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:

where . 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.
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 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 () 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
const epdf *	nom
	Nominator in the form of mpdf.
shared_ptr< epdf >	den
	Denominator in the form of epdf.
bool	destroynom
	flag for destructor
datalink_m2e	dl
	datalink between conditional and nom
epdf	iepdf
	dummy epdf that stores only rv and dim
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition

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Detailed Description

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

where .

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

At present the only supported operation is evallogcond().

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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, iepdf, bdm::RV::length(), bdm::epdf::marginal(), nom, bdm::mpdf::rvc, bdm::datalink_m2e::set_connection(), bdm::mpdf::set_ep(), bdm::epdf::set_parameters(), bdm::epdf::set_rv(), and bdm::RV::subt().

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Member Function Documentation

void bdm::mpdf::from_setting

(

const Setting &

set

)

[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::root.

Reimplemented in bdm::mepdf, bdm::mprod, bdm::mlnorm< sq_T, TEpdf >, bdm::mgnorm< sq_T >, bdm::mgamma, bdm::migamma_ref, bdm::mlognorm, bdm::mlnorm< chmat >, and bdm::mlnorm< ldmat, enorm >.

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::mpdf_internal< EPDF >, bdm::mepdf, bdm::mprod, bdm::mmix, bdm::mpdf_internal< egamma >, bdm::mpdf_internal< enorm< chmat > >, bdm::mpdf_internal< enorm< sq_T > >, bdm::mpdf_internal< eigamma >, bdm::mpdf_internal< elognorm >, bdm::mpdf_internal< eiWishartCh >, bdm::mpdf_internal< enorm< ldmat > >, and bdm::mpdf_internal< TEpdf< sq_T > >.

Referenced by bdm::MPF< BM_T >::bayes(), bdm::PF::bayes(), and bdm::mpdf::samplecond_m().

mat bdm::mpdf::samplecond_m	(	const vec &	cond,
		int	N
	)			[virtual, inherited]

Returns.

Parameters:

	N	samples from the density conditioned on cond, .
	cond	is numeric value of rv

Reimplemented in bdm::mpdf_internal< EPDF >, bdm::mpdf_internal< egamma >, bdm::mpdf_internal< enorm< chmat > >, bdm::mpdf_internal< enorm< sq_T > >, bdm::mpdf_internal< eigamma >, bdm::mpdf_internal< elognorm >, bdm::mpdf_internal< eiWishartCh >, bdm::mpdf_internal< enorm< ldmat > >, and bdm::mpdf_internal< TEpdf< sq_T > >.

References bdm::mpdf::samplecond().

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

• emix.h