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 epdfnom
 Nominator in the form of mpdf.
epdfden
 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
epdfep
 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:

Generated on Thu Apr 23 21:06:45 2009 for mixpp by  doxygen 1.5.8