work/git/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 | BMEF |
| Estimator for Exponential family. 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 | eDirich |
| Dirichlet posterior density. More... | |
| class | multiBM |
| Estimator for Multinomial density. 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. | |
Detailed Description
Probability distributions for Exponential Family models.----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty
Using IT++ for numerical operations -----------------------------------
