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3<title>mixpp: enorm&lt; sq_T &gt; Class Template Reference</title>
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26<h1>enorm&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="enorm" --><!-- doxytag: inherits="eEF" -->Gaussian density with positive definite (decomposed) covariance matrix. 
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 enorm&lt; sq_T &gt;:</div>
33<div class="dynsection">
34<p><center><img src="classenorm__inherit__graph.png" border="0" usemap="#enorm_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center>
35<map name="enorm_3_01sq__T_01_4__inherit__map">
36<area shape="rect" href="classenorm.html" title="enorm\&lt; ldmat \&gt;" alt="" coords="5,249,117,273"><area shape="rect" href="classenorm.html" title="enorm\&lt; chmat \&gt;" alt="" coords="141,249,259,273"><area shape="rect" href="classenorm.html" title="enorm\&lt; fsqmat \&gt;" alt="" coords="283,249,403,273"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="177,84,223,108"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="177,7,223,31"></map>
37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for enorm&lt; sq_T &gt;:</div>
40<div class="dynsection">
41<p><center><img src="classenorm__coll__graph.png" border="0" usemap="#enorm_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center>
42<map name="enorm_3_01sq__T_01_4__coll__map">
43<area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="5,172,51,196"><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"></map>
44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
45
46<p>
47<a href="classenorm-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="7b5cb487a2570e8109bfdc0df149aa06"></a><!-- doxytag: member="enorm::enorm" ref="7b5cb487a2570e8109bfdc0df149aa06" args="(RV &amp;rv)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#7b5cb487a2570e8109bfdc0df149aa06">enorm</a> (<a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>)</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"><a class="anchor" name="1394a65caa6e00d42e00cc99b12227af"></a><!-- doxytag: member="enorm::set_parameters" ref="1394a65caa6e00d42e00cc99b12227af" args="(const vec &amp;mu, const sq_T &amp;R)" -->
55void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#1394a65caa6e00d42e00cc99b12227af">set_parameters</a> (const vec &amp;<a class="el" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">mu</a>, const sq_T &amp;<a class="el" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">R</a>)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set mean value <code>mu</code> and covariance <code>R</code>. <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b5fd142b6b17ea334597960e3fe126a"></a><!-- doxytag: member="enorm::tupdate" ref="5b5fd142b6b17ea334597960e3fe126a" args="(double phi, mat &amp;vbar, double nubar)" -->
59void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">tupdate</a> (double phi, mat &amp;vbar, double nubar)</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">tupdate in exponential form (not really handy) <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5bf185e31e5954fceb90ada3debd2ff2"></a><!-- doxytag: member="enorm::dupdate" ref="5bf185e31e5954fceb90ada3debd2ff2" args="(mat &amp;v, double nu=1.0)" -->
63void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#5bf185e31e5954fceb90ada3debd2ff2">dupdate</a> (mat &amp;v, double nu=1.0)</td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top">vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5">sample</a> () const </td></tr>
67
68<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="#60b47544f6181ffd4530d3e415ce12c5"></a><br></td></tr>
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="60f0f3bfa53d6e65843eea9532b16d36"></a><!-- doxytag: member="enorm::sample" ref="60f0f3bfa53d6e65843eea9532b16d36" args="(int N) const " -->
70mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#60f0f3bfa53d6e65843eea9532b16d36">sample</a> (int N) const </td></tr>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO is it used? <br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b9e1dfd33692d7b3f1a59f17b0e61bd0"></a><!-- doxytag: member="enorm::eval" ref="b9e1dfd33692d7b3f1a59f17b0e61bd0" args="(const vec &amp;val) const " -->
74double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#b9e1dfd33692d7b3f1a59f17b0e61bd0">eval</a> (const vec &amp;val) const </td></tr>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="609a7c33dbb4fdfab050f3bdd1122401"></a><!-- doxytag: member="enorm::evalpdflog" ref="609a7c33dbb4fdfab050f3bdd1122401" args="(const vec &amp;val) const " -->
78double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401">evalpdflog</a> (const vec &amp;val) const </td></tr>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b289a36a69db59d182bb6eba9c05d4a8"></a><!-- doxytag: member="enorm::lognc" ref="b289a36a69db59d182bb6eba9c05d4a8" args="() const " -->
82double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#b289a36a69db59d182bb6eba9c05d4a8">lognc</a> () const </td></tr>
83
84<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>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50fa84da7bae02f7af17a98f37566899"></a><!-- doxytag: member="enorm::mean" ref="50fa84da7bae02f7af17a98f37566899" args="() const " -->
86vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#50fa84da7bae02f7af17a98f37566899">mean</a> () const </td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b8cb284e5af920a1b64a21d057ec5ac"></a><!-- doxytag: member="enorm::_mu" ref="0b8cb284e5af920a1b64a21d057ec5ac" args="()" -->
90vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac">_mu</a> ()</td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns a pointer to the internal mean value. Use with Care! <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d892a38f03be12e572ea57d9689cef6b"></a><!-- doxytag: member="enorm::set_mu" ref="d892a38f03be12e572ea57d9689cef6b" args="(const vec mu0)" -->
94void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#d892a38f03be12e572ea57d9689cef6b">set_mu</a> (const vec mu0)</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a5034b25771a84450a990d10fc40ac9"></a><!-- doxytag: member="enorm::_R" ref="7a5034b25771a84450a990d10fc40ac9" args="()" -->
98sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#7a5034b25771a84450a990d10fc40ac9">_R</a> ()</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns pointers to the internal variance and its inverse. Use with Care! <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b9f58dc86affa23511c246887420658"></a><!-- doxytag: member="enorm::getR" ref="9b9f58dc86affa23511c246887420658" args="()" -->
102mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#9b9f58dc86affa23511c246887420658">getR</a> ()</td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access method <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b89143f12c9b49282e30841e4fb5f337"></a><!-- doxytag: member="enorm::_rv" ref="b89143f12c9b49282e30841e4fb5f337" args="() const " -->
106<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>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
109<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71fde0d54bba147e00f612577f95ad20"></a><!-- doxytag: member="enorm::mu" ref="71fde0d54bba147e00f612577f95ad20" args="" -->
111vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">mu</a></td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">mean value <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ccc8d8514d644ef1c98d8ab023748a1"></a><!-- doxytag: member="enorm::R" ref="4ccc8d8514d644ef1c98d8ab023748a1" args="" -->
115sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">R</a></td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6938fc390a19cdaf6ad4503fcbaada4e"></a><!-- doxytag: member="enorm::dim" ref="6938fc390a19cdaf6ad4503fcbaada4e" args="" -->
119int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e">dim</a></td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension (redundant from rv.count() for easier coding ) <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="enorm::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
123<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>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identified of the random variable. <br></td></tr>
126</table>
127<hr><a name="_details"></a><h2>Detailed Description</h2>
128<h3>template&lt;class sq_T&gt;<br>
129 class enorm&lt; sq_T &gt;</h3>
130
131Gaussian density with positive definite (decomposed) covariance matrix.
132<p>
133More?... <hr><h2>Member Function Documentation</h2>
134<a class="anchor" name="60b47544f6181ffd4530d3e415ce12c5"></a><!-- doxytag: member="enorm::sample" ref="60b47544f6181ffd4530d3e415ce12c5" args="() const " -->
135<div class="memitem">
136<div class="memproto">
137<div class="memtemplate">
138template&lt;class sq_T&gt; </div>
139      <table class="memname">
140        <tr>
141          <td class="memname">vec <a class="el" href="classenorm.html">enorm</a>&lt; sq_T &gt;::sample           </td>
142          <td>(</td>
143          <td class="paramname">          </td>
144          <td>&nbsp;)&nbsp;</td>
145          <td width="100%"> const<code> [inline, virtual]</code></td>
146        </tr>
147      </table>
148</div>
149<div class="memdoc">
150
151<p>
152Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
153<p>
154Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png"> 
155<p>Implements <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf</a>.</p>
156
157<p>References <a class="el" href="libEF_8h-source.html#l00078">enorm&lt; sq_T &gt;::dim</a>, <a class="el" href="libEF_8h-source.html#l00074">enorm&lt; sq_T &gt;::mu</a>, and <a class="el" href="libEF_8h-source.html#l00076">enorm&lt; sq_T &gt;::R</a>.</p>
158
159</div>
160</div><p>
161<hr>The documentation for this class was generated from the following file:<ul>
162<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
163</div>
164<hr size="1"><address style="text-align: right;"><small>Generated on Fri May 9 23:06:41 2008 for mixpp by&nbsp;
165<a href="http://www.doxygen.org/index.html">
166<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address>
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