bdm::mratio Class Reference

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

$f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)}$

where $f(rvc) = \int f(rv,rvc) d\ rv$ . More...

#include <emix.h>

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.

Matematical operations

virtual vec samplecond (const vec &cond)

Returns a sample from the density conditioned on cond, $x \sim epdf(rv|cond)$ .

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

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

int dimc

dimension of the condition

RV rvc

random variable in condition

epdf * ep

pointer to internal epdf

Detailed Description

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

$f(rv|rvc) = \frac{f(rv,rvc)}{f(rvc)}$

where $f(rvc) = \int f(rv,rvc) d\ rv$ .

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

At present the only supported operation is evallogcond().

Constructor & Destructor Documentation

bdm::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 bdm::RV::_dsize(), bdm::epdf::_rv(), den, destroynom, bdm::mpdf::dimc, dl, bdm::mpdf::ep, bdm::RV::length(), bdm::epdf::marginal(), nom, bdm::mpdf::rvc, bdm::datalink_m2e::set_connection(), bdm::epdf::set_parameters(), bdm::epdf::set_rv(), and bdm::RV::subt().

Member Function Documentation

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

Returns a sample from the density conditioned on cond, $x \sim epdf(rv|cond)$ .

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`, $x \sim epdf(rv\|cond)$ .
	cond	is numeric value of `rv`

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

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

emix.h


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.
Matematical operations
virtual vec	samplecond (const vec &cond)
	Returns a sample from the density conditioned on `cond`, $x \sim epdf(rv\|cond)$ .
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
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
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition
epdf *	ep
	pointer to internal epdf