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    53<title>mixpp: exp_family.h Source File</title> 
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    129<!-- 
    … …  
    7067<a name="l00015"></a>00015 <span class="preprocessor"></span> 
    7168<a name="l00016"></a>00016  
    72 <a name="l00017"></a>00017 <span class="preprocessor">#include &quot;../shared_ptr.h&quot;</span> 
    73 <a name="l00018"></a>00018 <span class="preprocessor">#include &quot;../base/bdmbase.h&quot;</span> 
    74 <a name="l00019"></a>00019 <span class="preprocessor">#include &quot;../math/chmat.h&quot;</span> 
     69<a name="l00017"></a>00017 <span class="preprocessor">#include "../shared_ptr.h"</span> 
     70<a name="l00018"></a>00018 <span class="preprocessor">#include "../base/bdmbase.h"</span> 
     71<a name="l00019"></a>00019 <span class="preprocessor">#include "../math/chmat.h"</span> 
    7572<a name="l00020"></a>00020  
    7673<a name="l00021"></a>00021 <span class="keyword">namespace </span>bdm 
    … …  
    8077<a name="l00026"></a>00026 <span class="keyword">extern</span> Uniform_RNG UniRNG; 
    8178<a name="l00028"></a>00028 <span class="keyword">extern</span> Normal_RNG NorRNG; 
    82 <a name="l00030"></a>00030 <span class="keyword">extern</span> Gamma_RNG GamRNG; 
     79<a name="l00030"></a>00030 <span class="keyword">extern</span> <a class="code" href="classitpp_1_1Gamma__RNG.html" title="Gamma distribution.">Gamma_RNG</a> GamRNG; 
    8380<a name="l00031"></a>00031  
    8481<a name="l00038"></a><a class="code" href="classbdm_1_1eEF.html">00038</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</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> 
    … …  
    8683<a name="l00040"></a>00040         <span class="keyword">public</span>: 
    8784<a name="l00041"></a>00041 <span class="comment">//      eEF() :epdf() {};</span> 
    88 <a name="l00043"></a><a class="code" href="classbdm_1_1eEF.html#ad5459d472d0feca7cf1fb5f65c4b9ef4">00043</a> <span class="comment"></span>                <a class="code" href="classbdm_1_1eEF.html#ad5459d472d0feca7cf1fb5f65c4b9ef4" title="default constructor">eEF</a> () : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> () {}; 
    89 <a name="l00045"></a>00045                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#acd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>() <span class="keyword">const</span> = 0; 
     85<a name="l00043"></a><a class="code" href="classbdm_1_1eEF.html#d5459d472d0feca7cf1fb5f65c4b9ef4">00043</a> <span class="comment"></span>                <a class="code" href="classbdm_1_1eEF.html#d5459d472d0feca7cf1fb5f65c4b9ef4" title="default constructor">eEF</a> () : <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> () {}; 
     86<a name="l00045"></a>00045                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>() <span class="keyword">const</span> = 0; 
    9087<a name="l00046"></a>00046  
    91 <a name="l00048"></a><a class="code" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6">00048</a>                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
    92 <a name="l00049"></a>00049                         <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>); 
     88<a name="l00048"></a><a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">00048</a>                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
     89<a name="l00049"></a>00049                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>); 
    9390<a name="l00050"></a>00050                         <span class="keywordflow">return</span> 0.0; 
    9491<a name="l00051"></a>00051                 } 
    9592<a name="l00052"></a>00052  
    96 <a name="l00054"></a><a class="code" href="classbdm_1_1eEF.html#aa36d06ecdd6f4c79dc122510eaccc692">00054</a>                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#aa36d06ecdd6f4c79dc122510eaccc692" title="Evaluate normalized log-probability.">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
     93<a name="l00054"></a><a class="code" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">00054</a>                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692" title="Evaluate normalized log-probability.">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
    9794<a name="l00055"></a>00055                         <span class="keywordtype">double</span> tmp; 
    98 <a name="l00056"></a>00056                         tmp = <a class="code" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (val) - <a class="code" href="classbdm_1_1eEF.html#acd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>(); 
     95<a name="l00056"></a>00056                         tmp = <a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (val) - <a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>(); 
    9996<a name="l00057"></a>00057                         <span class="keywordflow">return</span> tmp; 
    10097<a name="l00058"></a>00058                 } 
    101 <a name="l00060"></a><a class="code" href="classbdm_1_1eEF.html#a6886c60b6b690e503913240db5de0c6f">00060</a>                 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1eEF.html#a6886c60b6b690e503913240db5de0c6f" title="Evaluate normalized log-probability for many samples.">evallog_m</a> (<span class="keyword">const</span> mat &amp;Val)<span class="keyword"> const </span>{ 
     98<a name="l00060"></a><a class="code" href="classbdm_1_1eEF.html#6886c60b6b690e503913240db5de0c6f">00060</a>                 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1eEF.html#6886c60b6b690e503913240db5de0c6f" title="Evaluate normalized log-probability for many samples.">evallog_m</a> (<span class="keyword">const</span> mat &amp;Val)<span class="keyword"> const </span>{ 
    10299<a name="l00061"></a>00061                         vec x (Val.cols()); 
    103 <a name="l00062"></a>00062                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; Val.cols();i++) {x (i) = <a class="code" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (Val.get_col (i)) ;} 
    104 <a name="l00063"></a>00063                         <span class="keywordflow">return</span> x -<a class="code" href="classbdm_1_1eEF.html#acd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>(); 
     100<a name="l00062"></a>00062                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; Val.cols();i++) {x (i) = <a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (Val.get_col (i)) ;} 
     101<a name="l00063"></a>00063                         <span class="keywordflow">return</span> x -<a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>(); 
    105102<a name="l00064"></a>00064                 } 
    106 <a name="l00066"></a><a class="code" href="classbdm_1_1eEF.html#ad793f4fd6d0dcec5f16bff0ae45fc7d5">00066</a>                 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1eEF.html#ad793f4fd6d0dcec5f16bff0ae45fc7d5" title="Evaluate normalized log-probability for many samples.">evallog_m</a> (<span class="keyword">const</span> Array&lt;vec&gt; &amp;Val)<span class="keyword"> const </span>{ 
     103<a name="l00066"></a><a class="code" href="classbdm_1_1eEF.html#d793f4fd6d0dcec5f16bff0ae45fc7d5">00066</a>                 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1eEF.html#d793f4fd6d0dcec5f16bff0ae45fc7d5" title="Evaluate normalized log-probability for many samples.">evallog_m</a> (<span class="keyword">const</span> Array&lt;vec&gt; &amp;Val)<span class="keyword"> const </span>{ 
    107104<a name="l00067"></a>00067                         vec x (Val.length()); 
    108 <a name="l00068"></a>00068                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; Val.length();i++) {x (i) = <a class="code" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (Val (i)) ;} 
    109 <a name="l00069"></a>00069                         <span class="keywordflow">return</span> x -<a class="code" href="classbdm_1_1eEF.html#acd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>(); 
     105<a name="l00068"></a>00068                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; Val.length();i++) {x (i) = <a class="code" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6" title="Evaluate normalized log-probability.">evallog_nn</a> (Val (i)) ;} 
     106<a name="l00069"></a>00069                         <span class="keywordflow">return</span> x -<a class="code" href="classbdm_1_1eEF.html#cd678fc9b02007a4b8d6692e746f1bf8" title="logarithm of the normalizing constant, ">lognc</a>(); 
    110107<a name="l00070"></a>00070                 } 
    111108<a name="l00071"></a>00071  
    112 <a name="l00073"></a><a class="code" href="classbdm_1_1eEF.html#acf38af29e8e3d650c640509a52396053">00073</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEF.html#acf38af29e8e3d650c640509a52396053" title="Power of the density, used e.g. to flatten the density.">pow</a> (<span class="keywordtype">double</span> p) { 
    113 <a name="l00074"></a>00074                         <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>); 
     109<a name="l00073"></a><a class="code" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">00073</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053" title="Power of the density, used e.g. to flatten the density.">pow</a> (<span class="keywordtype">double</span> p) { 
     110<a name="l00074"></a>00074                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>); 
    114111<a name="l00075"></a>00075                 } 
    115112<a name="l00076"></a>00076 }; 
    … …  
    119116<a name="l00081"></a>00081 { 
    120117<a name="l00082"></a>00082         <span class="keyword">protected</span>: 
    121 <a name="l00084"></a><a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64">00084</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>; 
    122 <a name="l00086"></a><a class="code" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865">00086</a>                 <span class="keywordtype">double</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>; 
     118<a name="l00084"></a><a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">00084</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>; 
     119<a name="l00086"></a><a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">00086</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>; 
    123120<a name="l00087"></a>00087         <span class="keyword">public</span>: 
    124 <a name="l00089"></a><a class="code" href="classbdm_1_1BMEF.html#a2def512872ed8a4fc3b702371ec0be55">00089</a>                 <a class="code" href="classbdm_1_1BMEF.html#a2def512872ed8a4fc3b702371ec0be55" title="Default constructor (=empty constructor).">BMEF</a> (<span class="keywordtype">double</span> frg0 = 1.0) : <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> (), <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> (frg0) {} 
    125 <a name="l00091"></a><a class="code" href="classbdm_1_1BMEF.html#a9662379513101405e159e76717104e62">00091</a>                 <a class="code" href="classbdm_1_1BMEF.html#a9662379513101405e159e76717104e62" title="Copy constructor.">BMEF</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> &amp;B) : <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> (B), <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> (B.<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> (B.<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>) {} 
    126 <a name="l00093"></a><a class="code" href="classbdm_1_1BMEF.html#ad2b528b7a41ca67163152142f5404051">00093</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#ad2b528b7a41ca67163152142f5404051" title="get statistics from another model">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* BM0) { 
    127 <a name="l00094"></a>00094                         <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>); 
     121<a name="l00089"></a><a class="code" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55">00089</a>                 <a class="code" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55" title="Default constructor (=empty constructor).">BMEF</a> (<span class="keywordtype">double</span> frg0 = 1.0) : <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> (), <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> (frg0) {} 
     122<a name="l00091"></a><a class="code" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62">00091</a>                 <a class="code" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62" title="Copy constructor.">BMEF</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> &amp;B) : <a class="code" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> (B), <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> (B.<a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>), <a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> (B.<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>) {} 
     123<a name="l00093"></a><a class="code" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">00093</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051" title="get statistics from another model">set_statistics</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* BM0) { 
     124<a name="l00094"></a>00094                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>); 
    128125<a name="l00095"></a>00095                 } 
    129126<a name="l00096"></a>00096  
    130 <a name="l00098"></a><a class="code" href="classbdm_1_1BMEF.html#abf58deb99af2a6cc674f13ff90300de6">00098</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#abf58deb99af2a6cc674f13ff90300de6" title="Weighted update of sufficient statistics (Bayes rule).">bayes</a> (<span class="keyword">const</span> vec &amp;data, <span class="keyword">const</span> <span class="keywordtype">double</span> w) {}; 
     127<a name="l00098"></a><a class="code" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">00098</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6" title="Weighted update of sufficient statistics (Bayes rule).">bayes</a> (<span class="keyword">const</span> vec &amp;data, <span class="keyword">const</span> <span class="keywordtype">double</span> w) {}; 
    131128<a name="l00099"></a>00099                 <span class="comment">//original Bayes</span> 
    132 <a name="l00100"></a>00100                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#abf58deb99af2a6cc674f13ff90300de6" title="Weighted update of sufficient statistics (Bayes rule).">bayes</a> (<span class="keyword">const</span> vec &amp;dt); 
     129<a name="l00100"></a>00100                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6" title="Weighted update of sufficient statistics (Bayes rule).">bayes</a> (<span class="keyword">const</span> vec &amp;dt); 
    133130<a name="l00101"></a>00101  
    134 <a name="l00103"></a><a class="code" href="classbdm_1_1BMEF.html#ab2916a2e71a958665054473124d5e749">00103</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#ab2916a2e71a958665054473124d5e749" title="Flatten the posterior according to the given BMEF (of the same type!).">flatten</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> * B) { 
    135 <a name="l00104"></a>00104                         <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>); 
     131<a name="l00103"></a><a class="code" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749">00103</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749" title="Flatten the posterior according to the given BMEF (of the same type!).">flatten</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> * B) { 
     132<a name="l00104"></a>00104                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>); 
    136133<a name="l00105"></a>00105                 } 
    137134<a name="l00106"></a>00106  
    138 <a name="l00107"></a><a class="code" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">00107</a>                 <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* <a class="code" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> ()<span class="keyword"> const </span>{ 
    139 <a name="l00108"></a>00108                         <a class="code" href="bdmerror_8h.html#a7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">&quot;function _copy_ not implemented for this BM&quot;</span>); 
     135<a name="l00107"></a><a class="code" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">00107</a>                 <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* <a class="code" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> ()<span class="keyword"> const </span>{ 
     136<a name="l00108"></a>00108                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"function _copy_ not implemented for this BM"</span>); 
    140137<a name="l00109"></a>00109                         <span class="keywordflow">return</span> NULL; 
    141138<a name="l00110"></a>00110                 } 
    … …  
    149146<a name="l00123"></a>00123 { 
    150147<a name="l00124"></a>00124         <span class="keyword">protected</span>: 
    151 <a name="l00126"></a><a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7">00126</a>                 vec <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>; 
    152 <a name="l00128"></a><a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2">00128</a>                 sq_T <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>; 
     148<a name="l00126"></a><a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">00126</a>                 vec <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>; 
     149<a name="l00128"></a><a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">00128</a>                 sq_T <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>; 
    153150<a name="l00129"></a>00129         <span class="keyword">public</span>: 
    154151<a name="l00132"></a>00132  
    155 <a name="l00133"></a>00133                 <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> () : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> (), <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (), <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> () {}; 
    156 <a name="l00134"></a>00134                 <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> (<span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">const</span> sq_T &amp;<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>) {set_parameters (mu, R);} 
    157 <a name="l00135"></a>00135                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">const</span> sq_T &amp;<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>); 
    158 <a name="l00145"></a>00145                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">from_setting</a> (<span class="keyword">const</span> Setting &amp;root); 
    159 <a name="l00146"></a><a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea">00146</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>() { 
    160 <a name="l00147"></a>00147                         <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_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>.length() == <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows(), <span class="stringliteral">&quot;mu and R parameters do not match&quot;</span>); 
    161 <a name="l00148"></a>00148                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>.length(); 
     152<a name="l00133"></a>00133                 <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> () : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> (), <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> (), <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> () {}; 
     153<a name="l00134"></a>00134                 <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm</a> (<span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">const</span> sq_T &amp;<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>) {set_parameters (mu, R);} 
     154<a name="l00135"></a>00135                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">const</span> sq_T &amp;<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>); 
     155<a name="l00145"></a>00145                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">from_setting</a> (<span class="keyword">const</span> Setting &amp;root); 
     156<a name="l00146"></a><a class="code" href="classbdm_1_1enorm.html#38eb17ecb75d94a50b6782fcf735cfea">00146</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>() { 
     157<a name="l00147"></a>00147                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>.length() == <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows(), <span class="stringliteral">"mu and R parameters do not match"</span>); 
     158<a name="l00148"></a>00148                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>.length(); 
    162159<a name="l00149"></a>00149                 } 
    163160<a name="l00151"></a>00151  
    164161<a name="l00154"></a>00154  
    165 <a name="l00156"></a>00156                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">dupdate</a> (mat &amp;v, <span class="keywordtype">double</span> nu = 1.0); 
     162<a name="l00156"></a>00156                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">dupdate</a> (mat &amp;v, <span class="keywordtype">double</span> nu = 1.0); 
    166163<a name="l00157"></a>00157  
    167 <a name="l00158"></a>00158                 vec <a class="code" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
     164<a name="l00158"></a>00158                 vec <a class="code" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
    168165<a name="l00159"></a>00159  
    169 <a name="l00160"></a>00160                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val) <span class="keyword">const</span>; 
    170 <a name="l00161"></a>00161                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>; 
    171 <a name="l00162"></a><a class="code" href="classbdm_1_1enorm.html#ab2fa2915c35366392fe9bb022ca1a600">00162</a>                 vec <a class="code" href="classbdm_1_1enorm.html#ab2fa2915c35366392fe9bb022ca1a600" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>;} 
    172 <a name="l00163"></a><a class="code" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773">00163</a>                 vec <a class="code" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> diag (<a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.to_mat());} 
     166<a name="l00160"></a>00160                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3" title="Evaluate normalized log-probability.">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val) <span class="keyword">const</span>; 
     167<a name="l00161"></a>00161                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>; 
     168<a name="l00162"></a><a class="code" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600">00162</a>                 vec <a class="code" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>;} 
     169<a name="l00163"></a><a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">00163</a>                 vec <a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> diag (<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.to_mat());} 
    173170<a name="l00164"></a>00164 <span class="comment">//      mlnorm&lt;sq_T&gt;* condition ( const RV &amp;rvn ) const ; &lt;=========== fails to cmpile. Why?</span> 
    174 <a name="l00165"></a>00165                 <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...">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>; 
     171<a name="l00165"></a>00165                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">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>; 
    175172<a name="l00166"></a>00166  
    176173<a name="l00167"></a>00167                 <span class="comment">// target not typed to mlnorm&lt;sq_T, enorm&lt;sq_T&gt; &gt; &amp;</span> 
    177 <a name="l00168"></a>00168                 <span class="comment">// because that doesn&apos;t compile (perhaps because we</span> 
    178 <a name="l00169"></a>00169                 <span class="comment">// haven&apos;t finished defining enorm yet), but the type</span> 
     174<a name="l00168"></a>00168                 <span class="comment">// because that doesn't compile (perhaps because we</span> 
     175<a name="l00169"></a>00169                 <span class="comment">// haven't finished defining enorm yet), but the type</span> 
    179176<a name="l00170"></a>00170                 <span class="comment">// is required</span> 
    180 <a name="l00171"></a>00171                 <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...">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>; 
     177<a name="l00171"></a>00171                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">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>; 
    181178<a name="l00172"></a>00172  
    182 <a name="l00173"></a>00173                 <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.">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>; 
    183 <a name="l00174"></a>00174                 <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.">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>; 
     179<a name="l00173"></a>00173                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">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>; 
     180<a name="l00174"></a>00174                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">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>; 
    184181<a name="l00176"></a>00176  
    185182<a name="l00179"></a>00179  
    186 <a name="l00180"></a>00180                 vec&amp; _mu() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>;} 
    187 <a name="l00181"></a>00181                 <span class="keyword">const</span> vec&amp; _mu()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>;} 
    188 <a name="l00182"></a>00182                 <span class="keywordtype">void</span> set_mu (<span class="keyword">const</span> vec mu0) { <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> = mu0;} 
    189 <a name="l00183"></a>00183                 sq_T&amp; _R() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>;} 
    190 <a name="l00184"></a>00184                 <span class="keyword">const</span> sq_T&amp; _R()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>;} 
     183<a name="l00180"></a>00180                 vec&amp; _mu() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>;} 
     184<a name="l00181"></a>00181                 <span class="keyword">const</span> vec&amp; _mu()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>;} 
     185<a name="l00182"></a>00182                 <span class="keywordtype">void</span> set_mu (<span class="keyword">const</span> vec mu0) { <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> = mu0;} 
     186<a name="l00183"></a>00183                 sq_T&amp; _R() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>;} 
     187<a name="l00184"></a>00184                 <span class="keyword">const</span> sq_T&amp; _R()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>;} 
    191188<a name="l00186"></a>00186  
    192189<a name="l00187"></a>00187 }; 
    193 <a name="l00188"></a>00188 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, chmat); 
     190<a name="l00188"></a>00188 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, chmat); 
    194191<a name="l00189"></a>00189 SHAREDPTR2 ( enorm, chmat ); 
    195 <a name="l00190"></a>00190 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, ldmat); 
     192<a name="l00190"></a>00190 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, ldmat); 
    196193<a name="l00191"></a>00191 SHAREDPTR2 ( enorm, ldmat ); 
    197 <a name="l00192"></a>00192 <a class="code" href="user__info_8h.html#ab06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, fsqmat); 
     194<a name="l00192"></a>00192 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (enorm, fsqmat); 
    198195<a name="l00193"></a>00193 SHAREDPTR2 ( enorm, fsqmat ); 
    199196<a name="l00194"></a>00194  
    … …  
    202199<a name="l00203"></a>00203 { 
    203200<a name="l00204"></a>00204         <span class="keyword">protected</span>: 
    204 <a name="l00206"></a><a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52">00206</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_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>; 
    205 <a name="l00208"></a><a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4">00208</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>; 
    206 <a name="l00210"></a><a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a">00210</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>; 
    207 <a name="l00212"></a><a class="code" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd">00212</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd" title="Dimension of the regressor.">nPsi</a>; 
     201<a name="l00206"></a><a class="code" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52">00206</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_1egiw.html#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>; 
     202<a name="l00208"></a><a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4">00208</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>; 
     203<a name="l00210"></a><a class="code" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a">00210</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>; 
     204<a name="l00212"></a><a class="code" href="classbdm_1_1egiw.html#322414c32d9a21a006a5aab0311f64fd">00212</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1egiw.html#322414c32d9a21a006a5aab0311f64fd" title="Dimension of the regressor.">nPsi</a>; 
    208205<a name="l00213"></a>00213         <span class="keyword">public</span>: 
    209206<a name="l00216"></a>00216                 <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>() : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a>() {}; 
    … …  
    212209<a name="l00219"></a>00219                 <span class="keywordtype">void</span> set_parameters (<span class="keywordtype">int</span> dimx0, ldmat V0, <span class="keywordtype">double</span> nu0 = -1.0); 
    213210<a name="l00221"></a>00221  
    214 <a name="l00222"></a>00222                 vec <a class="code" href="classbdm_1_1egiw.html#a920f21548b7a3723923dd108fe514c61" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
    215 <a name="l00223"></a>00223                 vec <a class="code" href="classbdm_1_1egiw.html#adf70c05f918c3a6f86d60f10c1fd6ba2" title="return expected value">mean</a>() <span class="keyword">const</span>; 
    216 <a name="l00224"></a>00224                 vec <a class="code" href="classbdm_1_1egiw.html#ac1ecc406613cc2341225dc10c3d3b46a" title="return expected variance (not covariance!)">variance</a>() <span class="keyword">const</span>; 
     211<a name="l00222"></a>00222                 vec <a class="code" href="classbdm_1_1egiw.html#920f21548b7a3723923dd108fe514c61" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
     212<a name="l00223"></a>00223                 vec <a class="code" href="classbdm_1_1egiw.html#df70c05f918c3a6f86d60f10c1fd6ba2" title="return expected value">mean</a>() <span class="keyword">const</span>; 
     213<a name="l00224"></a>00224                 vec <a class="code" href="classbdm_1_1egiw.html#c1ecc406613cc2341225dc10c3d3b46a" title="return expected variance (not covariance!)">variance</a>() <span class="keyword">const</span>; 
    217214<a name="l00225"></a>00225  
    218 <a name="l00227"></a>00227                 vec <a class="code" href="classbdm_1_1egiw.html#a66d2ba9295c306012b309efcc9e516f0" title="LS estimate of .">est_theta</a>() <span class="keyword">const</span>; 
     215<a name="l00227"></a>00227                 vec <a class="code" href="classbdm_1_1egiw.html#66d2ba9295c306012b309efcc9e516f0" title="LS estimate of .">est_theta</a>() <span class="keyword">const</span>; 
    219216<a name="l00228"></a>00228  
    220 <a name="l00230"></a>00230                 ldmat <a class="code" href="classbdm_1_1egiw.html#a88c321a2051d1afdbb31a098896a717b" title="Covariance of the LS estimate.">est_theta_cov</a>() <span class="keyword">const</span>; 
     217<a name="l00230"></a>00230                 ldmat <a class="code" href="classbdm_1_1egiw.html#88c321a2051d1afdbb31a098896a717b" title="Covariance of the LS estimate.">est_theta_cov</a>() <span class="keyword">const</span>; 
    221218<a name="l00231"></a>00231  
    222 <a name="l00233"></a>00233                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#ad2075aa2306648b3e4fe40bb86628d5c" title="expected values of the linear coefficient and the covariance matrix are written to...">mean_mat</a> (mat &amp;M, mat&amp;R) <span class="keyword">const</span>; 
    223 <a name="l00235"></a>00235                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#abfb8e7c619b34ad804a73bff71742b5e" title="In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise...">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val) <span class="keyword">const</span>; 
    224 <a name="l00236"></a>00236                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#a41d72ba7b2abc8a9a4209ffa98ed5633" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>; 
    225 <a name="l00237"></a><a class="code" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be">00237</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be" title="Power of the density, used e.g. to flatten the density.">pow</a> (<span class="keywordtype">double</span> p) {<a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a> *= p;<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a> *= p;}; 
     219<a name="l00233"></a>00233                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#d2075aa2306648b3e4fe40bb86628d5c" title="expected values of the linear coefficient and the covariance matrix are written to...">mean_mat</a> (mat &amp;M, mat&amp;R) <span class="keyword">const</span>; 
     220<a name="l00235"></a>00235                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#bfb8e7c619b34ad804a73bff71742b5e" title="In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise...">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val) <span class="keyword">const</span>; 
     221<a name="l00236"></a>00236                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egiw.html#41d72ba7b2abc8a9a4209ffa98ed5633" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>; 
     222<a name="l00237"></a><a class="code" href="classbdm_1_1egiw.html#8e610e95401a11baf34f65e16ecd87be">00237</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#8e610e95401a11baf34f65e16ecd87be" title="Power of the density, used e.g. to flatten the density.">pow</a> (<span class="keywordtype">double</span> p) {<a class="code" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a> *= p;<a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a> *= p;}; 
    226223<a name="l00238"></a>00238  
    227224<a name="l00241"></a>00241  
    228 <a name="l00242"></a>00242                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; _V() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;} 
    229 <a name="l00243"></a>00243                 <span class="keyword">const</span> ldmat&amp; _V()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;} 
    230 <a name="l00244"></a>00244                 <span class="keywordtype">double</span>&amp; _nu()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;} 
    231 <a name="l00245"></a>00245                 <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; _nu()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;} 
    232 <a name="l00260"></a><a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">00260</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
    233 <a name="l00261"></a>00261                         <a class="code" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">epdf::from_setting</a>(<span class="keyword">set</span>); 
    234 <a name="l00262"></a>00262                         <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;nu&quot;</span>, UI::compulsory)) {<a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>=-1;} 
    235 <a name="l00263"></a>00263                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, <span class="keyword">set</span>, <span class="stringliteral">&quot;dimx&quot;</span>, UI::compulsory); 
    236 <a name="l00264"></a>00264                         mat <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>; 
    237 <a name="l00265"></a>00265                         <a class="code" href="classbdm_1_1UI.html#acd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (V, <span class="keyword">set</span>, <span class="stringliteral">&quot;V&quot;</span>, UI::compulsory); 
    238 <a name="l00266"></a>00266                         set_parameters (<a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, V, <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>); 
     225<a name="l00242"></a>00242                 <a class="code" href="classbdm_1_1ldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a>&amp; _V() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;} 
     226<a name="l00243"></a>00243                 <span class="keyword">const</span> ldmat&amp; _V()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>;} 
     227<a name="l00244"></a>00244                 <span class="keywordtype">double</span>&amp; _nu()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;} 
     228<a name="l00245"></a>00245                 <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; _nu()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>;} 
     229<a name="l00260"></a><a class="code" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">00260</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     230<a name="l00261"></a>00261                         <a class="code" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">epdf::from_setting</a>(<span class="keyword">set</span>); 
     231<a name="l00262"></a>00262                         <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>, <span class="keyword">set</span>, <span class="stringliteral">"nu"</span>, UI::compulsory)) {<a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>=-1;} 
     232<a name="l00263"></a>00263                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, <span class="keyword">set</span>, <span class="stringliteral">"dimx"</span>, UI::compulsory); 
     233<a name="l00264"></a>00264                         mat <a class="code" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>; 
     234<a name="l00265"></a>00265                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (V, <span class="keyword">set</span>, <span class="stringliteral">"V"</span>, UI::compulsory); 
     235<a name="l00266"></a>00266                         set_parameters (<a class="code" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>, V, <a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>); 
    239236<a name="l00267"></a>00267                 } 
    240237<a name="l00269"></a>00269 }; 
    241 <a name="l00270"></a>00270 <a class="code" href="user__info_8h.html#a4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( egiw ); 
     238<a name="l00270"></a>00270 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( egiw ); 
    242239<a name="l00271"></a>00271 SHAREDPTR ( egiw ); 
    243240<a name="l00272"></a>00272  
    … …  
    245242<a name="l00282"></a>00282 { 
    246243<a name="l00283"></a>00283         <span class="keyword">protected</span>: 
    247 <a name="l00285"></a><a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2">00285</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>; 
     244<a name="l00285"></a><a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2">00285</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>; 
    248245<a name="l00286"></a>00286         <span class="keyword">public</span>: 
    249246<a name="l00289"></a>00289  
    250247<a name="l00290"></a>00290                 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> () : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> () {}; 
    251 <a name="l00291"></a>00291                 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> &amp;D0) : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> () {set_parameters (D0.<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);}; 
     248<a name="l00291"></a>00291                 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> &amp;D0) : <a class="code" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density.">eEF</a> () {set_parameters (D0.<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);}; 
    252249<a name="l00292"></a>00292                 eDirich (<span class="keyword">const</span> vec &amp;beta0) {set_parameters (beta0);}; 
    253250<a name="l00293"></a>00293                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;beta0) { 
    254 <a name="l00294"></a>00294                         <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> = beta0; 
    255 <a name="l00295"></a>00295                         <a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length(); 
     251<a name="l00294"></a>00294                         <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> = beta0; 
     252<a name="l00295"></a>00295                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length(); 
    256253<a name="l00296"></a>00296                 } 
    257254<a name="l00298"></a>00298  
    258 <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>{ 
    259 <a name="l00301"></a>00301                         vec y(<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length()); 
    260 <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++){ 
    261 <a name="l00303"></a>00303                                 GamRNG.setup(<a class="code" href="classbdm_1_1eDirich.html#af25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>(i),1); 
    262 <a name="l00304"></a>00304                                 y(i)=GamRNG.sample(); 
    263 <a name="l00305"></a>00305                         } 
    264 <a name="l00306"></a>00306                         <span class="keywordflow">return</span> y/sum(y); 
    265 <a name="l00307"></a>00307                 } 
    266 <a name="l00308"></a>00308  
    267 <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>);}; 
    268 <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));} 
    269 <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>{ 
    270 <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); 
    271 <a name="l00314"></a>00314                         <span class="keywordflow">return</span> tmp; 
    272 <a name="l00315"></a>00315                 } 
    273 <a name="l00316"></a>00316  
    274 <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>{ 
    275 <a name="l00318"></a>00318                         <span class="keywordtype">double</span> tmp; 
    276 <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>); 
    277 <a name="l00320"></a>00320                         <span class="keywordtype">double</span> lgb = 0.0; 
    278 <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));} 
    279 <a name="l00322"></a>00322                         tmp = lgb - lgamma (gam); 
    280 <a name="l00323"></a>00323                         <span class="keywordflow">return</span> tmp; 
    281 <a name="l00324"></a>00324                 } 
    282 <a name="l00325"></a>00325  
    283 <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>;} 
    284 <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>){ 
    285 <a name="l00335"></a>00335                         <a class="code" href="classbdm_1_1eDirich.html#aaef2c328917dd80dce689d3d11d09567">epdf::from_setting</a>(<span class="keyword">set</span>); 
    286 <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); 
    287 <a name="l00337"></a>00337                         <a class="code" href="classbdm_1_1eDirich.html#a3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>(); 
    288 <a name="l00338"></a>00338                 } 
    289 <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>() { 
    290 <a name="l00340"></a>00340                         <span class="comment">//check rv</span> 
    291 <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(); 
    292 <a name="l00342"></a>00342                 } 
    293 <a name="l00343"></a>00343 }; 
    294 <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); 
    295 <a name="l00345"></a>00345  
    296 <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; { 
    297 <a name="l00358"></a>00358         <span class="keyword">protected</span>: 
    298 <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>; 
    299 <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>; 
    300 <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>; 
    301 <a name="l00365"></a>00365         <span class="keyword">public</span>: 
    302 <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>()){}; 
    303 <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>; }; 
    304 <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>) { 
    305 <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> 
    306 <a name="l00382"></a>00382                         <span class="keywordflow">if</span> (_rv()._dsize()&gt;0){ 
    307 <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); 
    308 <a name="l00384"></a>00384                         } 
    309 <a name="l00385"></a>00385                         vec beta0;  
    310 <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)){ 
    311 <a name="l00387"></a>00387                                 beta0 = ones(_rv()._dsize()); 
    312 <a name="l00388"></a>00388                         } 
    313 <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)){ 
    314 <a name="l00390"></a>00390                                 <a class="code" href="classbdm_1_1mDirich.html#a0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a> = 0.1*ones(_rv()._dsize()); 
    315 <a name="l00391"></a>00391                         } 
    316 <a name="l00392"></a>00392                         <a class="code" href="classbdm_1_1mDirich.html#a44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a> = beta0; 
    317 <a name="l00393"></a>00393                          
    318 <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); 
    319 <a name="l00395"></a>00395                         <a class="code" href="classbdm_1_1mDirich.html#abd6dfd941c1cf5092b02d23f58d7bde4" title="This method TODO.">validate</a>(); 
    320 <a name="l00396"></a>00396                 } 
    321 <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>() {  
    322 <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>(); 
    323 <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>); 
    324 <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){ 
    325 <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>); 
    326 <a name="l00402"></a>00402                         } 
    327 <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(); 
    328 <a name="l00404"></a>00404                 }; 
    329 <a name="l00405"></a>00405 }; 
    330 <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); 
    331 <a name="l00407"></a>00407  
    332 <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> 
    333 <a name="l00410"></a>00410 { 
    334 <a name="l00411"></a>00411         <span class="keyword">protected</span>: 
    335 <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>; 
    336 <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>; 
    337 <a name="l00416"></a>00416         <span class="keyword">public</span>: 
    338 <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()) { 
    339 <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>();} 
    340 <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;} 
    341 <a name="l00421"></a>00421                 } 
    342 <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()) {} 
    343 <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>;} 
    344 <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) { 
    345 <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>();} 
    346 <a name="l00428"></a>00428                         <a class="code" href="classbdm_1_1multiBM.html#a044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> += dt; 
    347 <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>;} 
    348 <a name="l00430"></a>00430                 } 
    349 <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>{ 
    350 <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>); 
    351 <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>(); 
    352 <a name="l00434"></a>00434  
    353 <a name="l00435"></a>00435                         <span class="keywordtype">double</span> lll; 
    354 <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) 
    355 <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>();} 
    356 <a name="l00438"></a>00438                         <span class="keywordflow">else</span> 
    357 <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>;} 
    358 <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>();} 
    359 <a name="l00441"></a>00441  
    360 <a name="l00442"></a>00442                         beta += dt; 
    361 <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; 
    362 <a name="l00444"></a>00444                 } 
    363 <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) { 
    364 <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); 
    365 <a name="l00447"></a>00447                         <span class="comment">// sum(beta) should be equal to sum(B.beta)</span> 
    366 <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> 
    367 <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>)); 
    368 <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>();} 
    369 <a name="l00451"></a>00451                 } 
    370 <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>;}; 
    371 <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) { 
    372 <a name="l00456"></a>00456                         <a class="code" href="classbdm_1_1multiBM.html#a9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.set_parameters (beta0); 
    373 <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>();} 
    374 <a name="l00458"></a>00458                 } 
    375 <a name="l00459"></a>00459 }; 
    376 <a name="l00460"></a>00460  
    377 <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> 
    378 <a name="l00471"></a>00471 { 
    379 <a name="l00472"></a>00472         <span class="keyword">protected</span>: 
    380 <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>; 
    381 <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>; 
    382 <a name="l00477"></a>00477         <span class="keyword">public</span> : 
    383 <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) {}; 
    384 <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);}; 
    385 <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();}; 
    386 <a name="l00484"></a>00484  
    387 <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>; 
    388 <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>; 
    389 <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>; 
    390 <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>;} 
    391 <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;} 
    392 <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);} 
    393 <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)); } 
    394 <a name="l00494"></a>00494  
    395 <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>) { 
    396 <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> 
    397 <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); 
    398 <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); 
    399 <a name="l00509"></a>00509                         <a class="code" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>(); 
    400 <a name="l00510"></a>00510                 } 
    401 <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>() { 
    402 <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>); 
    403 <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(); 
    404 <a name="l00514"></a>00514                 } 
    405 <a name="l00515"></a>00515 }; 
    406 <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); 
    407 <a name="l00517"></a>00517 SHAREDPTR ( egamma ); 
    408 <a name="l00518"></a>00518  
    409 <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> 
    410 <a name="l00536"></a>00536 { 
    411 <a name="l00537"></a>00537         <span class="keyword">protected</span>: 
    412 <a name="l00538"></a>00538         <span class="keyword">public</span> : 
    413 <a name="l00543"></a>00543  
    414 <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>();}; 
    415 <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);} 
    416 <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);} 
    417 <a name="l00548"></a>00548 }; 
    418 <a name="l00549"></a>00549 <span class="comment">/*</span> 
    419 <a name="l00551"></a>00551 <span class="comment">class emix : public epdf {</span> 
    420 <a name="l00552"></a>00552 <span class="comment">protected:</span> 
    421 <a name="l00553"></a>00553 <span class="comment">        int n;</span> 
    422 <a name="l00554"></a>00554 <span class="comment">        vec &amp;w;</span> 
    423 <a name="l00555"></a>00555 <span class="comment">        Array&lt;epdf*&gt; Coms;</span> 
    424 <a name="l00556"></a>00556 <span class="comment">public:</span> 
    425 <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> 
    426 <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> 
    427 <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> 
    428 <a name="l00561"></a>00561 <span class="comment">};</span> 
    429 <a name="l00562"></a>00562 <span class="comment">*/</span> 
    430 <a name="l00563"></a>00563  
    431 <a name="l00565"></a>00565  
    432 <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> 
    433 <a name="l00567"></a>00567 { 
    434 <a name="l00568"></a>00568         <span class="keyword">protected</span>: 
    435 <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>; 
    436 <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>; 
    437 <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>; 
    438 <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>; 
    439 <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>; 
    440 <a name="l00579"></a>00579         <span class="keyword">public</span>: 
    441 <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> () {} 
    442 <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);} 
    443 <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) { 
    444 <a name="l00585"></a>00585                         <a class="code" href="classbdm_1_1euni.html#ad3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> = high0 - low0; 
    445 <a name="l00586"></a>00586                         <a class="code" href="classbdm_1_1euni.html#aff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0; 
    446 <a name="l00587"></a>00587                         <a class="code" href="classbdm_1_1euni.html#acfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0; 
    447 <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>); 
    448 <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>); 
    449 <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(); 
    450 <a name="l00591"></a>00591                 } 
    451 <a name="l00593"></a>00593  
    452 <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>{ 
    453 <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;} 
    454 <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>; 
    455 <a name="l00597"></a>00597                 } 
    456 <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>{ 
    457 <a name="l00599"></a>00599                         vec smp (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    458 <a name="l00600"></a>00600 <span class="preprocessor">#pragma omp critical</span> 
    459 <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); 
    460 <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); 
    461 <a name="l00603"></a>00603                 } 
    462 <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;} 
    463 <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;} 
    464 <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>) { 
    465 <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> 
    466 <a name="l00619"></a>00619  
    467 <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); 
    468 <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); 
    469 <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>); 
    470 <a name="l00623"></a>00623                         <a class="code" href="classbdm_1_1euni.html#a70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>(); 
    471 <a name="l00624"></a>00624                 } 
    472 <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>() { 
    473 <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>); 
    474 <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(); 
    475 <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>); 
    476 <a name="l00629"></a>00629                 } 
    477 <a name="l00630"></a>00630 }; 
    478 <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); 
    479 <a name="l00632"></a>00632  
    480 <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; 
    481 <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; 
    482 <a name="l00640"></a>00640 { 
    483 <a name="l00641"></a>00641         <span class="keyword">protected</span>: 
    484 <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>; 
    485 <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>; 
    486 <a name="l00646"></a>00646 <span class="comment">//                      vec&amp; _mu; //cached epdf.mu; !!!!!! WHY NOT?</span> 
    487 <a name="l00647"></a>00647         <span class="keyword">public</span>: 
    488 <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;() {}; 
    489 <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;() { 
    490 <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); 
    491 <a name="l00653"></a>00653                 } 
    492 <a name="l00654"></a>00654  
    493 <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) {  
    494 <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); 
    495 <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; 
    496 <a name="l00659"></a>00659                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
    497 <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(); 
    498 <a name="l00661"></a>00661                 } 
    499 <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) { 
    500 <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>; 
    501 <a name="l00666"></a>00666 <span class="comment">//R is already assigned;</span> 
    502 <a name="l00667"></a>00667                 } 
    503 <a name="l00668"></a>00668  
    504 <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>;} 
    505 <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>;} 
    506 <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(); } 
    507 <a name="l00675"></a>00675  
    508 <a name="l00677"></a>00677                 <span class="keyword">template</span>&lt;<span class="keyword">typename</span> sq_M&gt; 
    509 <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); 
    510 <a name="l00679"></a>00679  
    511 <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>) { 
    512 <a name="l00691"></a>00691                         <a class="code" href="classbdm_1_1mlnorm.html#a52980f13d80162d00b30d5864343f564">mpdf::from_setting</a> (<span class="keyword">set</span>); 
    513 <a name="l00692"></a>00692  
    514 <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); 
    515 <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); 
    516 <a name="l00695"></a>00695                         mat R0; 
    517 <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); 
    518 <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); 
    519 <a name="l00698"></a>00698                         <a class="code" href="classbdm_1_1mlnorm.html#acafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>(); 
    520 <a name="l00699"></a>00699                 }; 
    521 <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>() { 
    522 <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>); 
    523 <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>); 
    524 <a name="l00703"></a>00703                          
    525 <a name="l00704"></a>00704                 } 
    526 <a name="l00705"></a>00705 }; 
    527 <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); 
    528 <a name="l00707"></a>00707 SHAREDPTR2 ( mlnorm, ldmat ); 
    529 <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); 
    530 <a name="l00709"></a>00709 SHAREDPTR2 ( mlnorm, fsqmat ); 
    531 <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); 
    532 <a name="l00711"></a>00711 SHAREDPTR2 ( mlnorm, chmat ); 
    533 <a name="l00712"></a>00712  
    534 <a name="l00714"></a>00714 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    535 <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; 
    536 <a name="l00716"></a>00716 { 
    537 <a name="l00717"></a>00717         <span class="keyword">private</span>: 
    538 <a name="l00718"></a>00718 <span class="comment">//                      vec &amp;mu; WHY NOT?</span> 
    539 <a name="l00719"></a>00719                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g; 
    540 <a name="l00720"></a>00720  
    541 <a name="l00721"></a>00721         <span class="keyword">public</span>: 
    542 <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;() { } 
    543 <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); 
    544 <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); 
    545 <a name="l00727"></a>00727  
     255<a name="l00300"></a><a class="code" href="classbdm_1_1eDirich.html#3290613d31d58daa8a45a54b003871fc">00300</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#3290613d31d58daa8a45a54b003871fc" title="using sampling procedure from wikipedia">sample</a>()<span class="keyword"> const </span>{ 
     256<a name="l00301"></a>00301                         vec y(<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length()); 
     257<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#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length(); i++){ 
     258<a name="l00303"></a>00303                                 GamRNG.<a class="code" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe" title="Set lambda.">setup</a>(<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>(i),1); 
     259<a name="l00304"></a>00304 <span class="preprocessor">                                #pragma omp critical</span> 
     260<a name="l00305"></a>00305 <span class="preprocessor"></span>                                y(i)=GamRNG(); 
     261<a name="l00306"></a>00306                         } 
     262<a name="l00307"></a>00307                         <span class="keywordflow">return</span> y/sum(y); 
     263<a name="l00308"></a>00308                 } 
     264<a name="l00309"></a>00309  
     265<a name="l00310"></a><a class="code" href="classbdm_1_1eDirich.html#cb343355ec791298bb5a3404cd482fb6">00310</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#cb343355ec791298bb5a3404cd482fb6" title="return expected value">mean</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> / sum (<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>);}; 
     266<a name="l00311"></a><a class="code" href="classbdm_1_1eDirich.html#43c547a2507e233706f92712d8c2aacc">00311</a>                 vec <a class="code" href="classbdm_1_1eDirich.html#43c547a2507e233706f92712d8c2aacc" 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#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>); <span class="keywordflow">return</span> elem_mult (<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>, (gamma-<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>)) / (gamma*gamma* (gamma + 1));} 
     267<a name="l00313"></a><a class="code" href="classbdm_1_1eDirich.html#e09a24938e80c3d94b0ee842d1552318">00313</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#e09a24938e80c3d94b0ee842d1552318" title="In this instance, val is ...">evallog_nn</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
     268<a name="l00314"></a>00314                         <span class="keywordtype">double</span> tmp; tmp = (<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> - 1) * log (val); 
     269<a name="l00315"></a>00315                         <span class="keywordflow">return</span> tmp; 
     270<a name="l00316"></a>00316                 } 
     271<a name="l00317"></a>00317  
     272<a name="l00318"></a><a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2">00318</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a> ()<span class="keyword"> const </span>{ 
     273<a name="l00319"></a>00319                         <span class="keywordtype">double</span> tmp; 
     274<a name="l00320"></a>00320                         <span class="keywordtype">double</span> gam = sum (<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>); 
     275<a name="l00321"></a>00321                         <span class="keywordtype">double</span> lgb = 0.0; 
     276<a name="l00322"></a>00322                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length();i++) {lgb += lgamma (<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a> (i));} 
     277<a name="l00323"></a>00323                         tmp = lgb - lgamma (gam); 
     278<a name="l00324"></a>00324                         <span class="keywordflow">return</span> tmp; 
     279<a name="l00325"></a>00325                 } 
     280<a name="l00326"></a>00326  
     281<a name="l00328"></a><a class="code" href="classbdm_1_1eDirich.html#175e0add26d2105c28d8121eefb9e324">00328</a>                 vec&amp; <a class="code" href="classbdm_1_1eDirich.html#175e0add26d2105c28d8121eefb9e324" title="access function">_beta</a>()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>;} 
     282<a name="l00335"></a><a class="code" href="classbdm_1_1eDirich.html#aef2c328917dd80dce689d3d11d09567">00335</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eDirich.html#aef2c328917dd80dce689d3d11d09567">from_setting</a>(<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>){ 
     283<a name="l00336"></a>00336                         <a class="code" href="classbdm_1_1eDirich.html#aef2c328917dd80dce689d3d11d09567">epdf::from_setting</a>(<span class="keyword">set</span>); 
     284<a name="l00337"></a>00337                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(<a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>,<span class="keyword">set</span>, <span class="stringliteral">"beta"</span>, UI::compulsory); 
     285<a name="l00338"></a>00338                         <a class="code" href="classbdm_1_1eDirich.html#3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>(); 
     286<a name="l00339"></a>00339                 } 
     287<a name="l00340"></a><a class="code" href="classbdm_1_1eDirich.html#3ee16ce701b850e1c5bdb7005c326a57">00340</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eDirich.html#3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>() { 
     288<a name="l00341"></a>00341                         <span class="comment">//check rv</span> 
     289<a name="l00342"></a>00342                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eDirich.html#f25886a49b4667af61245de81c83b5d2" title="sufficient statistics">beta</a>.length(); 
     290<a name="l00343"></a>00343                 } 
     291<a name="l00344"></a>00344 }; 
     292<a name="l00345"></a>00345 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(eDirich); 
     293<a name="l00346"></a>00346  
     294<a name="l00358"></a><a class="code" href="classbdm_1_1mDirich.html">00358</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; { 
     295<a name="l00359"></a>00359         <span class="keyword">protected</span>: 
     296<a name="l00361"></a><a class="code" href="classbdm_1_1mDirich.html#cf9baed9baab754872ec59b9d45bf164">00361</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mDirich.html#cf9baed9baab754872ec59b9d45bf164" title="constant  of the random walk">k</a>; 
     297<a name="l00363"></a><a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab">00363</a>                 vec &amp;<a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>; 
     298<a name="l00365"></a><a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a">00365</a>                 vec <a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>; 
     299<a name="l00366"></a>00366         <span class="keyword">public</span>: 
     300<a name="l00367"></a>00367                 <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#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>(<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>()){}; 
     301<a name="l00368"></a><a class="code" href="classbdm_1_1mDirich.html#78a06fc013ca7fc8dbc13ee899e3b0d0">00368</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#78a06fc013ca7fc8dbc13ee899e3b0d0" 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#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a> =  val/<a class="code" href="classbdm_1_1mDirich.html#cf9baed9baab754872ec59b9d45bf164" title="constant  of the random walk">k</a>+<a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>; }; 
     302<a name="l00381"></a><a class="code" href="classbdm_1_1mDirich.html#c1e6f42277b97f700ea1b6045cb6b2d7">00381</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#c1e6f42277b97f700ea1b6045cb6b2d7">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     303<a name="l00382"></a>00382                         <a class="code" href="classbdm_1_1mDirich.html#c1e6f42277b97f700ea1b6045cb6b2d7">mpdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span> 
     304<a name="l00383"></a>00383                         <span class="keywordflow">if</span> (_rv()._dsize()&gt;0){ 
     305<a name="l00384"></a>00384                                 <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = _rv().<a class="code" href="classbdm_1_1RV.html#627222f49abc5d07e5e8aecac7708ee2" title="create new RV from the current one with time shifted by given value">copy_t</a>(-1); 
     306<a name="l00385"></a>00385                         } 
     307<a name="l00386"></a>00386                         vec beta0;  
     308<a name="l00387"></a>00387                         <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (beta0, <span class="keyword">set</span>, <span class="stringliteral">"beta0"</span>, UI::optional)){ 
     309<a name="l00388"></a>00388                                 beta0 = ones(_rv()._dsize()); 
     310<a name="l00389"></a>00389                         } 
     311<a name="l00390"></a>00390                         <span class="keywordflow">if</span> (!<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>, <span class="keyword">set</span>, <span class="stringliteral">"betac"</span>, UI::optional)){ 
     312<a name="l00391"></a>00391                                 <a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a> = 0.1*ones(_rv()._dsize()); 
     313<a name="l00392"></a>00392                         } 
     314<a name="l00393"></a>00393                         <a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a> = beta0; 
     315<a name="l00394"></a>00394                          
     316<a name="l00395"></a>00395                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mDirich.html#cf9baed9baab754872ec59b9d45bf164" title="constant  of the random walk">k</a>, <span class="keyword">set</span>, <span class="stringliteral">"k"</span>, UI::compulsory); 
     317<a name="l00396"></a>00396                         <a class="code" href="classbdm_1_1mDirich.html#bd6dfd941c1cf5092b02d23f58d7bde4" title="This method TODO.">validate</a>(); 
     318<a name="l00397"></a>00397                 } 
     319<a name="l00398"></a><a class="code" href="classbdm_1_1mDirich.html#bd6dfd941c1cf5092b02d23f58d7bde4">00398</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mDirich.html#bd6dfd941c1cf5092b02d23f58d7bde4" title="This method TODO.">validate</a>() {  
     320<a name="l00399"></a>00399                         <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eDirich.html#3ee16ce701b850e1c5bdb7005c326a57" title="This method TODO.">validate</a>(); 
     321<a name="l00400"></a>00400                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>.length()==<a class="code" href="classbdm_1_1mDirich.html#0c367b11fc853db86e9f00143e68013a" title="stabilizing coefficient ">betac</a>.length(),<span class="stringliteral">"beta0 and betac are not compatible"</span>); 
     322<a name="l00401"></a>00401                         <span class="keywordflow">if</span> (_rv().<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()&gt;0){ 
     323<a name="l00402"></a>00402                                 <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>( (_rv()._dsize()==dimension()) , <span class="stringliteral">"Size of rv does not match with beta"</span>); 
     324<a name="l00403"></a>00403                         } 
     325<a name="l00404"></a>00404                         <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mDirich.html#44230d127f95c6da1032e4e5886204ab" title="cache of beta_i">_beta</a>.length(); 
     326<a name="l00405"></a>00405                 }; 
     327<a name="l00406"></a>00406 }; 
     328<a name="l00407"></a>00407 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(mDirich); 
     329<a name="l00408"></a>00408  
     330<a name="l00410"></a><a class="code" href="classbdm_1_1multiBM.html">00410</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> 
     331<a name="l00411"></a>00411 { 
     332<a name="l00412"></a>00412         <span class="keyword">protected</span>: 
     333<a name="l00414"></a><a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a">00414</a>                 <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> <a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>; 
     334<a name="l00416"></a><a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25">00416</a>                 vec &amp;<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>; 
     335<a name="l00417"></a>00417         <span class="keyword">public</span>: 
     336<a name="l00419"></a><a class="code" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf">00419</a>                 <a class="code" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> (), <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> (<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta()) { 
     337<a name="l00420"></a>00420                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>.length() &gt; 0) {<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     338<a name="l00421"></a>00421                         <span class="keywordflow">else</span>{<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a> = 0.0;} 
     339<a name="l00422"></a>00422                 } 
     340<a name="l00424"></a><a class="code" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31">00424</a>                 <a class="code" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a> (B.<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>), <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> (<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>._beta()) {} 
     341<a name="l00426"></a><a class="code" href="classbdm_1_1multiBM.html#dbe6b90d410dc062a233d1dc09eeba52">00426</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#dbe6b90d410dc062a233d1dc09eeba52" 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#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> = mB-&gt;<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;} 
     342<a name="l00427"></a><a class="code" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">00427</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95" title="Incremental Bayes rule.">bayes</a> (<span class="keyword">const</span> vec &amp;dt) { 
     343<a name="l00428"></a>00428                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> &lt; 1.0) {<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> *= <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     344<a name="l00429"></a>00429                         <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> += dt; 
     345<a name="l00430"></a>00430                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" 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#4064b6559d962633e4372b12f4cd204a" title="Logarithm of marginalized data likelihood.">ll</a> = <a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - <a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;} 
     346<a name="l00431"></a>00431                 } 
     347<a name="l00432"></a><a class="code" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">00432</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">logpred</a> (<span class="keyword">const</span> vec &amp;dt)<span class="keyword"> const </span>{ 
     348<a name="l00433"></a>00433                         <a class="code" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density.">eDirich</a> pred (<a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>); 
     349<a name="l00434"></a>00434                         vec &amp;<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> = pred.<a class="code" href="classbdm_1_1eDirich.html#175e0add26d2105c28d8121eefb9e324" title="access function">_beta</a>(); 
     350<a name="l00435"></a>00435  
     351<a name="l00436"></a>00436                         <span class="keywordtype">double</span> lll; 
     352<a name="l00437"></a>00437                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> &lt; 1.0) 
     353<a name="l00438"></a>00438                                 {beta *= <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a>;lll = pred.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     354<a name="l00439"></a>00439                         <span class="keywordflow">else</span> 
     355<a name="l00440"></a>00440                                 <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" 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#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;} 
     356<a name="l00441"></a>00441                                 <span class="keywordflow">else</span>{lll = pred.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     357<a name="l00442"></a>00442  
     358<a name="l00443"></a>00443                         beta += dt; 
     359<a name="l00444"></a>00444                         <span class="keywordflow">return</span> pred.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>() - lll; 
     360<a name="l00445"></a>00445                 } 
     361<a name="l00446"></a><a class="code" href="classbdm_1_1multiBM.html#aaeb18c989088feb8d26d300e4971732">00446</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#aaeb18c989088feb8d26d300e4971732" title="Flatten the posterior according to the given BMEF (of the same type!).">flatten</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* B) { 
     362<a name="l00447"></a>00447                         <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); 
     363<a name="l00448"></a>00448                         <span class="comment">// sum(beta) should be equal to sum(B.beta)</span> 
     364<a name="l00449"></a>00449                         <span class="keyword">const</span> vec &amp;Eb = E-&gt;<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>;<span class="comment">//const_cast&lt;multiBM*&gt; ( E )-&gt;_beta();</span> 
     365<a name="l00450"></a>00450                         <a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a> *= (sum (Eb) / sum (<a class="code" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25" title="Pointer inside est to sufficient statistics.">beta</a>)); 
     366<a name="l00451"></a>00451                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" 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#06e7b3ac03e10017d4288c76888e2865" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     367<a name="l00452"></a>00452                 } 
     368<a name="l00454"></a><a class="code" href="classbdm_1_1multiBM.html#31ff93f89473f099e489b9e1dc8d9513">00454</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#31ff93f89473f099e489b9e1dc8d9513" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>;}; 
     369<a name="l00456"></a><a class="code" href="classbdm_1_1multiBM.html#7a480eace4446661bacca94c57499f01">00456</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1multiBM.html#7a480eace4446661bacca94c57499f01" title="constructor function">set_parameters</a> (<span class="keyword">const</span> vec &amp;beta0) { 
     370<a name="l00457"></a>00457                         <a class="code" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.set_parameters (beta0); 
     371<a name="l00458"></a>00458                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" 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#06e7b3ac03e10017d4288c76888e2865" 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#9ecc6878abbd20eb8d8e43b6ab3f941a" title="Conjugate prior and posterior.">est</a>.<a class="code" href="classbdm_1_1eDirich.html#279a99f6266c82fe2273e83841f19eb2" title="logarithm of the normalizing constant, ">lognc</a>();} 
     372<a name="l00459"></a>00459                 } 
     373<a name="l00460"></a>00460 }; 
     374<a name="l00461"></a>00461  
     375<a name="l00471"></a><a class="code" href="classbdm_1_1egamma.html">00471</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> 
     376<a name="l00472"></a>00472 { 
     377<a name="l00473"></a>00473         <span class="keyword">protected</span>: 
     378<a name="l00475"></a><a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa">00475</a>                 vec <a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>; 
     379<a name="l00477"></a><a class="code" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1">00477</a>                 vec <a class="code" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>; 
     380<a name="l00478"></a>00478         <span class="keyword">public</span> : 
     381<a name="l00481"></a>00481                 <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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> (0), <a class="code" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> (0) {}; 
     382<a name="l00482"></a>00482                 <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);}; 
     383<a name="l00483"></a>00483                 <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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> = a, <a class="code" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> = b;<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length();}; 
     384<a name="l00485"></a>00485  
     385<a name="l00486"></a>00486                 vec <a class="code" href="classbdm_1_1egamma.html#6ed82f0fd05f6002487256d8e75a0bbd" title="Returns a sample,  from density .">sample</a>() <span class="keyword">const</span>; 
     386<a name="l00487"></a>00487                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egamma.html#a8e11e5a580ff42a1b205974c60768c6" title="Evaluate normalized log-probability.">evallog</a> (<span class="keyword">const</span> vec &amp;val) <span class="keyword">const</span>; 
     387<a name="l00488"></a>00488                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1egamma.html#9a66cbd100e8520c769ccb3c451f86f8" title="logarithm of the normalizing constant, ">lognc</a> () <span class="keyword">const</span>; 
     388<a name="l00490"></a><a class="code" href="classbdm_1_1egamma.html#0865cb3d6339fdc7410806cf70a329ed">00490</a>                 vec&amp; <a class="code" href="classbdm_1_1egamma.html#0865cb3d6339fdc7410806cf70a329ed" 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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>;} 
     389<a name="l00492"></a><a class="code" href="classbdm_1_1egamma.html#c42cadd9cbd344caaa69b0b433cd16ca">00492</a>                 vec&amp; <a class="code" href="classbdm_1_1egamma.html#c42cadd9cbd344caaa69b0b433cd16ca" title="Returns pointer to internal beta. Potentially dengerous: use with care!">_beta</a>() {<span class="keywordflow">return</span> beta;} 
     390<a name="l00493"></a><a class="code" href="classbdm_1_1egamma.html#49d256c42cce14c6faa56ec242b57e85">00493</a>                 vec <a class="code" href="classbdm_1_1egamma.html#49d256c42cce14c6faa56ec242b57e85" 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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, beta);} 
     391<a name="l00494"></a><a class="code" href="classbdm_1_1egamma.html#36986cc01917cd0796fadc17125bdec1">00494</a>                 vec <a class="code" href="classbdm_1_1egamma.html#36986cc01917cd0796fadc17125bdec1" 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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, elem_mult (beta, beta)); } 
     392<a name="l00495"></a>00495  
     393<a name="l00506"></a><a class="code" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">00506</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     394<a name="l00507"></a>00507                         <a class="code" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv</span> 
     395<a name="l00508"></a>00508                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>, <span class="keyword">set</span>, <span class="stringliteral">"alpha"</span>, UI::compulsory); 
     396<a name="l00509"></a>00509                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (beta, <span class="keyword">set</span>, <span class="stringliteral">"beta"</span>, UI::compulsory); 
     397<a name="l00510"></a>00510                         <a class="code" href="classbdm_1_1egamma.html#c3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>(); 
     398<a name="l00511"></a>00511                 } 
     399<a name="l00512"></a><a class="code" href="classbdm_1_1egamma.html#c3a8d8ae8ba79d0fb35036711fa7d127">00512</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1egamma.html#c3a8d8ae8ba79d0fb35036711fa7d127" title="This method TODO.">validate</a>() { 
     400<a name="l00513"></a>00513                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length() == beta.length(), <span class="stringliteral">"parameters do not match"</span>); 
     401<a name="l00514"></a>00514                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a>.length(); 
     402<a name="l00515"></a>00515                 } 
     403<a name="l00516"></a>00516 }; 
     404<a name="l00517"></a>00517 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (egamma); 
     405<a name="l00518"></a>00518 SHAREDPTR ( egamma ); 
     406<a name="l00519"></a>00519  
     407<a name="l00536"></a><a class="code" href="classbdm_1_1eigamma.html">00536</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> 
     408<a name="l00537"></a>00537 { 
     409<a name="l00538"></a>00538         <span class="keyword">protected</span>: 
     410<a name="l00539"></a>00539         <span class="keyword">public</span> : 
     411<a name="l00544"></a>00544  
     412<a name="l00545"></a><a class="code" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f">00545</a>                 vec <a class="code" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f" 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#3aff7bf25ddac27731c60826fcfd878f" title="Returns a sample,  from density .">egamma::sample</a>();}; 
     413<a name="l00547"></a><a class="code" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb">00547</a>                 vec <a class="code" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb" 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#457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a>, <a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> - 1);} 
     414<a name="l00548"></a><a class="code" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133">00548</a>                 vec <a class="code" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{vec mea = <a class="code" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb" 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#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> - 2);} 
     415<a name="l00549"></a>00549 }; 
     416<a name="l00550"></a>00550 <span class="comment">/*</span> 
     417<a name="l00552"></a>00552 <span class="comment">class emix : public epdf {</span> 
     418<a name="l00553"></a>00553 <span class="comment">protected:</span> 
     419<a name="l00554"></a>00554 <span class="comment">        int n;</span> 
     420<a name="l00555"></a>00555 <span class="comment">        vec &amp;w;</span> 
     421<a name="l00556"></a>00556 <span class="comment">        Array&lt;epdf*&gt; Coms;</span> 
     422<a name="l00557"></a>00557 <span class="comment">public:</span> 
     423<a name="l00559"></a>00559 <span class="comment">        emix ( const RV &amp;rv, vec &amp;w0): epdf(rv), n(w0.length()), w(w0), Coms(n) {};</span> 
     424<a name="l00560"></a>00560 <span class="comment">        void set_parameters( int &amp;i, double wi, epdf* ep){w(i)=wi;Coms(i)=ep;}</span> 
     425<a name="l00561"></a>00561 <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> 
     426<a name="l00562"></a>00562 <span class="comment">};</span> 
     427<a name="l00563"></a>00563 <span class="comment">*/</span> 
     428<a name="l00564"></a>00564  
     429<a name="l00566"></a>00566  
     430<a name="l00567"></a><a class="code" href="classbdm_1_1euni.html">00567</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> 
     431<a name="l00568"></a>00568 { 
     432<a name="l00569"></a>00569         <span class="keyword">protected</span>: 
     433<a name="l00571"></a><a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32">00571</a>                 vec <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>; 
     434<a name="l00573"></a><a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1">00573</a>                 vec <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>; 
     435<a name="l00575"></a><a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c">00575</a>                 vec <a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>; 
     436<a name="l00577"></a><a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20">00577</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>; 
     437<a name="l00579"></a><a class="code" href="classbdm_1_1euni.html#3e63be48dd58659663ca60cd18700476">00579</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>; 
     438<a name="l00580"></a>00580         <span class="keyword">public</span>: 
     439<a name="l00583"></a>00583                 <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> () {} 
     440<a name="l00584"></a>00584                 <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);} 
     441<a name="l00585"></a>00585                 <span class="keywordtype">void</span> set_parameters (<span class="keyword">const</span> vec &amp;low0, <span class="keyword">const</span> vec &amp;high0) { 
     442<a name="l00586"></a>00586                         <a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a> = high0 - low0; 
     443<a name="l00587"></a>00587                         <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> = low0; 
     444<a name="l00588"></a>00588                         <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> = high0; 
     445<a name="l00589"></a>00589                         <a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a> = prod (1.0 / <a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>); 
     446<a name="l00590"></a>00590                         <a class="code" href="classbdm_1_1euni.html#3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a> = log (<a class="code" href="classbdm_1_1euni.html#31bb13e8449a8eff35246d46dae35c20" title="normalizing coefficients">nk</a>); 
     447<a name="l00591"></a>00591                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length(); 
     448<a name="l00592"></a>00592                 } 
     449<a name="l00594"></a>00594  
     450<a name="l00595"></a><a class="code" href="classbdm_1_1euni.html#caa07b8307bd793d5339d6583e0aba81">00595</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1euni.html#caa07b8307bd793d5339d6583e0aba81" 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>{ 
     451<a name="l00596"></a>00596                         <span class="keywordflow">if</span> (any (val &lt; <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) &amp;&amp; any (val &gt; <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>)) {<span class="keywordflow">return</span> inf;} 
     452<a name="l00597"></a>00597                         <span class="keywordflow">else</span> <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#3e63be48dd58659663ca60cd18700476" title="cache of log( nk )">lnk</a>; 
     453<a name="l00598"></a>00598                 } 
     454<a name="l00599"></a><a class="code" href="classbdm_1_1euni.html#fc5df80359ead2918384b2004ce67194">00599</a>                 vec <a class="code" href="classbdm_1_1euni.html#fc5df80359ead2918384b2004ce67194" title="Returns a sample,  from density .">sample</a>()<span class="keyword"> const </span>{ 
     455<a name="l00600"></a>00600                         vec smp (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     456<a name="l00601"></a>00601 <span class="preprocessor">#pragma omp critical</span> 
     457<a name="l00602"></a>00602 <span class="preprocessor"></span>                        UniRNG.sample_vector (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> , smp); 
     458<a name="l00603"></a>00603                         <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a> + elem_mult (<a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>, smp); 
     459<a name="l00604"></a>00604                 } 
     460<a name="l00606"></a><a class="code" href="classbdm_1_1euni.html#46caa8c13aba2e6228f964208918b226">00606</a>                 vec <a class="code" href="classbdm_1_1euni.html#46caa8c13aba2e6228f964208918b226" 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#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a> -<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>) / 2.0;} 
     461<a name="l00607"></a><a class="code" href="classbdm_1_1euni.html#951f932155111f6053c980f672b4c22c">00607</a>                 vec <a class="code" href="classbdm_1_1euni.html#951f932155111f6053c980f672b4c22c" 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#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, 2) + pow (<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, 2) + elem_mult (<a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>)) / 3.0;} 
     462<a name="l00618"></a><a class="code" href="classbdm_1_1euni.html#77f5fef1f006fe056066da23b9e5f042">00618</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#77f5fef1f006fe056066da23b9e5f042">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     463<a name="l00619"></a>00619                         <a class="code" href="classbdm_1_1euni.html#77f5fef1f006fe056066da23b9e5f042">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span> 
     464<a name="l00620"></a>00620  
     465<a name="l00621"></a>00621                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>, <span class="keyword">set</span>, <span class="stringliteral">"high"</span>, UI::compulsory); 
     466<a name="l00622"></a>00622                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>, <span class="keyword">set</span>, <span class="stringliteral">"low"</span>, UI::compulsory); 
     467<a name="l00623"></a>00623                         set_parameters(<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>,<a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>); 
     468<a name="l00624"></a>00624                         <a class="code" href="classbdm_1_1euni.html#70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>(); 
     469<a name="l00625"></a>00625                 } 
     470<a name="l00626"></a><a class="code" href="classbdm_1_1euni.html#70c5a7dcf7cb0f7ea83b9165f31868e9">00626</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1euni.html#70c5a7dcf7cb0f7ea83b9165f31868e9" title="This method TODO.">validate</a>() { 
     471<a name="l00627"></a>00627                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(<a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>.length()==<a class="code" href="classbdm_1_1euni.html#ff7ce6a2ef5ef0015bbd1398bed12f32" title="lower bound on support">low</a>.length(), <span class="stringliteral">"Incompatible high and low vectors"</span>); 
     472<a name="l00628"></a>00628                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1euni.html#cfad2dea4a62db6872bda8abd75f0de1" title="upper bound on support">high</a>.length(); 
     473<a name="l00629"></a>00629                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (min (<a class="code" href="classbdm_1_1euni.html#d3c27e331f90c754d80228108de8ed4c" title="internal">distance</a>) &gt; 0.0, <span class="stringliteral">"bad support"</span>); 
     474<a name="l00630"></a>00630                 } 
     475<a name="l00631"></a>00631 }; 
     476<a name="l00632"></a>00632 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a>(euni); 
     477<a name="l00633"></a>00633  
     478<a name="l00639"></a>00639 <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; 
     479<a name="l00640"></a><a class="code" href="classbdm_1_1mlnorm.html">00640</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; 
     480<a name="l00641"></a>00641 { 
     481<a name="l00642"></a>00642         <span class="keyword">protected</span>: 
     482<a name="l00644"></a><a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42">00644</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>; 
     483<a name="l00646"></a><a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6">00646</a>                 vec <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
     484<a name="l00647"></a>00647 <span class="comment">//                      vec&amp; _mu; //cached epdf.mu; !!!!!! WHY NOT?</span> 
     485<a name="l00648"></a>00648         <span class="keyword">public</span>: 
     486<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>() : <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;() {}; 
     487<a name="l00652"></a>00652                 <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#c71bbf59fc732beb2b459d7117bd6e42" 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;() { 
     488<a name="l00653"></a>00653                         <a class="code" href="classbdm_1_1mlnorm.html#04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (A, mu0, R); 
     489<a name="l00654"></a>00654                 } 
     490<a name="l00655"></a>00655  
     491<a name="l00657"></a><a class="code" href="classbdm_1_1mlnorm.html#04f7c6cda7b2f95161dd5fbcf15d1fd5">00657</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#04f7c6cda7b2f95161dd5fbcf15d1fd5" 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) {   
     492<a name="l00658"></a>00658                         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (A0.rows()), R0); 
     493<a name="l00659"></a>00659                         <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0; 
     494<a name="l00660"></a>00660                         <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
     495<a name="l00661"></a>00661                         this-&gt;<a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = A0.cols(); 
     496<a name="l00662"></a>00662                 } 
     497<a name="l00665"></a><a class="code" href="classbdm_1_1mlnorm.html#c2895ae549ee76d961be98d7061bd110">00665</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#c2895ae549ee76d961be98d7061bd110">condition</a> (<span class="keyword">const</span> vec &amp;cond) { 
     498<a name="l00666"></a>00666                         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
     499<a name="l00667"></a>00667 <span class="comment">//R is already assigned;</span> 
     500<a name="l00668"></a>00668                 } 
     501<a name="l00669"></a>00669  
     502<a name="l00671"></a><a class="code" href="classbdm_1_1mlnorm.html#f6b0b4b0b17271525ad02660a4087cf7">00671</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1mlnorm.html#f6b0b4b0b17271525ad02660a4087cf7" title="access function">_mu_const</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>;} 
     503<a name="l00673"></a><a class="code" href="classbdm_1_1mlnorm.html#55e1bd7fa70b852bd7fe50ce72fb8f23">00673</a>                 <span class="keyword">const</span> mat&amp; <a class="code" href="classbdm_1_1mlnorm.html#55e1bd7fa70b852bd7fe50ce72fb8f23" title="access function">_A</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>;} 
     504<a name="l00675"></a><a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43">00675</a>                 mat <a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" 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#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._R().to_mat(); } 
     505<a name="l00676"></a>00676  
     506<a name="l00678"></a>00678                 <span class="keyword">template</span>&lt;<span class="keyword">typename</span> sq_M&gt; 
     507<a name="l00679"></a>00679                 <span class="keyword">friend</span> std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_M, enorm&gt; &amp;ml); 
     508<a name="l00680"></a>00680  
     509<a name="l00691"></a><a class="code" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">00691</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     510<a name="l00692"></a>00692                         <a class="code" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">mpdf::from_setting</a> (<span class="keyword">set</span>); 
     511<a name="l00693"></a>00693  
     512<a name="l00694"></a>00694                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <span class="keyword">set</span>, <span class="stringliteral">"A"</span>, UI::compulsory); 
     513<a name="l00695"></a>00695                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, <span class="keyword">set</span>, <span class="stringliteral">"const"</span>, UI::compulsory); 
     514<a name="l00696"></a>00696                         mat R0; 
     515<a name="l00697"></a>00697                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R0, <span class="keyword">set</span>, <span class="stringliteral">"R"</span>, UI::compulsory); 
     516<a name="l00698"></a>00698                         <a class="code" href="classbdm_1_1mlnorm.html#04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> (<a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>, <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>, R0); 
     517<a name="l00699"></a>00699                         <a class="code" href="classbdm_1_1mlnorm.html#cafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>(); 
     518<a name="l00700"></a>00700                 }; 
     519<a name="l00701"></a><a class="code" href="classbdm_1_1mlnorm.html#cafcb3fb9bad8ff5fd51897f6eb10924">00701</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlnorm.html#cafcb3fb9bad8ff5fd51897f6eb10924" title="This method TODO.">validate</a>() { 
     520<a name="l00702"></a>00702                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">"mlnorm: A vs. mu mismatch"</span>); 
     521<a name="l00703"></a>00703                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>().rows(), <span class="stringliteral">"mlnorm: A vs. R mismatch"</span>); 
     522<a name="l00704"></a>00704                          
     523<a name="l00705"></a>00705                 } 
     524<a name="l00706"></a>00706 }; 
     525<a name="l00707"></a>00707 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,ldmat); 
     526<a name="l00708"></a>00708 SHAREDPTR2 ( mlnorm, ldmat ); 
     527<a name="l00709"></a>00709 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm,fsqmat); 
     528<a name="l00710"></a>00710 SHAREDPTR2 ( mlnorm, fsqmat ); 
     529<a name="l00711"></a>00711 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mlnorm, chmat); 
     530<a name="l00712"></a>00712 SHAREDPTR2 ( mlnorm, chmat ); 
     531<a name="l00713"></a>00713  
     532<a name="l00715"></a>00715 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     533<a name="l00716"></a><a class="code" href="classbdm_1_1mgnorm.html">00716</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; 
     534<a name="l00717"></a>00717 { 
     535<a name="l00718"></a>00718         <span class="keyword">private</span>: 
     536<a name="l00719"></a>00719 <span class="comment">//                      vec &amp;mu; WHY NOT?</span> 
     537<a name="l00720"></a>00720                 <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;fnc&gt;</a> g; 
     538<a name="l00721"></a>00721  
     539<a name="l00722"></a>00722         <span class="keyword">public</span>: 
     540<a name="l00724"></a><a class="code" href="classbdm_1_1mgnorm.html#1b014915d74470d3efab74e07cacb97d">00724</a>                 <a class="code" href="classbdm_1_1mgnorm.html#1b014915d74470d3efab74e07cacb97d" 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;() { } 
     541<a name="l00726"></a>00726                 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#b736332d20e418bf50d45836e129f339" 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); 
     542<a name="l00727"></a>00727                 <span class="keyword">inline</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#b31d63472cf6a1030cd8dbd8094c1f6d" 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); 
    546543<a name="l00728"></a>00728  
    547 <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>) { 
    548 <a name="l00748"></a>00748                         <a class="code" href="classbdm_1_1mgnorm.html#ad717dacc6a9eb967f8410994dc6dc6f9">mpdf::from_setting</a>(<span class="keyword">set</span>); 
    549 <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); 
    550 <a name="l00750"></a>00750  
    551 <a name="l00751"></a>00751                         mat R; 
    552 <a name="l00752"></a>00752                         vec dR; 
    553 <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>)) 
    554 <a name="l00754"></a>00754                                 R = diag (dR); 
    555 <a name="l00755"></a>00755                         <span class="keywordflow">else</span> 
    556 <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); 
    557 <a name="l00757"></a>00757  
    558 <a name="l00758"></a>00758                         <a class="code" href="classbdm_1_1mgnorm.html#ab736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (g, R); 
    559 <a name="l00759"></a>00759                         <a class="code" href="classbdm_1_1mgnorm.html#aa5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>(); 
    560 <a name="l00760"></a>00760                 } 
    561 <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>() { 
    562 <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>); 
    563 <a name="l00763"></a>00763                 } 
    564 <a name="l00764"></a>00764 }; 
    565 <a name="l00765"></a>00765  
    566 <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); 
    567 <a name="l00767"></a>00767 SHAREDPTR2 ( mgnorm, chmat ); 
    568 <a name="l00768"></a>00768  
     544<a name="l00729"></a>00729  
     545<a name="l00748"></a><a class="code" href="classbdm_1_1mgnorm.html#d717dacc6a9eb967f8410994dc6dc6f9">00748</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#d717dacc6a9eb967f8410994dc6dc6f9">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     546<a name="l00749"></a>00749                         <a class="code" href="classbdm_1_1mgnorm.html#d717dacc6a9eb967f8410994dc6dc6f9">mpdf::from_setting</a>(<span class="keyword">set</span>); 
     547<a name="l00750"></a>00750                         <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">"g"</span>, UI::compulsory); 
     548<a name="l00751"></a>00751  
     549<a name="l00752"></a>00752                         mat R; 
     550<a name="l00753"></a>00753                         vec dR; 
     551<a name="l00754"></a>00754                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (dR, <span class="keyword">set</span>, <span class="stringliteral">"dR"</span>)) 
     552<a name="l00755"></a>00755                                 R = diag (dR); 
     553<a name="l00756"></a>00756                         <span class="keywordflow">else</span> 
     554<a name="l00757"></a>00757                                 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (R, <span class="keyword">set</span>, <span class="stringliteral">"R"</span>, UI::compulsory); 
     555<a name="l00758"></a>00758  
     556<a name="l00759"></a>00759                         <a class="code" href="classbdm_1_1mgnorm.html#b736332d20e418bf50d45836e129f339" title="set mean function">set_parameters</a> (g, R); 
     557<a name="l00760"></a>00760                         <a class="code" href="classbdm_1_1mgnorm.html#a5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>(); 
     558<a name="l00761"></a>00761                 } 
     559<a name="l00762"></a><a class="code" href="classbdm_1_1mgnorm.html#a5cbae3b521d010016af26a3a3124158">00762</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#a5cbae3b521d010016af26a3a3124158" title="This method TODO.">validate</a>() { 
     560<a name="l00763"></a>00763                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(g-&gt;dimension()==this-&gt;dimension(),<span class="stringliteral">"incompatible function"</span>); 
     561<a name="l00764"></a>00764                 } 
     562<a name="l00765"></a>00765 }; 
     563<a name="l00766"></a>00766  
     564<a name="l00767"></a>00767 <a class="code" href="user__info_8h.html#b06f1e7c44a8306e321f62a0099210b9" title="Variant of UIREGISTER for templated classes.">UIREGISTER2</a> (mgnorm, chmat); 
     565<a name="l00768"></a>00768 SHAREDPTR2 ( mgnorm, chmat ); 
    569566<a name="l00769"></a>00769  
    570 <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; 
    571 <a name="l00778"></a>00778 { 
    572 <a name="l00779"></a>00779         <span class="keyword">protected</span>: 
    573 <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>; 
    574 <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>; 
    575 <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>; 
    576 <a name="l00786"></a>00786         <span class="keyword">public</span>: 
    577 <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; (), 
    578 <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>()) {} 
    579 <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) { 
    580 <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> 
    581 <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; 
    582 <a name="l00793"></a>00793                         <a class="code" href="classbdm_1_1mlnorm.html#a831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
    583 <a name="l00794"></a>00794                         <a class="code" href="classbdm_1_1mlstudent.html#a1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a> = R0; 
    584 <a name="l00795"></a>00795                         <a class="code" href="classbdm_1_1mlstudent.html#a41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> = Lambda0; 
    585 <a name="l00796"></a>00796                 } 
    586 <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) { 
    587 <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>; 
    588 <a name="l00799"></a>00799                         <span class="keywordtype">double</span> zeta; 
    589 <a name="l00800"></a>00800                         <span class="comment">//ugly hack!</span> 
    590 <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>()) { 
    591 <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))); 
    592 <a name="l00803"></a>00803                         } <span class="keywordflow">else</span> { 
    593 <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); 
    594 <a name="l00805"></a>00805                         } 
    595 <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>; 
    596 <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> 
    597 <a name="l00808"></a>00808                 }; 
    598 <a name="l00809"></a>00809  
    599 <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>() { 
    600 <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>); 
    601 <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>); 
    602 <a name="l00813"></a>00813                          
    603 <a name="l00814"></a>00814                 } 
    604 <a name="l00815"></a>00815 }; 
    605 <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; 
    606 <a name="l00826"></a>00826 { 
    607 <a name="l00827"></a>00827         <span class="keyword">protected</span>: 
    608 <a name="l00828"></a>00828  
    609 <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>; 
    610 <a name="l00831"></a>00831  
    611 <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>; 
    612 <a name="l00834"></a>00834  
    613 <a name="l00835"></a>00835         <span class="keyword">public</span>: 
    614 <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), 
    615 <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>()) { 
    616 <a name="l00839"></a>00839                 } 
    617 <a name="l00840"></a>00840  
    618 <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); 
    619 <a name="l00843"></a>00843  
    620 <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;}; 
    621 <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>) { 
    622 <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> 
    623 <a name="l00858"></a>00858                         vec betatmp; <span class="comment">// ugly but necessary</span> 
    624 <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); 
    625 <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); 
    626 <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); 
    627 <a name="l00862"></a>00862                 } 
    628 <a name="l00863"></a>00863 }; 
    629 <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); 
    630 <a name="l00865"></a>00865 SHAREDPTR (mgamma); 
    631 <a name="l00866"></a>00866  
    632 <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; 
    633 <a name="l00877"></a>00877 { 
    634 <a name="l00878"></a>00878         <span class="keyword">protected</span>: 
    635 <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>; 
    636 <a name="l00881"></a>00881  
    637 <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>; 
    638 <a name="l00884"></a>00884  
    639 <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>; 
    640 <a name="l00887"></a>00887  
    641 <a name="l00888"></a>00888         <span class="keyword">public</span>: 
    642 <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;(), 
    643 <a name="l00892"></a>00892                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
    644 <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>()), 
    645 <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>()) { 
    646 <a name="l00895"></a>00895                 } 
    647 <a name="l00896"></a>00896  
    648 <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;(), 
    649 <a name="l00898"></a>00898                                 <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
    650 <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>()), 
    651 <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>()) { 
    652 <a name="l00901"></a>00901                 } 
    653 <a name="l00903"></a>00903  
    654 <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) { 
    655 <a name="l00906"></a>00906                         <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = k0; 
    656 <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>); 
    657 <a name="l00908"></a>00908                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
    658 <a name="l00909"></a>00909                 }; 
    659 <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) { 
    660 <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)); 
    661 <a name="l00912"></a>00912                 }; 
    662 <a name="l00913"></a>00913 }; 
    663 <a name="l00914"></a>00914  
     567<a name="l00770"></a>00770  
     568<a name="l00778"></a><a class="code" href="classbdm_1_1mlstudent.html">00778</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; 
     569<a name="l00779"></a>00779 { 
     570<a name="l00780"></a>00780         <span class="keyword">protected</span>: 
     571<a name="l00782"></a><a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657">00782</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#41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>; 
     572<a name="l00784"></a><a class="code" href="classbdm_1_1mlstudent.html#72e9bda4d6684e07faafc4b2192daf39">00784</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#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>; 
     573<a name="l00786"></a><a class="code" href="classbdm_1_1mlstudent.html#1c063ad6cb6e079ee11bc4128c2c9fe8">00786</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#1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a>; 
     574<a name="l00787"></a>00787         <span class="keyword">public</span>: 
     575<a name="l00788"></a>00788                 <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; (), 
     576<a name="l00789"></a>00789                                 <a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> (),      <a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>()) {} 
     577<a name="l00791"></a><a class="code" href="classbdm_1_1mlstudent.html#4cdf79aac1b2165c0290e73810a0e4a3">00791</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#4cdf79aac1b2165c0290e73810a0e4a3" 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) { 
     578<a name="l00792"></a>00792                         <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (mu0, R0);<span class="comment">// was Lambda, why?</span> 
     579<a name="l00793"></a>00793                         <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> = A0; 
     580<a name="l00794"></a>00794                         <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a> = mu0; 
     581<a name="l00795"></a>00795                         <a class="code" href="classbdm_1_1mlstudent.html#1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a> = R0; 
     582<a name="l00796"></a>00796                         <a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a> = Lambda0; 
     583<a name="l00797"></a>00797                 } 
     584<a name="l00798"></a><a class="code" href="classbdm_1_1mlstudent.html#efd37560585c8613897f30d3c2f58d0d">00798</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#efd37560585c8613897f30d3c2f58d0d">condition</a> (<span class="keyword">const</span> vec &amp;cond) { 
     585<a name="l00799"></a>00799                         <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a> * cond + <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>; 
     586<a name="l00800"></a>00800                         <span class="keywordtype">double</span> zeta; 
     587<a name="l00801"></a>00801                         <span class="comment">//ugly hack!</span> 
     588<a name="l00802"></a>00802                         <span class="keywordflow">if</span> ( (cond.length() + 1) == <a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>.<a class="code" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>()) { 
     589<a name="l00803"></a>00803                                 zeta = <a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>.<a class="code" href="classbdm_1_1ldmat.html#f743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> (concat (cond, vec_1 (1.0))); 
     590<a name="l00804"></a>00804                         } <span class="keywordflow">else</span> { 
     591<a name="l00805"></a>00805                                 zeta = <a class="code" href="classbdm_1_1mlstudent.html#41595144a79594acbe288c6b59412657" title="Variable  from theory.">Lambda</a>.<a class="code" href="classbdm_1_1ldmat.html#f743de194aadb8515cf18226fadf365f" title="Evaluates quadratic form ;.">invqform</a> (cond); 
     592<a name="l00806"></a>00806                         } 
     593<a name="l00807"></a>00807                         <a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> = <a class="code" href="classbdm_1_1mlstudent.html#1c063ad6cb6e079ee11bc4128c2c9fe8" title="Variable .">Re</a>; 
     594<a name="l00808"></a>00808                         <a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a> *= (1 + zeta);<span class="comment">// / ( nu ); &lt;&lt; nu is in Re!!!!!!</span> 
     595<a name="l00809"></a>00809                 }; 
     596<a name="l00810"></a>00810  
     597<a name="l00811"></a><a class="code" href="classbdm_1_1mlstudent.html#55869e091bca0e2af1c3667c05ba6261">00811</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlstudent.html#55869e091bca0e2af1c3667c05ba6261" title="This method TODO.">validate</a>() { 
     598<a name="l00812"></a>00812                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#831b50121cad10aa03a16682bd0c3ed6" title="Constant additive term.">mu_const</a>.length(), <span class="stringliteral">"mlstudent: A vs. mu mismatch"</span>); 
     599<a name="l00813"></a>00813                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1mlnorm.html#9af0714b7b29ab1162ebc3291b7c4a43" title="access function">_R</a>.rows() == <a class="code" href="classbdm_1_1mlnorm.html#c71bbf59fc732beb2b459d7117bd6e42" title="Internal epdf that arise by conditioning on rvc.">A</a>.rows(), <span class="stringliteral">"mlstudent: A vs. R mismatch"</span>); 
     600<a name="l00814"></a>00814                          
     601<a name="l00815"></a>00815                 } 
     602<a name="l00816"></a>00816 }; 
     603<a name="l00826"></a><a class="code" href="classbdm_1_1mgamma.html">00826</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; 
     604<a name="l00827"></a>00827 { 
     605<a name="l00828"></a>00828         <span class="keyword">protected</span>: 
     606<a name="l00829"></a>00829  
     607<a name="l00831"></a><a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">00831</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>; 
     608<a name="l00832"></a>00832  
     609<a name="l00834"></a><a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">00834</a>                 vec &amp;<a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>; 
     610<a name="l00835"></a>00835  
     611<a name="l00836"></a>00836         <span class="keyword">public</span>: 
     612<a name="l00838"></a><a class="code" href="classbdm_1_1mgamma.html#1a9dc8661e5b214a8185d6e6b9956eb1">00838</a>                 <a class="code" href="classbdm_1_1mgamma.html#1a9dc8661e5b214a8185d6e6b9956eb1" 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#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> (0), 
     613<a name="l00839"></a>00839                                 <a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a>()) { 
     614<a name="l00840"></a>00840                 } 
     615<a name="l00841"></a>00841  
     616<a name="l00843"></a>00843                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#a0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">const</span> vec &amp;beta0); 
     617<a name="l00844"></a>00844  
     618<a name="l00845"></a><a class="code" href="classbdm_1_1mgamma.html#8996500f1885e39cde30221b20900bff">00845</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#8996500f1885e39cde30221b20900bff" 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#3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / val;}; 
     619<a name="l00857"></a><a class="code" href="classbdm_1_1mgamma.html#da2af0f327e5452bee71d1bf97452ae4">00857</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma.html#da2af0f327e5452bee71d1bf97452ae4">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) { 
     620<a name="l00858"></a>00858                         <a class="code" href="classbdm_1_1mgamma.html#da2af0f327e5452bee71d1bf97452ae4">mpdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">// reads rv and rvc</span> 
     621<a name="l00859"></a>00859                         vec betatmp; <span class="comment">// ugly but necessary</span> 
     622<a name="l00860"></a>00860                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (betatmp, <span class="keyword">set</span>, <span class="stringliteral">"beta"</span>, UI::compulsory); 
     623<a name="l00861"></a>00861                         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, <span class="keyword">set</span>, <span class="stringliteral">"k"</span>, UI::compulsory); 
     624<a name="l00862"></a>00862                         <a class="code" href="classbdm_1_1mgamma.html#a0f21c2557b233a85838b497d040ab14" title="Set value of k.">set_parameters</a> (<a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a>, betatmp); 
     625<a name="l00863"></a>00863                 } 
     626<a name="l00864"></a>00864 }; 
     627<a name="l00865"></a>00865 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (mgamma); 
     628<a name="l00866"></a>00866 SHAREDPTR (mgamma); 
     629<a name="l00867"></a>00867  
     630<a name="l00877"></a><a class="code" href="classbdm_1_1migamma.html">00877</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; 
     631<a name="l00878"></a>00878 { 
     632<a name="l00879"></a>00879         <span class="keyword">protected</span>: 
     633<a name="l00881"></a><a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c">00881</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>; 
     634<a name="l00882"></a>00882  
     635<a name="l00884"></a><a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc">00884</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>; 
     636<a name="l00885"></a>00885  
     637<a name="l00887"></a><a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5">00887</a>                 vec &amp;<a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>; 
     638<a name="l00888"></a>00888  
     639<a name="l00889"></a>00889         <span class="keyword">public</span>: 
     640<a name="l00892"></a>00892                 <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;(), 
     641<a name="l00893"></a>00893                                 <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
     642<a name="l00894"></a>00894                                 <a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>()), 
     643<a name="l00895"></a>00895                                 <a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>()) { 
     644<a name="l00896"></a>00896                 } 
     645<a name="l00897"></a>00897  
     646<a name="l00898"></a>00898                 <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;(), 
     647<a name="l00899"></a>00899                                 <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> (0), 
     648<a name="l00900"></a>00900                                 <a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a>()), 
     649<a name="l00901"></a>00901                                 <a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a>()) { 
     650<a name="l00902"></a>00902                 } 
     651<a name="l00904"></a>00904  
     652<a name="l00906"></a><a class="code" href="classbdm_1_1migamma.html#8b10ab922e2a7bae2fb6bb3efc7b6151">00906</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#8b10ab922e2a7bae2fb6bb3efc7b6151" title="Set value of k.">set_parameters</a> (<span class="keywordtype">int</span> len, <span class="keywordtype">double</span> k0) { 
     653<a name="l00907"></a>00907                         <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = k0; 
     654<a name="l00908"></a>00908                         <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters ( (1.0 / (<a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>*<a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a>) + 2.0) *ones (len) <span class="comment">/*alpha*/</span>, ones (len) <span class="comment">/*beta*/</span>); 
     655<a name="l00909"></a>00909                         <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
     656<a name="l00910"></a>00910                 }; 
     657<a name="l00911"></a><a class="code" href="classbdm_1_1migamma.html#7a34b1e2e3aa2250d7c0ed7df1665b8c">00911</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma.html#7a34b1e2e3aa2250d7c0ed7df1665b8c" 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) { 
     658<a name="l00912"></a>00912                         <a class="code" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5" title="cache of iepdf.beta">_beta</a> = elem_mult (val, (<a class="code" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc" title="cache of iepdf.alpha">_alpha</a> - 1.0)); 
     659<a name="l00913"></a>00913                 }; 
     660<a name="l00914"></a>00914 }; 
    664661<a name="l00915"></a>00915  
    665 <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> 
    666 <a name="l00928"></a>00928 { 
    667 <a name="l00929"></a>00929         <span class="keyword">protected</span>: 
    668 <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>; 
    669 <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>; 
    670 <a name="l00934"></a>00934         <span class="keyword">public</span>: 
    671 <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> () {}; 
    672 <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) { 
    673 <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); 
    674 <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; 
    675 <a name="l00941"></a>00941                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
    676 <a name="l00942"></a>00942                 }; 
    677 <a name="l00943"></a>00943  
    678 <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;}; 
    679 <a name="l00945"></a>00945 }; 
    680 <a name="l00946"></a>00946  
     662<a name="l00916"></a>00916  
     663<a name="l00928"></a><a class="code" href="classbdm_1_1mgamma__fix.html">00928</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> 
     664<a name="l00929"></a>00929 { 
     665<a name="l00930"></a>00930         <span class="keyword">protected</span>: 
     666<a name="l00932"></a><a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa">00932</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>; 
     667<a name="l00934"></a><a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2">00934</a>                 vec <a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>; 
     668<a name="l00935"></a>00935         <span class="keyword">public</span>: 
     669<a name="l00937"></a><a class="code" href="classbdm_1_1mgamma__fix.html#9a31bc9b4b60188a18a2a6b588dc4b2d">00937</a>                 <a class="code" href="classbdm_1_1mgamma__fix.html#9a31bc9b4b60188a18a2a6b588dc4b2d" 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#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> () {}; 
     670<a name="l00939"></a><a class="code" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2">00939</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0) { 
     671<a name="l00940"></a>00940                         <a class="code" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2" title="Set value of k.">mgamma::set_parameters</a> (k0, ref0); 
     672<a name="l00941"></a>00941                         <a class="code" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a> = pow (ref0, 1.0 - l0);<a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a> = l0; 
     673<a name="l00942"></a>00942                         <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
     674<a name="l00943"></a>00943                 }; 
     675<a name="l00944"></a>00944  
     676<a name="l00945"></a><a class="code" href="classbdm_1_1mgamma__fix.html#1d539591deb7a38bb3403c2b396c8ff7">00945</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgamma__fix.html#1d539591deb7a38bb3403c2b396c8ff7" 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#018c6f901a04e419455308a07eb3b0b2" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa" title="parameter l">l</a>)); <a class="code" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312" title="cache of iepdf.beta">_beta</a> = <a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> / mean;}; 
     677<a name="l00946"></a>00946 }; 
    681678<a name="l00947"></a>00947  
    682 <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> 
    683 <a name="l00961"></a>00961 { 
    684 <a name="l00962"></a>00962         <span class="keyword">protected</span>: 
    685 <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>; 
    686 <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>; 
    687 <a name="l00967"></a>00967         <span class="keyword">public</span>: 
    688 <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> () {}; 
    689 <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) { 
    690 <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); 
    691 <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); 
    692 <a name="l00974"></a>00974                         <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = l0; 
    693 <a name="l00975"></a>00975                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
    694 <a name="l00976"></a>00976                 }; 
    695 <a name="l00977"></a>00977  
    696 <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) { 
    697 <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>)); 
    698 <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); 
    699 <a name="l00981"></a>00981                 }; 
    700 <a name="l00982"></a>00982  
     679<a name="l00948"></a>00948  
     680<a name="l00961"></a><a class="code" href="classbdm_1_1migamma__ref.html">00961</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> 
     681<a name="l00962"></a>00962 { 
     682<a name="l00963"></a>00963         <span class="keyword">protected</span>: 
     683<a name="l00965"></a><a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d">00965</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>; 
     684<a name="l00967"></a><a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6">00967</a>                 vec <a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>; 
     685<a name="l00968"></a>00968         <span class="keyword">public</span>: 
     686<a name="l00970"></a><a class="code" href="classbdm_1_1migamma__ref.html#f45b15a10f084991ba6b48295f10421f">00970</a>                 <a class="code" href="classbdm_1_1migamma__ref.html#f45b15a10f084991ba6b48295f10421f" 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#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> () {}; 
     687<a name="l00972"></a><a class="code" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800">00972</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">set_parameters</a> (<span class="keywordtype">double</span> k0 , vec ref0, <span class="keywordtype">double</span> l0) { 
     688<a name="l00973"></a>00973                         <a class="code" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800" title="Set value of k.">migamma::set_parameters</a> (ref0.length(), k0); 
     689<a name="l00974"></a>00974                         <a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a> = pow (ref0, 1.0 - l0); 
     690<a name="l00975"></a>00975                         <a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = l0; 
     691<a name="l00976"></a>00976                         <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = dimension(); 
     692<a name="l00977"></a>00977                 }; 
     693<a name="l00978"></a>00978  
     694<a name="l00979"></a><a class="code" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a">00979</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a" 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) { 
     695<a name="l00980"></a>00980                         vec mean = elem_mult (<a class="code" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6" title="reference vector">refl</a>, pow (val, <a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a>)); 
     696<a name="l00981"></a>00981                         <a class="code" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a" title="Update iepdf so that it represents this mpdf conditioned on rvc = cond This function...">migamma::condition</a> (mean); 
     697<a name="l00982"></a>00982                 }; 
    701698<a name="l00983"></a>00983  
    702 <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>); 
    703 <a name="l00997"></a>00997  
    704 <a name="l00998"></a>00998                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
    705 <a name="l00999"></a>00999 }; 
    706 <a name="l01000"></a>01000  
     699<a name="l00984"></a>00984  
     700<a name="l00997"></a>00997                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1migamma__ref.html#9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>); 
     701<a name="l00998"></a>00998  
     702<a name="l00999"></a>00999                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
     703<a name="l01000"></a>01000 }; 
    707704<a name="l01001"></a>01001  
    708 <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); 
    709 <a name="l01003"></a>01003 SHAREDPTR (migamma_ref); 
    710 <a name="l01004"></a>01004  
    711 <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; 
    712 <a name="l01016"></a>01016 { 
    713 <a name="l01017"></a>01017         <span class="keyword">public</span>: 
    714 <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>());}; 
    715 <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);}; 
    716 <a name="l01020"></a>01020  
    717 <a name="l01021"></a>01021 }; 
    718 <a name="l01022"></a>01022  
    719 <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; 
    720 <a name="l01030"></a>01030 { 
    721 <a name="l01031"></a>01031         <span class="keyword">protected</span>: 
    722 <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>; 
    723 <a name="l01034"></a>01034  
    724 <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>; 
    725 <a name="l01037"></a>01037         <span class="keyword">public</span>: 
    726 <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;(), 
    727 <a name="l01040"></a>01040                                 <a class="code" href="classbdm_1_1mlognorm.html#aa51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> (0), 
    728 <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()) { 
    729 <a name="l01042"></a>01042                 } 
    730 <a name="l01043"></a>01043  
    731 <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) { 
    732 <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); 
    733 <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)); 
    734 <a name="l01048"></a>01048  
    735 <a name="l01049"></a>01049                         <a class="code" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size; 
    736 <a name="l01050"></a>01050                 }; 
    737 <a name="l01051"></a>01051  
    738 <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) { 
    739 <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> 
    740 <a name="l01054"></a>01054                 }; 
    741 <a name="l01055"></a>01055  
    742 <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>); 
    743 <a name="l01068"></a>01068  
    744 <a name="l01069"></a>01069                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
    745 <a name="l01070"></a>01070  
    746 <a name="l01071"></a>01071 }; 
    747 <a name="l01072"></a>01072  
    748 <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); 
    749 <a name="l01074"></a>01074 SHAREDPTR (mlognorm); 
    750 <a name="l01075"></a>01075  
    751 <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> 
    752 <a name="l01080"></a>01080 { 
    753 <a name="l01081"></a>01081         <span class="keyword">protected</span>: 
    754 <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>; 
    755 <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>; 
    756 <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>; 
    757 <a name="l01088"></a>01088         <span class="keyword">public</span>: 
    758 <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>; } 
    759 <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>{ 
    760 <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>); 
    761 <a name="l01094"></a>01094  
    762 <a name="l01095"></a>01095                         <span class="comment">//sample diagonal</span> 
    763 <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++) { 
    764 <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> 
    765 <a name="l01098"></a>01098 <span class="preprocessor">#pragma omp critical</span> 
    766 <a name="l01099"></a>01099 <span class="preprocessor"></span>                                X (i, i) = sqrt (GamRNG()); 
    767 <a name="l01100"></a>01100                         } 
    768 <a name="l01101"></a>01101                         <span class="comment">//do the rest</span> 
    769 <a name="l01102"></a>01102                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; p;i++) { 
    770 <a name="l01103"></a>01103                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j &lt; p;j++) { 
    771 <a name="l01104"></a>01104 <span class="preprocessor">#pragma omp critical</span> 
    772 <a name="l01105"></a>01105 <span class="preprocessor"></span>                                        X (i, j) = NorRNG.sample(); 
    773 <a name="l01106"></a>01106                                 } 
    774 <a name="l01107"></a>01107                         } 
    775 <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> 
    776 <a name="l01109"></a>01109                 } 
    777 <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>{ 
    778 <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>); 
    779 <a name="l01112"></a>01112                 } 
    780 <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());} 
    781 <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()); } 
    782 <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>;} 
    783 <a name="l01119"></a>01119 }; 
    784 <a name="l01120"></a>01120  
    785 <a name="l01122"></a>01122  
    786 <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> 
    787 <a name="l01125"></a>01125 { 
    788 <a name="l01126"></a>01126         <span class="keyword">protected</span>: 
    789 <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>; 
    790 <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>; 
    791 <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>; 
    792 <a name="l01133"></a>01133         <span class="keyword">public</span>: 
    793 <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) { 
    794 <a name="l01136"></a>01136                         <a class="code" href="classbdm_1_1eiWishartCh.html#aca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> = delta0; 
    795 <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); 
    796 <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(); 
    797 <a name="l01139"></a>01139                 } 
    798 <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>);} 
    799 <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) { 
    800 <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>); 
    801 <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>); 
    802 <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()); 
    803 <a name="l01146"></a>01146  
    804 <a name="l01147"></a>01147                         iCh = inv (Ch); 
    805 <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); 
    806 <a name="l01149"></a>01149                 } 
    807 <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>{ 
    808 <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>); 
    809 <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>(); 
    810 <a name="l01153"></a>01153  
    811 <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()); 
    812 <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); 
    813 <a name="l01156"></a>01156                         <span class="comment">// compute</span> 
    814 <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> 
    815 <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(); 
    816 <a name="l01159"></a>01159  
    817 <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); 
    818 <a name="l01161"></a>01161                         <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span> 
    819 <a name="l01162"></a>01162  
    820 <a name="l01163"></a>01163                         <span class="comment">/*                              if (0) {</span> 
    821 <a name="l01164"></a>01164 <span class="comment">                                                                mat XX=X.to_mat();</span> 
    822 <a name="l01165"></a>01165 <span class="comment">                                                                mat YY=Y.to_mat();</span> 
    823 <a name="l01166"></a>01166 <span class="comment"></span> 
    824 <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> 
    825 <a name="l01168"></a>01168 <span class="comment">                                                                cout &lt;&lt; log1 &lt;&lt; &quot;,&quot; &lt;&lt; log2 &lt;&lt; endl;</span> 
    826 <a name="l01169"></a>01169 <span class="comment">                                                        }*/</span> 
    827 <a name="l01170"></a>01170                         <span class="keywordflow">return</span> log1; 
    828 <a name="l01171"></a>01171                 }; 
    829 <a name="l01172"></a>01172  
    830 <a name="l01173"></a>01173 }; 
    831 <a name="l01174"></a>01174  
    832 <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; 
    833 <a name="l01177"></a>01177 { 
    834 <a name="l01178"></a>01178         <span class="keyword">protected</span>: 
    835 <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>; 
    836 <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>; 
    837 <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>; 
    838 <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>; 
    839 <a name="l01187"></a>01187  
    840 <a name="l01188"></a>01188         <span class="keyword">public</span>: 
    841 <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) {} 
    842 <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) { 
    843 <a name="l01192"></a>01192                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> = p0; 
    844 <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; 
    845 <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); 
    846 <a name="l01195"></a>01195                         <a class="code" href="classbdm_1_1rwiWishartCh.html#a758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> = l0; 
    847 <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>); 
    848 <a name="l01197"></a>01197  
    849 <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); 
    850 <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>(); 
    851 <a name="l01200"></a>01200                 } 
    852 <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) { 
    853 <a name="l01202"></a>01202                         vec z = c; 
    854 <a name="l01203"></a>01203                         <span class="keywordtype">int</span> ri = 0; 
    855 <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> 
    856 <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); 
    857 <a name="l01206"></a>01206                                 ri++; 
    858 <a name="l01207"></a>01207                         } 
    859 <a name="l01208"></a>01208  
    860 <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); 
    861 <a name="l01210"></a>01210                 } 
    862 <a name="l01211"></a>01211 }; 
    863 <a name="l01212"></a>01212  
    864 <a name="l01214"></a>01214 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }; 
    865 <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> 
    866 <a name="l01221"></a>01221 { 
    867 <a name="l01222"></a>01222         <span class="keyword">protected</span> : 
    868 <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>; 
    869 <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>; 
    870 <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>; 
    871 <a name="l01229"></a>01229         <span class="keyword">public</span>: 
    872 <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> () {}; 
    873 <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>) {}; 
    874 <a name="l01236"></a>01236  
    875 <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); 
    876 <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);}; 
    877 <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); 
    878 <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);}; 
    879 <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) { 
    880 <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>);  
    881 <a name="l01248"></a>01248                         <a class="code" href="classbdm_1_1eEmp.html#a9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = Av.size();  
    882 <a name="l01249"></a>01249                         <a class="code" href="classbdm_1_1eEmp.html#ac74c281d652356c19b6b079e42ca7ef1" title="Set sample.">epdf::set_parameters</a>(Av(0).length()); 
    883 <a name="l01250"></a>01250                         <a class="code" href="classbdm_1_1eEmp.html#a9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>=1/n*ones(n); 
    884 <a name="l01251"></a>01251                         <a class="code" href="classbdm_1_1eEmp.html#a73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>=Av; 
    885 <a name="l01252"></a>01252                 }; 
    886 <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>;}; 
    887 <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>;}; 
    888 <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>;}; 
    889 <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);}; 
    890 <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>;}; 
    891 <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); 
    892 <a name="l01266"></a>01266  
    893 <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);}; 
    894 <a name="l01269"></a>01269                  
    895 <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>{ 
    896 <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>); 
    897 <a name="l01273"></a>01273                         <span class="keywordflow">return</span> vec(); 
    898 <a name="l01274"></a>01274                 } 
    899 <a name="l01275"></a>01275  
    900 <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>{ 
    901 <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>); 
    902 <a name="l01279"></a>01279                         <span class="keywordflow">return</span> 0.0; 
    903 <a name="l01280"></a>01280                 } 
    904 <a name="l01281"></a>01281  
    905 <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>{ 
    906 <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>); 
    907 <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);} 
    908 <a name="l01285"></a>01285                         <span class="keywordflow">return</span> pom; 
    909 <a name="l01286"></a>01286                 } 
    910 <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>{ 
    911 <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>); 
    912 <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);} 
    913 <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); 
    914 <a name="l01291"></a>01291                 } 
    915 <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>{ 
    916 <a name="l01294"></a>01294                         <span class="comment">// lb in inf so than it will be pushed below;</span> 
    917 <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>); 
    918 <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>); 
    919 <a name="l01297"></a>01297                         lb = std::numeric_limits&lt;double&gt;::infinity(); 
    920 <a name="l01298"></a>01298                         ub = -std::numeric_limits&lt;double&gt;::infinity(); 
    921 <a name="l01299"></a>01299                         <span class="keywordtype">int</span> j; 
    922 <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++) { 
    923 <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++) { 
    924 <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);} 
    925 <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);} 
    926 <a name="l01304"></a>01304                                 } 
    927 <a name="l01305"></a>01305                         } 
    928 <a name="l01306"></a>01306                 } 
    929 <a name="l01307"></a>01307 }; 
    930 <a name="l01308"></a>01308  
     705<a name="l01002"></a>01002  
     706<a name="l01003"></a>01003 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (migamma_ref); 
     707<a name="l01004"></a>01004 SHAREDPTR (migamma_ref); 
     708<a name="l01005"></a>01005  
     709<a name="l01016"></a><a class="code" href="classbdm_1_1elognorm.html">01016</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; 
     710<a name="l01017"></a>01017 { 
     711<a name="l01018"></a>01018         <span class="keyword">public</span>: 
     712<a name="l01019"></a><a class="code" href="classbdm_1_1elognorm.html#8b948e2bce1253765a2542199913aaba">01019</a>                 vec <a class="code" href="classbdm_1_1elognorm.html#8b948e2bce1253765a2542199913aaba" 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>());}; 
     713<a name="l01020"></a><a class="code" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea">01020</a>                 vec <a class="code" href="classbdm_1_1elognorm.html#adb41e4f4d6600dec6f8c1dbc5ed9eea" title="return expected value">mean</a>()<span class="keyword"> const </span>{vec var = <a class="code" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773" 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#c702a194720853570d08b65482f842c7" title="mean value">mu</a> - 0.5*var);}; 
     714<a name="l01021"></a>01021  
     715<a name="l01022"></a>01022 }; 
     716<a name="l01023"></a>01023  
     717<a name="l01030"></a><a class="code" href="classbdm_1_1mlognorm.html">01030</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; 
     718<a name="l01031"></a>01031 { 
     719<a name="l01032"></a>01032         <span class="keyword">protected</span>: 
     720<a name="l01034"></a><a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a">01034</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>; 
     721<a name="l01035"></a>01035  
     722<a name="l01037"></a><a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2">01037</a>                 vec &amp;<a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a>; 
     723<a name="l01038"></a>01038         <span class="keyword">public</span>: 
     724<a name="l01040"></a><a class="code" href="classbdm_1_1mlognorm.html#a5d6eb2688d02e0348b96c4fbd7bde41">01040</a>                 <a class="code" href="classbdm_1_1mlognorm.html#a5d6eb2688d02e0348b96c4fbd7bde41" 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;(), 
     725<a name="l01041"></a>01041                                 <a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> (0), 
     726<a name="l01042"></a>01042                                 <a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> (<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu()) { 
     727<a name="l01043"></a>01043                 } 
     728<a name="l01044"></a>01044  
     729<a name="l01046"></a><a class="code" href="classbdm_1_1mlognorm.html#604cab0e8a76f9041dc3c606043bb39f">01046</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#604cab0e8a76f9041dc3c606043bb39f" title="Set value of k.">set_parameters</a> (<span class="keywordtype">int</span> size, <span class="keywordtype">double</span> k) { 
     730<a name="l01047"></a>01047                         <a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a> = 0.5 * log (k * k + 1); 
     731<a name="l01048"></a>01048                         <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (size), 2*<a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>*eye (size)); 
     732<a name="l01049"></a>01049  
     733<a name="l01050"></a>01050                         <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = size; 
     734<a name="l01051"></a>01051                 }; 
     735<a name="l01052"></a>01052  
     736<a name="l01053"></a><a class="code" href="classbdm_1_1mlognorm.html#9106d8fd8bdf2b6be675ffd8f3ca584e">01053</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#9106d8fd8bdf2b6be675ffd8f3ca584e" 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) { 
     737<a name="l01054"></a>01054                         <a class="code" href="classbdm_1_1mlognorm.html#7d0063f77d899ef22e8c5edd642176d2" title="access">mu</a> = log (val) - <a class="code" href="classbdm_1_1mlognorm.html#a51128a2e503b8b2ce698244b9e0db1a" title="parameter 1/2*sigma^2">sig2</a>;<span class="comment">//elem_mult ( refl,pow ( val,l ) );</span> 
     738<a name="l01055"></a>01055                 }; 
     739<a name="l01056"></a>01056  
     740<a name="l01068"></a>01068                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mlognorm.html#49e45ea13a869da607ef9be7a229128a">from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>); 
     741<a name="l01069"></a>01069  
     742<a name="l01070"></a>01070                 <span class="comment">// TODO dodelat void to_setting( Setting &amp;set ) const;</span> 
     743<a name="l01071"></a>01071  
     744<a name="l01072"></a>01072 }; 
     745<a name="l01073"></a>01073  
     746<a name="l01074"></a>01074 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> (mlognorm); 
     747<a name="l01075"></a>01075 SHAREDPTR (mlognorm); 
     748<a name="l01076"></a>01076  
     749<a name="l01080"></a><a class="code" href="classbdm_1_1eWishartCh.html">01080</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> 
     750<a name="l01081"></a>01081 { 
     751<a name="l01082"></a>01082         <span class="keyword">protected</span>: 
     752<a name="l01084"></a><a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490">01084</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#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>; 
     753<a name="l01086"></a><a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f">01086</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; 
     754<a name="l01088"></a><a class="code" href="classbdm_1_1eWishartCh.html#1879a14d7d2bb05062523b189baa11c3">01088</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eWishartCh.html#1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a>; 
     755<a name="l01089"></a>01089         <span class="keyword">public</span>: 
     756<a name="l01091"></a><a class="code" href="classbdm_1_1eWishartCh.html#183d961532ee97b7dc5ec81701aa59a0">01091</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#183d961532ee97b7dc5ec81701aa59a0" 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#1b42f9284a32f23b0b253a628cda7490" 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#1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> = delta0; <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> = <a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1sqmat.html#73e639221343dcce76c3305524d67590" title="Reimplementing common functions of mat: rows().">rows</a>(); <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a> * <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>; } 
     757<a name="l01093"></a><a class="code" href="classbdm_1_1eWishartCh.html#cc664035d70d2622bf264a29270f8339">01093</a>                 mat <a class="code" href="classbdm_1_1eWishartCh.html#cc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()<span class="keyword"> const </span>{ 
     758<a name="l01094"></a>01094                         mat X = zeros (<a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>, <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>); 
     759<a name="l01095"></a>01095  
     760<a name="l01096"></a>01096                         <span class="comment">//sample diagonal</span> 
     761<a name="l01097"></a>01097                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>;i++) { 
     762<a name="l01098"></a>01098                                 GamRNG.<a class="code" href="classitpp_1_1Gamma__RNG.html#dfaae19411e39aa87e1f72e409b6babe" title="Set lambda.">setup</a> (0.5* (<a class="code" href="classbdm_1_1eWishartCh.html#1879a14d7d2bb05062523b189baa11c3" title="degrees of freedom ">delta</a> - i) , 0.5);   <span class="comment">// no +1 !! index if from 0</span> 
     763<a name="l01099"></a>01099 <span class="preprocessor">#pragma omp critical</span> 
     764<a name="l01100"></a>01100 <span class="preprocessor"></span>                                X (i, i) = sqrt (GamRNG()); 
     765<a name="l01101"></a>01101                         } 
     766<a name="l01102"></a>01102                         <span class="comment">//do the rest</span> 
     767<a name="l01103"></a>01103                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; p;i++) { 
     768<a name="l01104"></a>01104                                 <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = i + 1;j &lt; p;j++) { 
     769<a name="l01105"></a>01105 <span class="preprocessor">#pragma omp critical</span> 
     770<a name="l01106"></a>01106 <span class="preprocessor"></span>                                        X (i, j) = NorRNG.sample(); 
     771<a name="l01107"></a>01107                                 } 
     772<a name="l01108"></a>01108                         } 
     773<a name="l01109"></a>01109                         <span class="keywordflow">return</span> X*<a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>();<span class="comment">// return upper triangular part of the decomposition</span> 
     774<a name="l01110"></a>01110                 } 
     775<a name="l01111"></a><a class="code" href="classbdm_1_1eWishartCh.html#8f2154b8b5be8f4c5788f261b6d57b9a">01111</a>                 vec <a class="code" href="classbdm_1_1eWishartCh.html#8f2154b8b5be8f4c5788f261b6d57b9a" title="Returns a sample,  from density .">sample</a> ()<span class="keyword"> const </span>{ 
     776<a name="l01112"></a>01112                         <span class="keywordflow">return</span> vec (<a class="code" href="classbdm_1_1eWishartCh.html#cc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()._data(), <a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>*<a class="code" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f" title="dimension of matrix ">p</a>); 
     777<a name="l01113"></a>01113                 } 
     778<a name="l01115"></a><a class="code" href="classbdm_1_1eWishartCh.html#4eee757c0535c2a88bb20f0767c64981">01115</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#4eee757c0535c2a88bb20f0767c64981" 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#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, Ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data());} 
     779<a name="l01117"></a><a class="code" href="classbdm_1_1eWishartCh.html#7eac414ec10b85aa5536b0092c57bc4a">01117</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eWishartCh.html#7eac414ec10b85aa5536b0092c57bc4a" 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#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, ch0._data(), <a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data()); } 
     780<a name="l01119"></a><a class="code" href="classbdm_1_1eWishartCh.html#1708cacb5d8cb1b96395d35f5327cb7e">01119</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#1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490" title="Upper-Triagle of Choleski decomposition of .">Y</a>;} 
     781<a name="l01120"></a>01120 }; 
     782<a name="l01121"></a>01121  
     783<a name="l01123"></a>01123  
     784<a name="l01125"></a><a class="code" href="classbdm_1_1eiWishartCh.html">01125</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> 
     785<a name="l01126"></a>01126 { 
     786<a name="l01127"></a>01127         <span class="keyword">protected</span>: 
     787<a name="l01129"></a><a class="code" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a">01129</a>                 <a class="code" href="classbdm_1_1eWishartCh.html">eWishartCh</a> <a class="code" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>; 
     788<a name="l01131"></a><a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd">01131</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>; 
     789<a name="l01133"></a><a class="code" href="classbdm_1_1eiWishartCh.html#ca3035f7bd5e4597cc1843cf07af8464">01133</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#ca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a>; 
     790<a name="l01134"></a>01134         <span class="keyword">public</span>: 
     791<a name="l01136"></a><a class="code" href="classbdm_1_1eiWishartCh.html#f463caed9d22d9949f3ee67614e7dcd3">01136</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#f463caed9d22d9949f3ee67614e7dcd3" 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) { 
     792<a name="l01137"></a>01137                         <a class="code" href="classbdm_1_1eiWishartCh.html#ca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> = delta0; 
     793<a name="l01138"></a>01138                         <a class="code" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#183d961532ee97b7dc5ec81701aa59a0" title="Set internal structures.">set_parameters</a> (inv (Y0), delta0); 
     794<a name="l01139"></a>01139                         <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a> = <a class="code" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>(); <a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a> = Y0.rows(); 
     795<a name="l01140"></a>01140                 } 
     796<a name="l01141"></a><a class="code" href="classbdm_1_1eiWishartCh.html#2f668192cc9c2e3a5b7e608164685a3e">01141</a>                 vec <a class="code" href="classbdm_1_1eiWishartCh.html#2f668192cc9c2e3a5b7e608164685a3e" 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#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#cc664035d70d2622bf264a29270f8339" title="Sample matrix argument.">sample_mat</a>()); <span class="keywordflow">return</span> vec (iCh._data(), <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>);} 
     797<a name="l01143"></a><a class="code" href="classbdm_1_1eiWishartCh.html#d9947933dfc94546cbd6a81f95ec5af5">01143</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eiWishartCh.html#d9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<span class="keyword">const</span> vec &amp;y0) { 
     798<a name="l01144"></a>01144                         mat Ch (<a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, <a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>); 
     799<a name="l01145"></a>01145                         mat iCh (<a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, <a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>); 
     800<a name="l01146"></a>01146                         copy_vector (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, y0._data(), Ch._data()); 
     801<a name="l01147"></a>01147  
     802<a name="l01148"></a>01148                         iCh = inv (Ch); 
     803<a name="l01149"></a>01149                         <a class="code" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#4eee757c0535c2a88bb20f0767c64981" title="fast access function y0 will be copied into Y.Ch.">setY</a> (iCh); 
     804<a name="l01150"></a>01150                 } 
     805<a name="l01151"></a><a class="code" href="classbdm_1_1eiWishartCh.html#a6ddbd815b8b666dd542e97f009f89bb">01151</a>                 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eiWishartCh.html#a6ddbd815b8b666dd542e97f009f89bb" 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>{ 
     806<a name="l01152"></a>01152                         <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#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>); 
     807<a name="l01153"></a>01153                         <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#c6b684b52dc62b8d46e67d5992f98b9a" title="Internal instance of Wishart density.">W</a>.<a class="code" href="classbdm_1_1eWishartCh.html#1708cacb5d8cb1b96395d35f5327cb7e" title="access function">getY</a>(); 
     808<a name="l01154"></a>01154  
     809<a name="l01155"></a>01155                         copy_vector (<a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>*<a class="code" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd" title="size of Ch">p</a>, val._data(), X.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>()._data()); 
     810<a name="l01156"></a>01156                         <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#cbf3389db96dff41fb2e9532d59b13c0" title="Inversion in the same form, i.e. cholesky.">inv</a> (iX); 
     811<a name="l01157"></a>01157                         <span class="comment">// compute</span> 
     812<a name="l01158"></a>01158 <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> 
     813<a name="l01159"></a>01159                         mat M = Y.<a class="code" href="classbdm_1_1chmat.html#4b4c5d4dbb8a3d585b68d936cb6df31b" title="Conversion to full matrix.">to_mat</a>() * iX.to_mat(); 
     814<a name="l01160"></a>01160  
     815<a name="l01161"></a>01161                         <span class="keywordtype">double</span> log1 = 0.5 * p * (2 * Y.<a class="code" href="classbdm_1_1chmat.html#949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>()) - 0.5 * (<a class="code" href="classbdm_1_1eiWishartCh.html#ca3035f7bd5e4597cc1843cf07af8464" title="parameter delta">delta</a> + p + 1) * (2 * X.<a class="code" href="classbdm_1_1chmat.html#949ccd174ed19f9cfe36366cbd5c56a4" title="Logarithm of a determinant.">logdet</a>()) - 0.5 * trace (M); 
     816<a name="l01162"></a>01162                         <span class="comment">//Fixme! Multivariate gamma omitted!! it is ok for sampling, but not otherwise!!</span> 
     817<a name="l01163"></a>01163  
     818<a name="l01164"></a>01164                         <span class="comment">/*                              if (0) {</span> 
     819<a name="l01165"></a>01165 <span class="comment">                                                                mat XX=X.to_mat();</span> 
     820<a name="l01166"></a>01166 <span class="comment">                                                                mat YY=Y.to_mat();</span> 
     821<a name="l01167"></a>01167 <span class="comment"></span> 
     822<a name="l01168"></a>01168 <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> 
     823<a name="l01169"></a>01169 <span class="comment">                                                                cout &lt;&lt; log1 &lt;&lt; "," &lt;&lt; log2 &lt;&lt; endl;</span> 
     824<a name="l01170"></a>01170 <span class="comment">                                                        }*/</span> 
     825<a name="l01171"></a>01171                         <span class="keywordflow">return</span> log1; 
     826<a name="l01172"></a>01172                 }; 
     827<a name="l01173"></a>01173  
     828<a name="l01174"></a>01174 }; 
     829<a name="l01175"></a>01175  
     830<a name="l01177"></a><a class="code" href="classbdm_1_1rwiWishartCh.html">01177</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; 
     831<a name="l01178"></a>01178 { 
     832<a name="l01179"></a>01179         <span class="keyword">protected</span>: 
     833<a name="l01181"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb">01181</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a>; 
     834<a name="l01183"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#239b26c71ebcc118ba6925dfb6efc50a">01183</a>                 vec <a class="code" href="classbdm_1_1rwiWishartCh.html#239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a>; 
     835<a name="l01185"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861">01185</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>; 
     836<a name="l01187"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663">01187</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>; 
     837<a name="l01188"></a>01188  
     838<a name="l01189"></a>01189         <span class="keyword">public</span>: 
     839<a name="l01190"></a>01190                 <a class="code" href="classbdm_1_1rwiWishartCh.html" title="Random Walk on inverse Wishart.">rwiWishartCh</a>() : <a class="code" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a> (0), <a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> (0), <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> (0) {} 
     840<a name="l01192"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#28549ee3ce1ff8509360171ea3cf717c">01192</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#28549ee3ce1ff8509360171ea3cf717c" 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) { 
     841<a name="l01193"></a>01193                         <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> = p0; 
     842<a name="l01194"></a>01194                         <span class="keywordtype">double</span> delta = 2 / (k * k) + <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> + 3; 
     843<a name="l01195"></a>01195                         <a class="code" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a> = sqrt (delta - <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a> - 1); 
     844<a name="l01196"></a>01196                         <a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a> = l0; 
     845<a name="l01197"></a>01197                         <a class="code" href="classbdm_1_1rwiWishartCh.html#239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a> = pow (ref0, 1 - <a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>); 
     846<a name="l01198"></a>01198  
     847<a name="l01199"></a>01199                         <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eiWishartCh.html#f463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters</a> (eye (<a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>), delta); 
     848<a name="l01200"></a>01200                         <a class="code" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6" title="dimension of the condition">dimc</a> = <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c" title="Size of the random variable.">dimension</a>(); 
     849<a name="l01201"></a>01201                 } 
     850<a name="l01202"></a><a class="code" href="classbdm_1_1rwiWishartCh.html#ac087ba6c885d3faeda9171229f9b4e6">01202</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1rwiWishartCh.html#ac087ba6c885d3faeda9171229f9b4e6" 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) { 
     851<a name="l01203"></a>01203                         vec z = c; 
     852<a name="l01204"></a>01204                         <span class="keywordtype">int</span> ri = 0; 
     853<a name="l01205"></a>01205                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>*<a class="code" href="classbdm_1_1rwiWishartCh.html#7ba06d431995c347d2fce30a59c20663" title="dimension">p</a>;i += (p + 1)) {<span class="comment">//trace diagonal element</span> 
     854<a name="l01206"></a>01206                                 z (i) = pow (z (i), <a class="code" href="classbdm_1_1rwiWishartCh.html#758cd05efa67c60b4bf4f7554b9ba861" title="power of the reference">l</a>) * <a class="code" href="classbdm_1_1rwiWishartCh.html#239b26c71ebcc118ba6925dfb6efc50a" title="reference point for diagonal">refl</a> (ri); 
     855<a name="l01207"></a>01207                                 ri++; 
     856<a name="l01208"></a>01208                         } 
     857<a name="l01209"></a>01209  
     858<a name="l01210"></a>01210                         <a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.<a class="code" href="classbdm_1_1eiWishartCh.html#d9947933dfc94546cbd6a81f95ec5af5" title="access function">_setY</a> (<a class="code" href="classbdm_1_1rwiWishartCh.html#2004675b37f712abe3913057bae97cfb" title="square root of  - needed for computation of  from conditions">sqd</a>*z); 
     859<a name="l01211"></a>01211                 } 
     860<a name="l01212"></a>01212 }; 
     861<a name="l01213"></a>01213  
     862<a name="l01215"></a>01215 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }; 
     863<a name="l01221"></a><a class="code" href="classbdm_1_1eEmp.html">01221</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> 
     864<a name="l01222"></a>01222 { 
     865<a name="l01223"></a>01223         <span class="keyword">protected</span> : 
     866<a name="l01225"></a><a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031">01225</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>; 
     867<a name="l01227"></a><a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d">01227</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>; 
     868<a name="l01229"></a><a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3">01229</a>                 Array&lt;vec&gt; <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>; 
     869<a name="l01230"></a>01230         <span class="keyword">public</span>: 
     870<a name="l01233"></a>01233                 <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#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (), <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> () {}; 
     871<a name="l01235"></a><a class="code" href="classbdm_1_1eEmp.html#a3daf6363455af099921715e1233c076">01235</a>                 <a class="code" href="classbdm_1_1eEmp.html#a3daf6363455af099921715e1233c076" 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#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (e.<a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>), <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (e.<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>) {}; 
     872<a name="l01237"></a>01237  
     873<a name="l01239"></a>01239                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#e7f8f98310c1de51bd5c8a1c87528f72" 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); 
     874<a name="l01241"></a><a class="code" href="classbdm_1_1eEmp.html#4f7e6ba7183972e3c7ae399613861b95">01241</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#4f7e6ba7183972e3c7ae399613861b95" 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#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>) {<a class="code" href="classbdm_1_1eEmp.html#4f7e6ba7183972e3c7ae399613861b95" title="Set samples and weights.">set_statistics</a> (ones (n) / n, pdf0);}; 
     875<a name="l01243"></a>01243                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#b62d802b8ef39f7c4dcbeb366c90951a" 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); 
     876<a name="l01245"></a><a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1">01245</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" 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#9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = n0; <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>.set_size (n0, copy);<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>.set_size (n0, copy);}; 
     877<a name="l01247"></a><a class="code" href="classbdm_1_1eEmp.html#37937007a3a676cf653a7de412674481">01247</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#37937007a3a676cf653a7de412674481" title="Set samples.">set_parameters</a> (<span class="keyword">const</span> Array&lt;vec&gt; &amp;Av) { 
     878<a name="l01248"></a>01248                         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a>(Av.size()&gt;0,<span class="stringliteral">"Empty samples"</span>);  
     879<a name="l01249"></a>01249                         <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a> = Av.size();  
     880<a name="l01250"></a>01250                         <a class="code" href="classbdm_1_1eEmp.html#c74c281d652356c19b6b079e42ca7ef1" title="Set sample.">epdf::set_parameters</a>(Av(0).length()); 
     881<a name="l01251"></a>01251                         <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>=1/n*ones(n); 
     882<a name="l01252"></a>01252                         <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>=Av; 
     883<a name="l01253"></a>01253                 }; 
     884<a name="l01255"></a><a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef">01255</a>                 vec&amp; <a class="code" href="classbdm_1_1eEmp.html#d7f83cc0415cd44ae7cc8b4bdad93aef" title="Potentially dangerous, use with care.">_w</a>()  {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 
     885<a name="l01257"></a><a class="code" href="classbdm_1_1eEmp.html#b7d7106f486e3fad38590914a693d714">01257</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1eEmp.html#b7d7106f486e3fad38590914a693d714" 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#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a>;}; 
     886<a name="l01259"></a><a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2">01259</a>                 Array&lt;vec&gt;&amp; <a class="code" href="classbdm_1_1eEmp.html#c24966b0aaeb767bc8a6b4fd60931be2" title="access function">_samples</a>() {<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 
     887<a name="l01261"></a><a class="code" href="classbdm_1_1eEmp.html#ce568a16cdb4e4cb871ef62d7145f1a5">01261</a>                 <span class="keyword">const</span> vec&amp; <a class="code" href="classbdm_1_1eEmp.html#ce568a16cdb4e4cb871ef62d7145f1a5" 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#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>(i);}; 
     888<a name="l01263"></a><a class="code" href="classbdm_1_1eEmp.html#b59af0efdb009d98ea8ebfa965e74ae2">01263</a>                 <span class="keyword">const</span> Array&lt;vec&gt;&amp; <a class="code" href="classbdm_1_1eEmp.html#b59af0efdb009d98ea8ebfa965e74ae2" title="access function">_samples</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a>;}; 
     889<a name="l01266"></a>01266                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#f59ed50888a31057ac2038d80f607d3d">resample</a> ( ivec &amp;index, RESAMPLING_METHOD method = SYSTEMATIC); 
     890<a name="l01267"></a>01267  
     891<a name="l01269"></a><a class="code" href="classbdm_1_1eEmp.html#b4a150d0a62c08db76d1bc5256909f93">01269</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#b4a150d0a62c08db76d1bc5256909f93" title="Resampling without returning index of new particles.">resample</a> (RESAMPLING_METHOD method = SYSTEMATIC){ivec ind; <a class="code" href="classbdm_1_1eEmp.html#b4a150d0a62c08db76d1bc5256909f93" title="Resampling without returning index of new particles.">resample</a>(ind,method);}; 
     892<a name="l01270"></a>01270                  
     893<a name="l01272"></a><a class="code" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270">01272</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#97f1e07b5ae6eebc91c7365f0f88d270" title="inherited operation : NOT implemented">sample</a>()<span class="keyword"> const </span>{ 
     894<a name="l01273"></a>01273                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>); 
     895<a name="l01274"></a>01274                         <span class="keywordflow">return</span> vec(); 
     896<a name="l01275"></a>01275                 } 
     897<a name="l01276"></a>01276  
     898<a name="l01278"></a><a class="code" href="classbdm_1_1eEmp.html#01654c014d3aa068f8d4ecba4be86d09">01278</a>                 <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1eEmp.html#01654c014d3aa068f8d4ecba4be86d09" title="inherited operation : NOT implemented">evallog</a> (<span class="keyword">const</span> vec &amp;val)<span class="keyword"> const </span>{ 
     899<a name="l01279"></a>01279                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> (<span class="stringliteral">"Not implemented"</span>); 
     900<a name="l01280"></a>01280                         <span class="keywordflow">return</span> 0.0; 
     901<a name="l01281"></a>01281                 } 
     902<a name="l01282"></a>01282  
     903<a name="l01283"></a><a class="code" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9">01283</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>()<span class="keyword"> const </span>{ 
     904<a name="l01284"></a>01284                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     905<a name="l01285"></a>01285                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) * <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);} 
     906<a name="l01286"></a>01286                         <span class="keywordflow">return</span> pom; 
     907<a name="l01287"></a>01287                 } 
     908<a name="l01288"></a><a class="code" href="classbdm_1_1eEmp.html#05e9ebf467ede737cb6a3621d7fd3c87">01288</a>                 vec <a class="code" href="classbdm_1_1eEmp.html#05e9ebf467ede737cb6a3621d7fd3c87" title="return expected variance (not covariance!)">variance</a>()<span class="keyword"> const </span>{ 
     909<a name="l01289"></a>01289                         vec pom = zeros (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     910<a name="l01290"></a>01290                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) {pom += pow (<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i), 2) * <a class="code" href="classbdm_1_1eEmp.html#9d39241aab7c4bbeb07c6d516421c67d" title="Sample weights .">w</a> (i);} 
     911<a name="l01291"></a>01291                         <span class="keywordflow">return</span> pom -pow (<a class="code" href="classbdm_1_1eEmp.html#bbfcb4f868c7381298c281a256d8c4b9" title="return expected value">mean</a>(), 2); 
     912<a name="l01292"></a>01292                 } 
     913<a name="l01294"></a><a class="code" href="classbdm_1_1eEmp.html#b1c9df656144edf79ba2d885613f661f">01294</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1eEmp.html#b1c9df656144edf79ba2d885613f661f" 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>{ 
     914<a name="l01295"></a>01295                         <span class="comment">// lb in inf so than it will be pushed below;</span> 
     915<a name="l01296"></a>01296                         lb.set_size (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     916<a name="l01297"></a>01297                         ub.set_size (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     917<a name="l01298"></a>01298                         lb = std::numeric_limits&lt;double&gt;::infinity(); 
     918<a name="l01299"></a>01299                         ub = -std::numeric_limits&lt;double&gt;::infinity(); 
     919<a name="l01300"></a>01300                         <span class="keywordtype">int</span> j; 
     920<a name="l01301"></a>01301                         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0;i &lt; <a class="code" href="classbdm_1_1eEmp.html#9798006271ca77629855113f1283a031" title="Number of particles.">n</a>;i++) { 
     921<a name="l01302"></a>01302                                 <span class="keywordflow">for</span> (j = 0;j &lt; <a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>; j++) { 
     922<a name="l01303"></a>01303                                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) &lt; lb (j)) {lb (j) = <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);} 
     923<a name="l01304"></a>01304                                         <span class="keywordflow">if</span> (<a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j) &gt; ub (j)) {ub (j) = <a class="code" href="classbdm_1_1eEmp.html#73d819553a0f268b055a087d2d4486f3" title="Samples .">samples</a> (i) (j);} 
     924<a name="l01305"></a>01305                                 } 
     925<a name="l01306"></a>01306                         } 
     926<a name="l01307"></a>01307                 } 
     927<a name="l01308"></a>01308 }; 
    931928<a name="l01309"></a>01309  
    932 <a name="l01311"></a>01311  
    933 <a name="l01312"></a>01312 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    934 <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) 
    935 <a name="l01314"></a>01314 { 
    936 <a name="l01315"></a>01315 <span class="comment">//Fixme test dimensions of mu0 and R0;</span> 
    937 <a name="l01316"></a>01316         mu = mu0; 
    938 <a name="l01317"></a>01317         R = R0; 
    939 <a name="l01318"></a>01318         <a class="code" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516" title="This method TODO.">validate</a>(); 
    940 <a name="l01319"></a>01319 }; 
    941 <a name="l01320"></a>01320  
    942 <a name="l01321"></a>01321 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    943 <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>) 
    944 <a name="l01323"></a>01323 { 
    945 <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> 
    946 <a name="l01325"></a>01325  
    947 <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); 
    948 <a name="l01327"></a>01327         mat Rtmp;<span class="comment">// necessary for conversion</span> 
    949 <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); 
    950 <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> 
    951 <a name="l01330"></a>01330         <a class="code" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>(); 
    952 <a name="l01331"></a>01331 } 
    953 <a name="l01332"></a>01332  
    954 <a name="l01333"></a>01333 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    955 <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) 
    956 <a name="l01335"></a>01335 { 
    957 <a name="l01336"></a>01336         <span class="comment">//</span> 
    958 <a name="l01337"></a>01337 }; 
    959 <a name="l01338"></a>01338  
    960 <a name="l01339"></a>01339 <span class="comment">// template&lt;class sq_T&gt;</span> 
    961 <a name="l01340"></a>01340 <span class="comment">// void enorm&lt;sq_T&gt;::tupdate ( double phi, mat &amp;vbar, double nubar ) {</span> 
    962 <a name="l01341"></a>01341 <span class="comment">//      //</span> 
    963 <a name="l01342"></a>01342 <span class="comment">// };</span> 
    964 <a name="l01343"></a>01343  
    965 <a name="l01344"></a>01344 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    966 <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> 
    967 <a name="l01346"></a>01346 <span class="keyword"></span>{ 
    968 <a name="l01347"></a>01347         vec x (<a class="code" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
    969 <a name="l01348"></a>01348 <span class="preprocessor">#pragma omp critical</span> 
    970 <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); 
    971 <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); 
    972 <a name="l01351"></a>01351  
    973 <a name="l01352"></a>01352         smp += <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>; 
    974 <a name="l01353"></a>01353         <span class="keywordflow">return</span> smp; 
    975 <a name="l01354"></a>01354 }; 
    976 <a name="l01355"></a>01355  
    977 <a name="l01356"></a>01356 <span class="comment">// template&lt;class sq_T&gt;</span> 
    978 <a name="l01357"></a>01357 <span class="comment">// double enorm&lt;sq_T&gt;::eval ( const vec &amp;val ) const {</span> 
    979 <a name="l01358"></a>01358 <span class="comment">//      double pdfl,e;</span> 
    980 <a name="l01359"></a>01359 <span class="comment">//      pdfl = evallog ( val );</span> 
    981 <a name="l01360"></a>01360 <span class="comment">//      e = exp ( pdfl );</span> 
    982 <a name="l01361"></a>01361 <span class="comment">//      return e;</span> 
    983 <a name="l01362"></a>01362 <span class="comment">// };</span> 
    984 <a name="l01363"></a>01363  
    985 <a name="l01364"></a>01364 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    986 <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> 
    987 <a name="l01366"></a>01366 <span class="keyword"></span>{ 
    988 <a name="l01367"></a>01367         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
    989 <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> 
    990 <a name="l01369"></a>01369         <span class="keywordflow">return</span>  tmp; 
    991 <a name="l01370"></a>01370 }; 
    992 <a name="l01371"></a>01371  
    993 <a name="l01372"></a>01372 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    994 <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> 
    995 <a name="l01374"></a>01374 <span class="keyword"></span>{ 
    996 <a name="l01375"></a>01375         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
    997 <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()); 
    998 <a name="l01377"></a>01377         <span class="keywordflow">return</span> tmp; 
    999 <a name="l01378"></a>01378 }; 
    1000 <a name="l01379"></a>01379  
     929<a name="l01310"></a>01310  
     930<a name="l01312"></a>01312  
     931<a name="l01313"></a>01313 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     932<a name="l01314"></a>01314 <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) 
     933<a name="l01315"></a>01315 { 
     934<a name="l01316"></a>01316 <span class="comment">//Fixme test dimensions of mu0 and R0;</span> 
     935<a name="l01317"></a>01317         mu = mu0; 
     936<a name="l01318"></a>01318         R = R0; 
     937<a name="l01319"></a>01319         <a class="code" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516" title="This method TODO.">validate</a>(); 
     938<a name="l01320"></a>01320 }; 
     939<a name="l01321"></a>01321  
     940<a name="l01322"></a>01322 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     941<a name="l01323"></a><a class="code" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">01323</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">enorm&lt;sq_T&gt;::from_setting</a> (<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>) 
     942<a name="l01324"></a>01324 { 
     943<a name="l01325"></a>01325         <a class="code" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">epdf::from_setting</a> (<span class="keyword">set</span>); <span class="comment">//reads rv</span> 
     944<a name="l01326"></a>01326  
     945<a name="l01327"></a>01327         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>, <span class="keyword">set</span>, <span class="stringliteral">"mu"</span>, UI::compulsory); 
     946<a name="l01328"></a>01328         mat Rtmp;<span class="comment">// necessary for conversion</span> 
     947<a name="l01329"></a>01329         <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a> (Rtmp, <span class="keyword">set</span>, <span class="stringliteral">"R"</span>, UI::compulsory); 
     948<a name="l01330"></a>01330         <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a> = Rtmp; <span class="comment">// conversion</span> 
     949<a name="l01331"></a>01331         <a class="code" href="classbdm_1_1enorm.html#38eb17ecb75d94a50b6782fcf735cfea" title="This method TODO.">validate</a>(); 
     950<a name="l01332"></a>01332 } 
     951<a name="l01333"></a>01333  
     952<a name="l01334"></a>01334 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     953<a name="l01335"></a><a class="code" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">01335</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2" title="dupdate in exponential form (not really handy)">enorm&lt;sq_T&gt;::dupdate</a> (mat &amp;v, <span class="keywordtype">double</span> nu) 
     954<a name="l01336"></a>01336 { 
     955<a name="l01337"></a>01337         <span class="comment">//</span> 
     956<a name="l01338"></a>01338 }; 
     957<a name="l01339"></a>01339  
     958<a name="l01340"></a>01340 <span class="comment">// template&lt;class sq_T&gt;</span> 
     959<a name="l01341"></a>01341 <span class="comment">// void enorm&lt;sq_T&gt;::tupdate ( double phi, mat &amp;vbar, double nubar ) {</span> 
     960<a name="l01342"></a>01342 <span class="comment">//      //</span> 
     961<a name="l01343"></a>01343 <span class="comment">// };</span> 
     962<a name="l01344"></a>01344  
     963<a name="l01345"></a>01345 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     964<a name="l01346"></a><a class="code" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766">01346</a> vec <a class="code" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766" title="Returns a sample,  from density .">enorm&lt;sq_T&gt;::sample</a>()<span class="keyword"> const</span> 
     965<a name="l01347"></a>01347 <span class="keyword"></span>{ 
     966<a name="l01348"></a>01348         vec x (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>); 
     967<a name="l01349"></a>01349 <span class="preprocessor">#pragma omp critical</span> 
     968<a name="l01350"></a>01350 <span class="preprocessor"></span>        NorRNG.sample_vector (<a class="code" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce" title="dimension of the random variable">dim</a>, x); 
     969<a name="l01351"></a>01351         vec smp = <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.sqrt_mult (x); 
     970<a name="l01352"></a>01352  
     971<a name="l01353"></a>01353         smp += <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a>; 
     972<a name="l01354"></a>01354         <span class="keywordflow">return</span> smp; 
     973<a name="l01355"></a>01355 }; 
     974<a name="l01356"></a>01356  
     975<a name="l01357"></a>01357 <span class="comment">// template&lt;class sq_T&gt;</span> 
     976<a name="l01358"></a>01358 <span class="comment">// double enorm&lt;sq_T&gt;::eval ( const vec &amp;val ) const {</span> 
     977<a name="l01359"></a>01359 <span class="comment">//      double pdfl,e;</span> 
     978<a name="l01360"></a>01360 <span class="comment">//      pdfl = evallog ( val );</span> 
     979<a name="l01361"></a>01361 <span class="comment">//      e = exp ( pdfl );</span> 
     980<a name="l01362"></a>01362 <span class="comment">//      return e;</span> 
     981<a name="l01363"></a>01363 <span class="comment">// };</span> 
     982<a name="l01364"></a>01364  
     983<a name="l01365"></a>01365 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     984<a name="l01366"></a><a class="code" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">01366</a> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3" 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> 
     985<a name="l01367"></a>01367 <span class="keyword"></span>{ 
     986<a name="l01368"></a>01368         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
     987<a name="l01369"></a>01369         <span class="keywordtype">double</span> tmp = -0.5 * (<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.invqform (<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> - val));<span class="comment">// - lognc();</span> 
     988<a name="l01370"></a>01370         <span class="keywordflow">return</span>  tmp; 
     989<a name="l01371"></a>01371 }; 
     990<a name="l01372"></a>01372  
     991<a name="l01373"></a>01373 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     992<a name="l01374"></a><a class="code" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">01374</a> <span class="keyword">inline</span> <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32" title="logarithm of the normalizing constant, ">enorm&lt;sq_T&gt;::lognc</a> ()<span class="keyword"> const</span> 
     993<a name="l01375"></a>01375 <span class="keyword"></span>{ 
     994<a name="l01376"></a>01376         <span class="comment">// 1.83787706640935 = log(2pi)</span> 
     995<a name="l01377"></a>01377         <span class="keywordtype">double</span> tmp = 0.5 * (<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.cols() * 1.83787706640935 + <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.logdet()); 
     996<a name="l01378"></a>01378         <span class="keywordflow">return</span> tmp; 
     997<a name="l01379"></a>01379 }; 
    1001998<a name="l01380"></a>01380  
    1002 <a name="l01381"></a>01381 <span class="comment">// template&lt;class sq_T&gt;</span> 
    1003 <a name="l01382"></a>01382 <span class="comment">// vec mlnorm&lt;sq_T&gt;::samplecond (const  vec &amp;cond, double &amp;lik ) {</span> 
    1004 <a name="l01383"></a>01383 <span class="comment">//      this-&gt;condition ( cond );</span> 
    1005 <a name="l01384"></a>01384 <span class="comment">//      vec smp = epdf.sample();</span> 
    1006 <a name="l01385"></a>01385 <span class="comment">//      lik = epdf.eval ( smp );</span> 
    1007 <a name="l01386"></a>01386 <span class="comment">//      return smp;</span> 
    1008 <a name="l01387"></a>01387 <span class="comment">// }</span> 
    1009 <a name="l01388"></a>01388  
    1010 <a name="l01389"></a>01389 <span class="comment">// template&lt;class sq_T&gt;</span> 
    1011 <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> 
    1012 <a name="l01391"></a>01391 <span class="comment">//      int i;</span> 
    1013 <a name="l01392"></a>01392 <span class="comment">//      int dim = rv.count();</span> 
    1014 <a name="l01393"></a>01393 <span class="comment">//      mat Smp ( dim,n );</span> 
    1015 <a name="l01394"></a>01394 <span class="comment">//      vec smp ( dim );</span> 
    1016 <a name="l01395"></a>01395 <span class="comment">//      this-&gt;condition ( cond );</span> 
    1017 <a name="l01396"></a>01396 <span class="comment">//</span> 
    1018 <a name="l01397"></a>01397 <span class="comment">//      for ( i=0; i&lt;n; i++ ) {</span> 
    1019 <a name="l01398"></a>01398 <span class="comment">//              smp = epdf.sample();</span> 
    1020 <a name="l01399"></a>01399 <span class="comment">//              lik ( i ) = epdf.eval ( smp );</span> 
    1021 <a name="l01400"></a>01400 <span class="comment">//              Smp.set_col ( i ,smp );</span> 
    1022 <a name="l01401"></a>01401 <span class="comment">//      }</span> 
    1023 <a name="l01402"></a>01402 <span class="comment">//</span> 
    1024 <a name="l01403"></a>01403 <span class="comment">//      return Smp;</span> 
    1025 <a name="l01404"></a>01404 <span class="comment">// }</span> 
    1026 <a name="l01405"></a>01405  
     999<a name="l01381"></a>01381  
     1000<a name="l01382"></a>01382 <span class="comment">// template&lt;class sq_T&gt;</span> 
     1001<a name="l01383"></a>01383 <span class="comment">// vec mlnorm&lt;sq_T&gt;::samplecond (const  vec &amp;cond, double &amp;lik ) {</span> 
     1002<a name="l01384"></a>01384 <span class="comment">//      this-&gt;condition ( cond );</span> 
     1003<a name="l01385"></a>01385 <span class="comment">//      vec smp = epdf.sample();</span> 
     1004<a name="l01386"></a>01386 <span class="comment">//      lik = epdf.eval ( smp );</span> 
     1005<a name="l01387"></a>01387 <span class="comment">//      return smp;</span> 
     1006<a name="l01388"></a>01388 <span class="comment">// }</span> 
     1007<a name="l01389"></a>01389  
     1008<a name="l01390"></a>01390 <span class="comment">// template&lt;class sq_T&gt;</span> 
     1009<a name="l01391"></a>01391 <span class="comment">// mat mlnorm&lt;sq_T&gt;::samplecond (const vec &amp;cond, vec &amp;lik, int n ) {</span> 
     1010<a name="l01392"></a>01392 <span class="comment">//      int i;</span> 
     1011<a name="l01393"></a>01393 <span class="comment">//      int dim = rv.count();</span> 
     1012<a name="l01394"></a>01394 <span class="comment">//      mat Smp ( dim,n );</span> 
     1013<a name="l01395"></a>01395 <span class="comment">//      vec smp ( dim );</span> 
     1014<a name="l01396"></a>01396 <span class="comment">//      this-&gt;condition ( cond );</span> 
     1015<a name="l01397"></a>01397 <span class="comment">//</span> 
     1016<a name="l01398"></a>01398 <span class="comment">//      for ( i=0; i&lt;n; i++ ) {</span> 
     1017<a name="l01399"></a>01399 <span class="comment">//              smp = epdf.sample();</span> 
     1018<a name="l01400"></a>01400 <span class="comment">//              lik ( i ) = epdf.eval ( smp );</span> 
     1019<a name="l01401"></a>01401 <span class="comment">//              Smp.set_col ( i ,smp );</span> 
     1020<a name="l01402"></a>01402 <span class="comment">//      }</span> 
     1021<a name="l01403"></a>01403 <span class="comment">//</span> 
     1022<a name="l01404"></a>01404 <span class="comment">//      return Smp;</span> 
     1023<a name="l01405"></a>01405 <span class="comment">// }</span> 
    10271024<a name="l01406"></a>01406  
    1028 <a name="l01407"></a>01407 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1029 <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> 
    1030 <a name="l01409"></a>01409 <span class="keyword"></span>{ 
    1031 <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> (); 
    1032 <a name="l01411"></a>01411         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> narrow(tmp); 
    1033 <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 ); 
    1034 <a name="l01413"></a>01413         <span class="keywordflow">return</span> narrow; 
    1035 <a name="l01414"></a>01414 } 
    1036 <a name="l01415"></a>01415  
    1037 <a name="l01416"></a>01416 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1038 <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> 
    1039 <a name="l01418"></a>01418 <span class="keyword"></span>{ 
    1040 <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>); 
    1041 <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>); 
    1042 <a name="l01421"></a>01421  
    1043 <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> 
    1044 <a name="l01423"></a>01423  
    1045 <a name="l01424"></a>01424         target.<a class="code" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rvn ); 
    1046 <a name="l01425"></a>01425         target.set_parameters (<a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn), Rn); 
    1047 <a name="l01426"></a>01426 } 
    1048 <a name="l01427"></a>01427  
    1049 <a name="l01428"></a>01428 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1050 <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> 
    1051 <a name="l01430"></a>01430 <span class="keyword"></span>{ 
    1052 <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> (); 
    1053 <a name="l01432"></a>01432         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> narrow(tmp); 
    1054 <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 ); 
    1055 <a name="l01434"></a>01434         <span class="keywordflow">return</span> narrow; 
    1056 <a name="l01435"></a>01435 } 
    1057 <a name="l01436"></a>01436  
    1058 <a name="l01437"></a>01437 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1059 <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> 
    1060 <a name="l01439"></a>01439 <span class="keyword"></span>{ 
    1061 <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; 
    1062 <a name="l01441"></a>01441  
    1063 <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>); 
    1064 <a name="l01443"></a>01443         TMlnorm &amp;uptarget = <span class="keyword">dynamic_cast&lt;</span>TMlnorm &amp;<span class="keyword">&gt;</span>(target); 
    1065 <a name="l01444"></a>01444  
    1066 <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); 
    1067 <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>); 
    1068 <a name="l01447"></a>01447         <span class="comment">//Permutation vector of the new R</span> 
    1069 <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>); 
    1070 <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>); 
    1071 <a name="l01450"></a>01450         ivec perm = concat (irvn , irvc); 
    1072 <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); 
    1073 <a name="l01452"></a>01452  
    1074 <a name="l01453"></a>01453         <span class="comment">//fixme - could this be done in general for all sq_T?</span> 
    1075 <a name="l01454"></a>01454         mat S = Rn.to_mat(); 
    1076 <a name="l01455"></a>01455         <span class="comment">//fixme</span> 
    1077 <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; 
    1078 <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; 
    1079 <a name="l01458"></a>01458         mat S11 = S.get (0, n, 0, n); 
    1080 <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); 
    1081 <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); 
    1082 <a name="l01461"></a>01461  
    1083 <a name="l01462"></a>01462         vec mu1 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn); 
    1084 <a name="l01463"></a>01463         vec mu2 = <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvc); 
    1085 <a name="l01464"></a>01464         mat A = S12 * inv (S22); 
    1086 <a name="l01465"></a>01465         sq_T R_n (S11 - A *S12.T()); 
    1087 <a name="l01466"></a>01466  
    1088 <a name="l01467"></a>01467         uptarget.set_rv (rvn); 
    1089 <a name="l01468"></a>01468         uptarget.set_rvc (rvc); 
    1090 <a name="l01469"></a>01469         uptarget.set_parameters (A, mu1 - A*mu2, R_n); 
    1091 <a name="l01470"></a>01470 } 
    1092 <a name="l01471"></a>01471  
    1093 <a name="l01474"></a>01474 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1094 <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) { 
    1095 <a name="l01476"></a>01476         g = g0; 
    1096 <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); 
    1097 <a name="l01478"></a>01478 } 
    1098 <a name="l01479"></a>01479  
    1099 <a name="l01480"></a>01480 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1100 <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);}; 
    1101 <a name="l01482"></a>01482  
    1102 <a name="l01484"></a>01484 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
    1103 <a name="l01485"></a>01485 std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_T&gt; &amp;ml) 
    1104 <a name="l01486"></a>01486 { 
    1105 <a name="l01487"></a>01487         os &lt;&lt; <span class="stringliteral">&quot;A:&quot;</span> &lt;&lt; ml.A &lt;&lt; endl; 
    1106 <a name="l01488"></a>01488         os &lt;&lt; <span class="stringliteral">&quot;mu:&quot;</span> &lt;&lt; ml.mu_const &lt;&lt; endl; 
    1107 <a name="l01489"></a>01489         os &lt;&lt; <span class="stringliteral">&quot;R:&quot;</span> &lt;&lt; ml._R() &lt;&lt; endl; 
    1108 <a name="l01490"></a>01490         <span class="keywordflow">return</span> os; 
    1109 <a name="l01491"></a>01491 }; 
    1110 <a name="l01492"></a>01492  
    1111 <a name="l01493"></a>01493 } 
    1112 <a name="l01494"></a>01494 <span class="preprocessor">#endif //EF_H</span> 
     1025<a name="l01407"></a>01407  
     1026<a name="l01408"></a>01408 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1027<a name="l01409"></a><a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08">01409</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08" 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> 
     1028<a name="l01410"></a>01410 <span class="keyword"></span>{ 
     1029<a name="l01411"></a>01411         <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> (); 
     1030<a name="l01412"></a>01412         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;epdf&gt;</a> narrow(tmp); 
     1031<a name="l01413"></a>01413         <a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08" title="Return marginal density on the given RV, the remainig rvs are intergrated out.">marginal</a> ( rvn, *tmp ); 
     1032<a name="l01414"></a>01414         <span class="keywordflow">return</span> narrow; 
     1033<a name="l01415"></a>01415 } 
     1034<a name="l01416"></a>01416  
     1035<a name="l01417"></a>01417 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1036<a name="l01418"></a>01418 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#dcb739443669ba0a8faf634196284c08" 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> 
     1037<a name="l01419"></a>01419 <span class="keyword"></span>{ 
     1038<a name="l01420"></a>01420         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">"rv description is not assigned"</span>); 
     1039<a name="l01421"></a>01421         ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55" 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#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
     1040<a name="l01422"></a>01422  
     1041<a name="l01423"></a>01423         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, irvn);  <span class="comment">// select rows and columns of R</span> 
     1042<a name="l01424"></a>01424  
     1043<a name="l01425"></a>01425         target.<a class="code" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv</a> ( rvn ); 
     1044<a name="l01426"></a>01426         target.set_parameters (<a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn), Rn); 
     1045<a name="l01427"></a>01427 } 
     1046<a name="l01428"></a>01428  
     1047<a name="l01429"></a>01429 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1048<a name="l01430"></a><a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20">01430</a> <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> <a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20" 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> 
     1049<a name="l01431"></a>01431 <span class="keyword"></span>{ 
     1050<a name="l01432"></a>01432         <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> (); 
     1051<a name="l01433"></a>01433         <a class="code" href="classbdm_1_1shared__ptr.html">shared_ptr&lt;mpdf&gt;</a> narrow(tmp); 
     1052<a name="l01434"></a>01434         <a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20" title="Return conditional density on the given RV, the remaining rvs will be in conditioning...">condition</a> ( rvn, *tmp ); 
     1053<a name="l01435"></a>01435         <span class="keywordflow">return</span> narrow; 
     1054<a name="l01436"></a>01436 } 
     1055<a name="l01437"></a>01437  
     1056<a name="l01438"></a>01438 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1057<a name="l01439"></a>01439 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1enorm.html#40201ca12c6900f7aeb493bb7c582e20" 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> 
     1058<a name="l01440"></a>01440 <span class="keyword"></span>{ 
     1059<a name="l01441"></a>01441         <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; 
     1060<a name="l01442"></a>01442  
     1061<a name="l01443"></a>01443         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> (<a class="code" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9" title="True if rv is assigned.">isnamed</a>(), <span class="stringliteral">"rvs are not assigned"</span>); 
     1062<a name="l01444"></a>01444         TMlnorm &amp;uptarget = <span class="keyword">dynamic_cast&lt;</span>TMlnorm &amp;<span class="keyword">&gt;</span>(target); 
     1063<a name="l01445"></a>01445  
     1064<a name="l01446"></a>01446         <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#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#aec44dabdf0a6d90fbae95e1356eda39" title="Subtract another variable from the current one.">subt</a> (rvn); 
     1065<a name="l01447"></a>01447         <a class="code" href="bdmerror_8h.html#7a3399d182b8e3065532596e76f84849" title="Throw std::runtime_exception if t is not true.">bdm_assert</a> ( (rvc.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() + rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() == <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>()), <span class="stringliteral">"wrong rvn"</span>); 
     1066<a name="l01448"></a>01448         <span class="comment">//Permutation vector of the new R</span> 
     1067<a name="l01449"></a>01449         ivec irvn = rvn.<a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55" 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#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
     1068<a name="l01450"></a>01450         ivec irvc = rvc.<a class="code" href="classbdm_1_1RV.html#cbebdb5e0d30101a6eb63550ef701c55" 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#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a>); 
     1069<a name="l01451"></a>01451         ivec perm = concat (irvn , irvc); 
     1070<a name="l01452"></a>01452         sq_T Rn (<a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>, perm); 
     1071<a name="l01453"></a>01453  
     1072<a name="l01454"></a>01454         <span class="comment">//fixme - could this be done in general for all sq_T?</span> 
     1073<a name="l01455"></a>01455         mat S = Rn.to_mat(); 
     1074<a name="l01456"></a>01456         <span class="comment">//fixme</span> 
     1075<a name="l01457"></a>01457         <span class="keywordtype">int</span> n = rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>() - 1; 
     1076<a name="l01458"></a>01458         <span class="keywordtype">int</span> end = <a class="code" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2" title="Covariance matrix in decomposed form.">R</a>.rows() - 1; 
     1077<a name="l01459"></a>01459         mat S11 = S.get (0, n, 0, n); 
     1078<a name="l01460"></a>01460         mat S12 = S.get (0, n , rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end); 
     1079<a name="l01461"></a>01461         mat S22 = S.get (rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end, rvn.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089" title="total size of a random variable">_dsize</a>(), end); 
     1080<a name="l01462"></a>01462  
     1081<a name="l01463"></a>01463         vec mu1 = <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvn); 
     1082<a name="l01464"></a>01464         vec mu2 = <a class="code" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7" title="mean value">mu</a> (irvc); 
     1083<a name="l01465"></a>01465         mat A = S12 * inv (S22); 
     1084<a name="l01466"></a>01466         sq_T R_n (S11 - A *S12.T()); 
     1085<a name="l01467"></a>01467  
     1086<a name="l01468"></a>01468         uptarget.set_rv (rvn); 
     1087<a name="l01469"></a>01469         uptarget.set_rvc (rvc); 
     1088<a name="l01470"></a>01470         uptarget.set_parameters (A, mu1 - A*mu2, R_n); 
     1089<a name="l01471"></a>01471 } 
     1090<a name="l01472"></a>01472  
     1091<a name="l01475"></a>01475 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1092<a name="l01476"></a><a class="code" href="classbdm_1_1mgnorm.html#b736332d20e418bf50d45836e129f339">01476</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#b736332d20e418bf50d45836e129f339" 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) { 
     1093<a name="l01477"></a>01477         g = g0; 
     1094<a name="l01478"></a>01478         this-&gt;<a class="code" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>.set_parameters (zeros (g-&gt;dimension()), R0); 
     1095<a name="l01479"></a>01479 } 
     1096<a name="l01480"></a>01480  
     1097<a name="l01481"></a>01481 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1098<a name="l01482"></a><a class="code" href="classbdm_1_1mgnorm.html#b31d63472cf6a1030cd8dbd8094c1f6d">01482</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1mgnorm.html#b31d63472cf6a1030cd8dbd8094c1f6d" 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#47bab632af15120c88aad647ae129468" title="Internal epdf used for sampling.">iepdf</a>._mu() = g-&gt;eval (cond);}; 
     1099<a name="l01483"></a>01483  
     1100<a name="l01485"></a>01485 <span class="keyword">template</span>&lt;<span class="keyword">class</span> sq_T&gt; 
     1101<a name="l01486"></a>01486 std::ostream &amp;operator&lt;&lt; (std::ostream &amp;os,  mlnorm&lt;sq_T&gt; &amp;ml) 
     1102<a name="l01487"></a>01487 { 
     1103<a name="l01488"></a>01488         os &lt;&lt; <span class="stringliteral">"A:"</span> &lt;&lt; ml.A &lt;&lt; endl; 
     1104<a name="l01489"></a>01489         os &lt;&lt; <span class="stringliteral">"mu:"</span> &lt;&lt; ml.mu_const &lt;&lt; endl; 
     1105<a name="l01490"></a>01490         os &lt;&lt; <span class="stringliteral">"R:"</span> &lt;&lt; ml._R() &lt;&lt; endl; 
     1106<a name="l01491"></a>01491         <span class="keywordflow">return</span> os; 
     1107<a name="l01492"></a>01492 }; 
     1108<a name="l01493"></a>01493  
     1109<a name="l01494"></a>01494 } 
     1110<a name="l01495"></a>01495 <span class="preprocessor">#endif //EF_H</span> 
    11131111</pre></div></div> 
    1114 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:04 2009 for mixpp by&nbsp; 
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    1116 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
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