mratio Class Reference

Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form:

where . More...

#include <emix.h>

Inheritance diagram for mratio:

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Collaboration diagram for mratio:

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List of all members.

Public Member Functions
	mratio (const epdf *nom0, const RV &rv, bool copy=false)
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.
void	ownnom ()
	Object takes ownership of nom and will destroy it.
	~mratio ()
	Default destructor.
virtual vec	samplecond (const vec &cond, double &ll)
	Returns a sample from the density conditioned on cond, .
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
epdf *	_e ()
	access function
Protected Attributes
const epdf *	nom
	Nominator in the form of mpdf.
epdf *	den
	Denominator in the form of epdf.
bool	destroynom
	flag for destructor
datalink_m2e	dl
	datalink between conditional and nom
RV	rv
	modeled random variable
RV	rvc
	random variable in condition
epdf *	ep
	pointer to internal epdf

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Detailed Description

Class representing ratio of two densities which arise e.g. by applying the Bayes rule. It represents density in the form:

where .

In particular this type of arise by conditioning of a mixture model.

At present the only supported operation is evallogcond().

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Constructor & Destructor Documentation

mratio::mratio	(	const epdf *	nom0,
		const RV &	rv,
		bool	copy = false
	)			[inline]

Default constructor. By default, the given epdf is not copied! It is assumed that this function will be used only temporarily.

References den, destroynom, RV::length(), epdf::marginal(), nom, and mpdf::rvc.

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Member Function Documentation

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

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 in mprod.

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

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

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