73 | | <h1>bdm::eEF Class Reference</h1><!-- doxytag: class="bdm::eEF" --><!-- doxytag: inherits="bdm::epdf" --> |
74 | | <p>General conjugate exponential family posterior density. |
75 | | <a href="#_details">More...</a></p> |
76 | | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
77 | | <p>General conjugate exponential family posterior density. </p> |
78 | | <p>More?... </p> |
79 | | |
80 | | <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> |
81 | | |
82 | | <p><a href="classbdm_1_1eEF-members.html">List of all members.</a></p> |
83 | | <table border="0" cellpadding="0" cellspacing="0"> |
84 | | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
85 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad5459d472d0feca7cf1fb5f65c4b9ef4"></a><!-- doxytag: member="bdm::eEF::eEF" ref="ad5459d472d0feca7cf1fb5f65c4b9ef4" args="()" --> |
86 | | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#ad5459d472d0feca7cf1fb5f65c4b9ef4">eEF</a> ()</td></tr> |
87 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <br/></td></tr> |
88 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acd678fc9b02007a4b8d6692e746f1bf8"></a><!-- doxytag: member="bdm::eEF::lognc" ref="acd678fc9b02007a4b8d6692e746f1bf8" args="() const =0" --> |
89 | | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#acd678fc9b02007a4b8d6692e746f1bf8">lognc</a> () const =0</td></tr> |
90 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_97.png"/> <br/></td></tr> |
91 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4135778ecd9ab774762936c82a097c6"></a><!-- doxytag: member="bdm::eEF::evallog_nn" ref="aa4135778ecd9ab774762936c82a097c6" args="(const vec &val) const " --> |
92 | | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6">evallog_nn</a> (const vec &val) const </td></tr> |
93 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr> |
94 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::eEF::evallog" ref="aa36d06ecdd6f4c79dc122510eaccc692" args="(const vec &val) const " --> |
95 | | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#aa36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &val) const </td></tr> |
96 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr> |
97 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::eEF::evallog_m" ref="a6886c60b6b690e503913240db5de0c6f" args="(const mat &Val) const " --> |
98 | | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a6886c60b6b690e503913240db5de0c6f">evallog_m</a> (const mat &Val) const </td></tr> |
99 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr> |
100 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::eEF::evallog_m" ref="ad793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array< vec > &Val) const " --> |
101 | | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#ad793f4fd6d0dcec5f16bff0ae45fc7d5">evallog_m</a> (const Array< vec > &Val) const </td></tr> |
102 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr> |
103 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::eEF::pow" ref="acf38af29e8e3d650c640509a52396053" args="(double p)" --> |
104 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#acf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
105 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br/></td></tr> |
106 | | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725">from_setting</a> (const Setting &set)</td></tr> |
107 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Load from structure with elements:. <a href="#afa9efc98a065b31c630fe18cc418f725"></a><br/></td></tr> |
108 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::eEF::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
109 | | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
110 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> |
111 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::eEF::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
112 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
113 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> |
114 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::eEF::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
115 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
116 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
| 70 | <h1>bdm::eEF Class Reference</h1><!-- doxytag: class="bdm::eEF" --><!-- doxytag: inherits="bdm::epdf" -->General conjugate exponential family posterior density. |
| 71 | <a href="#_details">More...</a> |
| 72 | <p> |
| 73 | <code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code> |
| 74 | <p> |
| 75 | |
| 76 | <p> |
| 77 | <a href="classbdm_1_1eEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
| 78 | <tr><td></td></tr> |
| 79 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
| 80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5459d472d0feca7cf1fb5f65c4b9ef4"></a><!-- doxytag: member="bdm::eEF::eEF" ref="d5459d472d0feca7cf1fb5f65c4b9ef4" args="()" --> |
| 81 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#d5459d472d0feca7cf1fb5f65c4b9ef4">eEF</a> ()</td></tr> |
| 82 | |
| 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <br></td></tr> |
| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd678fc9b02007a4b8d6692e746f1bf8"></a><!-- doxytag: member="bdm::eEF::lognc" ref="cd678fc9b02007a4b8d6692e746f1bf8" args="() const =0" --> |
| 85 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8">lognc</a> () const =0</td></tr> |
| 86 | |
| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_97.png"> <br></td></tr> |
| 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4135778ecd9ab774762936c82a097c6"></a><!-- doxytag: member="bdm::eEF::evallog_nn" ref="a4135778ecd9ab774762936c82a097c6" args="(const vec &val) const " --> |
| 89 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">evallog_nn</a> (const vec &val) const </td></tr> |
| 90 | |
| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
| 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::eEF::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &val) const " --> |
| 93 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &val) const </td></tr> |
| 94 | |
| 95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
| 96 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::eEF::evallog_m" ref="6886c60b6b690e503913240db5de0c6f" args="(const mat &Val) const " --> |
| 97 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#6886c60b6b690e503913240db5de0c6f">evallog_m</a> (const mat &Val) const </td></tr> |
| 98 | |
| 99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
| 100 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::eEF::evallog_m" ref="d793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array< vec > &Val) const " --> |
| 101 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#d793f4fd6d0dcec5f16bff0ae45fc7d5">evallog_m</a> (const Array< vec > &Val) const </td></tr> |
| 102 | |
| 103 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
| 104 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::eEF::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" --> |
| 105 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
| 106 | |
| 107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
| 108 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#fa9efc98a065b31c630fe18cc418f725">from_setting</a> (const Setting &set)</td></tr> |
| 109 | |
| 110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Load from structure with elements:. <a href="#fa9efc98a065b31c630fe18cc418f725"></a><br></td></tr> |
| 111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::eEF::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
| 112 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
| 113 | |
| 114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
| 115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::eEF::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
| 116 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
| 117 | |
| 118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
| 119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::eEF::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
| 120 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
| 121 | |
| 122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
133 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p> |
134 | | <br/><br/></div></td></tr> |
135 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::eEF::sample" ref="a75ba57a89681a8efec488f5796c7cc1b" args="() const " --> |
136 | | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr> |
137 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_3.png"/> from density <img class="formulaInl" alt="$ f_x()$" src="form_13.png"/>. <br/></td></tr> |
138 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eEF::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
139 | | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
140 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_14.png"/> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_15.png"/>. <br/></td></tr> |
141 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::eEF::condition" ref="a1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> |
142 | | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
143 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br/></td></tr> |
144 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::eEF::marginal" ref="aa84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> |
145 | | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#aa84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
146 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br/></td></tr> |
147 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::eEF::mean" ref="a0c8d13d788094605b3cdab20a6e22b75" args="() const " --> |
148 | | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr> |
149 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br/></td></tr> |
150 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::eEF::variance" ref="a4543d40ccfc5d549b0c831a57a3ed84c" args="() const " --> |
151 | | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr> |
152 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br/></td></tr> |
153 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::eEF::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
154 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
155 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br/></td></tr> |
| 137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::eEF::sample" ref="75ba57a89681a8efec488f5796c7cc1b" args="() const " --> |
| 138 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr> |
| 139 | |
| 140 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_3.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_13.png">. <br></td></tr> |
| 141 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eEF::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
| 142 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
| 143 | |
| 144 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_14.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_15.png">. <br></td></tr> |
| 145 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::eEF::condition" ref="1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> |
| 146 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
| 147 | |
| 148 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr> |
| 149 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::eEF::marginal" ref="a84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> |
| 150 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
| 151 | |
| 152 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> |
| 153 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::eEF::mean" ref="0c8d13d788094605b3cdab20a6e22b75" args="() const " --> |
| 154 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr> |
| 155 | |
| 156 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
| 157 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::eEF::variance" ref="4543d40ccfc5d549b0c831a57a3ed84c" args="() const " --> |
| 158 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr> |
| 159 | |
| 160 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
| 161 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::eEF::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
| 162 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
| 163 | |
| 164 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr> |
157 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp14fc6e1cb822e9dfc5edc16c20fabe11"></a>Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: </p> |
158 | | <br/><br/></div></td></tr> |
159 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eEF::set_rv" ref="af423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
160 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
161 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br/></td></tr> |
162 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eEF::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
163 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
164 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br/></td></tr> |
165 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eEF::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
166 | | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
167 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr> |
| 166 | <tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr> |
| 167 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eEF::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
| 168 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
| 169 | |
| 170 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> |
| 171 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eEF::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
| 172 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
| 173 | |
| 174 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> |
| 175 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eEF::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
| 176 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
| 177 | |
| 178 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> |
169 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> |
170 | | <br/><br/></div></td></tr> |
171 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eEF::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
172 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
173 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br/></td></tr> |
174 | | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
175 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eEF::dim" ref="a16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
176 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
177 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br/></td></tr> |
178 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eEF::rv" ref="a62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
179 | | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
180 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br/></td></tr> |
| 180 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eEF::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
| 181 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
| 182 | |
| 183 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> |
| 184 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
| 185 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eEF::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
| 186 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
| 187 | |
| 188 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> |
| 189 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eEF::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
| 190 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
| 191 | |
| 192 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> |