bdm::mprod Class Reference

Chain rule decomposition of epdf. More...

#include <emix.h>

List of all members.

Public Member Functions
	mprod ()
	Default constructor.
	mprod (const Array< shared_ptr< mpdf > > &mFacs)
	Constructor from list of mFacs.
void	set_elements (const Array< shared_ptr< mpdf > > &mFacs)
	Set internal mpdfs from given values.
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.
vec	evallogcond_m (const mat &Dt, const vec &cond)
	Matrix version of evallogcond.
vec	evallogcond_m (const Array< vec > &Dt, const vec &cond)
	Array<vec> version of evallogcond.
vec	samplecond (const vec &cond)
	Returns a sample from the density conditioned on 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 mat	samplecond_m (const vec &cond, int N)
	Returns.
Access to attributes
const RV &	_rv () const
const RV &	_rvc () const
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
epdf	iepdf
	dummy epdf used only as storage for RV and dim
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition

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Detailed Description

Chain rule decomposition of epdf.

Probability density in the form of Chain-rule decomposition: \[ f(x_1,x_2,x_3) = f(x_1|x_2,x_3)f(x_2,x_3)f(x_3) \] Note that

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Member Function Documentation

void bdm::mprod::from_setting

(

const Setting &

set

)

[inline, virtual]

Load from structure with elements:

 { class='mprod';
   mpdfs = (..., ...);     // list of mpdfs in the order of chain rule
 }

Reimplemented from bdm::mpdf.

References bdm::UI::get(), and set_elements().

vec bdm::mprod::samplecond

(

const vec &

cond

)

[inline, virtual]

Returns a sample from the density conditioned on cond, .

Parameters:

cond

is numeric value of rv

Ugly hack to help to discover if mpfs are not in proper order. Correct solution = check that explicitely.

Reimplemented from bdm::mpdf.

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

References bdm::mpdf::samplecond().

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

• emix.h
• emix.cpp