A multi-dimensional conditional probability density function. More...
#include <prob_dens_func.h>
Note that conditional probabilities are typically written , i.e. the probability of
given
. O2scl arranges the function parameters for the functions o2scl::prob_cond_mdim::pdf, o2scl::prob_cond_mdim::log_pdf o2scl::prob_cond_mdim::operator()(), so that
is given first, and
is second.
o2scl::prob_cond_mdim::log_metrop_hast is a vector from as denoted above.
This class is experimental.
Definition at line 1465 of file prob_dens_func.h.
Public Member Functions | |
virtual size_t | dim () const |
The dimensionality. | |
virtual double | pdf (const vec_t &x_B, const vec_t &x_A) const =0 |
The conditional probability of x_A given x_B, i.e. ![]() | |
virtual double | log_pdf (const vec_t &x_B, const vec_t &x_A) const =0 |
The log of the conditional probability of x_A given x_B i.e. ![]() | |
virtual void | operator() (const vec_t &x_B, vec_t &x_A) const =0 |
Sample the distribution. | |
virtual double | log_metrop_hast (const vec_t &x, vec_t &x_prime) const |
Sample the distribution and return the log of the Metropolis-Hastings ratio. More... | |
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inlinevirtual |
The Metropolis-Hastings ratio for a step beginning at and ending at
is obeys
taking the log, this gives
thus this function computes
and thus, to keep a similar notation to prob_cond_mdim::pdf() where is obtained from
this function computes
To check this, in the limit that this function returns
Definition at line 1524 of file prob_dens_func.h.
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