bdm::mDirich Class Reference

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Detailed Description

Random Walk on Dirichlet Using simple assignment

hence, mean value = rvc, variance = (k+1)*mean*mean;

The greater k is, the greater is the variance of the random walk;

is used as regularizing element to avoid corner cases, i.e. when one element of rvc is zero. By default is it set to 0.1;

#include <exp_family.h>

List of all members.

Public Member Functions
void	condition (const vec &val)
	Update iepdf so that it represents this mpdf conditioned on rvc = cond This function provides convenient reimplementation in offsprings.
void	from_setting (const Setting &set)
void	validate ()
	This method TODO.
eDirich &	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.
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
double	k
	constant of the random walk
vec &	_beta
	cache of beta_i
vec	betac
	stabilizing coefficient
eDirich	iepdf
	Internal epdf used for sampling.
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition

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Member Function Documentation

void bdm::mDirich::from_setting

(

const Setting &

set

)

[inline, virtual]

Create Dirichlet random walk

from structure

                class = 'mDirich';
                k = 1;                      // multiplicative constant k
                --- optional ---
                rv = RV({'name'},size)      // description of RV
                beta0 = [];                 // initial value of beta
                betac = [];                 // initial value of beta

Reimplemented from bdm::mpdf.

References _beta, betac, bdm::RV::copy_t(), bdm::UI::get(), k, bdm::mpdf::rvc, and validate().

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

• exp_family.h