mpdf Class Reference

Conditional probability density, e.g. modeling some dependencies. More...

#include <libBM.h>

Inheritance diagram for mpdf:

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Collaboration diagram for mpdf:

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List of all members.

Public Member Functions

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.
virtual ~mpdf ()
 Destructor for future use;.
 mpdf (const RV &rv0, const RV &rvc0)
 Default constructor.
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

Conditional probability density, e.g. modeling some dependencies.

Member Function Documentation

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

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 condition(), 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]

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


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

Generated on Sat Aug 16 17:22:10 2008 for mixpp by  doxygen 1.5.6