#include <emix.h>
Public Member Functions | |
void | set_parameters (const Array< const epdf * > &epdfs0, bool named=true) |
vec | mean () const |
return expected value | |
vec | variance () const |
return expected variance (not covariance!) | |
vec | sample () const |
Returns a sample, from density . | |
double | evallog (const vec &val) const |
Compute log-probability of argument val . | |
const epdf * | operator() (int i) const |
access function | |
~eprod () | |
Destructor. | |
Constructors | |
Construction of each epdf should support two types of constructors:
set_parameters() . This way references can be initialized in constructors. | |
void | set_parameters (int dim0) |
Matematical Operations | |
virtual mat | sample_m (int N) const |
Returns N samples, from density . | |
virtual vec | evallog_m (const mat &Val) const |
Compute log-probability of multiple values argument val . | |
virtual mpdf * | condition (const RV &rv) const |
Return conditional density on the given RV, the remaining rvs will be in conditioning. | |
virtual epdf * | marginal (const RV &rv) const |
Return marginal density on the given RV, the remainig rvs are intergrated out. | |
virtual void | qbounds (vec &lb, vec &ub, double percentage=0.95) const |
Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default. | |
Connection to other classes | |
Description of the random quantity via attribute rv is optional. For operations such as sampling rv does not need to be set. However, for marginalization and conditioning rv has to be set. NB: | |
void | set_rv (const RV &rv0) |
Name its rv. | |
bool | isnamed () const |
True if rv is assigned. | |
const RV & | _rv () const |
Return name (fails when isnamed is false). | |
Access to attributes | |
int | dimension () const |
Size of the random variable. | |
Protected Attributes | |
Array< const epdf * > | epdfs |
Components (epdfs). | |
Array< datalink * > | dls |
Array of indeces. | |
int | dim |
dimension of the random variable | |
RV | rv |
Description of the random variable. |