mixpp: bdm::PdfDS Class Reference
bdm::PdfDS

bdm::PdfDS Class Reference

Simulate data from conditional density. More...

#include <datasources.h>

Inheritance diagram for bdm::PdfDS:

bdm::DS bdm::root List of all members.

Public Member Functions

void step ()
void getdata (vec &dt_out) const
void write (const vec &ut0)
void write (const vec &ut0, const ivec &ind)
virtual void getdata (vec &dt, const ivec &indices) NOT_IMPLEMENTED_VOID
 Returns data records at indices.
void from_setting (const Setting &set)
void validate ()

Public Attributes

shared_ptr< pdf > ipdf
 internal pointer to epdf from which we samplecond

Protected Attributes

vec yt
 internal storage of data sample
vec ut
 input vector
datalink_buffered ut2rgr
 datalink between ut and regressor
datalink_buffered yt2rgr
 datalink between yt and regressor
vec rgr
 numeric values of regressor
RV init_rv
 RV for initial conditions.
vec init_values
 initial conditions

Detailed Description

Simulate data from conditional density.

Data are simulated by sampling from conditional pdf.

The condition can be of two types:

  1. delayed output values: these are cached internally, initiated via init_rv and init_values.
  2. input values: remaining RVs in the rvc of the given pdf are considered to be inputs and are declared as urv

Note: a classical state-space model can be simulated as an instance of this case since it can be seen as a chain rule on state-evolution pdf and observation pdf. See class bdm::mprod and other offsprings of pdf.

Member Function Documentation

void bdm::PdfDS::from_setting ( const Setting &  set  )  [inline, virtual]

Create object from the following structure 

    class = 'PdfDS';
    pdf = configuration of bdm::pdf;          % any offspring of pdf, bdm::pdf::from_setting
    --- optional fields ---
    init_rv = RV({'names',...},[sizes,...],[times,...]);   % define what rv to initialize - typically delayed values, time=-1, etc.!
    init_values = [...];                      % vector of initial values corresponding to init_rv
Class does not call from bdm::DS::from_setting, names of data are taken from pdf.rv and pdf.rvc.

If init_rv is not given, init_values are set to zero.

Reimplemented from bdm::DS.

The documentation for this class was generated from the following files:
Generated on 2 Dec 2013 for mixpp by  doxygen 1.4.7