bdm::MPF::mpfepdf Class Reference

internal class for MPDF providing composition of eEmp with external components More...

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Detailed Description

internal class for MPDF providing composition of eEmp with external components

#include <particles.h>

List of all members.

Public Member Functions
	mpfepdf (shared_ptr< PF > &pf0, Array< BM * > &BMs0)
	constructor
void	read_parameters ()
	a variant of set parameters - this time, parameters are read from BMs and pf
vec	mean () const
	return expected value
vec	variance () const
	return expected variance (not covariance!)
void	qbounds (vec &lb, vec &ub, double perc=0.95) const
	Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default.
vec	sample () const
	Returns a sample, from density .
double	evallog (const vec &val) const
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
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, from density .
virtual vec	evallog_m (const mat &Val) const
	Compute log-probability of multiple values argument val.
virtual vec	evallog_m (const Array< vec > &Avec) const
	Compute log-probability of multiple values argument val.
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.
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
int	dim
	dimension of the random variable
RV	rv
	Description of the random variable.

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Member Function Documentation

double bdm::MPF::mpfepdf::evallog

(

const vec &

val

)

const [inline, virtual]

Compute log-probability of argument val In case the argument is out of suport return -Infinity

Reimplemented from bdm::epdf.

References bdm_error.

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::mexEpdf, bdm::enorm< sq_T >, bdm::egiw, bdm::eDirich, 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().

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

• particles.h