bdm::mlnorm< sq_T > Class Template Reference

#include <libEF.h>

Inheritance diagram for bdm::mlnorm< sq_T >:

List of all members.

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Detailed Description

template<class sq_T>
class bdm::mlnorm< sq_T >

Normal distributed linear function with linear function of mean value;.

Mean value .

Public Member Functions
void	condition (const vec &cond)
vec &	_mu_const ()
	access function
mat &	_A ()
	access function
mat	_R ()
	access function
Constructors
	mlnorm ()
	mlnorm (const mat &A, const vec &mu0, const sq_T &R)
void	set_parameters (const mat &A, const vec &mu0, const sq_T &R)
	Set A and R.
Matematical operations
virtual vec	samplecond (const vec &cond)
	Returns a sample from the density conditioned on cond, .
virtual mat	samplecond_m (const vec &cond, int N)
	Returns.
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.
Access to attributes
RV	_rv ()
RV	_rvc ()
int	dimension ()
int	dimensionc ()
epdf &	_epdf ()
epdf *	_e ()
Connection to other objects
void	set_rvc (const RV &rvc0)
void	set_rv (const RV &rv0)
bool	isnamed ()
Protected Attributes
enorm< sq_T >	epdf
	Internal epdf that arise by conditioning on rvc.
mat	A
vec	mu_const
vec &	_mu
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition
epdf *	ep
	pointer to internal epdf
Friends
template<class sq_M>
std::ostream &	operator<< (std::ostream &os, mlnorm< sq_M > &ml)

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Member Function Documentation

template<class sq_T>

void bdm::mlnorm< sq_T >::condition

(

const vec &

cond

)

[inline, virtual]

Set value of rvc . Result of this operation is stored in epdf use function _ep to access it.

Reimplemented from bdm::mpdf.

Reimplemented in bdm::mlstudent.

virtual vec bdm::mpdf::samplecond

(

const vec &

cond

)

[inline, virtual, inherited]

Returns a sample from the density conditioned on cond, .

Parameters:

cond

is numeric value of rv

Reimplemented in bdm::mprod.

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

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

• libEF.h