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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, assuming. <br></td></tr>
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a17fdbac6c72b9c3abb97623db466c8"></a><!-- doxytag: member="egiw::egiw" ref="1a17fdbac6c72b9c3abb97623db466c8" args="(RV rv, ldmat V0, double nu0)" -->
55&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#1a17fdbac6c72b9c3abb97623db466c8">egiw</a> (<a class="el" href="classRV.html">RV</a> <a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>, <a class="el" href="classldmat.html">ldmat</a> V0, double nu0)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor for V in <a class="el" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> form. <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d2c1f2ba0f9966781f1e0ae695e8a6f"></a><!-- doxytag: member="egiw::sample" ref="3d2c1f2ba0f9966781f1e0ae695e8a6f" args="() const " -->
59vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#3d2c1f2ba0f9966781f1e0ae695e8a6f">sample</a> () const </td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6deb0ff2859f41ef7cbdf6a842cabb29"></a><!-- doxytag: member="egiw::mean" ref="6deb0ff2859f41ef7cbdf6a842cabb29" args="() const " -->
63vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#6deb0ff2859f41ef7cbdf6a842cabb29">mean</a> () const </td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9594f396acc5ad186d1c5b03b0745502"></a><!-- doxytag: member="egiw::mean_mat" ref="9594f396acc5ad186d1c5b03b0745502" args="(mat &amp;M, mat &amp;R) const " -->
67void&nbsp;</td><td class="memItemRight" valign="bottom"><b>mean_mat</b> (mat &amp;M, mat &amp;R) const </td></tr>
68
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ab1e525d692be8272a6f383d60b94cd"></a><!-- doxytag: member="egiw::evalpdflog_nn" ref="2ab1e525d692be8272a6f383d60b94cd" args="(const vec &amp;val) const " -->
70double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#2ab1e525d692be8272a6f383d60b94cd">evalpdflog_nn</a> (const vec &amp;val) const </td></tr>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ]. <br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70eb1a0b88459b227f919b425b0d3359"></a><!-- doxytag: member="egiw::lognc" ref="70eb1a0b88459b227f919b425b0d3359" args="() const " -->
74double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#70eb1a0b88459b227f919b425b0d3359">lognc</a> () const </td></tr>
75
76<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>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="533e792e1175bfa06d5d595dc5d080d5"></a><!-- doxytag: member="egiw::_V" ref="533e792e1175bfa06d5d595dc5d080d5" args="()" -->
78<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>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns a pointer to the internal statistics. Use with Care! <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="08029c481ff95d24f093df0573879afe"></a><!-- doxytag: member="egiw::_nu" ref="08029c481ff95d24f093df0573879afe" args="()" -->
82double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#08029c481ff95d24f093df0573879afe">_nu</a> ()</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns a pointer to the internal statistics. Use with Care! <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="036306322a90a9977834baac07460816"></a><!-- doxytag: member="egiw::pow" ref="036306322a90a9977834baac07460816" args="(double p)" -->
86void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#036306322a90a9977834baac07460816">pow</a> (double p)</td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a89bef8996410609004fa019b5b48964"></a><!-- doxytag: member="egiw::dupdate" ref="a89bef8996410609004fa019b5b48964" args="(mat &amp;v)" -->
90virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#a89bef8996410609004fa019b5b48964">dupdate</a> (mat &amp;v)</td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6466e8d4aa9dd64698ed288cbb1afc03"></a><!-- doxytag: member="egiw::evalpdflog" ref="6466e8d4aa9dd64698ed288cbb1afc03" args="(const vec &amp;val) const " -->
94virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#6466e8d4aa9dd64698ed288cbb1afc03">evalpdflog</a> (const vec &amp;val) const </td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c71faf4b2d153efda14bf1f87dca1507"></a><!-- doxytag: member="egiw::evalpdflog" ref="c71faf4b2d153efda14bf1f87dca1507" args="(const mat &amp;Val) const " -->
98virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#c71faf4b2d153efda14bf1f87dca1507">evalpdflog</a> (const mat &amp;Val) const </td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
101<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 " -->
102virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#54d7dd53a641b618771cd9bee135181f">sampleN</a> (int N) const </td></tr>
103
104<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>
105<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 " -->
106virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">eval</a> (const vec &amp;val) const </td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0d32aabb4cbba347e0c37fe8607562"></a><!-- doxytag: member="egiw::_rv" ref="ca0d32aabb4cbba347e0c37fe8607562" args="() const " -->
110const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562">_rv</a> () const </td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function, possibly dangerous! <br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fb94ce90d1ac7077d29f7d6a6c3e0a5"></a><!-- doxytag: member="egiw::_renewrv" ref="7fb94ce90d1ac7077d29f7d6a6c3e0a5" args="(const RV &amp;in_rv)" -->
114void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#7fb94ce90d1ac7077d29f7d6a6c3e0a5">_renewrv</a> (const <a class="el" href="classRV.html">RV</a> &amp;in_rv)</td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr>
117<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f343d03ede89db820edf44a6297fa442"></a><!-- doxytag: member="egiw::V" ref="f343d03ede89db820edf44a6297fa442" args="" -->
119<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>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended information matrix of sufficient statistics. <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4a2f130b91afe84f6d62fed289d5d453"></a><!-- doxytag: member="egiw::nu" ref="4a2f130b91afe84f6d62fed289d5d453" args="" -->
123double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#4a2f130b91afe84f6d62fed289d5d453">nu</a></td></tr>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of data records (degrees of freedom) of sufficient statistics. <br></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d5c719f15a5527a6c62c2a53160148e"></a><!-- doxytag: member="egiw::xdim" ref="3d5c719f15a5527a6c62c2a53160148e" args="" -->
127int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#3d5c719f15a5527a6c62c2a53160148e">xdim</a></td></tr>
128
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the output. <br></td></tr>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c70d13d86e0d9f0acede3e1dc0368812"></a><!-- doxytag: member="egiw::nPsi" ref="c70d13d86e0d9f0acede3e1dc0368812" args="" -->
131int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#c70d13d86e0d9f0acede3e1dc0368812">nPsi</a></td></tr>
132
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the regressor. <br></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="egiw::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
135<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>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identified of the random variable. <br></td></tr>
138</table>
139<hr><a name="_details"></a><h2>Detailed Description</h2>
140Gauss-inverse-Wishart density stored in LD form.
141<p>
142For <img class="formulaInl" alt="$p$" src="form_42.png">-variate densities, given rv.count() should be <img class="formulaInl" alt="$p\times$" src="form_72.png"> V.rows(). <hr>The documentation for this class was generated from the following files:<ul>
143<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>
144</div>
145<hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:50 2008 for mixpp by&nbsp;
146<a href="http://www.doxygen.org/index.html">
147<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
148</body>
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