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