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mixpp: bdm::pdf Class Reference

bdm::pdf

bdm::pdf Class Reference

Conditional probability density, e.g. modeling $ f( x | y) $

, where

is random variable, rv, and $ y $

is conditioning variable, rvc. More...

#include <bdmbase.h>

Inheritance diagram for bdm::pdf:

List of all members.


Public Member Functions
void	from_setting (const Setting &set)
void	to_setting (Setting &set) const
Constructors
	pdf (const pdf &m)
Matematical operations
virtual vec	samplecond (const vec &cond)=0
	Returns a sample from the density conditioned on `cond`, $x \sim epdf(rv\|cond)$ .
virtual mat	samplecond_mat (const vec &cond, int N)
	Returns.
virtual double	evallogcond (const vec &yt, const vec &cond)=0
	Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently.
virtual vec	evallogcond_mat (const mat &Yt, const vec &cond)
	Matrix version of evallogcond.
virtual vec	evallogcond_mat (const Array< vec > &Yt, const vec &cond)
	Array<vec> version of evallogcond.
Access to attributes
const RV &	_rv () const
const RV &	_rvc () const
int	dimension () const
int	dimensionc ()
void	set_dim (int d)
	access function
void	set_dimc (int d)
	access function
Connection to other objects
void	set_rvc (const RV &rvc0)
void	set_rv (const RV &rv0)
bool	isnamed () const
	Names of variables stored in RV are considered to be valid only if their size match size of the parameters (dim).
Protected Attributes
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition
int	dim
	dimension of random variable
RV	rv
	random variable

Detailed Description

Conditional probability density, e.g. modeling $ f( x | y) $

, where

is random variable, rv, and $ y $

is conditioning variable, rvc.

Member Function Documentation

void bdm::pdf::from_setting ( const Setting & set ) [virtual]

Create object from the following structure

    class = 'pdf';
    --- optional fields ---
    rv = RV({'names',...},[sizes,...],[times,...]);  % description of the random variable - typically delayed values, time=-1, etc.!
    rvc= RV({'names',...},[sizes,...],[times,...]);  % description of the random variable in condition
    --- inherited fields ---
    bdm::root::from_setting

Reimplemented from bdm::root.

Reimplemented in bdm::emix, bdm::mprod, bdm::eprod, bdm::mmix, bdm::mgdirac, bdm::enorm< sq_T >, bdm::estudent< sq_T >, bdm::egiw, bdm::eDirich, bdm::eBeta, bdm::mDirich, bdm::mBeta, bdm::egamma, bdm::euni, bdm::mguni, bdm::mlnorm< sq_T, TEpdf >, bdm::mgnorm< sq_T >, bdm::mgamma, bdm::migamma_ref, and bdm::mlognorm.