bdm::mpdf Class Reference

Conditional probability density, e.g. modeling $ f( x | y) $ , where $ x $ is random variable, rv, and $ y $ is conditioning variable, rvc. More...

Detailed Description

Conditional probability density, e.g. modeling $ f( x | y) $ , where $ x $ is random variable, rv, and $ y $ is conditioning variable, rvc.

#include <bdmbase.h>

List of all members.

Public Member Functions
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

	mpdf ()
	mpdf (const mpdf &m)
Matematical operations

virtual vec	samplecond (const vec &cond)
	Returns a sample from the density conditioned on `cond`, $x \sim epdf(rv\|cond)$ .
virtual mat	samplecond_m (const vec &cond, int N)
	Returns.
virtual double	evallogcond (const vec &dt, const vec &cond)
	Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently.
virtual vec	evallogcond_m (const mat &Dt, const vec &cond)
	Matrix version of evallogcond.
virtual vec	evallogcond_m (const Array< vec > &Dt, const vec &cond)
	Array<vec> version of evallogcond.
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
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition

Member Function Documentation

void bdm::mpdf::from_setting ( const Setting & set ) [virtual]

Load from structure with elements:

 { class = "mpdf_offspring",
   rv = {class="RV", names=(...),}; // RV describing meaning of random variable
   rvc= {class="RV", names=(...),}; // RV describing meaning of random variable in condition
   // elements of offsprings
 }

Reimplemented from bdm::root.

Reimplemented in bdm::mepdf, bdm::mprod, bdm::mDirich, bdm::mlnorm< sq_T, TEpdf >, bdm::mgnorm< sq_T >, bdm::mgamma, bdm::migamma_ref, bdm::mlognorm, and bdm::mlnorm< ldmat, enorm >.