Individual vector of means with parameter expansion. More...

#include <MuGen.h>

Inheritance diagram for MVnormMuPEX:

Collaboration diagram for MVnormMuPEX:

Public Member Functions
	MVnormMuPEX ()
	Default constructor.

	MVnormMuPEX (gsl_matrix mn, const size_t &iRw, const vector< size_t > &low, const size_t &up, Apex &A, gsl_matrix tSigIAt)
	Deterministic constructor. More...

	MVnormMuPEX (gsl_matrix mn, const size_t &iRw, const gsl_vector sd, const gsl_rng r, const vector< size_t > &low, const size_t &up, Apex &A, gsl_matrix tSigIAt)
	Univariate random constructor. More...

	MVnormMuPEX (const MVnormMuPEX &mu)
	Deterministic copy constructor. More...

MVnormMuPEX &	operator= (const MVnormMuPEX &mu)
	Assignment operator. More...

virtual	~MVnormMuPEX ()
	Destructor.

virtual void	update (const Grp &dat, const SigmaI &SigIm, const SigmaI &SigIp, const gsl_rng *r)
	Gaussian likelihood, Gaussian prior. More...

virtual void	update (const Grp &dat, const SigmaI &SigIm, const double &qPr, const SigmaI &SigIp, const gsl_rng *r)
	Gaussian likelihood, Student- \(t\) prior. More...

virtual void	update (const Grp &dat, const Qgrp &q, const SigmaI &SigIm, const SigmaI &SigIp, const gsl_rng *r)
	Student- \(t\) likelihood, Gaussian prior. More...

virtual void	update (const Grp &dat, const Qgrp &q, const SigmaI &SigIm, const double &qPr, const SigmaI &SigIp, const gsl_rng *r)
	Student- \(t\) likelihood, Student- \(t\) prior. More...

virtual void	update (const Grp &dat, const SigmaI &SigIm, const Grp &muPr, const SigmaI &SigIp, const gsl_rng *r)
	Gaussian likelihood, Gaussian prior. More...

virtual void	update (const Grp &dat, const SigmaI &SigIm, const Grp &muPr, const double &qPr, const SigmaI &SigIp, const gsl_rng *r)
	Gaussian likelihood, Student- \(t\) prior. More...

virtual void	update (const Grp &dat, const Qgrp &q, const SigmaI &SigIm, const Grp &muPr, const SigmaI &SigIp, const gsl_rng *r)
	Student- \(t\) likelihood, Gaussian prior. More...

virtual void	update (const Grp &dat, const Qgrp &q, const SigmaI &SigIm, const Grp &muPr, const double &qPr, const SigmaI &SigIp, const gsl_rng *r)
	Student- \(t\) likelihood, Student- \(t\) prior. More...

Public Member Functions inherited from MVnormMu
	MVnormMu ()
	Default constructor. More...

	MVnormMu (const size_t &d)
	Zero vector constructor. More...

	MVnormMu (const size_t &d, const vector< size_t > &low, const size_t &up)
	Zero vector with pointers. More...

	MVnormMu (gsl_vector *mn, const vector< size_t > &low, const size_t &up)
	Deterministic constructor. More...

	MVnormMu (gsl_vector *mn, const size_t &up)
	Deterministic constructor, prior index only. More...

	MVnormMu (gsl_matrix *mn, const size_t &iRw)
	Deterministic constructor with a matrix. More...

	MVnormMu (gsl_matrix *mn, const size_t &iRw, const vector< size_t > &low)
	Deterministic constructor with a matrix and an index to data. More...

	MVnormMu (gsl_matrix *mn, const size_t &iRw, const vector< size_t > &low, const size_t &up)
	Deterministic constructor with a matrix and indexes to data and a prior. More...

	MVnormMu (gsl_matrix *mn, const size_t &iRw, const size_t &up)
	Deterministic constructor with a matrix and an index to a prior. More...

	MVnormMu (gsl_vector mn, const gsl_vector sd, const gsl_rng *r, const vector< size_t > &low, const size_t &up)
	Univariate random constructor with a vector and indexes to data and a prior. More...

	MVnormMu (gsl_vector mn, const gsl_matrix Sig, const gsl_rng *r, const vector< size_t > &low, const size_t &up)
	Multivariate random constructor with a vector and indexes to data and a prior. More...

	MVnormMu (gsl_matrix mn, const size_t &iRw, const gsl_vector sd, const gsl_rng *r, const vector< size_t > &low, const size_t &up)
	Univariate random constructor with a matrix and indexes to data and a prior. More...

	MVnormMu (gsl_matrix mn, const size_t &iRw, const gsl_matrix Sig, const gsl_rng *r, const vector< size_t > &low, const size_t &up)
	Multivariate random constructor with a matrix and indexes to data and a prior. More...

	MVnormMu (const MVnormMu &)
	Copy constructor. More...

MVnormMu &	operator= (const MVnormMu &)
	Assignment operator. More...

virtual	~MVnormMu ()
	Destructor.

virtual void	update (const Grp &dat, const SigmaI &SigIm, const gsl_rng *r)
	Gaussian likelihood. More...

virtual void	update (const Grp &dat, const Qgrp &q, const SigmaI &SigIm, const gsl_rng *r)
	Sudent- \(t\) likelihood. More...

virtual size_t	nMissP () const
	Number of missing values. More...

virtual const vector< size_t >	getMisPhen () const
	Indexes of missing values. More...

const vector< size_t > *	down () const
	Points to the corresponding data. More...

const size_t *	up () const
	Points to the prior. More...

Public Member Functions inherited from MVnorm
	MVnorm (const MVnorm &)
	Copy constructor. More...

MVnorm &	operator= (const MVnorm &)
	Assignement operator. More...

virtual	~MVnorm ()
	Virtual destructor. More...

virtual double	mhl (const MVnorm *x, const SigmaI &SigI)
	Mahalanobis distance to a vector. More...

virtual double	mhl (const MVnorm *x, const SigmaI &SigI) const
	Mahalanobis distance to a vector. More...

virtual double	mhl (const gsl_vector *x, const SigmaI &SigI)
	Mahalanobis distance to a vector. More...

virtual double	mhl (const gsl_vector *x, const SigmaI &SigI) const
	Mahalanobis distance to a vector. More...

virtual double	mhl (const SigmaI &SigI)
	Mahalanobis distance to zero. More...

virtual double	mhl (const SigmaI &SigI) const
	Mahalanobis distance to zero. More...

double	density (const gsl_vector *theta, const SigmaI &SigI)
	Multivariate Gaussian density. More...

double	density (const gsl_vector *theta, const SigmaI &SigI) const
	Multivariate Gaussian density. More...

double	density (const MVnorm *theta, const SigmaI &SigI)
	Multivariate Gaussian density. More...

double	density (const MVnorm *theta, const SigmaI &SigI) const
	Multivariate Gaussian density. More...

void	save (const string &fileNam, const char *how="a")
	Save function. More...

void	save (FILE *fileStr)
	Save function. More...

double	operator[] (const size_t i) const
	Subscript operator. More...

void	valSet (const size_t i, const double x)
	Setting an element to a value. More...

const gsl_vector *	getVec () const
	Access the location vector. More...

size_t	len () const
	Length of the location vector. More...

virtual double	scalePar () const
	Scale parameter. More...

Protected Attributes
Apex *	_A
	Pointer to the redundant parameter. More...

gsl_matrix_view	_tSAprod
	Pre-computed auxiliary matrix. More...

Protected Attributes inherited from MVnormMu
const vector< size_t > *	_lowLevel
	Data indexes. More...

const size_t *	_upLevel
	Prior index. More...

Protected Attributes inherited from MVnorm
gsl_vector_view	_vec
	Data vector. More...

size_t	_d
	Length of the data vector.

Additional Inherited Members
Protected Member Functions inherited from MVnorm
	MVnorm ()
	Default constructor. More...

	MVnorm (const size_t &d)
	Dimension-only constructor. More...

	MVnorm (gsl_vector *mn)
	Dimension and vector value constructor. More...

	MVnorm (gsl_vector mn, const gsl_vector sd, const gsl_rng *r)
	Univariate Gaussian constructor. More...

	MVnorm (gsl_vector mn, const gsl_matrix Sig, const gsl_rng *r)
	Multivariate Gaussian constructor. More...

	MVnorm (gsl_matrix *mn, const size_t &iRw)
	Dimension and vector value constructor. More...

	MVnorm (gsl_matrix mn, const size_t &iRw, const gsl_vector sd, const gsl_rng *r)
	Univariate Gaussian constructor with a matrix. More...

	MVnorm (gsl_matrix mn, const size_t &iRw, const gsl_matrix Sig, const gsl_rng *r)
	Multivariate Gaussian constructor with a matrix. More...

Detailed Description

Individual vector of means with parameter expansion.

This class is the same as MVnormMu, but implements multivariate parameter expansion for updating (Greenberg, in prep.)

Constructor & Destructor Documentation

◆ MVnormMuPEX() [1/3]

MVnormMuPEX::MVnormMuPEX	(	gsl_matrix *	mn,
		const size_t &	iRw,
		const vector< size_t > &	low,
		const size_t &	up,
		Apex &	A,
		gsl_matrix *	tSigIAt
	)

Deterministic constructor.

Parameters

[in]	gsl_matrix*	matrix of values
[in]	size_t&	row index of the matrix of values
[in]	vector<size_t>&	vector of indexes of rows in the data matrix
[in]	size_t&	index in the matrix of priors
[in]	Apex&	object storing the redundant parameter matrix
[in]	gsl_matrix*	pre-computed auxiliary matrix

◆ MVnormMuPEX() [2/3]

MVnormMuPEX::MVnormMuPEX	(	gsl_matrix *	mn,
		const size_t &	iRw,
		const gsl_vector *	sd,
		const gsl_rng *	r,
		const vector< size_t > &	low,
		const size_t &	up,
		Apex &	A,
		gsl_matrix *	tSigIAt
	)

Univariate random constructor.

Parameters

[in]	gsl_matrix*	matrix of values
[in]	size_t&	row index of the matrix of values
[in]	gsl_vector*	vector of standard deviations for the univariate Gaussian
[in]	gsl_rng*	pointer to a PNG
[in]	vector<size_t>&	vector of indexes of rows in the data matrix
[in]	size_t&	index in the matrix of priors
[in]	Apex&	object storing the redundant parameter matrix
[in]	gsl_matrix*	pre-computed auxiliary matrix

◆ MVnormMuPEX() [3/3]

MVnormMuPEX::MVnormMuPEX ( const MVnormMuPEX & mu )

Deterministic copy constructor.

Parameters

[in] MVnormMuPEX& object of type MVnormMuPEX

Member Function Documentation

◆ operator=()

MVnormMuPEX & MVnormMuPEX::operator= ( const MVnormMuPEX & mu )

Assignment operator.

Deterministic assignement operator

Parameters

[in] MVnormMuPEX& object of type MVnormMuPEX

Returns: A reference to an object of type MVnormMuPEX

◆ update() [1/8]

void MVnormMuPEX::update	(	const Grp &	,
		const Qgrp &	,
		const SigmaI &	,
		const double &	,
		const SigmaI &	,
		const gsl_rng *
	)

virtual

Student- \(t\) likelihood, Student- \(t\) prior.

Parameters

[in]	Grp&	data for the likelihood
[in]	Qgrp&	vector Student- \(t\) covariance scale parameter for the likelihood covariance
[in]	SigmaI&	inverse-covariance matrix for the likelihood
[in]	double&	Student- \(t\) scale parameter for the prior covariance
[in]	SigmaI&	prior inverse-covariance matrix
[in]	gsl_rng*	pointer to a PNG

Reimplemented from MVnormMu.

Reimplemented in MVnormBetaPEX.

◆ update() [2/8]

void MVnormMuPEX::update	(	const Grp &	,
		const Qgrp &	,
		const SigmaI &	,
		const Grp &	,
		const double &	,
		const SigmaI &	,
		const gsl_rng *
	)

virtual

Student- \(t\) likelihood, Student- \(t\) prior.

Parameters

[in]	Grp&	data for the likelihood
[in]	Qgrp&	vector Student- \(t\) covariance scale parameter for the likelihood covariance
[in]	SigmaI&	inverse-covariance matrix for the likelihood
[in]	Grp&	prior mean
[in]	double&	Student- \(t\) scale parameter for the prior covariance
[in]	SigmaI&	prior inverse-covariance matrix
[in]	gsl_rng*	pointer to a PNG

Reimplemented from MVnormMu.

Reimplemented in MVnormBetaPEX.

◆ update() [3/8]

void MVnormMuPEX::update	(	const Grp &	,
		const Qgrp &	,
		const SigmaI &	,
		const Grp &	,
		const SigmaI &	,
		const gsl_rng *
	)

virtual

Student- \(t\) likelihood, Gaussian prior.

Parameters

[in]	Grp&	data for the likelihood
[in]	Qgrp&	vector Student- \(t\) covariance scale parameter for the likelihood covariance
[in]	SigmaI&	inverse-covariance matrix for the likelihood
[in]	Grp&	prior mean
[in]	SigmaI&	prior inverse-covariance matrix
[in]	gsl_rng*	pointer to a PNG

Reimplemented from MVnormMu.

Reimplemented in MVnormBetaPEX.

◆ update() [4/8]

void MVnormMuPEX::update	(	const Grp &	,
		const Qgrp &	,
		const SigmaI &	,
		const SigmaI &	,
		const gsl_rng *
	)

virtual

Student- \(t\) likelihood, Gaussian prior.

Parameters

[in]	Grp&	data for the likelihood
[in]	Qgrp&	vector of Student- \(t\) covariance scale parameters for the likelihood covariance
[in]	SigmaI&	inverse-covariance matrix for the likelihood
[in]	SigmaI&	prior inverse-covariance matrix
[in]	gsl_rng*	pointer to a PNG

Reimplemented from MVnormMu.

Reimplemented in MVnormBetaPEX.

◆ update() [5/8]

void MVnormMuPEX::update	(	const Grp &	,
		const SigmaI &	,
		const double &	,
		const SigmaI &	,
		const gsl_rng *
	)

virtual

Gaussian likelihood, Student- \(t\) prior.

Parameters

[in]	Grp&	data for the likelihood
[in]	SigmaI&	inverse-covariance matrix for the likelihood
[in]	double&	Student- \(t\) scale parameter for the prior covariance
[in]	SigmaI&	prior inverse-covariance matrix
[in]	gsl_rng*	pointer to a PNG

Reimplemented from MVnormMu.

Reimplemented in MVnormBetaPEX.

◆ update() [6/8]

void MVnormMuPEX::update	(	const Grp &	,
		const SigmaI &	,
		const Grp &	,
		const double &	,
		const SigmaI &	,
		const gsl_rng *
	)

virtual

Gaussian likelihood, Student- \(t\) prior.

Parameters

[in]	Grp&	data for the likelihood
[in]	SigmaI&	inverse-covariance matrix for the likelihood
[in]	Grp&	prior mean
[in]	double&	Student- \(t\) scale parameter for the prior covariance
[in]	SigmaI&	prior inverse-covariance matrix
[in]	gsl_rng*	pointer to a PNG

Reimplemented from MVnormMu.

Reimplemented in MVnormBetaPEX.

◆ update() [7/8]

void MVnormMuPEX::update	(	const Grp &	,
		const SigmaI &	,
		const Grp &	,
		const SigmaI &	,
		const gsl_rng *
	)

virtual

Gaussian likelihood, Gaussian prior.

Parameters

[in]	Grp&	data for the likelihood
[in]	SigmaI&	inverse-covariance matrix for the likelihood
[in]	Grp&	prior mean
[in]	SigmaI&	prior inverse-covariance matrix
[in]	gsl_rng*	pointer to a PNG

Reimplemented from MVnormMu.

Reimplemented in MVnormBetaPEX.

◆ update() [8/8]

void MVnormMuPEX::update	(	const Grp &	,
		const SigmaI &	,
		const SigmaI &	,
		const gsl_rng *
	)

virtual

Gaussian likelihood, Gaussian prior.

Parameters

[in]	Grp&	data for the likelihood
[in]	SigmaI&	inverse-covariance matrix for the likelihood
[in]	SigmaI&	prior inverse-covariance matrix
[in]	gsl_rng*	pointer to a PNG

Reimplemented from MVnormMu.

Reimplemented in MVnormBetaPEX.

Member Data Documentation

◆ _A

Apex* MVnormMuPEX::_A

protected

Pointer to the redundant parameter.

A pointer to an object of class Apex, that stores the matrix of redundant parameters.

◆ _tSAprod

gsl_matrix_view MVnormMuPEX::_tSAprod

protected

Pre-computed auxiliary matrix.

Vector view of a matrix that stores a pre-computed \( (SA)^{\textsc{t}} \) matrix that is common for all members of the encapsulating Grp class.

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

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ MVnormMuPEX() [1/3]

◆ MVnormMuPEX() [2/3]

◆ MVnormMuPEX() [3/3]

Member Function Documentation

◆ operator=()

◆ update() [1/8]

◆ update() [2/8]

◆ update() [3/8]

◆ update() [4/8]

◆ update() [5/8]

◆ update() [6/8]

◆ update() [7/8]

◆ update() [8/8]

Member Data Documentation

◆ _A

◆ _tSAprod