mepdf Class Reference

Unconditional mpdf, allows using epdf in the role of mpdf. More...

#include <libBM.h>

Inheritance diagram for mepdf:

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List of all members.

Public Member Functions

 mepdf (const RV &rv, const RV &rvc, epdf *em)
 Default constructor.
virtual vec samplecond (vec &cond, double &ll)
 Returns the required moment of the epdf.
virtual mat samplecond (vec &cond, vec &ll, int N)
 Returns.
virtual void condition (const vec &cond)
 Update ep so that it represents this mpdf conditioned on rvc = cond.
virtual double evalcond (const vec &dt, const vec &cond)
 Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently.
RV _rvc ()
 access function
epdf_epdf ()
 access function

Protected Attributes

RV rv
 modeled random variable
RV rvc
 random variable in condition
epdfep
 pointer to internal epdf


Detailed Description

Unconditional mpdf, allows using epdf in the role of mpdf.

WARNING: the class does not check validity of the ep pointer nor its existence.


Member Function Documentation

virtual vec mpdf::samplecond ( vec &  cond,
double &  ll 
) [inline, virtual, inherited]

Returns the required moment of the epdf.

Returns a sample from the density conditioned on cond, $x \sim epdf(rv|cond)$.

Parameters:
cond is numeric value of rv
ll is a return value of log-likelihood of the sample.

Reimplemented in mlnorm< sq_T >, and mgamma.

References mpdf::condition(), mpdf::ep, epdf::evalpdflog(), and epdf::sample().

Referenced by MPF< BM_T >::bayes(), and PF::bayes().

virtual mat mpdf::samplecond ( vec &  cond,
vec &  ll,
int  N 
) [inline, virtual, inherited]

Returns.

Parameters:
N samples from the density conditioned on cond, $x \sim epdf(rv|cond)$.
cond is numeric value of rv
ll is a return value of log-likelihood of the sample.

Reimplemented in mlnorm< sq_T >, and mgamma.

References mpdf::condition(), RV::count(), mpdf::ep, epdf::evalpdflog(), mpdf::rv, and epdf::sample().


The documentation for this class was generated from the following file:

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