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| 25 | <div class="contents"> |
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| 26 | <h1>egiw Class Reference</h1><!-- doxytag: class="egiw" --><!-- doxytag: inherits="eEF" -->Gauss-inverse-Wishart density stored in LD form. |
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| 27 | <a href="#_details">More...</a> |
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| 28 | <p> |
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| 29 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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| 30 | <p> |
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| 31 | <div class="dynheader"> |
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| 32 | Inheritance diagram for egiw:</div> |
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| 33 | <div class="dynsection"> |
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| 34 | <p><center><img src="classegiw__inherit__graph.png" border="0" usemap="#egiw__inherit__map" alt="Inheritance graph"></center> |
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| 35 | <map name="egiw__inherit__map"> |
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| 36 | <area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="7,82,52,106"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="7,7,52,31"></map> |
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| 37 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 38 | <div class="dynheader"> |
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| 39 | Collaboration diagram for egiw:</div> |
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| 40 | <div class="dynsection"> |
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| 41 | <p><center><img src="classegiw__coll__graph.png" border="0" usemap="#egiw__coll__map" alt="Collaboration graph"></center> |
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| 42 | <map name="egiw__coll__map"> |
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| 43 | <area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="7,172,52,196"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,95,51,119"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="9,7,47,31"><area shape="rect" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD)." alt="" coords="76,172,129,196"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="75,95,131,119"></map> |
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| 44 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 45 | |
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| 46 | <p> |
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| 47 | <a href="classegiw-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 48 | <tr><td></td></tr> |
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| 49 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 50 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c52a2173c6eb1490edce9c6c7c05d60b"></a><!-- doxytag: member="egiw::egiw" ref="c52a2173c6eb1490edce9c6c7c05d60b" args="(RV rv, mat V0, double nu0)" --> |
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| 51 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#c52a2173c6eb1490edce9c6c7c05d60b">egiw</a> (<a class="el" href="classRV.html">RV</a> <a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>, mat V0, double nu0)</td></tr> |
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| 52 | |
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| 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#3d2c1f2ba0f9966781f1e0ae695e8a6f">sample</a> () const </td></tr> |
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| 55 | |
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| 56 | <tr><td class="mdescLeft"> </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="#3d2c1f2ba0f9966781f1e0ae695e8a6f"></a><br></td></tr> |
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| 57 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6deb0ff2859f41ef7cbdf6a842cabb29"></a><!-- doxytag: member="egiw::mean" ref="6deb0ff2859f41ef7cbdf6a842cabb29" args="() const " --> |
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| 58 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#6deb0ff2859f41ef7cbdf6a842cabb29">mean</a> () const </td></tr> |
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| 59 | |
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| 60 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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| 61 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="425cbc53b377274e28c6add942bab62d"></a><!-- doxytag: member="egiw::evalpdflog" ref="425cbc53b377274e28c6add942bab62d" args="(const vec &val) const " --> |
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| 62 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#425cbc53b377274e28c6add942bab62d">evalpdflog</a> (const vec &val) const </td></tr> |
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| 63 | |
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| 64 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr> |
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| 65 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70eb1a0b88459b227f919b425b0d3359"></a><!-- doxytag: member="egiw::lognc" ref="70eb1a0b88459b227f919b425b0d3359" args="() const " --> |
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| 66 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#70eb1a0b88459b227f919b425b0d3359">lognc</a> () const </td></tr> |
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| 67 | |
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| 68 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr> |
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| 69 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="533e792e1175bfa06d5d595dc5d080d5"></a><!-- doxytag: member="egiw::_V" ref="533e792e1175bfa06d5d595dc5d080d5" args="()" --> |
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| 70 | <a class="el" href="classldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#533e792e1175bfa06d5d595dc5d080d5">_V</a> ()</td></tr> |
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| 71 | |
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| 72 | <tr><td class="mdescLeft"> </td><td class="mdescRight">returns a pointer to the internal statistics. Use with Care! <br></td></tr> |
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| 73 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="08029c481ff95d24f093df0573879afe"></a><!-- doxytag: member="egiw::_nu" ref="08029c481ff95d24f093df0573879afe" args="()" --> |
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| 74 | double & </td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#08029c481ff95d24f093df0573879afe">_nu</a> ()</td></tr> |
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| 75 | |
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| 76 | <tr><td class="mdescLeft"> </td><td class="mdescRight">returns a pointer to the internal statistics. Use with Care! <br></td></tr> |
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| 77 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fd88bc35550ec8fe9281d358216d0fcf"></a><!-- doxytag: member="egiw::tupdate" ref="fd88bc35550ec8fe9281d358216d0fcf" args="(double phi, mat &vbar, double nubar)" --> |
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| 78 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#fd88bc35550ec8fe9281d358216d0fcf">tupdate</a> (double phi, mat &vbar, double nubar)</td></tr> |
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| 79 | |
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| 80 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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| 81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5863718c3b2fb1496dece10c5b745d5c"></a><!-- doxytag: member="egiw::dupdate" ref="5863718c3b2fb1496dece10c5b745d5c" args="(mat &v, double nu=1.0)" --> |
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| 82 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#5863718c3b2fb1496dece10c5b745d5c">dupdate</a> (mat &v, double <a class="el" href="classegiw.html#4a2f130b91afe84f6d62fed289d5d453">nu</a>=1.0)</td></tr> |
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| 83 | |
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| 84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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[139] | 85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="54d7dd53a641b618771cd9bee135181f"></a><!-- doxytag: member="egiw::sampleN" ref="54d7dd53a641b618771cd9bee135181f" args="(int N) const " --> |
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| 86 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#54d7dd53a641b618771cd9bee135181f">sampleN</a> (int N) const </td></tr> |
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[106] | 87 | |
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| 88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> |
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[99] | 89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3ea597362e11a0040fe7c990269d072c"></a><!-- doxytag: member="egiw::eval" ref="3ea597362e11a0040fe7c990269d072c" args="(const vec &val) const " --> |
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| 90 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">eval</a> (const vec &val) const </td></tr> |
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| 91 | |
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| 92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr> |
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| 93 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b89143f12c9b49282e30841e4fb5f337"></a><!-- doxytag: member="egiw::_rv" ref="b89143f12c9b49282e30841e4fb5f337" args="() const " --> |
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| 94 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337">_rv</a> () const </td></tr> |
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| 95 | |
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| 96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 97 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f343d03ede89db820edf44a6297fa442"></a><!-- doxytag: member="egiw::V" ref="f343d03ede89db820edf44a6297fa442" args="" --> |
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| 99 | <a class="el" href="classldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#f343d03ede89db820edf44a6297fa442">V</a></td></tr> |
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| 100 | |
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| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended information matrix of sufficient statistics. <br></td></tr> |
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| 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4a2f130b91afe84f6d62fed289d5d453"></a><!-- doxytag: member="egiw::nu" ref="4a2f130b91afe84f6d62fed289d5d453" args="" --> |
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| 103 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#4a2f130b91afe84f6d62fed289d5d453">nu</a></td></tr> |
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| 104 | |
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| 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of data records (degrees of freedom) of sufficient statistics. <br></td></tr> |
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| 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="egiw::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" --> |
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| 107 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a></td></tr> |
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| 108 | |
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| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Identified of the random variable. <br></td></tr> |
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| 110 | </table> |
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| 111 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 112 | Gauss-inverse-Wishart density stored in LD form. |
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| 113 | <p> |
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| 114 | More?... <hr><h2>Member Function Documentation</h2> |
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| 115 | <a class="anchor" name="3d2c1f2ba0f9966781f1e0ae695e8a6f"></a><!-- doxytag: member="egiw::sample" ref="3d2c1f2ba0f9966781f1e0ae695e8a6f" args="() const " --> |
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| 116 | <div class="memitem"> |
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| 117 | <div class="memproto"> |
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| 118 | <table class="memname"> |
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| 119 | <tr> |
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| 120 | <td class="memname">vec egiw::sample </td> |
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| 121 | <td>(</td> |
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| 122 | <td class="paramname"> </td> |
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| 123 | <td> ) </td> |
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[139] | 124 | <td> const<code> [virtual]</code></td> |
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[99] | 125 | </tr> |
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| 126 | </table> |
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| 127 | </div> |
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| 128 | <div class="memdoc"> |
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| 129 | |
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| 130 | <p> |
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| 131 | 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>. |
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| 132 | <p> |
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| 133 | Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png"> |
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| 134 | <p>Implements <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf</a>.</p> |
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| 135 | |
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| 136 | </div> |
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| 137 | </div><p> |
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| 138 | <hr>The documentation for this class was generated from the following files:<ul> |
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[145] | 139 | <li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a><li>work/git/mixpp/bdm/stat/libEF.cpp</ul> |
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[99] | 140 | </div> |
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[145] | 141 | <hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 16 17:22:07 2008 for mixpp by |
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[99] | 142 | <a href="http://www.doxygen.org/index.html"> |
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[139] | 143 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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[99] | 144 | </body> |
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