73 | | <h1>bdm::enorm< sq_T > Class Template Reference</h1><!-- doxytag: class="bdm::enorm" --><!-- doxytag: inherits="bdm::eEF" --> |
74 | | <p>Gaussian density with positive definite (decomposed) covariance matrix. |
75 | | <a href="#_details">More...</a></p> |
76 | | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
77 | | <h3>template<class sq_T><br/> |
78 | | class bdm::enorm< sq_T ></h3> |
79 | | |
80 | | <p>Gaussian density with positive definite (decomposed) covariance matrix. </p> |
81 | | <p>More?... </p> |
82 | | |
83 | | <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> |
84 | | |
85 | | <p><a href="classbdm_1_1enorm-members.html">List of all members.</a></p> |
86 | | <table border="0" cellpadding="0" cellspacing="0"> |
87 | | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
88 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::enorm::evallog" ref="aa36d06ecdd6f4c79dc122510eaccc692" args="(const vec &val) const " --> |
89 | | 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> |
90 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr> |
91 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="a6886c60b6b690e503913240db5de0c6f" args="(const mat &Val) const " --> |
92 | | 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> |
93 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr> |
94 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="ad793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array< vec > &Val) const " --> |
95 | | 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> |
96 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr> |
97 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::enorm::pow" ref="acf38af29e8e3d650c640509a52396053" args="(double p)" --> |
98 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#acf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
99 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br/></td></tr> |
100 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::enorm::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
101 | | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
102 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> |
103 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::enorm::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
104 | | 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> |
105 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> |
| 70 | <h1>bdm::enorm< sq_T > Class Template Reference</h1><!-- doxytag: class="bdm::enorm" --><!-- doxytag: inherits="bdm::eEF" -->Gaussian density with positive definite (decomposed) covariance matrix. |
| 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_1enorm-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="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::enorm::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &val) const " --> |
| 81 | 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> |
| 82 | |
| 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="6886c60b6b690e503913240db5de0c6f" args="(const mat &Val) const " --> |
| 85 | 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> |
| 86 | |
| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
| 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="d793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array< vec > &Val) const " --> |
| 89 | 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> |
| 90 | |
| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
| 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::enorm::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" --> |
| 93 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
| 94 | |
| 95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
| 96 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::enorm::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
| 97 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
| 98 | |
| 99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
| 100 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::enorm::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
| 101 | 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> |
| 102 | |
| 103 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
111 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4c9db749e205a0605ad9c93470f6dcaa"></a><!-- doxytag: member="bdm::enorm::enorm" ref="a4c9db749e205a0605ad9c93470f6dcaa" args="(const vec &mu, const sq_T &R)" --> |
112 | | </td><td class="memItemRight" valign="bottom"><b>enorm</b> (const vec &<a class="el" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7">mu</a>, const sq_T &<a class="el" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr> |
113 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab8322f2c11560871dd922c660f4771bb"></a><!-- doxytag: member="bdm::enorm::set_parameters" ref="ab8322f2c11560871dd922c660f4771bb" args="(const vec &mu, const sq_T &R)" --> |
114 | | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &<a class="el" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7">mu</a>, const sq_T &<a class="el" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr> |
115 | | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">from_setting</a> (const Setting &<a class="el" href="classbdm_1_1root.html">root</a>)</td></tr> |
116 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38eb17ecb75d94a50b6782fcf735cfea"></a><!-- doxytag: member="bdm::enorm::validate" ref="a38eb17ecb75d94a50b6782fcf735cfea" args="()" --> |
117 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea">validate</a> ()</td></tr> |
118 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
| 107 | |
| 108 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c9db749e205a0605ad9c93470f6dcaa"></a><!-- doxytag: member="bdm::enorm::enorm" ref="4c9db749e205a0605ad9c93470f6dcaa" args="(const vec &mu, const sq_T &R)" --> |
| 109 | </td><td class="memItemRight" valign="bottom"><b>enorm</b> (const vec &<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const sq_T &<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr> |
| 110 | |
| 111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8322f2c11560871dd922c660f4771bb"></a><!-- doxytag: member="bdm::enorm::set_parameters" ref="b8322f2c11560871dd922c660f4771bb" args="(const vec &mu, const sq_T &R)" --> |
| 112 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const sq_T &<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr> |
| 113 | |
| 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">from_setting</a> (const Setting &<a class="el" href="classbdm_1_1root.html">root</a>)</td></tr> |
| 115 | |
| 116 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38eb17ecb75d94a50b6782fcf735cfea"></a><!-- doxytag: member="bdm::enorm::validate" ref="38eb17ecb75d94a50b6782fcf735cfea" args="()" --> |
| 117 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#38eb17ecb75d94a50b6782fcf735cfea">validate</a> ()</td></tr> |
| 118 | |
| 119 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
120 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p> |
121 | | <br/><br/></div></td></tr> |
122 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2e0d3a1e30ab3ab04df2d0c43ae74a2"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="ad2e0d3a1e30ab3ab04df2d0c43ae74a2" args="(mat &v, double nu=1.0)" --> |
123 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2">dupdate</a> (mat &v, double nu=1.0)</td></tr> |
124 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">dupdate in exponential form (not really handy) <br/></td></tr> |
125 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae1a48f52351ec3a349bd443b713b1766"></a><!-- doxytag: member="bdm::enorm::sample" ref="ae1a48f52351ec3a349bd443b713b1766" args="() const " --> |
126 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766">sample</a> () const </td></tr> |
127 | | <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()$" src="form_13.png"/>. <br/></td></tr> |
128 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae13aeed5b543b2179bacdc4fa2ae47a3"></a><!-- doxytag: member="bdm::enorm::evallog_nn" ref="ae13aeed5b543b2179bacdc4fa2ae47a3" args="(const vec &val) const " --> |
129 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3">evallog_nn</a> (const vec &val) const </td></tr> |
130 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr> |
131 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a25785343aff102cc5df1cab08ba16d32"></a><!-- doxytag: member="bdm::enorm::lognc" ref="a25785343aff102cc5df1cab08ba16d32" args="() const " --> |
132 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32">lognc</a> () const </td></tr> |
133 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_97.png"/> <br/></td></tr> |
134 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab2fa2915c35366392fe9bb022ca1a600"></a><!-- doxytag: member="bdm::enorm::mean" ref="ab2fa2915c35366392fe9bb022ca1a600" args="() const " --> |
135 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ab2fa2915c35366392fe9bb022ca1a600">mean</a> () const </td></tr> |
136 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br/></td></tr> |
137 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a729c75ef0fa8abae03d58ad1f81e6773"></a><!-- doxytag: member="bdm::enorm::variance" ref="a729c75ef0fa8abae03d58ad1f81e6773" args="() const " --> |
138 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773">variance</a> () const </td></tr> |
139 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br/></td></tr> |
140 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a40201ca12c6900f7aeb493bb7c582e20"></a><!-- doxytag: member="bdm::enorm::condition" ref="a40201ca12c6900f7aeb493bb7c582e20" args="(const RV &rvn) const " --> |
141 | | <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_1enorm.html#a40201ca12c6900f7aeb493bb7c582e20">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvn) const </td></tr> |
142 | | <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> |
143 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c583763021f98255452925da3d5c4c3"></a><!-- doxytag: member="bdm::enorm::condition" ref="a7c583763021f98255452925da3d5c4c3" args="(const RV &rvn, mpdf &target) const " --> |
| 121 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2e0d3a1e30ab3ab04df2d0c43ae74a2"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="d2e0d3a1e30ab3ab04df2d0c43ae74a2" args="(mat &v, double nu=1.0)" --> |
| 122 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">dupdate</a> (mat &v, double nu=1.0)</td></tr> |
| 123 | |
| 124 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr> |
| 125 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1a48f52351ec3a349bd443b713b1766"></a><!-- doxytag: member="bdm::enorm::sample" ref="e1a48f52351ec3a349bd443b713b1766" args="() const " --> |
| 126 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766">sample</a> () const </td></tr> |
| 127 | |
| 128 | <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()$" src="form_13.png">. <br></td></tr> |
| 129 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e13aeed5b543b2179bacdc4fa2ae47a3"></a><!-- doxytag: member="bdm::enorm::evallog_nn" ref="e13aeed5b543b2179bacdc4fa2ae47a3" args="(const vec &val) const " --> |
| 130 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">evallog_nn</a> (const vec &val) const </td></tr> |
| 131 | |
| 132 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
| 133 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25785343aff102cc5df1cab08ba16d32"></a><!-- doxytag: member="bdm::enorm::lognc" ref="25785343aff102cc5df1cab08ba16d32" args="() const " --> |
| 134 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">lognc</a> () const </td></tr> |
| 135 | |
| 136 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_97.png"> <br></td></tr> |
| 137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2fa2915c35366392fe9bb022ca1a600"></a><!-- doxytag: member="bdm::enorm::mean" ref="b2fa2915c35366392fe9bb022ca1a600" args="() const " --> |
| 138 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600">mean</a> () const </td></tr> |
| 139 | |
| 140 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
| 141 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="729c75ef0fa8abae03d58ad1f81e6773"></a><!-- doxytag: member="bdm::enorm::variance" ref="729c75ef0fa8abae03d58ad1f81e6773" args="() const " --> |
| 142 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">variance</a> () const </td></tr> |
| 143 | |
| 144 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
| 145 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40201ca12c6900f7aeb493bb7c582e20"></a><!-- doxytag: member="bdm::enorm::condition" ref="40201ca12c6900f7aeb493bb7c582e20" args="(const RV &rvn) const " --> |
| 146 | <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_1enorm.html#40201ca12c6900f7aeb493bb7c582e20">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvn) 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="7c583763021f98255452925da3d5c4c3"></a><!-- doxytag: member="bdm::enorm::condition" ref="7c583763021f98255452925da3d5c4c3" args="(const RV &rvn, mpdf &target) const " --> |
145 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adcb739443669ba0a8faf634196284c08"></a><!-- doxytag: member="bdm::enorm::marginal" ref="adcb739443669ba0a8faf634196284c08" args="(const RV &rvn) const " --> |
146 | | <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_1enorm.html#adcb739443669ba0a8faf634196284c08">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvn) const </td></tr> |
147 | | <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> |
148 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0db188559ded204e8c081ad7b782b6c9"></a><!-- doxytag: member="bdm::enorm::marginal" ref="a0db188559ded204e8c081ad7b782b6c9" args="(const RV &rvn, enorm< sq_T > &target) const " --> |
| 151 | |
| 152 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dcb739443669ba0a8faf634196284c08"></a><!-- doxytag: member="bdm::enorm::marginal" ref="dcb739443669ba0a8faf634196284c08" args="(const RV &rvn) const " --> |
| 153 | <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_1enorm.html#dcb739443669ba0a8faf634196284c08">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvn) const </td></tr> |
| 154 | |
| 155 | <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> |
| 156 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0db188559ded204e8c081ad7b782b6c9"></a><!-- doxytag: member="bdm::enorm::marginal" ref="0db188559ded204e8c081ad7b782b6c9" args="(const RV &rvn, enorm< sq_T > &target) const " --> |
179 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p> |
180 | | <br/><br/></div></td></tr> |
181 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::enorm::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
182 | | 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> |
183 | | <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)$" src="form_15.png"/>. <br/></td></tr> |
184 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::enorm::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
185 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
186 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br/></td></tr> |
| 189 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::enorm::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
| 190 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
| 191 | |
| 192 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [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> |
| 193 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::enorm::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
| 194 | 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> |
| 195 | |
| 196 | <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> |
188 | | <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> |
189 | | <br/><br/></div></td></tr> |
190 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::enorm::set_rv" ref="af423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
191 | | 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> |
192 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br/></td></tr> |
193 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::enorm::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
194 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
195 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br/></td></tr> |
196 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::enorm::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
197 | | 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> |
198 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr> |
| 198 | <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> |
| 199 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::enorm::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
| 200 | 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> |
| 201 | |
| 202 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> |
| 203 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::enorm::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
| 204 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
| 205 | |
| 206 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> |
| 207 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::enorm::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
| 208 | 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> |
| 209 | |
| 210 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> |
200 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> |
201 | | <br/><br/></div></td></tr> |
202 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::enorm::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
203 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
204 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br/></td></tr> |
205 | | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
206 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac702a194720853570d08b65482f842c7"></a><!-- doxytag: member="bdm::enorm::mu" ref="ac702a194720853570d08b65482f842c7" args="" --> |
207 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7">mu</a></td></tr> |
208 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">mean value <br/></td></tr> |
209 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2d92dde696b2a7a5b10ddef5d22ba2c2"></a><!-- doxytag: member="bdm::enorm::R" ref="a2d92dde696b2a7a5b10ddef5d22ba2c2" args="" --> |
210 | | sq_T </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2">R</a></td></tr> |
211 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Covariance matrix in decomposed form. <br/></td></tr> |
212 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::enorm::dim" ref="a16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
213 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
214 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br/></td></tr> |
215 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::enorm::rv" ref="a62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
216 | | <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> |
217 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br/></td></tr> |
| 212 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::enorm::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
| 213 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
| 214 | |
| 215 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> |
| 216 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
| 217 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c702a194720853570d08b65482f842c7"></a><!-- doxytag: member="bdm::enorm::mu" ref="c702a194720853570d08b65482f842c7" args="" --> |
| 218 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a></td></tr> |
| 219 | |
| 220 | <tr><td class="mdescLeft"> </td><td class="mdescRight">mean value <br></td></tr> |
| 221 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d92dde696b2a7a5b10ddef5d22ba2c2"></a><!-- doxytag: member="bdm::enorm::R" ref="2d92dde696b2a7a5b10ddef5d22ba2c2" args="" --> |
| 222 | sq_T </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a></td></tr> |
| 223 | |
| 224 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr> |
| 225 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::enorm::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
| 226 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
| 227 | |
| 228 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> |
| 229 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::enorm::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
| 230 | <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> |
| 231 | |
| 232 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> |