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3<title>mixpp: enorm&lt; sq_T &gt; Class Template Reference</title>
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27<h1>enorm&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="enorm" --><!-- doxytag: inherits="eEF" -->Gaussian density with positive definite (decomposed) covariance matrix. 
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 enorm&lt; sq_T &gt;:</div>
34<div class="dynsection">
35<p><center><img src="classenorm__inherit__graph.png" border="0" usemap="#enorm_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center>
36<map name="enorm_3_01sq__T_01_4__inherit__map">
37<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>
38<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
39<div class="dynheader">
40Collaboration diagram for enorm&lt; sq_T &gt;:</div>
41<div class="dynsection">
42<p><center><img src="classenorm__coll__graph.png" border="0" usemap="#enorm_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center>
43<map name="enorm_3_01sq__T_01_4__coll__map">
44<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>
45<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
46
47<p>
48<a href="classenorm-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="0caf54fed9e48f9fe28b534b2027df2f"></a><!-- doxytag: member="enorm::enorm" ref="0caf54fed9e48f9fe28b534b2027df2f" args="(const RV &amp;rv)" -->
52&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>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
55<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)" -->
56void&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>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set mean value <code>mu</code> and covariance <code>R</code>. <br></td></tr>
59<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)" -->
60void&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>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="60b47544f6181ffd4530d3e415ce12c5"></a><!-- doxytag: member="enorm::sample" ref="60b47544f6181ffd4530d3e415ce12c5" args="() const " -->
64vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#60b47544f6181ffd4530d3e415ce12c5">sample</a> () const </td></tr>
65
66<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>
67<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 " -->
68mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#60f0f3bfa53d6e65843eea9532b16d36">sample</a> (int N) const </td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO is it used? <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50cb0a083d97a7adbbd97c92e712c46c"></a><!-- doxytag: member="enorm::evallog_nn" ref="50cb0a083d97a7adbbd97c92e712c46c" args="(const vec &amp;val) const " -->
72double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#50cb0a083d97a7adbbd97c92e712c46c">evallog_nn</a> (const vec &amp;val) const </td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b289a36a69db59d182bb6eba9c05d4a8"></a><!-- doxytag: member="enorm::lognc" ref="b289a36a69db59d182bb6eba9c05d4a8" args="() const " -->
76double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#b289a36a69db59d182bb6eba9c05d4a8">lognc</a> () const </td></tr>
77
78<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>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50fa84da7bae02f7af17a98f37566899"></a><!-- doxytag: member="enorm::mean" ref="50fa84da7bae02f7af17a98f37566899" args="() const " -->
80vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#50fa84da7bae02f7af17a98f37566899">mean</a> () const </td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4b4bfec464fe971bf57e69d71a1cf2e"></a><!-- doxytag: member="enorm::variance" ref="d4b4bfec464fe971bf57e69d71a1cf2e" args="() const " -->
84vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#d4b4bfec464fe971bf57e69d71a1cf2e">variance</a> () const </td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
87<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 " -->
88<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>
89
90<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>
91<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 " -->
92<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>
93
94<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>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b8cb284e5af920a1b64a21d057ec5ac"></a><!-- doxytag: member="enorm::_mu" ref="0b8cb284e5af920a1b64a21d057ec5ac" args="()" -->
96vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#0b8cb284e5af920a1b64a21d057ec5ac">_mu</a> ()</td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns a pointer to the internal mean value. Use with Care! <br></td></tr>
99<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)" -->
100void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#d892a38f03be12e572ea57d9689cef6b">set_mu</a> (const vec mu0)</td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a5034b25771a84450a990d10fc40ac9"></a><!-- doxytag: member="enorm::_R" ref="7a5034b25771a84450a990d10fc40ac9" args="()" -->
104sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#7a5034b25771a84450a990d10fc40ac9">_R</a> ()</td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">returns pointers to the internal variance and its inverse. Use with Care! <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d01385983048ece700b426549bbaee56"></a><!-- doxytag: member="enorm::_R" ref="d01385983048ece700b426549bbaee56" args="() const " -->
108const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> () const </td></tr>
109
110<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)" -->
111virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#a89bef8996410609004fa019b5b48964">dupdate</a> (mat &amp;v)</td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="357512dd565e199904d367294b7dd862"></a><!-- doxytag: member="enorm::evallog" ref="357512dd565e199904d367294b7dd862" args="(const vec &amp;val) const " -->
115virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#357512dd565e199904d367294b7dd862">evallog</a> (const vec &amp;val) const </td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cff03a658aec11b806c3e3d48f37b81f"></a><!-- doxytag: member="enorm::evallog" ref="cff03a658aec11b806c3e3d48f37b81f" args="(const mat &amp;Val) const " -->
119virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#cff03a658aec11b806c3e3d48f37b81f">evallog</a> (const mat &amp;Val) const </td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4f8385dd1cc9740522dc373b1dc3cbf5"></a><!-- doxytag: member="enorm::pow" ref="4f8385dd1cc9740522dc373b1dc3cbf5" args="(double p)" -->
123virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#4f8385dd1cc9740522dc373b1dc3cbf5">pow</a> (double p)</td></tr>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
126<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 " -->
127virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#76608914c3b19e150292d5c56e93e508">sample_m</a> (int N) const </td></tr>
128
129<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>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2495a04bbacb9b55fe5a3a59b78affca"></a><!-- doxytag: member="enorm::evallog_m" ref="2495a04bbacb9b55fe5a3a59b78affca" args="(const mat &amp;Val) const " -->
131virtual 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>
132
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0d32aabb4cbba347e0c37fe8607562"></a><!-- doxytag: member="enorm::_rv" ref="ca0d32aabb4cbba347e0c37fe8607562" args="() const " -->
135const <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>
136
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function, possibly dangerous! <br></td></tr>
138<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)" -->
139void&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>
140
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr>
142<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71fde0d54bba147e00f612577f95ad20"></a><!-- doxytag: member="enorm::mu" ref="71fde0d54bba147e00f612577f95ad20" args="" -->
144vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#71fde0d54bba147e00f612577f95ad20">mu</a></td></tr>
145
146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">mean value <br></td></tr>
147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ccc8d8514d644ef1c98d8ab023748a1"></a><!-- doxytag: member="enorm::R" ref="4ccc8d8514d644ef1c98d8ab023748a1" args="" -->
148sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#4ccc8d8514d644ef1c98d8ab023748a1">R</a></td></tr>
149
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr>
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6938fc390a19cdaf6ad4503fcbaada4e"></a><!-- doxytag: member="enorm::dim" ref="6938fc390a19cdaf6ad4503fcbaada4e" args="" -->
152int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#6938fc390a19cdaf6ad4503fcbaada4e">dim</a></td></tr>
153
154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension (redundant from rv.count() for easier coding ) <br></td></tr>
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="enorm::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
156<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>
157
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identified of the random variable. <br></td></tr>
159</table>
160<hr><a name="_details"></a><h2>Detailed Description</h2>
161<h3>template&lt;class sq_T&gt;<br>
162 class enorm&lt; sq_T &gt;</h3>
163
164Gaussian density with positive definite (decomposed) covariance matrix.
165<p>
166More?... <hr>The documentation for this class was generated from the following file:<ul>
167<li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
168</div>
169<hr size="1"><address style="text-align: right;"><small>Generated on Thu Jan 15 10:51:07 2009 for mixpp by&nbsp;
170<a href="http://www.doxygen.org/index.html">
171<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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