prob_conditional_distribution.h File Reference

Definition of various conditional distibutions. More...

#include "prob_cpp/prob_distribution.h"
#include "prob_cpp/prob_pdf.h"
#include "prob_cpp/prob_sample.h"

Go to the source code of this file.

Classes
class	kjb::Conditional_distribution< TargetVariable, GivenVariable, DependenceFunc >
	A conditional distribution. More...
class	kjb::Normal_on_normal_dependence
	Represents the dependence between X and Y in p(x | y), where (x,y) is a bivariate normal. More...
class	kjb::MV_normal_on_normal_dependence
	Represents the dependence between X and Y in p(x | y), where (x,y) is a multivariate normal. More...

Namespaces
	kjb
	Classes and functions for dealing with trajectory files.

Typedefs
typedef Normal_on_normal_dependence	kjb::Gaussian_on_gaussian_dependence
typedef Conditional_distribution < Normal_distribution, Normal_distribution, Normal_on_normal_dependence >	kjb::Normal_conditional_distribution
typedef Normal_conditional_distribution	kjb::Gaussian_conditional_distribution
typedef MV_normal_on_normal_dependence	kjb::MV_gaussian_on_gaussian_dependence
typedef Conditional_distribution < MV_normal_distribution, MV_normal_distribution, MV_normal_on_normal_dependence >	kjb::MV_normal_conditional_distribution
typedef MV_normal_conditional_distribution	kjb::MV_gaussian_conditional_distribution

Functions
template<class Target , class Given , class Func >
double	kjb::conditional_pdf (const Conditional_distribution< Target, Given, Func > &cd, const typename Distribution_traits< Target >::type &x, const typename Distribution_traits< Given >::type &y)
	Gets the conditional pdf p(x | y) of the given ConditionalDistribution. More...
template<class Target , class Given , class Func >
double	kjb::conditional_log_pdf (const Conditional_distribution< Target, Given, Func > &cd, const typename Distribution_traits< Target >::type &x, const typename Distribution_traits< Given >::type &y)
	Gets the conditional log-pdf log p(x | y) of the given ConditionalDistribution. More...
template<class Target , class Given , class Func >
Distribution_traits< Target >::type	kjb::conditional_sample (const Conditional_distribution< Target, Given, Func > &cd, const typename Distribution_traits< Given >::type &y)
	Produces a sample from the given conditioanl distro, given a value for the given variable. More...

Detailed Description

Definition of various conditional distibutions.

Author

Kobus Barnard

Ernesto Brau

These distributions are meant to represent conditional distributions, where the type of the conditioned variables is supplied as a template parameter.