bdm::mpdf Class Reference

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

#include <libBM.h>

Inheritance diagram for bdm::mpdf:

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Collaboration diagram for bdm::mpdf:

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List of all members.

Public Member Functions
virtual vec	samplecond (const vec &cond)
	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 double	evallogcond (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 vec	evallogcond_m (const mat &Dt, const vec &cond)
	Matrix version of evallogcond.
virtual	~mpdf ()
	Destructor for future use;.
	mpdf (const RV &rv0, const RV &rvc0)
	Default constructor.
RV	_rvc () const
	access function
RV	_rv () const
	access function
epdf &	_epdf ()
	access function
epdf *	_e ()
	access function
Protected Attributes
RV	rv
	modeled random variable
RV	rvc
	random variable in condition
epdf *	ep
	pointer to internal epdf

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Detailed Description

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

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Member Function Documentation

virtual vec bdm::mpdf::samplecond

(

const vec &

cond

)

[inline, virtual]

Returns a sample from the density conditioned on cond, .

Parameters:

cond

is numeric value of rv

References condition(), ep, and bdm::epdf::sample().

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

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

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

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

• libBM.h