bdm::mprod Class Reference

Chain rule decomposition of epdf. More...

#include <emix.h>

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)
	Returns a sample from the density conditioned on cond, .
mat	samplecond (const vec &cond, 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
Matematical operations
virtual mat	samplecond_m (const vec &cond, 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.
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
Array< epdf * >	epdfs
	pointers to epdfs - shortcut to mpdfs().posterior()
Array< datalink_m2m * >	dls
	Data link for each mpdfs.
epdf	dummy
	dummy ep
int	n
	Number of mpdfs in the composite.
Array< mpdf * >	mpdfs
	Elements of composition.
int	dimc
	dimension of the condition
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

RV bdm::compositepdf::getrv

(

bool

checkoverlap = false

)

[inherited]

find common rv, flag

Parameters:

checkoverlap

modifies whether overlaps are acceptable

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

Referenced by bdm::merger::merger(), and mprod().

vec bdm::mprod::samplecond

(

const vec &

cond

)

[inline, virtual]

Returns a sample from the density conditioned on cond, .

Parameters:

cond

is numeric value of rv

Ugly hack to help to discover if mpfs are not in proper order. Correct solution = check that explicitely.

Reimplemented from bdm::mpdf.

References bdm::epdf::dimension(), dls, bdm::mpdf::ep, epdfs, bdm::compositepdf::mpdfs, and bdm::compositepdf::n.

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

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:

• emix.h