bdm::eDirich Class Reference

Dirichlet posterior density. More...

#include <exp_family.h>

Public Member Functions
vec	sample () const
	Returns a sample, from density .
vec	mean () const
	return expected value
vec	variance () const
	return expected variance (not covariance!)
double	evallog_nn (const vec &val) const
	In this instance, val is ...
double	lognc () const
	logarithm of the normalizing constant, $\mathcal{I}$
vec &	_beta ()
	access function
virtual double	evallog (const vec &val) const
	Evaluate normalized log-probability.
virtual vec	evallog_m (const mat &Val) const
	Evaluate normalized log-probability for many samples.
virtual vec	evallog_m (const Array< vec > &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

	eDirich ()
	eDirich (const eDirich &D0)
	eDirich (const vec &beta0)
void	set_parameters (const vec &beta0)
Constructors
Construction of each epdf should support two types of constructors: empty constructor, copy constructor, The following constructors should be supported for convenience: constructor followed by calling `set_parameters()` constructor accepting random variables calling `set_rv()` All internal data structures are constructed as empty. Their values (including sizes) will be set by method `set_parameters()`. This way references can be initialized in constructors.
void	set_parameters (int dim0)
Matematical Operations

virtual mat	sample_m (int N) const
	Returns N samples, $[x_1 , x_2 , \ldots \$ from density .
virtual shared_ptr< mpdf >	condition (const RV &rv) const
	Return conditional density on the given RV, the remaining rvs will be in conditioning.
virtual shared_ptr< epdf >	marginal (const RV &rv) const
	Return marginal density on the given RV, the remainig rvs are intergrated out.
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
vec	beta
	sufficient statistics
int	dim
	dimension of the random variable
RV	rv
	Description of the random variable.

Detailed Description

Dirichlet posterior density.

Continuous Dirichlet density of $n$ -dimensional variable $x$

$f(x|\beta) = \frac{\Gamma[\gamma]}{\prod_{i=1}^{n}\Gamma(\beta_i)} \prod_{i=1}^{n}x_i^{\beta_i-1}$

where $\gamma=\sum_i \beta_i$ .

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::merger_mix, 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:

exp_family.h

bdm::eDirich Class Reference

Public Member Functions

Protected Attributes

Detailed Description

Member Function Documentation