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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="0caf54fed9e48f9fe28b534b2027df2f"></a><!-- doxytag: member="enorm::enorm" ref="0caf54fed9e48f9fe28b534b2027df2f" args="(const RV &amp;rv)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#0caf54fed9e48f9fe28b534b2027df2f">enorm</a> (const <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="5bf185e31e5954fceb90ada3debd2ff2"></a><!-- doxytag: member="enorm::dupdate" ref="5bf185e31e5954fceb90ada3debd2ff2" args="(mat &amp;v, double nu=1.0)" -->
59void&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>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="60b47544f6181ffd4530d3e415ce12c5"></a><!-- doxytag: member="enorm::sample" ref="60b47544f6181ffd4530d3e415ce12c5" args="() const " -->
63vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5">sample</a> () const </td></tr>
64
65<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>
66<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 " -->
67mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#60f0f3bfa53d6e65843eea9532b16d36">sample</a> (int N) const </td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO is it used? <br></td></tr>
70<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 " -->
71double&nbsp;</td><td class="memItemRight" valign="bottom"><b>eval</b> (const vec &amp;val) const </td></tr>
72
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c1e3dcba256b0153cfdb286120e110be"></a><!-- doxytag: member="enorm::evalpdflog_nn" ref="c1e3dcba256b0153cfdb286120e110be" args="(const vec &amp;val) const " -->
74double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#c1e3dcba256b0153cfdb286120e110be">evalpdflog_nn</a> (const vec &amp;val) const </td></tr>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b289a36a69db59d182bb6eba9c05d4a8"></a><!-- doxytag: member="enorm::lognc" ref="b289a36a69db59d182bb6eba9c05d4a8" args="() const " -->
78double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#b289a36a69db59d182bb6eba9c05d4a8">lognc</a> () const </td></tr>
79
80<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>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50fa84da7bae02f7af17a98f37566899"></a><!-- doxytag: member="enorm::mean" ref="50fa84da7bae02f7af17a98f37566899" args="() const " -->
82vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#50fa84da7bae02f7af17a98f37566899">mean</a> () const </td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="921024bd6d5a0e65f2af2e39bf38dfca"></a><!-- doxytag: member="enorm::condition" ref="921024bd6d5a0e65f2af2e39bf38dfca" args="(const RV &amp;rvn) const " -->
86<a class="el" href="classmpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#921024bd6d5a0e65f2af2e39bf38dfca">condition</a> (const <a class="el" href="classRV.html">RV</a> &amp;rvn) const </td></tr>
87
88<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>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af50a6102846060bcb23a670bf38117b"></a><!-- doxytag: member="enorm::marginal" ref="af50a6102846060bcb23a670bf38117b" args="(const RV &amp;rv) const " -->
90<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#af50a6102846060bcb23a670bf38117b">marginal</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>) const </td></tr>
91
92<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>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b8cb284e5af920a1b64a21d057ec5ac"></a><!-- doxytag: member="enorm::_mu" ref="0b8cb284e5af920a1b64a21d057ec5ac" args="()" -->
94vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac">_mu</a> ()</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns a pointer to the internal mean value. Use with Care! <br></td></tr>
97<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)" -->
98void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#d892a38f03be12e572ea57d9689cef6b">set_mu</a> (const vec mu0)</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a5034b25771a84450a990d10fc40ac9"></a><!-- doxytag: member="enorm::_R" ref="7a5034b25771a84450a990d10fc40ac9" args="()" -->
102sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#7a5034b25771a84450a990d10fc40ac9">_R</a> ()</td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns pointers to the internal variance and its inverse. Use with Care! <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a89bef8996410609004fa019b5b48964"></a><!-- doxytag: member="enorm::dupdate" ref="a89bef8996410609004fa019b5b48964" args="(mat &amp;v)" -->
106virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#a89bef8996410609004fa019b5b48964">dupdate</a> (mat &amp;v)</td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6466e8d4aa9dd64698ed288cbb1afc03"></a><!-- doxytag: member="enorm::evalpdflog" ref="6466e8d4aa9dd64698ed288cbb1afc03" args="(const vec &amp;val) const " -->
110virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#6466e8d4aa9dd64698ed288cbb1afc03">evalpdflog</a> (const vec &amp;val) const </td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c71faf4b2d153efda14bf1f87dca1507"></a><!-- doxytag: member="enorm::evalpdflog" ref="c71faf4b2d153efda14bf1f87dca1507" args="(const mat &amp;Val) const " -->
114virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#c71faf4b2d153efda14bf1f87dca1507">evalpdflog</a> (const mat &amp;Val) const </td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4f8385dd1cc9740522dc373b1dc3cbf5"></a><!-- doxytag: member="enorm::pow" ref="4f8385dd1cc9740522dc373b1dc3cbf5" args="(double p)" -->
118virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#4f8385dd1cc9740522dc373b1dc3cbf5">pow</a> (double p)</td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="76608914c3b19e150292d5c56e93e508"></a><!-- doxytag: member="enorm::sample_m" ref="76608914c3b19e150292d5c56e93e508" args="(int N) const " -->
122virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#76608914c3b19e150292d5c56e93e508">sample_m</a> (int N) const </td></tr>
123
124<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>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cebbdd7a85e6328f7358fc0ba8eee06c"></a><!-- doxytag: member="enorm::evalpdflog_m" ref="cebbdd7a85e6328f7358fc0ba8eee06c" args="(const mat &amp;Val) const " -->
126virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#cebbdd7a85e6328f7358fc0ba8eee06c">evalpdflog_m</a> (const mat &amp;Val) const </td></tr>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0d32aabb4cbba347e0c37fe8607562"></a><!-- doxytag: member="enorm::_rv" ref="ca0d32aabb4cbba347e0c37fe8607562" args="() const " -->
130const <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>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function, possibly dangerous! <br></td></tr>
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fb94ce90d1ac7077d29f7d6a6c3e0a5"></a><!-- doxytag: member="enorm::_renewrv" ref="7fb94ce90d1ac7077d29f7d6a6c3e0a5" args="(const RV &amp;in_rv)" -->
134void&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>
135
136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr>
137<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71fde0d54bba147e00f612577f95ad20"></a><!-- doxytag: member="enorm::mu" ref="71fde0d54bba147e00f612577f95ad20" args="" -->
139vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">mu</a></td></tr>
140
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">mean value <br></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ccc8d8514d644ef1c98d8ab023748a1"></a><!-- doxytag: member="enorm::R" ref="4ccc8d8514d644ef1c98d8ab023748a1" args="" -->
143sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">R</a></td></tr>
144
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr>
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6938fc390a19cdaf6ad4503fcbaada4e"></a><!-- doxytag: member="enorm::dim" ref="6938fc390a19cdaf6ad4503fcbaada4e" args="" -->
147int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e">dim</a></td></tr>
148
149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension (redundant from rv.count() for easier coding ) <br></td></tr>
150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="enorm::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>
156<h3>template&lt;class sq_T&gt;<br>
157 class enorm&lt; sq_T &gt;</h3>
158
159Gaussian density with positive definite (decomposed) covariance matrix.
160<p>
161More?... <hr>The documentation for this class was generated from the following file:<ul>
162<li>work/git/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 Wed Nov 12 19:18:52 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> 1.5.6 </small></address>
167</body>
168</html>
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