bdm::mprod Class Reference

Chain rule decomposition of epdf. More...


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

#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, $x \sim epdf(rv|cond)$.
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

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, $x \sim epdf(rv|cond)$.

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]

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

Generated on Wed Sep 16 22:33:34 2009 for mixpp by  doxygen 1.6.1