egiw Class Reference
Gauss-inverse-Wishart density stored in LD form. More...
#include <libEF.h>
Inheritance diagram for egiw:
Collaboration diagram for egiw:
Public Member Functions | |
| egiw (RV rv, mat V0, double nu0) | |
| Default constructor. | |
| vec | sample () const |
| Returns the required moment of the epdf. | |
| vec | mean () const |
| return expected value | |
| double | evalpdflog (const vec &val) const |
Compute log-probability of argument val. | |
| double | lognc () const |
logarithm of the normalizing constant,  | |
| ldmat & | _V () |
| returns a pointer to the internal statistics. Use with Care! | |
| double & | _nu () |
| returns a pointer to the internal statistics. Use with Care! | |
| virtual void | tupdate (double phi, mat &vbar, double nubar) |
| TODO decide if it is really needed. | |
| virtual void | dupdate (mat &v, double nu=1.0) |
| TODO decide if it is really needed. | |
| virtual double | eval (const vec &val) const |
Compute probability of argument val. | |
| RV | _rv () const |
| access function | |
Protected Attributes | |
| ldmat | V |
| Extended information matrix of sufficient statistics. | |
| double | nu |
| Number of data records (degrees of freedom) of sufficient statistics. | |
| RV | rv |
| Identified of the random variable. | |
Detailed Description
Gauss-inverse-Wishart density stored in LD form.More?...
Member Function Documentation
| vec egiw::sample | ( | ) | const [virtual] |
from density 
The documentation for this class was generated from the following files:
- work/mixpp/bdm/stat/libEF.h
- work/mixpp/bdm/stat/libEF.cpp
