bdm::eEF Class Reference
General conjugate exponential family posterior density. More...
#include <exp_family.h>
Public Member Functions | |
| eEF () | |
| default constructor | |
| virtual double | lognc () const =0 |
logarithm of the normalizing constant,  | |
| virtual void | dupdate (mat &v) |
| TODO decide if it is really needed. | |
| virtual double | evallog_nn (const vec &val) const |
| Evaluate normalized log-probability. | |
| virtual double | evallog (const vec &val) const |
| Evaluate normalized log-probability. | |
| virtual vec | evallog (const mat &Val) const |
| Evaluate normalized log-probability for many samples. | |
| virtual void | pow (double p) |
| Power of the density, used e.g. to flatten the density. | |
| void | from_setting (const Setting &set) |
| virtual string | to_string () |
| This method returns a basic info about the current instance. | |
| virtual void | to_setting (Setting &set) const |
| This method save all the instance properties into the Setting structure. | |
| virtual void | validate () |
| This method TODO. | |
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 vec | sample () const |
Returns a sample,  from density  . | |
| 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 vec | evallog_m (const Array< vec > &Avec) 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 vec | mean () const |
| return expected value | |
| virtual vec | variance () const |
| return expected variance (not covariance!) | |
| 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 | |
| int | dim |
| dimension of the random variable | |
| RV | rv |
| Description of the random variable. | |
Detailed Description
General conjugate exponential family posterior density.More?...
Member Function Documentation
| void bdm::epdf::from_setting | ( | const Setting & | set | ) | [inline, virtual, inherited] |
Load from structure with elements:
{ rv = {class="RV", names=(...),}; // RV describing meaning of random variable
// elements of offsprings
}
Reimplemented from bdm::root.
Reimplemented in bdm::enorm< sq_T >, bdm::egiw, bdm::egamma, bdm::euni, bdm::merger_base, bdm::enorm< ldmat >, bdm::enorm< chmat >, and bdm::enorm< fsqmat >.
References bdm::epdf::set_rv().
The documentation for this class was generated from the following file:
