enorm< sq_T > Class Template Reference

Gaussian density with positive definite (decomposed) covariance matrix. More...

#include <libEF.h>

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List of all members.

Public Member Functions

 enorm (RV &rv, vec &mu, sq_T &R)
void tupdate (double phi, mat &vbar, double nubar)
 tupdate in exponential form (not really handy)
void dupdate (mat &v, double nu=1.0)
void tupdate ()
 tupdate used in KF
double dupdate ()
 dupdate used in KF
vec sample ()
 Returns the required moment of the epdf.
mat sample (int N)
double eval (const vec &val)
 Compute probability of argument val.

Public Attributes

Normal_RNG RNG


Detailed Description

template<class sq_T>
class enorm< sq_T >

Gaussian density with positive definite (decomposed) covariance matrix.

More?...


Member Function Documentation

template<class sq_T>
vec enorm< sq_T >::sample (  )  [inline, virtual]

Returns the required moment of the epdf.

Returns a sample from the density, $x \sim epdf(rv)$

Implements epdf.


The documentation for this class was generated from the following file:
Generated on Mon Feb 18 21:48:43 2008 for mixpp by  doxygen 1.5.3