<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);
-<a name="l01074"></a>01074                         <span class="comment">// compute</span>
-<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>
-<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();
-<a name="l01077"></a>01077 
-<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);
-<a name="l01079"></a>01079                         <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span>
-<a name="l01080"></a>01080 
-<a name="l01081"></a>01081                         <span class="comment">/*                              if (0) {</span>
-<a name="l01082"></a>01082 <span class="comment">                                                                mat XX=X.to_mat();</span>
-<a name="l01083"></a>01083 <span class="comment">                                                                mat YY=Y.to_mat();</span>
-<a name="l01084"></a>01084 <span class="comment"></span>
-<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>
-<a name="l01086"></a>01086 <span class="comment">                                                                cout &lt;&lt; log1 &lt;&lt; &quot;,&quot; &lt;&lt; log2 &lt;&lt; endl;</span>
-<a name="l01087"></a>01087 <span class="comment">                                                        }*/</span>
-<a name="l01088"></a>01088                         <span class="keywordflow">return</span> log1;
-<a name="l01089"></a>01089                 };
-<a name="l01090"></a>01090 
-<a name="l01091"></a>01091 };
-<a name="l01092"></a>01092 
-<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;
-<a name="l01095"></a>01095 {
-<a name="l01096"></a>01096         <span class="keyword">protected</span>:
-<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>;
-<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>;
-<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>;
-<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>;
-<a name="l01105"></a>01105 
-<a name="l01106"></a>01106         <span class="keyword">public</span>:
-<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) {}
-<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) {
-<a name="l01110"></a>01110                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> = p0;
-<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;
-<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);
-<a name="l01113"></a>01113                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> = l0;
-<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>);
-<a name="l01115"></a>01115 
-<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);
-<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>();
-<a name="l01118"></a>01118                 }
-<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) {
-<a name="l01120"></a>01120                         vec z = c;
-<a name="l01121"></a>01121                         <span class="keywordtype">int</span> ri = 0;
-<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>
-<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);
-<a name="l01124"></a>01124                                 ri++;
-<a name="l01125"></a>01125                         }
-<a name="l01126"></a>01126 
-<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);
-<a name="l01128"></a>01128                 }
-<a name="l01129"></a>01129 };
-<a name="l01130"></a>01130 
-<a name="l01132"></a>01132 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
-<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>
-<a name="l01139"></a>01139 {
-<a name="l01140"></a>01140         <span class="keyword">protected</span> :
-<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>;
-<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>;
-<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>;
-<a name="l01147"></a>01147         <span class="keyword">public</span>:
-<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> () {};
-<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>) {};
-<a name="l01154"></a>01154 
-<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);
-<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);};
-<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);
-<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);};
-<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) {
-<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>); 
-<a name="l01166"></a>01166                         <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = Av.size(); 
-<a name="l01167"></a>01167                         <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">epdf::set_parameters</a>(Av(0).length());
-<a name="l01168"></a>01168                         <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>=1/n*ones(n);
-<a name="l01169"></a>01169                         <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>=Av;
-<a name="l01170"></a>01170                 };
-<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>;};
-<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>;};
-<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>;};
-<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>;};
-<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);
-<a name="l01181"></a>01181 
-<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>{
-<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>);
-<a name="l01185"></a>01185                         <span class="keywordflow">return</span> vec();
-<a name="l01186"></a>01186                 }
+<a name="l00927"></a><a class="code" href="classbdm_1_1mgamma__fix.html">00927</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>
+<a name="l00928"></a>00928 {
+<a name="l00929"></a>00929         <span class="keyword">protected</span>:
+<a name="l00931"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa">00931</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>;
+<a name="l00933"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2">00933</a>                 vec <a class="code" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>;
+<a name="l00934"></a>00934         <span class="keyword">public</span>:
+<a name="l00936"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d">00936</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> () {};
+<a name="l00938"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2">00938</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) {
+<a name="l00939"></a>00939                         <a class="code" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">mgamma::set_parameters</a> (k0, ref0);
+<a name="l00940"></a>00940                         <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;
+<a name="l00941"></a>00941                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
+<a name="l00942"></a>00942                 };
+<a name="l00943"></a>00943 
+<a name="l00944"></a><a class="code" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7">00944</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;};
+<a name="l00945"></a>00945 };
+<a name="l00946"></a>00946 
+<a name="l00947"></a>00947 
+<a name="l00960"></a><a class="code" href="classbdm_1_1migamma__ref.html">00960</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>
+<a name="l00961"></a>00961 {
+<a name="l00962"></a>00962         <span class="keyword">protected</span>:
+<a name="l00964"></a><a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d">00964</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>;
+<a name="l00966"></a><a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6">00966</a>                 vec <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>;
+<a name="l00967"></a>00967         <span class="keyword">public</span>:
+<a name="l00969"></a><a class="code" href="classbdm_1_1migamma__ref.html#af45b15a10f084991ba6b48295f10421f">00969</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> () {};
+<a name="l00971"></a><a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800">00971</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) {
+<a name="l00972"></a>00972                         <a class="code" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">migamma::set_parameters</a> (ref0.length(), k0);
+<a name="l00973"></a>00973                         <a class="code" href="classbdm_1_1migamma__ref.html#a3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> = pow (ref0, 1.0 - l0);
+<a name="l00974"></a>00974                         <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = l0;
+<a name="l00975"></a>00975                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension();
+<a name="l00976"></a>00976                 };
+<a name="l00977"></a>00977 
+<a name="l00978"></a><a class="code" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a">00978</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) {
+<a name="l00979"></a>00979                         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>));
+<a name="l00980"></a>00980                         <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);
+<a name="l00981"></a>00981                 };
+<a name="l00982"></a>00982 
+<a name="l00983"></a>00983 
+<a name="l00996"></a>00996                 <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>);
+<a name="l00997"></a>00997 
+<a name="l00998"></a>00998                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span>
+<a name="l00999"></a>00999 };
+<a name="l01000"></a>01000 
+<a name="l01001"></a>01001 
+<a name="l01002"></a>01002 <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);
+<a name="l01003"></a>01003 SHAREDPTR (migamma_ref);
+<a name="l01004"></a>01004 
+<a name="l01015"></a><a class="code" href="classbdm_1_1elognorm.html">01015</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;
+<a name="l01016"></a>01016 {
+<a name="l01017"></a>01017         <span class="keyword">public</span>:
+<a name="l01018"></a><a class="code" href="classbdm_1_1elognorm.html#a8b948e2bce1253765a2542199913aaba">01018</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>());};
+<a name="l01019"></a><a class="code" href="classbdm_1_1elognorm.html#aadb41e4f4d6600dec6f8c1dbc5ed9eea">01019</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);};
+<a name="l01020"></a>01020 
+<a name="l01021"></a>01021 };
+<a name="l01022"></a>01022 
+<a name="l01029"></a><a class="code" href="classbdm_1_1mlognorm.html">01029</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;
+<a name="l01030"></a>01030 {
+<a name="l01031"></a>01031         <span class="keyword">protected</span>:
+<a name="l01033"></a><a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a">01033</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>;
+<a name="l01034"></a>01034 
+<a name="l01036"></a><a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2">01036</a>                 vec &amp;<a class="code" href="classbdm_1_1mlognorm.html#a7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a>;
+<a name="l01037"></a>01037         <span class="keyword">public</span>:
+<a name="l01039"></a><a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41">01039</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;(),
+<a name="l01040"></a>01040                                 <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> (0),
+<a name="l01041"></a>01041                                 <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()) {
+<a name="l01042"></a>01042                 }
+<a name="l01043"></a>01043 
+<a name="l01045"></a><a class="code" href="classbdm_1_1mlognorm.html#a604cab0e8a76f9041dc3c606043bb39f">01045</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) {
+<a name="l01046"></a>01046                         <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> = 0.5 * log (k * k + 1);
+<a name="l01047"></a>01047                         <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));
+<a name="l01048"></a>01048 
+<a name="l01049"></a>01049                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size;
+<a name="l01050"></a>01050                 };
+<a name="l01051"></a>01051 
+<a name="l01052"></a><a class="code" href="classbdm_1_1mlognorm.html#a9106d8fd8bdf2b6be675ffd8f3ca584e">01052</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) {
+<a name="l01053"></a>01053                         <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>
+<a name="l01054"></a>01054                 };
+<a name="l01055"></a>01055 
+<a name="l01067"></a>01067                 <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>);
+<a name="l01068"></a>01068 
+<a name="l01069"></a>01069                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span>
+<a name="l01070"></a>01070 
+<a name="l01071"></a>01071 };
+<a name="l01072"></a>01072 
+<a name="l01073"></a>01073 <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);
+<a name="l01074"></a>01074 SHAREDPTR (mlognorm);
+<a name="l01075"></a>01075 
+<a name="l01079"></a><a class="code" href="classbdm_1_1eWishartCh.html">01079</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>
+<a name="l01080"></a>01080 {
+<a name="l01081"></a>01081         <span class="keyword">protected</span>:
+<a name="l01083"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1b42f9284a32f23b0b253a628cda7490">01083</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>;
+<a name="l01085"></a><a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f">01085</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eWishartCh.html#ab745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;
+<a name="l01087"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3">01087</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eWishartCh.html#a1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a>;
+<a name="l01088"></a>01088         <span class="keyword">public</span>:
+<a name="l01090"></a><a class="code" href="classbdm_1_1eWishartCh.html#a183d961532ee97b7dc5ec81701aa59a0">01090</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>; }
+<a name="l01092"></a><a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339">01092</a>                 mat <a class="code" href="classbdm_1_1eWishartCh.html#acc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()<span class="keyword"> const </span>{
+<a name="l01093"></a>01093                         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>);
+<a name="l01094"></a>01094 
+<a name="l01095"></a>01095                         <span class="comment">//sample diagonal</span>
+<a name="l01096"></a>01096                         <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++) {
+<a name="l01097"></a>01097                                 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>
+<a name="l01098"></a>01098 <span class="preprocessor">#pragma omp critical</span>
+<a name="l01099"></a>01099 <span class="preprocessor"></span>                                X (i, i) = sqrt (GamRNG());
+<a name="l01100"></a>01100                         }
+<a name="l01101"></a>01101                         <span class="comment">//do the rest</span>
+<a name="l01102"></a>01102                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; p;i++) {
+<a name="l01103"></a>01103                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j &lt; p;j++) {
+<a name="l01104"></a>01104 <span class="preprocessor">#pragma omp critical</span>
+<a name="l01105"></a>01105 <span class="preprocessor"></span>                                        X (i, j) = NorRNG.sample();
+<a name="l01106"></a>01106                                 }
+<a name="l01107"></a>01107                         }
+<a name="l01108"></a>01108                         <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>
+<a name="l01109"></a>01109                 }
+<a name="l01110"></a><a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a">01110</a>                 vec <a class="code" href="classbdm_1_1eWishartCh.html#a8f2154b8b5be8f4c5788f261b6d57b9a" title="Returns a sample,  from density .">sample</a> ()<span class="keyword"> const </span>{
+<a name="l01111"></a>01111                         <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>);
+<a name="l01112"></a>01112                 }
+<a name="l01114"></a><a class="code" href="classbdm_1_1eWishartCh.html#a4eee757c0535c2a88bb20f0767c64981">01114</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());}
+<a name="l01116"></a><a class="code" href="classbdm_1_1eWishartCh.html#a7eac414ec10b85aa5536b0092c57bc4a">01116</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()); }
+<a name="l01118"></a><a class="code" href="classbdm_1_1eWishartCh.html#a1708cacb5d8cb1b96395d35f5327cb7e">01118</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>;}
+<a name="l01119"></a>01119 };
+<a name="l01120"></a>01120 
+<a name="l01122"></a>01122 
+<a name="l01124"></a><a class="code" href="classbdm_1_1eiWishartCh.html">01124</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>
+<a name="l01125"></a>01125 {
+<a name="l01126"></a>01126         <span class="keyword">protected</span>:
+<a name="l01128"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac6b684b52dc62b8d46e67d5992f98b9a">01128</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>;
+<a name="l01130"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd">01130</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ac11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>;
+<a name="l01132"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464">01132</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a>;
+<a name="l01133"></a>01133         <span class="keyword">public</span>:
+<a name="l01135"></a><a class="code" href="classbdm_1_1eiWishartCh.html#af463caed9d22d9949f3ee67614e7dcd3">01135</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) {
+<a name="l01136"></a>01136                         <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> = delta0;
+<a name="l01137"></a>01137                         <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);
+<a name="l01138"></a>01138                         <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();
+<a name="l01139"></a>01139                 }
+<a name="l01140"></a><a class="code" href="classbdm_1_1eiWishartCh.html#a2f668192cc9c2e3a5b7e608164685a3e">01140</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>);}
+<a name="l01142"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ad9947933dfc94546cbd6a81f95ec5af5">01142</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) {
+<a name="l01143"></a>01143                         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>);
+<a name="l01144"></a>01144                         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>);
+<a name="l01145"></a>01145                         copy_vector (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, y0._data(), Ch._data());
+<a name="l01146"></a>01146 
+<a name="l01147"></a>01147                         iCh = inv (Ch);
+<a name="l01148"></a>01148                         <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);
+<a name="l01149"></a>01149                 }
+<a name="l01150"></a><a class="code" href="classbdm_1_1eiWishartCh.html#aa6ddbd815b8b666dd542e97f009f89bb">01150</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>{
+<a name="l01151"></a>01151                         <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>);
+<a name="l01152"></a>01152                         <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>();
+<a name="l01153"></a>01153 
+<a name="l01154"></a>01154                         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());
+<a name="l01155"></a>01155                         <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);
+<a name="l01156"></a>01156                         <span class="comment">// compute</span>
+<a name="l01157"></a>01157 <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>
+<a name="l01158"></a>01158                         mat M = Y.<a class="code" href="classbdm_1_1chmat.html#a4b4c5d4dbb8a3d585b68d936cb6df31b" title="Conversion to full matrix.">to_mat</a>() * iX.to_mat();
+<a name="l01159"></a>01159 
+<a name="l01160"></a>01160                         <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);
+<a name="l01161"></a>01161                         <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span>
+<a name="l01162"></a>01162 
+<a name="l01163"></a>01163                         <span class="comment">/*                              if (0) {</span>
+<a name="l01164"></a>01164 <span class="comment">                                                                mat XX=X.to_mat();</span>
+<a name="l01165"></a>01165 <span class="comment">                                                                mat YY=Y.to_mat();</span>
+<a name="l01166"></a>01166 <span class="comment"></span>
+<a name="l01167"></a>01167 <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>
+<a name="l01168"></a>01168 <span class="comment">                                                                cout &lt;&lt; log1 &lt;&lt; &quot;,&quot; &lt;&lt; log2 &lt;&lt; endl;</span>
+<a name="l01169"></a>01169 <span class="comment">                                                        }*/</span>
+<a name="l01170"></a>01170                         <span class="keywordflow">return</span> log1;
+<a name="l01171"></a>01171                 };
+<a name="l01172"></a>01172 
+<a name="l01173"></a>01173 };
+<a name="l01174"></a>01174 
+<a name="l01176"></a><a class="code" href="classbdm_1_1rwiWishartCh.html">01176</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;
+<a name="l01177"></a>01177 {
+<a name="l01178"></a>01178         <span class="keyword">protected</span>:
+<a name="l01180"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a2004675b37f712abe3913057bae97cfb">01180</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>;
+<a name="l01182"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a">01182</a>                 vec <a class="code" href="classbdm_1_1rwiWishartCh.html#a239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a>;
+<a name="l01184"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861">01184</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>;
+<a name="l01186"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663">01186</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>;
 <a name="l01187"></a>01187 
-<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>{
-<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>);
-<a name="l01191"></a>01191                         <span class="keywordflow">return</span> 0.0;
-<a name="l01192"></a>01192                 }
-<a name="l01193"></a>01193 
-<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>{
-<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>);
-<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);}
-<a name="l01197"></a>01197                         <span class="keywordflow">return</span> pom;
-<a name="l01198"></a>01198                 }
-<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>{
-<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>);
-<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);}
-<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);
-<a name="l01203"></a>01203                 }
-<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>{
-<a name="l01206"></a>01206                         <span class="comment">// lb in inf so than it will be pushed below;</span>
-<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>);
-<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>);
-<a name="l01209"></a>01209                         lb = std::numeric_limits&lt;double&gt;::infinity();
-<a name="l01210"></a>01210                         ub = -std::numeric_limits&lt;double&gt;::infinity();
-<a name="l01211"></a>01211                         <span class="keywordtype">int</span> j;
-<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++) {
-<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++) {
-<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);}
-<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);}
-<a name="l01216"></a>01216                                 }
-<a name="l01217"></a>01217                         }
-<a name="l01218"></a>01218                 }
-<a name="l01219"></a>01219 };
-<a name="l01220"></a>01220 
-<a name="l01221"></a>01221 
-<a name="l01223"></a>01223 
-<a name="l01224"></a>01224 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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)
-<a name="l01226"></a>01226 {
-<a name="l01227"></a>01227 <span class="comment">//Fixme test dimensions of mu0 and R0;</span>
-<a name="l01228"></a>01228         mu = mu0;
-<a name="l01229"></a>01229         R = R0;
-<a name="l01230"></a>01230         <a class="code" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516" title="This method TODO.">validate</a>();
-<a name="l01231"></a>01231 };
-<a name="l01232"></a>01232 
-<a name="l01233"></a>01233 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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>)
-<a name="l01235"></a>01235 {
-<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>
-<a name="l01237"></a>01237 
-<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);
-<a name="l01239"></a>01239         mat Rtmp;<span class="comment">// necessary for conversion</span>
-<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);
-<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>
-<a name="l01242"></a>01242         <a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>();
-<a name="l01243"></a>01243 }
-<a name="l01244"></a>01244 
-<a name="l01245"></a>01245 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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)
-<a name="l01247"></a>01247 {
-<a name="l01248"></a>01248         <span class="comment">//</span>
-<a name="l01249"></a>01249 };
-<a name="l01250"></a>01250 
-<a name="l01251"></a>01251 <span class="comment">// template&lt;class sq_T&gt;</span>
-<a name="l01252"></a>01252 <span class="comment">// void enorm&lt;sq_T&gt;::tupdate ( double phi, mat &amp;vbar, double nubar ) {</span>
-<a name="l01253"></a>01253 <span class="comment">//      //</span>
-<a name="l01254"></a>01254 <span class="comment">// };</span>
-<a name="l01255"></a>01255 
-<a name="l01256"></a>01256 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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>
-<a name="l01258"></a>01258 <span class="keyword"></span>{
-<a name="l01259"></a>01259         vec x (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
-<a name="l01260"></a>01260 <span class="preprocessor">#pragma omp critical</span>
-<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);
-<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);
-<a name="l01263"></a>01263 
-<a name="l01264"></a>01264         smp += <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>;
-<a name="l01265"></a>01265         <span class="keywordflow">return</span> smp;
-<a name="l01266"></a>01266 };
-<a name="l01267"></a>01267 
-<a name="l01268"></a>01268 <span class="comment">// template&lt;class sq_T&gt;</span>
-<a name="l01269"></a>01269 <span class="comment">// double enorm&lt;sq_T&gt;::eval ( const vec &amp;val ) const {</span>
-<a name="l01270"></a>01270 <span class="comment">//      double pdfl,e;</span>
-<a name="l01271"></a>01271 <span class="comment">//      pdfl = evallog ( val );</span>
-<a name="l01272"></a>01272 <span class="comment">//      e = exp ( pdfl );</span>
-<a name="l01273"></a>01273 <span class="comment">//      return e;</span>
-<a name="l01274"></a>01274 <span class="comment">// };</span>
+<a name="l01188"></a>01188         <span class="keyword">public</span>:
+<a name="l01189"></a>01189                 <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) {}
+<a name="l01191"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#a28549ee3ce1ff8509360171ea3cf717c">01191</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) {
+<a name="l01192"></a>01192                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> = p0;
+<a name="l01193"></a>01193                         <span class="keywordtype">double</span> delta = 2 / (k * k) + <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> + 3;
+<a name="l01194"></a>01194                         <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);
+<a name="l01195"></a>01195                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> = l0;
+<a name="l01196"></a>01196                         <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>);
+<a name="l01197"></a>01197 
+<a name="l01198"></a>01198                         <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);
+<a name="l01199"></a>01199                         <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>();
+<a name="l01200"></a>01200                 }
+<a name="l01201"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#aac087ba6c885d3faeda9171229f9b4e6">01201</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) {
+<a name="l01202"></a>01202                         vec z = c;
+<a name="l01203"></a>01203                         <span class="keywordtype">int</span> ri = 0;
+<a name="l01204"></a>01204                         <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>
+<a name="l01205"></a>01205                                 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);
+<a name="l01206"></a>01206                                 ri++;
+<a name="l01207"></a>01207                         }
+<a name="l01208"></a>01208 
+<a name="l01209"></a>01209                         <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);
+<a name="l01210"></a>01210                 }
+<a name="l01211"></a>01211 };
+<a name="l01212"></a>01212 
+<a name="l01214"></a>01214 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
+<a name="l01220"></a><a class="code" href="classbdm_1_1eEmp.html">01220</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>
+<a name="l01221"></a>01221 {
+<a name="l01222"></a>01222         <span class="keyword">protected</span> :
+<a name="l01224"></a><a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031">01224</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;
+<a name="l01226"></a><a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d">01226</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;
+<a name="l01228"></a><a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3">01228</a>                 Array&lt;vec&gt; <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;
+<a name="l01229"></a>01229         <span class="keyword">public</span>:
+<a name="l01232"></a>01232                 <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> () {};
+<a name="l01234"></a><a class="code" href="classbdm_1_1eEmp.html#aa3daf6363455af099921715e1233c076">01234</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>) {};
+<a name="l01236"></a>01236 
+<a name="l01238"></a>01238                 <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);
+<a name="l01240"></a><a class="code" href="classbdm_1_1eEmp.html#a4f7e6ba7183972e3c7ae399613861b95">01240</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);};
+<a name="l01242"></a>01242                 <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);
+<a name="l01244"></a><a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1">01244</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);};
+<a name="l01246"></a><a class="code" href="classbdm_1_1eEmp.html#a37937007a3a676cf653a7de412674481">01246</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) {
+<a name="l01247"></a>01247                         <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>); 
+<a name="l01248"></a>01248                         <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = Av.size(); 
+<a name="l01249"></a>01249                         <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">epdf::set_parameters</a>(Av(0).length());
+<a name="l01250"></a>01250                         <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>=1/n*ones(n);
+<a name="l01251"></a>01251                         <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>=Av;
+<a name="l01252"></a>01252                 };
+<a name="l01254"></a><a class="code" href="classbdm_1_1eEmp.html#ad7f83cc0415cd44ae7cc8b4bdad93aef">01254</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>;};
+<a name="l01256"></a><a class="code" href="classbdm_1_1eEmp.html#ab7d7106f486e3fad38590914a693d714">01256</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>;};
+<a name="l01258"></a><a class="code" href="classbdm_1_1eEmp.html#ac24966b0aaeb767bc8a6b4fd60931be2">01258</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>;};
+<a name="l01260"></a><a class="code" href="classbdm_1_1eEmp.html#ace568a16cdb4e4cb871ef62d7145f1a5">01260</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1eEmp.html#ace568a16cdb4e4cb871ef62d7145f1a5" title="access function">_sample</a>(<span class="keywordtype">int</span> i)<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>(i);};
+<a name="l01262"></a><a class="code" href="classbdm_1_1eEmp.html#ab59af0efdb009d98ea8ebfa965e74ae2">01262</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>;};
+<a name="l01265"></a>01265                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#af59ed50888a31057ac2038d80f607d3d">resample</a> ( ivec &amp;index, RESAMPLING_METHOD method = SYSTEMATIC);
+<a name="l01266"></a>01266 
+<a name="l01268"></a><a class="code" href="classbdm_1_1eEmp.html#ab4a150d0a62c08db76d1bc5256909f93">01268</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#ab4a150d0a62c08db76d1bc5256909f93" title="Resampling without returning index of new particles.">resample</a> (RESAMPLING_METHOD method = SYSTEMATIC){ivec ind; <a class="code" href="classbdm_1_1eEmp.html#ab4a150d0a62c08db76d1bc5256909f93" title="Resampling without returning index of new particles.">resample</a>(ind,method);};
+<a name="l01269"></a>01269                 
+<a name="l01271"></a><a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270">01271</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a97f1e07b5ae6eebc91c7365f0f88d270" title="inherited operation : NOT implemented">sample</a>()<span class="keyword"> const </span>{
+<a name="l01272"></a>01272                         <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>);
+<a name="l01273"></a>01273                         <span class="keywordflow">return</span> vec();
+<a name="l01274"></a>01274                 }
 <a name="l01275"></a>01275 
-<a name="l01276"></a>01276 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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>
-<a name="l01278"></a>01278 <span class="keyword"></span>{
-<a name="l01279"></a>01279         <span class="comment">// 1.83787706640935 = log(2pi)</span>
-<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>
-<a name="l01281"></a>01281         <span class="keywordflow">return</span>  tmp;
-<a name="l01282"></a>01282 };
-<a name="l01283"></a>01283 
-<a name="l01284"></a>01284 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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>
-<a name="l01286"></a>01286 <span class="keyword"></span>{
-<a name="l01287"></a>01287         <span class="comment">// 1.83787706640935 = log(2pi)</span>
-<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());
-<a name="l01289"></a>01289         <span class="keywordflow">return</span> tmp;
-<a name="l01290"></a>01290 };
-<a name="l01291"></a>01291 
-<a name="l01292"></a>01292 
-<a name="l01293"></a>01293 <span class="comment">// template&lt;class sq_T&gt;</span>
-<a name="l01294"></a>01294 <span class="comment">// vec mlnorm&lt;sq_T&gt;::samplecond (const  vec &amp;cond, double &amp;lik ) {</span>
-<a name="l01295"></a>01295 <span class="comment">//      this-&gt;condition ( cond );</span>
-<a name="l01296"></a>01296 <span class="comment">//      vec smp = epdf.sample();</span>
-<a name="l01297"></a>01297 <span class="comment">//      lik = epdf.eval ( smp );</span>
-<a name="l01298"></a>01298 <span class="comment">//      return smp;</span>
-<a name="l01299"></a>01299 <span class="comment">// }</span>
-<a name="l01300"></a>01300 
-<a name="l01301"></a>01301 <span class="comment">// template&lt;class sq_T&gt;</span>
-<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>
-<a name="l01303"></a>01303 <span class="comment">//      int i;</span>
-<a name="l01304"></a>01304 <span class="comment">//      int dim = rv.count();</span>
-<a name="l01305"></a>01305 <span class="comment">//      mat Smp ( dim,n );</span>
-<a name="l01306"></a>01306 <span class="comment">//      vec smp ( dim );</span>
-<a name="l01307"></a>01307 <span class="comment">//      this-&gt;condition ( cond );</span>
-<a name="l01308"></a>01308 <span class="comment">//</span>
-<a name="l01309"></a>01309 <span class="comment">//      for ( i=0; i&lt;n; i++ ) {</span>
-<a name="l01310"></a>01310 <span class="comment">//              smp = epdf.sample();</span>
-<a name="l01311"></a>01311 <span class="comment">//              lik ( i ) = epdf.eval ( smp );</span>
-<a name="l01312"></a>01312 <span class="comment">//              Smp.set_col ( i ,smp );</span>
-<a name="l01313"></a>01313 <span class="comment">//      }</span>
-<a name="l01314"></a>01314 <span class="comment">//</span>
-<a name="l01315"></a>01315 <span class="comment">//      return Smp;</span>
-<a name="l01316"></a>01316 <span class="comment">// }</span>
-<a name="l01317"></a>01317 
-<a name="l01318"></a>01318 
-<a name="l01319"></a>01319 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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>
-<a name="l01321"></a>01321 <span class="keyword"></span>{
-<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> ();
-<a name="l01323"></a>01323         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> narrow(tmp);
-<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 );
-<a name="l01325"></a>01325         <span class="keywordflow">return</span> narrow;
-<a name="l01326"></a>01326 }
-<a name="l01327"></a>01327 
-<a name="l01328"></a>01328 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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>
-<a name="l01330"></a>01330 <span class="keyword"></span>{
-<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>);
-<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>);
-<a name="l01333"></a>01333 
-<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>
-<a name="l01335"></a>01335 
-<a name="l01336"></a>01336         target.<a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rvn );
-<a name="l01337"></a>01337         target.set_parameters (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn), Rn);
-<a name="l01338"></a>01338 }
-<a name="l01339"></a>01339 
-<a name="l01340"></a>01340 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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>
-<a name="l01342"></a>01342 <span class="keyword"></span>{
-<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> ();
-<a name="l01344"></a>01344         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> narrow(tmp);
-<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 );
-<a name="l01346"></a>01346         <span class="keywordflow">return</span> narrow;
-<a name="l01347"></a>01347 }
-<a name="l01348"></a>01348 
-<a name="l01349"></a>01349 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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>
-<a name="l01351"></a>01351 <span class="keyword"></span>{
-<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;
-<a name="l01353"></a>01353 
-<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>);
-<a name="l01355"></a>01355         TMlnorm &amp;uptarget = <span class="keyword">dynamic_cast&lt;</span>TMlnorm &amp;<span class="keyword">&gt;</span>(target);
-<a name="l01356"></a>01356 
-<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);
-<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>);
-<a name="l01359"></a>01359         <span class="comment">//Permutation vector of the new R</span>
-<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>);
-<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>);
-<a name="l01362"></a>01362         ivec perm = concat (irvn , irvc);
-<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);
-<a name="l01364"></a>01364 
-<a name="l01365"></a>01365         <span class="comment">//fixme - could this be done in general for all sq_T?</span>
-<a name="l01366"></a>01366         mat S = Rn.to_mat();
-<a name="l01367"></a>01367         <span class="comment">//fixme</span>
-<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;
-<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;
-<a name="l01370"></a>01370         mat S11 = S.get (0, n, 0, n);
-<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);
-<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);
-<a name="l01373"></a>01373 
-<a name="l01374"></a>01374         vec mu1 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn);
-<a name="l01375"></a>01375         vec mu2 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvc);
-<a name="l01376"></a>01376         mat A = S12 * inv (S22);
-<a name="l01377"></a>01377         sq_T R_n (S11 - A *S12.T());
-<a name="l01378"></a>01378 
-<a name="l01379"></a>01379         uptarget.set_rv (rvn);
-<a name="l01380"></a>01380         uptarget.set_rvc (rvc);
-<a name="l01381"></a>01381         uptarget.set_parameters (A, mu1 - A*mu2, R_n);
-<a name="l01382"></a>01382 }
-<a name="l01383"></a>01383 
-<a name="l01386"></a>01386 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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) {
-<a name="l01388"></a>01388         g = g0;
-<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);
-<a name="l01390"></a>01390 }
-<a name="l01391"></a>01391 
-<a name="l01392"></a>01392 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<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);};
-<a name="l01394"></a>01394 
-<a name="l01396"></a>01396 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
-<a name="l01397"></a>01397 std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_T&gt; &amp;ml)
-<a name="l01398"></a>01398 {
-<a name="l01399"></a>01399         os &lt;&lt; <span class="stringliteral">&quot;A:&quot;</span> &lt;&lt; ml.A &lt;&lt; endl;
-<a name="l01400"></a>01400         os &lt;&lt; <span class="stringliteral">&quot;mu:&quot;</span> &lt;&lt; ml.mu_const &lt;&lt; endl;
-<a name="l01401"></a>01401         os &lt;&lt; <span class="stringliteral">&quot;R:&quot;</span> &lt;&lt; ml._R() &lt;&lt; endl;
-<a name="l01402"></a>01402         <span class="keywordflow">return</span> os;
-<a name="l01403"></a>01403 };
-<a name="l01404"></a>01404 
-<a name="l01405"></a>01405 }
-<a name="l01406"></a>01406 <span class="preprocessor">#endif //EF_H</span>
+<a name="l01277"></a><a class="code" href="classbdm_1_1eEmp.html#a01654c014d3aa068f8d4ecba4be86d09">01277</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>{
+<a name="l01278"></a>01278                         <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>);
+<a name="l01279"></a>01279                         <span class="keywordflow">return</span> 0.0;
+<a name="l01280"></a>01280                 }
+<a name="l01281"></a>01281 
+<a name="l01282"></a><a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9">01282</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>()<span class="keyword"> const </span>{
+<a name="l01283"></a>01283                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
+<a name="l01284"></a>01284                         <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);}
+<a name="l01285"></a>01285                         <span class="keywordflow">return</span> pom;
+<a name="l01286"></a>01286                 }
+<a name="l01287"></a><a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87">01287</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#a05e9ebf467ede737cb6a3621d7fd3c87" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{
+<a name="l01288"></a>01288                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
+<a name="l01289"></a>01289                         <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);}
+<a name="l01290"></a>01290                         <span class="keywordflow">return</span> pom -pow (<a class="code" href="classbdm_1_1eEmp.html#abbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>(), 2);
+<a name="l01291"></a>01291                 }
+<a name="l01293"></a><a class="code" href="classbdm_1_1eEmp.html#ab1c9df656144edf79ba2d885613f661f">01293</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>{
+<a name="l01294"></a>01294                         <span class="comment">// lb in inf so than it will be pushed below;</span>
+<a name="l01295"></a>01295                         lb.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
+<a name="l01296"></a>01296                         ub.set_size (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
+<a name="l01297"></a>01297                         lb = std::numeric_limits&lt;double&gt;::infinity();
+<a name="l01298"></a>01298                         ub = -std::numeric_limits&lt;double&gt;::infinity();
+<a name="l01299"></a>01299                         <span class="keywordtype">int</span> j;
+<a name="l01300"></a>01300                         <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++) {
+<a name="l01301"></a>01301                                 <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++) {
+<a name="l01302"></a>01302                                         <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);}
+<a name="l01303"></a>01303                                         <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);}
+<a name="l01304"></a>01304                                 }
+<a name="l01305"></a>01305                         }
+<a name="l01306"></a>01306                 }
+<a name="l01307"></a>01307 };
+<a name="l01308"></a>01308 
+<a name="l01309"></a>01309 
+<a name="l01311"></a>01311 
+<a name="l01312"></a>01312 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01313"></a>01313 <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)
+<a name="l01314"></a>01314 {
+<a name="l01315"></a>01315 <span class="comment">//Fixme test dimensions of mu0 and R0;</span>
+<a name="l01316"></a>01316         mu = mu0;
+<a name="l01317"></a>01317         R = R0;
+<a name="l01318"></a>01318         <a class="code" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516" title="This method TODO.">validate</a>();
+<a name="l01319"></a>01319 };
+<a name="l01320"></a>01320 
+<a name="l01321"></a>01321 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01322"></a><a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">01322</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>)
+<a name="l01323"></a>01323 {
+<a name="l01324"></a>01324         <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">//reads rv</span>
+<a name="l01325"></a>01325 
+<a name="l01326"></a>01326         <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);
+<a name="l01327"></a>01327         mat Rtmp;<span class="comment">// necessary for conversion</span>
+<a name="l01328"></a>01328         <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);
+<a name="l01329"></a>01329         <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> = Rtmp; <span class="comment">// conversion</span>
+<a name="l01330"></a>01330         <a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>();
+<a name="l01331"></a>01331 }
+<a name="l01332"></a>01332 
+<a name="l01333"></a>01333 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01334"></a><a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2">01334</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)
+<a name="l01335"></a>01335 {
+<a name="l01336"></a>01336         <span class="comment">//</span>
+<a name="l01337"></a>01337 };
+<a name="l01338"></a>01338 
+<a name="l01339"></a>01339 <span class="comment">// template&lt;class sq_T&gt;</span>
+<a name="l01340"></a>01340 <span class="comment">// void enorm&lt;sq_T&gt;::tupdate ( double phi, mat &amp;vbar, double nubar ) {</span>
+<a name="l01341"></a>01341 <span class="comment">//      //</span>
+<a name="l01342"></a>01342 <span class="comment">// };</span>
+<a name="l01343"></a>01343 
+<a name="l01344"></a>01344 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01345"></a><a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766">01345</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>
+<a name="l01346"></a>01346 <span class="keyword"></span>{
+<a name="l01347"></a>01347         vec x (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);
+<a name="l01348"></a>01348 <span class="preprocessor">#pragma omp critical</span>
+<a name="l01349"></a>01349 <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);
+<a name="l01350"></a>01350         vec smp = <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult (x);
+<a name="l01351"></a>01351 
+<a name="l01352"></a>01352         smp += <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>;
+<a name="l01353"></a>01353         <span class="keywordflow">return</span> smp;
+<a name="l01354"></a>01354 };
+<a name="l01355"></a>01355 
+<a name="l01356"></a>01356 <span class="comment">// template&lt;class sq_T&gt;</span>
+<a name="l01357"></a>01357 <span class="comment">// double enorm&lt;sq_T&gt;::eval ( const vec &amp;val ) const {</span>
+<a name="l01358"></a>01358 <span class="comment">//      double pdfl,e;</span>
+<a name="l01359"></a>01359 <span class="comment">//      pdfl = evallog ( val );</span>
+<a name="l01360"></a>01360 <span class="comment">//      e = exp ( pdfl );</span>
+<a name="l01361"></a>01361 <span class="comment">//      return e;</span>
+<a name="l01362"></a>01362 <span class="comment">// };</span>
+<a name="l01363"></a>01363 
+<a name="l01364"></a>01364 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01365"></a><a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3">01365</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>
+<a name="l01366"></a>01366 <span class="keyword"></span>{
+<a name="l01367"></a>01367         <span class="comment">// 1.83787706640935 = log(2pi)</span>
+<a name="l01368"></a>01368         <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>
+<a name="l01369"></a>01369         <span class="keywordflow">return</span>  tmp;
+<a name="l01370"></a>01370 };
+<a name="l01371"></a>01371 
+<a name="l01372"></a>01372 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01373"></a><a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32">01373</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>
+<a name="l01374"></a>01374 <span class="keyword"></span>{
+<a name="l01375"></a>01375         <span class="comment">// 1.83787706640935 = log(2pi)</span>
+<a name="l01376"></a>01376         <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());
+<a name="l01377"></a>01377         <span class="keywordflow">return</span> tmp;
+<a name="l01378"></a>01378 };
+<a name="l01379"></a>01379 
+<a name="l01380"></a>01380 
+<a name="l01381"></a>01381 <span class="comment">// template&lt;class sq_T&gt;</span>
+<a name="l01382"></a>01382 <span class="comment">// vec mlnorm&lt;sq_T&gt;::samplecond (const  vec &amp;cond, double &amp;lik ) {</span>
+<a name="l01383"></a>01383 <span class="comment">//      this-&gt;condition ( cond );</span>
+<a name="l01384"></a>01384 <span class="comment">//      vec smp = epdf.sample();</span>
+<a name="l01385"></a>01385 <span class="comment">//      lik = epdf.eval ( smp );</span>
+<a name="l01386"></a>01386 <span class="comment">//      return smp;</span>
+<a name="l01387"></a>01387 <span class="comment">// }</span>
+<a name="l01388"></a>01388 
+<a name="l01389"></a>01389 <span class="comment">// template&lt;class sq_T&gt;</span>
+<a name="l01390"></a>01390 <span class="comment">// mat mlnorm&lt;sq_T&gt;::samplecond (const vec &amp;cond, vec &amp;lik, int n ) {</span>
+<a name="l01391"></a>01391 <span class="comment">//      int i;</span>
+<a name="l01392"></a>01392 <span class="comment">//      int dim = rv.count();</span>
+<a name="l01393"></a>01393 <span class="comment">//      mat Smp ( dim,n );</span>
+<a name="l01394"></a>01394 <span class="comment">//      vec smp ( dim );</span>
+<a name="l01395"></a>01395 <span class="comment">//      this-&gt;condition ( cond );</span>
+<a name="l01396"></a>01396 <span class="comment">//</span>
+<a name="l01397"></a>01397 <span class="comment">//      for ( i=0; i&lt;n; i++ ) {</span>
+<a name="l01398"></a>01398 <span class="comment">//              smp = epdf.sample();</span>
+<a name="l01399"></a>01399 <span class="comment">//              lik ( i ) = epdf.eval ( smp );</span>
+<a name="l01400"></a>01400 <span class="comment">//              Smp.set_col ( i ,smp );</span>
+<a name="l01401"></a>01401 <span class="comment">//      }</span>
+<a name="l01402"></a>01402 <span class="comment">//</span>
+<a name="l01403"></a>01403 <span class="comment">//      return Smp;</span>
+<a name="l01404"></a>01404 <span class="comment">// }</span>
+<a name="l01405"></a>01405 
+<a name="l01406"></a>01406 
+<a name="l01407"></a>01407 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01408"></a><a class="code" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08">01408</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>
+<a name="l01409"></a>01409 <span class="keyword"></span>{
+<a name="l01410"></a>01410         <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> ();
+<a name="l01411"></a>01411         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> narrow(tmp);
+<a name="l01412"></a>01412         <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 );
+<a name="l01413"></a>01413         <span class="keywordflow">return</span> narrow;
+<a name="l01414"></a>01414 }
+<a name="l01415"></a>01415 
+<a name="l01416"></a>01416 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01417"></a>01417 <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>
+<a name="l01418"></a>01418 <span class="keyword"></span>{
+<a name="l01419"></a>01419         <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>);
+<a name="l01420"></a>01420         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>);
+<a name="l01421"></a>01421 
+<a name="l01422"></a>01422         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>
+<a name="l01423"></a>01423 
+<a name="l01424"></a>01424         target.<a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rvn );
+<a name="l01425"></a>01425         target.set_parameters (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn), Rn);
+<a name="l01426"></a>01426 }
+<a name="l01427"></a>01427 
+<a name="l01428"></a>01428 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01429"></a><a class="code" href="classbdm_1_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20">01429</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>
+<a name="l01430"></a>01430 <span class="keyword"></span>{
+<a name="l01431"></a>01431         <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> ();
+<a name="l01432"></a>01432         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> narrow(tmp);
+<a name="l01433"></a>01433         <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 );
+<a name="l01434"></a>01434         <span class="keywordflow">return</span> narrow;
+<a name="l01435"></a>01435 }
+<a name="l01436"></a>01436 
+<a name="l01437"></a>01437 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01438"></a>01438 <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>
+<a name="l01439"></a>01439 <span class="keyword"></span>{
+<a name="l01440"></a>01440         <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;
+<a name="l01441"></a>01441 
+<a name="l01442"></a>01442         <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>);
+<a name="l01443"></a>01443         TMlnorm &amp;uptarget = <span class="keyword">dynamic_cast&lt;</span>TMlnorm &amp;<span class="keyword">&gt;</span>(target);
+<a name="l01444"></a>01444 
+<a name="l01445"></a>01445         <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);
+<a name="l01446"></a>01446         <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>);
+<a name="l01447"></a>01447         <span class="comment">//Permutation vector of the new R</span>
+<a name="l01448"></a>01448         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>);
+<a name="l01449"></a>01449         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>);
+<a name="l01450"></a>01450         ivec perm = concat (irvn , irvc);
+<a name="l01451"></a>01451         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, perm);
+<a name="l01452"></a>01452 
+<a name="l01453"></a>01453         <span class="comment">//fixme - could this be done in general for all sq_T?</span>
+<a name="l01454"></a>01454         mat S = Rn.to_mat();
+<a name="l01455"></a>01455         <span class="comment">//fixme</span>
+<a name="l01456"></a>01456         <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;
+<a name="l01457"></a>01457         <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;
+<a name="l01458"></a>01458         mat S11 = S.get (0, n, 0, n);
+<a name="l01459"></a>01459         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);
+<a name="l01460"></a>01460         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);
+<a name="l01461"></a>01461 
+<a name="l01462"></a>01462         vec mu1 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn);
+<a name="l01463"></a>01463         vec mu2 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvc);
+<a name="l01464"></a>01464         mat A = S12 * inv (S22);
+<a name="l01465"></a>01465         sq_T R_n (S11 - A *S12.T());
+<a name="l01466"></a>01466 
+<a name="l01467"></a>01467         uptarget.set_rv (rvn);
+<a name="l01468"></a>01468         uptarget.set_rvc (rvc);
+<a name="l01469"></a>01469         uptarget.set_parameters (A, mu1 - A*mu2, R_n);
+<a name="l01470"></a>01470 }
+<a name="l01471"></a>01471 
+<a name="l01474"></a>01474 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01475"></a><a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339">01475</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) {
+<a name="l01476"></a>01476         g = g0;
+<a name="l01477"></a>01477         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);
+<a name="l01478"></a>01478 }
+<a name="l01479"></a>01479 
+<a name="l01480"></a>01480 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01481"></a><a class="code" href="classbdm_1_1mgnorm.html#ab31d63472cf6a1030cd8dbd8094c1f6d">01481</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);};
+<a name="l01482"></a>01482 
+<a name="l01484"></a>01484 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt;
+<a name="l01485"></a>01485 std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_T&gt; &amp;ml)
+<a name="l01486"></a>01486 {
+<a name="l01487"></a>01487         os &lt;&lt; <span class="stringliteral">&quot;A:&quot;</span> &lt;&lt; ml.A &lt;&lt; endl;
+<a name="l01488"></a>01488         os &lt;&lt; <span class="stringliteral">&quot;mu:&quot;</span> &lt;&lt; ml.mu_const &lt;&lt; endl;
+<a name="l01489"></a>01489         os &lt;&lt; <span class="stringliteral">&quot;R:&quot;</span> &lt;&lt; ml._R() &lt;&lt; endl;
+<a name="l01490"></a>01490         <span class="keywordflow">return</span> os;
+<a name="l01491"></a>01491 };
+<a name="l01492"></a>01492 
+<a name="l01493"></a>01493 }
+<a name="l01494"></a>01494 <span class="preprocessor">#endif //EF_H</span>
 </pre></div></div>
-<hr size="1"/><address style="text-align: right;"><small>Generated on Fri Sep 18 00:12:03 2009 for mixpp by&nbsp;
+<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:04 2009 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>