bdm::pdf Class Reference
Conditional probability density, e.g. modeling , where is random variable,rv
, and is conditioning variable, rvc
.
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#include <bdmbase.h>
Inheritance diagram for bdm::pdf:
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 , . | |
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 , where is random variable,rv
, and 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.
virtual vec bdm::pdf::samplecond | ( | const vec & | cond | ) | [pure virtual] |
Returns a sample from the density conditioned on cond
, .
- Parameters:
-
cond is numeric value of rv
Implemented in bdm::pdf_internal< EPDF >, bdm::mratio, bdm::mprod, bdm::pdf_internal< bdm::enorm< bdm::ldmat > >, bdm::pdf_internal< TEpdf< sq_T > >, bdm::pdf_internal< bdm::eigamma >, bdm::pdf_internal< bdm::enorm< sq_T > >, bdm::pdf_internal< bdm::euni >, bdm::pdf_internal< bdm::eBeta >, bdm::pdf_internal< bdm::elognorm >, bdm::pdf_internal< bdm::enorm< bdm::chmat > >, bdm::pdf_internal< bdm::egamma >, and bdm::pdf_internal< bdm::eDirich >.
mat bdm::pdf::samplecond_mat | ( | const vec & | cond, | |
int | N | |||
) | [virtual] |
Returns.
- Parameters:
-
N samples from the density conditioned on cond
, .cond is numeric value of rv
Reimplemented in bdm::pdf_internal< EPDF >, bdm::pdf_internal< bdm::enorm< bdm::ldmat > >, bdm::pdf_internal< TEpdf< sq_T > >, bdm::pdf_internal< bdm::eigamma >, bdm::pdf_internal< bdm::enorm< sq_T > >, bdm::pdf_internal< bdm::euni >, bdm::pdf_internal< bdm::eBeta >, bdm::pdf_internal< bdm::elognorm >, bdm::pdf_internal< bdm::enorm< bdm::chmat > >, bdm::pdf_internal< bdm::egamma >, and bdm::pdf_internal< bdm::eDirich >.
The documentation for this class was generated from the following files:
- bdmbase.h
- bdmbase.cpp
Generated on 2 Dec 2013 for mixpp by 1.4.7