Changeset 711 for library/doc/tutorial/01userguide.dox
- Timestamp:
- 11/08/09 22:07:31 (15 years ago)
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- 1 modified
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library/doc/tutorial/01userguide.dox
r693 r711 245 245 DS.class = 'pdfDS'; 246 246 DS.pdf.class = 'mprod'; 247 DS.pdf.pdfs = {fy, epdf2mpdf(fu)};247 DS.pdf.pdfs = {fy, fu}; 248 248 \endcode 249 249 … … 253 253 - the same concept is used for enorm, where enorm<chmat> and enorm<fsqmat> are also possible. In this particular use, these objects are equivalent. In specific situation, e.g. Kalman filter implemented on Choleski decomposition (bdm::KalmanCh), only enorm<chmat> is approprate. 254 254 - class 'mprod' represents the chain rule of probability. Attribute \c pdfs of its configuration structure is a list of conditional densities. Conditional density \f$ f(a|b)\f$ is represented by class \c pdf and its offsprings. Class \c RV is used to describe both variables before conditioning (field \c rv ) and after conditioning sign (field \c rvc). 255 - due to simplicity of implementation, mprod accept only conditional densities in the field \c pdfs. Hence, the pdf \f$ f(u_t)\f$ must be converted to conditional density with empty conditioning, \f$ f(u_t| \{\})\f$. This is achieved by calling function epdf2mpdf which is only a trivial wrapper creating class bdm::mepdf.256 255 257 256