bdm::mlstudent Class Reference

#include <exp_family.h>

List of all members.

Public Member Functions
void	set_parameters (const mat &A0, const vec &mu0, const ldmat &R0, const ldmat &Lambda0)
	constructor function
void	condition (const vec &cond)
vec &	_mu_const ()
	access function
mat &	_A ()
	access function
mat	_R ()
	access function
void	from_setting (const Setting &set)
enorm< ldmat > &	e ()
	access function to iepdf
vec	samplecond (const vec &cond)
	Reimplements samplecond using condition().
double	evallogcond (const vec &val, const vec &cond)
	Reimplements evallogcond using condition().
virtual vec	evallogcond_m (const mat &Dt, const vec &cond)
	Efficient version of evallogcond for matrices.
virtual vec	evallogcond_m (const Array< vec > &Dt, const vec &cond)
	Efficient version of evallogcond for Array<vec>.
virtual mat	samplecond_m (const vec &cond, int N)
	Efficient version of samplecond.
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
void	set_parameters (const mat &A0, const vec &mu0, const ldmat &R0)
	Set A and R.
Access to attributes
RV	_rv () const
RV	_rvc ()
int	dimension () const
int	dimensionc ()
Connection to other objects
void	set_rvc (const RV &rvc0)
void	set_rv (const RV &rv0)
bool	isnamed ()
Protected Member Functions
void	set_ep (epdf &iepdf)
	set internal pointer ep to point to given iepdf
void	set_ep (epdf *iepdfp)
	set internal pointer ep to point to given iepdf
Protected Attributes
ldmat	Lambda
	Variable from theory.
ldmat &	_R
	Reference to variable .
ldmat	Re
	Variable .
mat	A
	Internal epdf that arise by conditioning on rvc.
vec	mu_const
	Constant additive term.
enorm< ldmat >	iepdf
	Internal epdf used for sampling.
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition
Friends
std::ostream &	operator<< (std::ostream &os, mlnorm< sq_M, enorm > &ml)
	Debug stream.

---

Detailed Description

(Approximate) Student t density with linear function of mean value

The internal epdf of this class is of the type of a Gaussian (enorm). However, each conditioning is trying to assure the best possible approximation by taking into account the zeta function. See [] for reference.

Perhaps a moment-matching technique?

---

Member Function Documentation

void bdm::mlstudent::condition

(

const vec &

cond

)

[inline, virtual]

Set value of rvc . Result of this operation is stored in epdf use function _ep to access it.

Reimplemented from bdm::mlnorm< ldmat, enorm >.

References bdm::enorm< sq_T >::_mu(), bdm::mlnorm< ldmat, enorm >::_R(), bdm::mlnorm< ldmat, enorm >::A, bdm::mpdf_internal< enorm< ldmat > >::iepdf, bdm::ldmat::invqform(), Lambda, bdm::mlnorm< ldmat, enorm >::mu_const, Re, and bdm::sqmat::rows().

void bdm::mlnorm< ldmat , enorm >::from_setting

(

const Setting &

set

)

[inline, virtual, inherited]

Load from structure with elements:

 { class = "mpdf_offspring",
   rv = {class="RV", names=(...),}; // RV describing meaning of random variable
   rvc= {class="RV", names=(...),}; // RV describing meaning of random variable in condition
   // elements of offsprings
 }

Reimplemented from bdm::mpdf.

References bdm::mlnorm< sq_T, TEpdf >::A, bdm::mlnorm< sq_T, TEpdf >::from_setting(), bdm::UI::get(), bdm::mlnorm< sq_T, TEpdf >::mu_const, and bdm::mlnorm< sq_T, TEpdf >::set_parameters().

---

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

• exp_family.h