work/mixpp/bdm/stat/libEF.h File Reference

Probability distributions for Exponential Family models. More...

#include <itpp/itbase.h>
#include "../math/libDC.h"
#include "libBM.h"
#include "../itpp_ext.h"

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Classes
class	eEF
	General conjugate exponential family posterior density. More...
class	mEF
	Exponential family model. More...
class	enorm< sq_T >
	Gaussian density with positive definite (decomposed) covariance matrix. More...
class	egiw
	Gauss-inverse-Wishart density stored in LD form. More...
class	egamma
	Gamma posterior density. More...
class	euni
	Uniform distributed density on a rectangular support. More...
class	mlnorm< sq_T >
	Normal distributed linear function with linear function of mean value;. More...
class	mgamma
	Gamma random walk. More...
class	mgamma_fix
	Gamma random walk around a fixed point. More...
class	eEmp
	Weighted empirical density. More...
Enumerations
enum	RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }
	Switch between various resampling methods.
Variables
Uniform_RNG	UniRNG
	Global Uniform_RNG.
Normal_RNG	NorRNG
	Global Normal_RNG.
Gamma_RNG	GamRNG
	Global Gamma_RNG.

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Detailed Description

Probability distributions for Exponential Family models.

Author:

Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------