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Matrix in Cholesky decomposition, Square-root Kalman and many bug fixes

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3<title>mixpp: eEF Class Reference</title>
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9  <ul>
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20    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
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23<h1>eEF Class Reference</h1><!-- doxytag: class="eEF" --><!-- doxytag: inherits="epdf" -->General conjugate exponential family posterior density. 
24<a href="#_details">More...</a>
25<p>
26<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
27<p>
28<div class="dynheader">
29Inheritance diagram for eEF:</div>
30<div class="dynsection">
31<p><center><img src="classeEF__inherit__graph.png" border="0" usemap="#eEF__inherit__map" alt="Inheritance graph"></center>
32<map name="eEF__inherit__map">
33<area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="5,167,85,193"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="160,167,280,193"><area shape="rect" href="classenorm.html" title="enorm\&lt; ldmat \&gt;" alt="" coords="79,263,209,289"><area shape="rect" href="classenorm.html" title="enorm\&lt; chmat \&gt;" alt="" coords="260,263,393,289"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="129,7,180,33"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="191,191,199,199"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="144,259,152,267"><area shape="rect" title="\&lt; chmat \&gt;" alt="" coords="225,191,233,199"><area shape="rect" title="\&lt; chmat \&gt;" alt="" coords="296,259,304,267"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for eEF:</div>
37<div class="dynsection">
38<p><center><img src="classeEF__coll__graph.png" border="0" usemap="#eEF__coll__map" alt="Collaboration graph"></center>
39<map name="eEF__coll__map">
40<area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,103,56,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="12,7,49,33"><area shape="rect" title="rv" alt="" coords="27,31,35,39"><area shape="rect" title="rv" alt="" coords="27,99,35,107"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42
43<p>
44<a href="classeEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
45<tr><td></td></tr>
46<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e3c63655e8375c76bf1f421245427a7"></a><!-- doxytag: member="eEF::eEF" ref="7e3c63655e8375c76bf1f421245427a7" args="(const RV &amp;rv)" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#7e3c63655e8375c76bf1f421245427a7">eEF</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>)</td></tr>
49
50<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">default constructor <br></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fd88bc35550ec8fe9281d358216d0fcf"></a><!-- doxytag: member="eEF::tupdate" ref="fd88bc35550ec8fe9281d358216d0fcf" args="(double phi, mat &amp;vbar, double nubar)" -->
52virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#fd88bc35550ec8fe9281d358216d0fcf">tupdate</a> (double phi, mat &amp;vbar, double nubar)</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5863718c3b2fb1496dece10c5b745d5c"></a><!-- doxytag: member="eEF::dupdate" ref="5863718c3b2fb1496dece10c5b745d5c" args="(mat &amp;v, double nu=1.0)" -->
56virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#5863718c3b2fb1496dece10c5b745d5c">dupdate</a> (mat &amp;v, double nu=1.0)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">sample</a> () const =0</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.  <a href="#8019654e494bf5e458f6fb947e11b262"></a><br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3ea597362e11a0040fe7c990269d072c"></a><!-- doxytag: member="eEF::eval" ref="3ea597362e11a0040fe7c990269d072c" args="(const vec &amp;val) const " -->
63virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">eval</a> (const vec &amp;val) const </td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6aef3eca74899692503769c18add1a4c"></a><!-- doxytag: member="eEF::evalpdflog" ref="6aef3eca74899692503769c18add1a4c" args="(const vec &amp;val) const =0" -->
67virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">evalpdflog</a> (const vec &amp;val) const =0</td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf0a070a8f3e67a93604ca724638b870"></a><!-- doxytag: member="eEF::mean" ref="bf0a070a8f3e67a93604ca724638b870" args="() const =0" -->
71virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#bf0a070a8f3e67a93604ca724638b870">mean</a> () const =0</td></tr>
72
73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b89143f12c9b49282e30841e4fb5f337"></a><!-- doxytag: member="eEF::_rv" ref="b89143f12c9b49282e30841e4fb5f337" args="() const " -->
75<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337">_rv</a> () const </td></tr>
76
77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
78<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="eEF::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
80<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a></td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identified of the random variable. <br></td></tr>
83</table>
84<hr><a name="_details"></a><h2>Detailed Description</h2>
85General conjugate exponential family posterior density.
86<p>
87More?... <hr><h2>Member Function Documentation</h2>
88<a class="anchor" name="8019654e494bf5e458f6fb947e11b262"></a><!-- doxytag: member="eEF::sample" ref="8019654e494bf5e458f6fb947e11b262" args="() const =0" -->
89<div class="memitem">
90<div class="memproto">
91      <table class="memname">
92        <tr>
93          <td class="memname">virtual vec epdf::sample           </td>
94          <td>(</td>
95          <td class="paramname">          </td>
96          <td>&nbsp;)&nbsp;</td>
97          <td width="100%"> const<code> [pure virtual, inherited]</code></td>
98        </tr>
99      </table>
100</div>
101<div class="memdoc">
102
103<p>
104Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
105<p>
106Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png"> 
107<p>Implemented in <a class="el" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5">enorm&lt; sq_T &gt;</a>, <a class="el" href="classegamma.html#8e10c0021b5dfdd9cb62c6959b5ef425">egamma</a>, <a class="el" href="classeuni.html#4a0e09392be17beaee120ba98fc038cd">euni</a>, <a class="el" href="classeEmp.html#83f9283f92b805508d896479dc1ccf12">eEmp</a>, <a class="el" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5">enorm&lt; ldmat &gt;</a>, and <a class="el" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5">enorm&lt; chmat &gt;</a>.</p>
108
109</div>
110</div><p>
111<hr>The documentation for this class was generated from the following file:<ul>
112<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
113<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:49 2008 for mixpp by&nbsp;
114<a href="http://www.doxygen.org/index.html">
115<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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