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27<h1>egiw Class Reference</h1><!-- doxytag: class="egiw" --><!-- doxytag: inherits="eEF" -->Gauss-inverse-Wishart density stored in LD form. 
28<a href="#_details">More...</a>
29<p>
30<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
31<p>
32<div class="dynheader">
33Inheritance diagram for egiw:</div>
34<div class="dynsection">
35<p><center><img src="classegiw__inherit__graph.png" border="0" usemap="#egiw__inherit__map" alt="Inheritance graph"></center>
36<map name="egiw__inherit__map">
37<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>
38<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
39<div class="dynheader">
40Collaboration diagram for egiw:</div>
41<div class="dynsection">
42<p><center><img src="classegiw__coll__graph.png" border="0" usemap="#egiw__coll__map" alt="Collaboration graph"></center>
43<map name="egiw__coll__map">
44<area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="11,183,53,209"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,103,53,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="11,7,48,33"><area shape="rect" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD)." alt="" coords="79,183,137,209"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="77,103,139,129"></map>
45<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
46
47<p>
48<a href="classegiw-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
49<tr><td></td></tr>
50<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="056c094f01ca1cc308d72162f47617c9"></a><!-- doxytag: member="egiw::egiw" ref="056c094f01ca1cc308d72162f47617c9" args="(RV rv, mat V0, double nu0=-1.0)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#056c094f01ca1cc308d72162f47617c9">egiw</a> (<a class="el" href="classRV.html">RV</a> <a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>, mat V0, double nu0=-1.0)</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor, if nu0&lt;0 a minimal nu0 will be computed. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18c1bf6125652a6dcbca68dd02dddd8d"></a><!-- doxytag: member="egiw::egiw" ref="18c1bf6125652a6dcbca68dd02dddd8d" args="(RV rv, ldmat V0, double nu0=-1.0)" -->
56&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#18c1bf6125652a6dcbca68dd02dddd8d">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=-1.0)</td></tr>
57
58<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, (commonly known as UD).">ldmat</a> form. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d2c1f2ba0f9966781f1e0ae695e8a6f"></a><!-- doxytag: member="egiw::sample" ref="3d2c1f2ba0f9966781f1e0ae695e8a6f" args="() const " -->
60vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#3d2c1f2ba0f9966781f1e0ae695e8a6f">sample</a> () const </td></tr>
61
62<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>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6deb0ff2859f41ef7cbdf6a842cabb29"></a><!-- doxytag: member="egiw::mean" ref="6deb0ff2859f41ef7cbdf6a842cabb29" args="() const " -->
64vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#6deb0ff2859f41ef7cbdf6a842cabb29">mean</a> () const </td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
67<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 " -->
68void&nbsp;</td><td class="memItemRight" valign="bottom"><b>mean_mat</b> (mat &amp;M, mat &amp;R) const </td></tr>
69
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d94daac10d66bb743e4ddc8c1ba7268"></a><!-- doxytag: member="egiw::evallog_nn" ref="2d94daac10d66bb743e4ddc8c1ba7268" args="(const vec &amp;val) const " -->
71double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#2d94daac10d66bb743e4ddc8c1ba7268">evallog_nn</a> (const vec &amp;val) const </td></tr>
72
73<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>
74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70eb1a0b88459b227f919b425b0d3359"></a><!-- doxytag: member="egiw::lognc" ref="70eb1a0b88459b227f919b425b0d3359" args="() const " -->
75double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#70eb1a0b88459b227f919b425b0d3359">lognc</a> () const </td></tr>
76
77<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>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="533e792e1175bfa06d5d595dc5d080d5"></a><!-- doxytag: member="egiw::_V" ref="533e792e1175bfa06d5d595dc5d080d5" args="()" -->
79<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>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns a pointer to the internal statistics. Use with Care! <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a46c8a206edf80b357a138d7491780c1"></a><!-- doxytag: member="egiw::_V" ref="a46c8a206edf80b357a138d7491780c1" args="() const " -->
83const <a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#a46c8a206edf80b357a138d7491780c1">_V</a> () const </td></tr>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns a pointer to the internal statistics. Use with Care! <br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="08029c481ff95d24f093df0573879afe"></a><!-- doxytag: member="egiw::_nu" ref="08029c481ff95d24f093df0573879afe" args="()" -->
87double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#08029c481ff95d24f093df0573879afe">_nu</a> ()</td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns a pointer to the internal statistics. Use with Care! <br></td></tr>
90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5337922a83bc63e9e826e8a8613ebfe8"></a><!-- doxytag: member="egiw::_nu" ref="5337922a83bc63e9e826e8a8613ebfe8" args="() const " -->
91const double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_nu</b> () const </td></tr>
92
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="036306322a90a9977834baac07460816"></a><!-- doxytag: member="egiw::pow" ref="036306322a90a9977834baac07460816" args="(double p)" -->
94void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#036306322a90a9977834baac07460816">pow</a> (double p)</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
97<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)" -->
98virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#a89bef8996410609004fa019b5b48964">dupdate</a> (mat &amp;v)</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="357512dd565e199904d367294b7dd862"></a><!-- doxytag: member="egiw::evallog" ref="357512dd565e199904d367294b7dd862" args="(const vec &amp;val) const " -->
102virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#357512dd565e199904d367294b7dd862">evallog</a> (const vec &amp;val) const </td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cff03a658aec11b806c3e3d48f37b81f"></a><!-- doxytag: member="egiw::evallog" ref="cff03a658aec11b806c3e3d48f37b81f" args="(const mat &amp;Val) const " -->
106virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#cff03a658aec11b806c3e3d48f37b81f">evallog</a> (const mat &amp;Val) const </td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="76608914c3b19e150292d5c56e93e508"></a><!-- doxytag: member="egiw::sample_m" ref="76608914c3b19e150292d5c56e93e508" args="(int N) const " -->
110virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#76608914c3b19e150292d5c56e93e508">sample_m</a> (int N) const </td></tr>
111
112<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>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2495a04bbacb9b55fe5a3a59b78affca"></a><!-- doxytag: member="egiw::evallog_m" ref="2495a04bbacb9b55fe5a3a59b78affca" args="(const mat &amp;Val) const " -->
114virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#2495a04bbacb9b55fe5a3a59b78affca">evallog_m</a> (const mat &amp;Val) const </td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e87dc8260a5c37bc1b03eb66174741a0"></a><!-- doxytag: member="egiw::condition" ref="e87dc8260a5c37bc1b03eb66174741a0" args="(const RV &amp;rv) const " -->
118virtual <a class="el" href="classmpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#e87dc8260a5c37bc1b03eb66174741a0">condition</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>) const </td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given <a class="el" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr>
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38de9f59b65ee06028554f3f74b66025"></a><!-- doxytag: member="egiw::marginal" ref="38de9f59b65ee06028554f3f74b66025" args="(const RV &amp;rv) const " -->
122virtual <a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#38de9f59b65ee06028554f3f74b66025">marginal</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>) const </td></tr>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given <a class="el" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0d32aabb4cbba347e0c37fe8607562"></a><!-- doxytag: member="egiw::_rv" ref="ca0d32aabb4cbba347e0c37fe8607562" args="() const " -->
126const <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>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function, possibly dangerous! <br></td></tr>
129<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)" -->
130void&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>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr>
133<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f343d03ede89db820edf44a6297fa442"></a><!-- doxytag: member="egiw::V" ref="f343d03ede89db820edf44a6297fa442" args="" -->
135<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>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended information matrix of sufficient statistics. <br></td></tr>
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4a2f130b91afe84f6d62fed289d5d453"></a><!-- doxytag: member="egiw::nu" ref="4a2f130b91afe84f6d62fed289d5d453" args="" -->
139double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#4a2f130b91afe84f6d62fed289d5d453">nu</a></td></tr>
140
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of data records (degrees of freedom) of sufficient statistics. <br></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d5c719f15a5527a6c62c2a53160148e"></a><!-- doxytag: member="egiw::xdim" ref="3d5c719f15a5527a6c62c2a53160148e" args="" -->
143int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#3d5c719f15a5527a6c62c2a53160148e">xdim</a></td></tr>
144
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the output. <br></td></tr>
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c70d13d86e0d9f0acede3e1dc0368812"></a><!-- doxytag: member="egiw::nPsi" ref="c70d13d86e0d9f0acede3e1dc0368812" args="" -->
147int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegiw.html#c70d13d86e0d9f0acede3e1dc0368812">nPsi</a></td></tr>
148
149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the regressor. <br></td></tr>
150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="egiw::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
151<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>
152
153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identified of the random variable. <br></td></tr>
154</table>
155<hr><a name="_details"></a><h2>Detailed Description</h2>
156Gauss-inverse-Wishart density stored in LD form.
157<p>
158For <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>
159<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>
160</div>
161<hr size="1"><address style="text-align: right;"><small>Generated on Thu Dec 4 14:42:20 2008 for mixpp by&nbsp;
162<a href="http://www.doxygen.org/index.html">
163<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
164</body>
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