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3 | <title>mixpp: enorm< sq_T > Class Template Reference</title> |
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23 | <h1>enorm< sq_T > Class Template Reference</h1><!-- doxytag: class="enorm" --><!-- doxytag: inherits="eEF" -->Gaussian density with positive definite (decomposed) covariance matrix. |
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24 | <a href="#_details">More...</a> |
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25 | <p> |
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26 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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27 | <p> |
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28 | <div class="dynheader"> |
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29 | Inheritance diagram for enorm< sq_T >:</div> |
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30 | <div class="dynsection"> |
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31 | <p><center><img src="classenorm__inherit__graph.png" border="0" usemap="#enorm_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center> |
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32 | <map name="enorm_3_01sq__T_01_4__inherit__map"> |
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33 | <area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="43,84,88,111"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="40,7,91,33"></map> |
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34 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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35 | <div class="dynheader"> |
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36 | Collaboration diagram for enorm< sq_T >:</div> |
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37 | <div class="dynsection"> |
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38 | <p><center><img src="classenorm__coll__graph.png" border="0" usemap="#enorm_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center> |
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39 | <map name="enorm_3_01sq__T_01_4__coll__map"> |
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40 | <area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="8,183,53,209"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="5,103,56,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="12,7,49,33"><area shape="rect" title="rv" alt="" coords="27,31,35,39"><area shape="rect" title="rv" alt="" coords="27,99,35,107"><area shape="rect" title="R" alt="" coords="93,207,101,215"><area shape="rect" title="R" alt="" coords="77,275,85,283"></map> |
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41 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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42 | |
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43 | <p> |
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44 | <a href="classenorm-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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45 | <tr><td></td></tr> |
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46 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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47 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="183891111686898adef0f6ca292e600d"></a><!-- doxytag: member="enorm::enorm" ref="183891111686898adef0f6ca292e600d" args="(RV &rv, vec &mu, sq_T &R)" --> |
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48 | </td><td class="memItemRight" valign="bottom"><b>enorm</b> (<a class="el" href="classRV.html">RV</a> &rv, vec &mu, sq_T &R)</td></tr> |
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49 | |
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50 | <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 &vbar, double nubar)" --> |
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51 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#5b5fd142b6b17ea334597960e3fe126a">tupdate</a> (double phi, mat &vbar, double nubar)</td></tr> |
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52 | |
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53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">tupdate in exponential form (not really handy) <br></td></tr> |
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54 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5bf185e31e5954fceb90ada3debd2ff2"></a><!-- doxytag: member="enorm::dupdate" ref="5bf185e31e5954fceb90ada3debd2ff2" args="(mat &v, double nu=1.0)" --> |
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55 | void </td><td class="memItemRight" valign="bottom"><b>dupdate</b> (mat &v, double nu=1.0)</td></tr> |
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56 | |
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57 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2a1a522504c7788dfd7fb733157ee39e"></a><!-- doxytag: member="enorm::tupdate" ref="2a1a522504c7788dfd7fb733157ee39e" args="()" --> |
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58 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#2a1a522504c7788dfd7fb733157ee39e">tupdate</a> ()</td></tr> |
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59 | |
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60 | <tr><td class="mdescLeft"> </td><td class="mdescRight">tupdate used in KF <br></td></tr> |
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61 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1b0faf61260de09cf63bf823add5b32"></a><!-- doxytag: member="enorm::dupdate" ref="d1b0faf61260de09cf63bf823add5b32" args="()" --> |
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62 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#d1b0faf61260de09cf63bf823add5b32">dupdate</a> ()</td></tr> |
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63 | |
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64 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dupdate used in KF <br></td></tr> |
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65 | <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#6020bcd89db2c9584bd8871001bd2023">sample</a> ()</td></tr> |
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66 | |
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67 | <tr><td class="mdescLeft"> </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="#6020bcd89db2c9584bd8871001bd2023"></a><br></td></tr> |
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68 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="531bd094057afa768f4853a7e441920d"></a><!-- doxytag: member="enorm::sample" ref="531bd094057afa768f4853a7e441920d" args="(int N)" --> |
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69 | mat </td><td class="memItemRight" valign="bottom"><b>sample</b> (int N)</td></tr> |
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70 | |
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71 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="93107f05a8e9b34b64853767200121a4"></a><!-- doxytag: member="enorm::eval" ref="93107f05a8e9b34b64853767200121a4" args="(const vec &val)" --> |
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72 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classenorm.html#93107f05a8e9b34b64853767200121a4">eval</a> (const vec &val)</td></tr> |
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73 | |
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74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr> |
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75 | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> |
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76 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4de82a0d7ba9eaf31206318ae35d0d5"></a><!-- doxytag: member="enorm::RNG" ref="a4de82a0d7ba9eaf31206318ae35d0d5" args="" --> |
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77 | Normal_RNG </td><td class="memItemRight" valign="bottom"><b>RNG</b></td></tr> |
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78 | |
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79 | </table> |
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80 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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81 | <h3>template<class sq_T><br> |
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82 | class enorm< sq_T ></h3> |
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83 | |
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84 | Gaussian density with positive definite (decomposed) covariance matrix. |
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85 | <p> |
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86 | More?... <hr><h2>Member Function Documentation</h2> |
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87 | <a class="anchor" name="6020bcd89db2c9584bd8871001bd2023"></a><!-- doxytag: member="enorm::sample" ref="6020bcd89db2c9584bd8871001bd2023" args="()" --> |
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88 | <div class="memitem"> |
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89 | <div class="memproto"> |
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90 | <div class="memtemplate"> |
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91 | template<class sq_T> </div> |
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92 | <table class="memname"> |
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93 | <tr> |
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94 | <td class="memname">vec <a class="el" href="classenorm.html">enorm</a>< sq_T >::sample </td> |
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95 | <td>(</td> |
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96 | <td class="paramname"> </td> |
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97 | <td> ) </td> |
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98 | <td width="100%"><code> [inline, virtual]</code></td> |
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99 | </tr> |
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100 | </table> |
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101 | </div> |
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102 | <div class="memdoc"> |
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103 | |
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104 | <p> |
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105 | 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>. |
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106 | <p> |
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107 | Returns a sample from the density, <img class="formulaInl" alt="$x \sim epdf(rv)$" src="form_3.png"> |
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108 | <p>Implements <a class="el" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa">epdf</a>.</p> |
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109 | |
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110 | </div> |
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111 | </div><p> |
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112 | <hr>The documentation for this class was generated from the following file:<ul> |
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113 | <li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
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114 | <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by |
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115 | <a href="http://www.doxygen.org/index.html"> |
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116 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> |
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