mprod Class Reference

Chain rule decomposition of epdf. More...

#include <emix.h>

Inheritance diagram for mprod:

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Collaboration diagram for mprod:

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List of all members.

Public Member Functions
	mprod (Array< mpdf * > mFacs)
	Constructor from list of mFacs,.
double	evallogcond (const vec &val, const vec &cond)
	Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently.
vec	samplecond (const vec &cond, double &ll)
	Returns the required moment of the epdf.
mat	samplecond (const vec &cond, vec &ll, int N)
RV	getrv (bool checkoverlap=false)
	find common rv, flag
void	setrvc (const RV &rv, RV &rvc)
	common rvc of all mpdfs is written to rvc
virtual mat	samplecond_m (const 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 vec	evallogcond_m (const mat &Dt, const vec &cond)
	Matrix version of evallogcond.
RV	_rvc () const
	access function
RV	_rv () const
	access function
epdf &	_epdf ()
	access function
Protected Attributes
Array< epdf * >	epdfs
	pointers to epdfs - shortcut to mpdfs()._epdf()
Array< datalink_m2m * >	dls
	Data link for each mpdfs.
int	n
	Number of mpdfs in the composite.
Array< mpdf * >	mpdfs
	Elements of composition.
RV	rv
	modeled random variable
RV	rvc
	random variable in condition
epdf *	ep
	pointer to internal epdf

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Detailed Description

Chain rule decomposition of epdf.

Probability density in the form of Chain-rule decomposition: \[ f(x_1,x_2,x_3) = f(x_1|x_2,x_3)f(x_2,x_3)f(x_3) \] Note that

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Member Function Documentation

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

Returns the required moment of the epdf.

Returns a sample from the density conditioned on cond, .

Parameters:

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

Reimplemented from mpdf.

References RV::count(), dls, epdfs, compositepdf::mpdfs, compositepdf::n, and mpdf::rv.

RV compositepdf::getrv

(

bool

checkoverlap = false

)

[inherited]

find common rv, flag

Parameters:

checkoverlap

modifies whether overlaps are acceptable

References RV::add(), compositepdf::mpdfs, and compositepdf::n.

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

Returns.

Parameters:

	N	samples from the density conditioned on cond, .
	cond	is numeric value of rv
	ll	is a return value of log-likelihood of the sample.

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

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

• work/git/mixpp/bdm/stat/emix.h