bdm::mgnorm< sq_T > Class Template Reference

Mpdf with general function for mean value. More...

#include <exp_family.h>

List of all members.

Public Member Functions
	mgnorm ()
	default constructor
void	set_parameters (fnc *g0, const sq_T &R0)
	set mean function
void	condition (const vec &cond)
	Update ep so that it represents this mpdf conditioned on rvc = cond.
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.
Matematical operations
virtual vec	samplecond (const vec &cond)
	Returns a sample from the density conditioned on cond, .
virtual mat	samplecond_m (const vec &cond, int N)
	Returns.
virtual double	evallogcond (const vec &dt, const vec &cond)
	Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently.
virtual vec	evallogcond_m (const mat &Dt, const vec &cond)
	Matrix version of evallogcond.
virtual vec	evallogcond_m (const Array< vec > &Dt, const vec &cond)
	Array<vec> 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
enorm< sq_T >	epdf
	Internal epdf that arise by conditioning on rvc.
vec &	mu
fnc *	g
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition
epdf *	ep
	pointer to internal epdf

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Detailed Description

template<class sq_T>
class bdm::mgnorm< sq_T >

Mpdf with general function for mean value.

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Member Function Documentation

template<class sq_T >

void bdm::mgnorm< sq_T >::from_setting

(

const Setting &

set

)

[inline, virtual]

UI for mgnorm

The mgnorm is constructed from a structure with fields:

                        system = {
                                type = "mgnorm";
                                // function for mean value evolution
                                g = {type="fnc"; ... }

                                // variance
                                R = [1, 0,
                                         0, 1];
                                // --OR --
                                dR = [1, 1];

                                // == OPTIONAL ==

                                // description of y variables
                                y = {type="rv"; names=["y", "u"];};
                                // description of u variable
                                u = {type="rv"; names=[];}
                        };

Result if

Reimplemented from bdm::mpdf.

References bdm::UI::get(), and bdm::mgnorm< sq_T >::set_parameters().

virtual vec bdm::mpdf::samplecond

(

const vec &

cond

)

[inline, virtual, inherited]

Returns a sample from the density conditioned on 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, .
	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:

• exp_family.h