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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1eWishartCh.html">eWishartCh</a>
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71<h1>bdm::eWishartCh Class Reference</h1><!-- doxytag: class="bdm::eWishartCh" --><!-- doxytag: inherits="bdm::epdf" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
72<p>
73
74<p>
75<a href="classbdm_1_1eWishartCh-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
76<tr><td></td></tr>
77<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="183d961532ee97b7dc5ec81701aa59a0"></a><!-- doxytag: member="bdm::eWishartCh::set_parameters" ref="183d961532ee97b7dc5ec81701aa59a0" args="(const mat &amp;Y0, const double delta0)" -->
79void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const mat &amp;Y0, const double delta0)</td></tr>
80
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cc664035d70d2622bf264a29270f8339"></a><!-- doxytag: member="bdm::eWishartCh::sample_mat" ref="cc664035d70d2622bf264a29270f8339" args="() const " -->
82mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>sample_mat</b> () const </td></tr>
83
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f2154b8b5be8f4c5788f261b6d57b9a"></a><!-- doxytag: member="bdm::eWishartCh::sample" ref="8f2154b8b5be8f4c5788f261b6d57b9a" args="() const " -->
85vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eWishartCh.html#8f2154b8b5be8f4c5788f261b6d57b9a">sample</a> () const </td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_46.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_47.png">. <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4eee757c0535c2a88bb20f0767c64981"></a><!-- doxytag: member="bdm::eWishartCh::setY" ref="4eee757c0535c2a88bb20f0767c64981" args="(const mat &amp;Ch0)" -->
89void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eWishartCh.html#4eee757c0535c2a88bb20f0767c64981">setY</a> (const mat &amp;Ch0)</td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">fast access function y0 will be copied into Y.Ch. <br></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7eac414ec10b85aa5536b0092c57bc4a"></a><!-- doxytag: member="bdm::eWishartCh::_setY" ref="7eac414ec10b85aa5536b0092c57bc4a" args="(const vec &amp;ch0)" -->
93void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eWishartCh.html#7eac414ec10b85aa5536b0092c57bc4a">_setY</a> (const vec &amp;ch0)</td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">fast access function y0 will be copied into Y.Ch. <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1708cacb5d8cb1b96395d35f5327cb7e"></a><!-- doxytag: member="bdm::eWishartCh::getY" ref="1708cacb5d8cb1b96395d35f5327cb7e" args="() const " -->
97const <a class="el" href="classchmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eWishartCh.html#1708cacb5d8cb1b96395d35f5327cb7e">getY</a> () const </td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
100<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
101<tr><td colspan="2"><div class="groupText">Construction of each <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> should support two types of constructors: <ul>
102<li>empty constructor, </li>
103<li>copy constructor,</li>
104</ul>
105The following constructors should be supported for convenience: <ul>
106<li>constructor followed by calling <code>set_parameters()</code> </li>
107<li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li>
108</ul>
109All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code>set_parameters()</code>. This way references can be initialized in constructors. <br><br></div></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::eWishartCh::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
111void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
112
113<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eWishartCh::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
115virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_48.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_49.png">. <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deab266d63c236c277538867d5c3f249"></a><!-- doxytag: member="bdm::eWishartCh::evallog" ref="deab266d63c236c277538867d5c3f249" args="(const vec &amp;val) const " -->
119virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">evallog</a> (const vec &amp;val) const </td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::eWishartCh::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " -->
123virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &amp;Val) const </td></tr>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::eWishartCh::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " -->
127virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
128
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::eWishartCh::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &amp;rv) const " -->
131virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
132
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::eWishartCh::mean" ref="0c8d13d788094605b3cdab20a6e22b75" args="() const " -->
135virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::eWishartCh::variance" ref="4543d40ccfc5d549b0c831a57a3ed84c" args="() const " -->
139virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr>
140
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::eWishartCh::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
143virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &amp;lb, vec &amp;ub, double percentage=0.95) const </td></tr>
144
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr>
146<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
147<tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr>
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eWishartCh::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
149void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
150
151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eWishartCh::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
153bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
154
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eWishartCh::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
157const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr>
158
159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
160<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eWishartCh::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
162int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
163
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
165<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1b42f9284a32f23b0b253a628cda7490"></a><!-- doxytag: member="bdm::eWishartCh::Y" ref="1b42f9284a32f23b0b253a628cda7490" args="" -->
167<a class="el" href="classchmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eWishartCh.html#1b42f9284a32f23b0b253a628cda7490">Y</a></td></tr>
168
169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Upper-Triagle of Choleski decomposition of <img class="formulaInl" alt="$ \Psi $" src="form_82.png">. <br></td></tr>
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b745c73faef785009484180582050a1f"></a><!-- doxytag: member="bdm::eWishartCh::p" ref="b745c73faef785009484180582050a1f" args="" -->
171int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eWishartCh.html#b745c73faef785009484180582050a1f">p</a></td></tr>
172
173<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of matrix <img class="formulaInl" alt="$ \Psi $" src="form_82.png"> <br></td></tr>
174<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1879a14d7d2bb05062523b189baa11c3"></a><!-- doxytag: member="bdm::eWishartCh::delta" ref="1879a14d7d2bb05062523b189baa11c3" args="" -->
175double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eWishartCh.html#1879a14d7d2bb05062523b189baa11c3">delta</a></td></tr>
176
177<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">degrees of freedom <img class="formulaInl" alt="$ \nu $" src="form_83.png"> <br></td></tr>
178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eWishartCh::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
179int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
180
181<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
182<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eWishartCh::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
183<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr>
184
185<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
186</table>
187<hr><a name="_details"></a><h2>Detailed Description</h2>
188inverse Wishart density defined on Choleski decomposition <hr>The documentation for this class was generated from the following file:<ul>
189<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
190</div>
191<hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 23 21:06:46 2009 for mixpp by&nbsp;
192<a href="http://www.doxygen.org/index.html">
193<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
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