joint density class for the multivariate distributions. More...

#include <STK_MultiLaw_IMultiLaw.h>

Inheritance diagram for STK::MultiLaw::JointProbability< RowVector, Law >:

Public Types
typedef RowVector::Type	Type

typedef IMultiLaw< RowVector >	Base

Public Member Functions
	JointProbability (String const &name)
	Constructor.

	JointProbability (String const &name, int nbVar)
	Constructor.

virtual	~JointProbability ()
	destructor

Array1D< Law > const &	JointLaw () const

Law const &	law (int const &j) const

Law &	law (int const &j)

Law const &	atLaw (int const &j) const

Law &	atLaw (int const &j)

void	resize (int const &nbVar)
	resize the joint probability

virtual Real	pdf (RowVector const &x) const
	compute the probability distribution function (density) of the multivariate law.

virtual Real	lpdf (RowVector const &x) const
	compute the log probability distribution function Give the value of the log-pdf at the point x.

virtual void	rand (RowVector &x) const
	simulate a realization of the joint law and store the result in x.

Public Member Functions inherited from STK::MultiLaw::IMultiLaw< RowVector >
virtual	~IMultiLaw ()
	destructor.

Public Member Functions inherited from STK::Law::ILawBase
String const &	name () const

Protected Attributes
Array1D< Law >	jointLaw_
	Array with the marginal laws.

Protected Attributes inherited from STK::Law::ILawBase
String	name_
	Name of the Law.

Additional Inherited Members
Protected Member Functions inherited from STK::MultiLaw::IMultiLaw< RowVector >
	IMultiLaw (String const &name)
	Constructor.

Protected Member Functions inherited from STK::Law::ILawBase
	ILawBase (String const &name)
	Constructor.

	~ILawBase ()
	destructor.

Detailed Description

template<class RowVector, class Law>
class STK::MultiLaw::JointProbability< RowVector, Law >

joint density class for the multivariate distributions.

Given some sample x in some data space, a JointProbability will model a joint probability law. All the marginal densities/probabilities will belong to the same family.

Template Parameters

RowVector	is the type of container containing a sample x.
Law	Any probability law deriving from Law::IUnivLaw.

Definition at line 100 of file STK_MultiLaw_IMultiLaw.h.

Member Typedef Documentation

◆ Base

template<class RowVector , class Law >

typedef IMultiLaw<RowVector> STK::MultiLaw::JointProbability< RowVector, Law >::Base

Definition at line 104 of file STK_MultiLaw_IMultiLaw.h.

◆ Type

template<class RowVector , class Law >

typedef RowVector::Type STK::MultiLaw::JointProbability< RowVector, Law >::Type

Definition at line 103 of file STK_MultiLaw_IMultiLaw.h.

Constructor & Destructor Documentation

◆ JointProbability() [1/2]

template<class RowVector , class Law >

STK::MultiLaw::JointProbability< RowVector, Law >::JointProbability ( String const & name )

inline

Constructor.

Parameters

name	name of the joint law

Definition at line 108 of file STK_MultiLaw_IMultiLaw.h.

109 : Base(name), jointLaw_() {}

STK::Law::ILawBase::name

String const & name() const

Definition STK_Law_ILawBase.h:65

STK::MultiLaw::JointProbability::Base

IMultiLaw< RowVector > Base

Definition STK_MultiLaw_IMultiLaw.h:104

STK::MultiLaw::JointProbability::jointLaw_

Array1D< Law > jointLaw_

Array with the marginal laws.

Definition STK_MultiLaw_IMultiLaw.h:166

◆ JointProbability() [2/2]

template<class RowVector , class Law >

STK::MultiLaw::JointProbability< RowVector, Law >::JointProbability	(	String const &	name,
		int	nbVar
	)

inline

Constructor.

Parameters

name	name of the joint law
nbVar	dimension of the sample

Definition at line 114 of file STK_MultiLaw_IMultiLaw.h.

115 : Base(name), jointLaw_(nbVar) {}

◆ ~JointProbability()

template<class RowVector , class Law >

virtual STK::MultiLaw::JointProbability< RowVector, Law >::~JointProbability ( )

inlinevirtual

destructor

Definition at line 117 of file STK_MultiLaw_IMultiLaw.h.

117{}

Member Function Documentation

◆ atLaw() [1/2]

template<class RowVector , class Law >

Law & STK::MultiLaw::JointProbability< RowVector, Law >::atLaw ( int const & j )

inline

Returns: safely the jth marginal law

Definition at line 128 of file STK_MultiLaw_IMultiLaw.h.

128{ return jointLaw_.at(j);}

STK::ITContainer1D::at

Type & at(int i)

Definition STK_ITContainer1D.h:194

References STK::ITContainer1D< Derived >::at(), and STK::MultiLaw::JointProbability< RowVector, Law >::jointLaw_.

◆ atLaw() [2/2]

template<class RowVector , class Law >

Law const & STK::MultiLaw::JointProbability< RowVector, Law >::atLaw ( int const & j ) const

inline

Returns: safely the jth marginal law

Definition at line 126 of file STK_MultiLaw_IMultiLaw.h.

126{ return jointLaw_.at(j);}

References STK::ITContainer1D< Derived >::at(), and STK::MultiLaw::JointProbability< RowVector, Law >::jointLaw_.

◆ JointLaw()

template<class RowVector , class Law >

Array1D< Law > const & STK::MultiLaw::JointProbability< RowVector, Law >::JointLaw ( ) const

inline

Returns: the array with the marginals laws

Definition at line 119 of file STK_MultiLaw_IMultiLaw.h.

119{ return jointLaw_;}

References STK::MultiLaw::JointProbability< RowVector, Law >::jointLaw_.

◆ law() [1/2]

template<class RowVector , class Law >

Law & STK::MultiLaw::JointProbability< RowVector, Law >::law ( int const & j )

inline

Returns: the jth marginal law

Definition at line 124 of file STK_MultiLaw_IMultiLaw.h.

124{ return jointLaw_[j];}

References STK::MultiLaw::JointProbability< RowVector, Law >::jointLaw_.

◆ law() [2/2]

template<class RowVector , class Law >

Law const & STK::MultiLaw::JointProbability< RowVector, Law >::law ( int const & j ) const

inline

Returns: the jth marginal law

Definition at line 122 of file STK_MultiLaw_IMultiLaw.h.

122{ return jointLaw_[j];}

References STK::MultiLaw::JointProbability< RowVector, Law >::jointLaw_.

◆ lpdf()

template<class RowVector , class Law >

virtual Real STK::MultiLaw::JointProbability< RowVector, Law >::lpdf ( RowVector const & x ) const

inlinevirtual

compute the log probability distribution function Give the value of the log-pdf at the point x.

Parameters

x	the multivariate value to compute the lpdf.

Returns: the value of the log-pdf

Implements STK::MultiLaw::IMultiLaw< RowVector >.

Definition at line 145 of file STK_MultiLaw_IMultiLaw.h.

    {
      if (x.range() != jointLaw_.range())
      {STKRUNTIME_ERROR_NO_ARG(JointProbability::lpdf(x),dimensions mismatch);}
      Real sum = 0.;
      for (int j= x.begin(); j <= x.lastIdx(); ++j)
      { sum+= Arithmetic<Type>::isNA(x[j]) ? 0. : jointLaw_[j].lpdf(x[j]);}
      return sum;
    }

References STK::Arithmetic< Type >::isNA(), STK::MultiLaw::JointProbability< RowVector, Law >::jointLaw_, STK::MultiLaw::JointProbability< RowVector, Law >::lpdf(), STK::IArray1D< Derived >::range(), STKRUNTIME_ERROR_NO_ARG, and STK::sum().

Referenced by STK::MultiLaw::JointProbability< RowVector, Law >::lpdf(), and STK::MultiLaw::JointProbability< RowVector, Law >::pdf().

◆ pdf()

template<class RowVector , class Law >

virtual Real STK::MultiLaw::JointProbability< RowVector, Law >::pdf ( RowVector const & x ) const

inlinevirtual

compute the probability distribution function (density) of the multivariate law.

Give the value of the pdf at the point x.

Parameters

x	the multivariate value to compute the pdf.

Returns: the value of the pdf

Implements STK::MultiLaw::IMultiLaw< RowVector >.

Definition at line 138 of file STK_MultiLaw_IMultiLaw.h.

139 { return std::exp((double)lpdf(x));}

References STK::MultiLaw::JointProbability< RowVector, Law >::lpdf().

◆ rand()

template<class RowVector , class Law >

virtual void STK::MultiLaw::JointProbability< RowVector, Law >::rand ( RowVector & x ) const

inlinevirtual

simulate a realization of the joint law and store the result in x.

Parameters

[out] x the simulated value.

Implements STK::MultiLaw::IMultiLaw< RowVector >.

Definition at line 158 of file STK_MultiLaw_IMultiLaw.h.

    {
      x.resize(jointLaw_.range());
      for (int j= x.begin(); j <= x.lastIdx(); ++j)
      { x[j] = jointLaw_[j].rand();}
    }

References STK::MultiLaw::JointProbability< RowVector, Law >::jointLaw_, and STK::IArray1D< Derived >::range().

◆ resize()

template<class RowVector , class Law >

void STK::MultiLaw::JointProbability< RowVector, Law >::resize ( int const & nbVar )

inline

resize the joint probability

Definition at line 130 of file STK_MultiLaw_IMultiLaw.h.

130{ jointLaw_.resize(nbVar);}

STK::ITContainer1D::resize

Derived & resize(Range const &I=RowRange())

Definition STK_ITContainer1D.h:244

References STK::MultiLaw::JointProbability< RowVector, Law >::jointLaw_, and STK::ITContainer1D< Derived >::resize().

Member Data Documentation

◆ jointLaw_

template<class RowVector , class Law >

Array1D<Law> STK::MultiLaw::JointProbability< RowVector, Law >::jointLaw_

protected

Array with the marginal laws.

Definition at line 166 of file STK_MultiLaw_IMultiLaw.h.

Referenced by STK::MultiLaw::JointProbability< RowVector, Law >::atLaw(), STK::MultiLaw::JointProbability< RowVector, Law >::atLaw(), STK::MultiLaw::JointProbability< RowVector, Law >::JointLaw(), STK::MultiLaw::JointProbability< RowVector, Law >::law(), STK::MultiLaw::JointProbability< RowVector, Law >::law(), STK::MultiLaw::JointProbability< RowVector, Law >::lpdf(), STK::MultiLaw::JointProbability< RowVector, Law >::rand(), and STK::MultiLaw::JointProbability< RowVector, Law >::resize().

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

STK_MultiLaw_IMultiLaw.h

Public Types

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Base

◆ Type

Constructor & Destructor Documentation

◆ JointProbability() [1/2]

◆ JointProbability() [2/2]

◆ ~JointProbability()

Member Function Documentation

◆ atLaw() [1/2]

◆ atLaw() [2/2]

◆ JointLaw()

◆ law() [1/2]

◆ law() [2/2]

◆ lpdf()

◆ pdf()

◆ rand()

◆ resize()

Member Data Documentation

◆ jointLaw_