\hypertarget{classbdm_1_1enorm}{
\section{bdm::enorm$<$ sq\_\-T $>$ Class Template Reference}
\label{classbdm_1_1enorm}\index{bdm::enorm@{bdm::enorm}}
}
Gaussian density with positive definite (decomposed) covariance matrix.  


{\tt \#include $<$libEF.h$>$}

Inheritance diagram for bdm::enorm$<$ sq\_\-T $>$:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=400pt]{classbdm_1_1enorm__inherit__graph}
\end{center}
\end{figure}
Collaboration diagram for bdm::enorm$<$ sq\_\-T $>$:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=96pt]{classbdm_1_1enorm__coll__graph}
\end{center}
\end{figure}
\subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1enorm_7d433390d6bbad337986945b63d7fbe9}{
\hyperlink{classbdm_1_1enorm_7d433390d6bbad337986945b63d7fbe9}{enorm} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv})}
\label{classbdm_1_1enorm_7d433390d6bbad337986945b63d7fbe9}

\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_b8322f2c11560871dd922c660f4771bb}{
void \hyperlink{classbdm_1_1enorm_b8322f2c11560871dd922c660f4771bb}{set\_\-parameters} (const vec \&\hyperlink{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}{mu}, const sq\_\-T \&\hyperlink{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}{R})}
\label{classbdm_1_1enorm_b8322f2c11560871dd922c660f4771bb}

\begin{CompactList}\small\item\em Set mean value {\tt mu} and covariance {\tt R}. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_d2e0d3a1e30ab3ab04df2d0c43ae74a2}{
void \hyperlink{classbdm_1_1enorm_d2e0d3a1e30ab3ab04df2d0c43ae74a2}{dupdate} (mat \&v, double nu=1.0)}
\label{classbdm_1_1enorm_d2e0d3a1e30ab3ab04df2d0c43ae74a2}

\begin{CompactList}\small\item\em dupdate in exponential form (not really handy) \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_e1a48f52351ec3a349bd443b713b1766}{
vec \hyperlink{classbdm_1_1enorm_e1a48f52351ec3a349bd443b713b1766}{sample} () const }
\label{classbdm_1_1enorm_e1a48f52351ec3a349bd443b713b1766}

\begin{CompactList}\small\item\em Returns a sample, $x$ from density $epdf(rv)$. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_ebd96125aed74f9504033bb3605849db}{
mat \hyperlink{classbdm_1_1enorm_ebd96125aed74f9504033bb3605849db}{sample} (int N) const }
\label{classbdm_1_1enorm_ebd96125aed74f9504033bb3605849db}

\begin{CompactList}\small\item\em TODO is it used? \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_e13aeed5b543b2179bacdc4fa2ae47a3}{
double \hyperlink{classbdm_1_1enorm_e13aeed5b543b2179bacdc4fa2ae47a3}{evallog\_\-nn} (const vec \&val) const }
\label{classbdm_1_1enorm_e13aeed5b543b2179bacdc4fa2ae47a3}

\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_25785343aff102cc5df1cab08ba16d32}{
double \hyperlink{classbdm_1_1enorm_25785343aff102cc5df1cab08ba16d32}{lognc} () const }
\label{classbdm_1_1enorm_25785343aff102cc5df1cab08ba16d32}

\begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_b2fa2915c35366392fe9bb022ca1a600}{
vec \hyperlink{classbdm_1_1enorm_b2fa2915c35366392fe9bb022ca1a600}{mean} () const }
\label{classbdm_1_1enorm_b2fa2915c35366392fe9bb022ca1a600}

\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_729c75ef0fa8abae03d58ad1f81e6773}{
vec \hyperlink{classbdm_1_1enorm_729c75ef0fa8abae03d58ad1f81e6773}{variance} () const }
\label{classbdm_1_1enorm_729c75ef0fa8abae03d58ad1f81e6773}

\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_baea4d49c657342b58297d68cda16d26}{
\hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1enorm_baea4d49c657342b58297d68cda16d26}{condition} (const \hyperlink{classbdm_1_1RV}{RV} \&rvn) const }
\label{classbdm_1_1enorm_baea4d49c657342b58297d68cda16d26}

\begin{CompactList}\small\item\em Return conditional density on the given \hyperlink{classbdm_1_1RV}{RV}, the remaining rvs will be in conditioning. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_cd02d76e9d4f96bdd3fa6b604e273039}{
\hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1enorm_cd02d76e9d4f96bdd3fa6b604e273039}{marginal} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const }
\label{classbdm_1_1enorm_cd02d76e9d4f96bdd3fa6b604e273039}

\begin{CompactList}\small\item\em Return marginal density on the given \hyperlink{classbdm_1_1RV}{RV}, the remainig rvs are intergrated out. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_766127847e9482aea9226ea157295ea2}{
vec \& \hyperlink{classbdm_1_1enorm_766127847e9482aea9226ea157295ea2}{\_\-mu} ()}
\label{classbdm_1_1enorm_766127847e9482aea9226ea157295ea2}

\begin{CompactList}\small\item\em returns a pointer to the internal mean value. Use with Care! \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_8915d68ae76ad185c8c314f960a63f0c}{
void \hyperlink{classbdm_1_1enorm_8915d68ae76ad185c8c314f960a63f0c}{set\_\-mu} (const vec mu0)}
\label{classbdm_1_1enorm_8915d68ae76ad185c8c314f960a63f0c}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_81d81e35e57c9f194bde248e3affcf1f}{
sq\_\-T \& \hyperlink{classbdm_1_1enorm_81d81e35e57c9f194bde248e3affcf1f}{\_\-R} ()}
\label{classbdm_1_1enorm_81d81e35e57c9f194bde248e3affcf1f}

\begin{CompactList}\small\item\em returns pointers to the internal variance and its inverse. Use with Care! \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_8c664b024e79f18ca3f8e8cc81af2103}{
const sq\_\-T \& \textbf{\_\-R} () const }
\label{classbdm_1_1enorm_8c664b024e79f18ca3f8e8cc81af2103}

\item 
\hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{
virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)}
\label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}

\begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{
virtual double \hyperlink{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}{evallog} (const vec \&val) const }
\label{classbdm_1_1eEF_a36d06ecdd6f4c79dc122510eaccc692}

\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{
virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const }
\label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}

\begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{
virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)}
\label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}

\begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{
virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const }
\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}

\begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{
virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const }
\label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}

\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{
const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const }
\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}

\begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{
void \hyperlink{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{\_\-renewrv} (const \hyperlink{classbdm_1_1RV}{RV} \&in\_\-rv)}
\label{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}

\begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}{
vec \hyperlink{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}{mu}}
\label{classbdm_1_1enorm_c702a194720853570d08b65482f842c7}

\begin{CompactList}\small\item\em mean value \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}{
sq\_\-T \hyperlink{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}{R}}
\label{classbdm_1_1enorm_2d92dde696b2a7a5b10ddef5d22ba2c2}

\begin{CompactList}\small\item\em Covariance matrix in decomposed form. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1enorm_91a2d4a91364b0144e1523cad4d1135b}{
int \hyperlink{classbdm_1_1enorm_91a2d4a91364b0144e1523cad4d1135b}{dim}}
\label{classbdm_1_1enorm_91a2d4a91364b0144e1523cad4d1135b}

\begin{CompactList}\small\item\em dimension (redundant from rv.count() for easier coding ) \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{
\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}}
\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}

\begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize}


\subsection{Detailed Description}
\subsubsection*{template$<$class sq\_\-T$>$ class bdm::enorm$<$ sq\_\-T $>$}

Gaussian density with positive definite (decomposed) covariance matrix. 

More?... 

The documentation for this class was generated from the following file:\begin{CompactItemize}
\item 
\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}