[8] | 1 | \section{enorm$<$ sq\_\-T $>$ Class Template Reference} |
---|
| 2 | \label{classenorm}\index{enorm@{enorm}} |
---|
[22] | 3 | Gaussian density with positive definite (decomposed) covariance matrix. |
---|
[8] | 4 | |
---|
| 5 | |
---|
| 6 | {\tt \#include $<$libEF.h$>$} |
---|
| 7 | |
---|
[19] | 8 | Inheritance diagram for enorm$<$ sq\_\-T $>$:\nopagebreak |
---|
| 9 | \begin{figure}[H] |
---|
[8] | 10 | \begin{center} |
---|
| 11 | \leavevmode |
---|
[32] | 12 | \includegraphics[width=71pt]{classenorm__inherit__graph} |
---|
[8] | 13 | \end{center} |
---|
| 14 | \end{figure} |
---|
[19] | 15 | Collaboration diagram for enorm$<$ sq\_\-T $>$:\nopagebreak |
---|
| 16 | \begin{figure}[H] |
---|
| 17 | \begin{center} |
---|
| 18 | \leavevmode |
---|
| 19 | \includegraphics[width=72pt]{classenorm__coll__graph} |
---|
| 20 | \end{center} |
---|
| 21 | \end{figure} |
---|
[8] | 22 | \subsection*{Public Member Functions} |
---|
| 23 | \begin{CompactItemize} |
---|
| 24 | \item |
---|
[33] | 25 | {\bf enorm} ({\bf RV} \&{\bf rv})\label{classenorm_7b5cb487a2570e8109bfdc0df149aa06} |
---|
[8] | 26 | |
---|
[33] | 27 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
---|
| 28 | void {\bf set\_\-parameters} (const vec \&{\bf mu}, const sq\_\-T \&{\bf R})\label{classenorm_1394a65caa6e00d42e00cc99b12227af} |
---|
[32] | 29 | |
---|
[33] | 30 | \begin{CompactList}\small\item\em Set mean value {\tt mu} and covariance {\tt R}. \item\end{CompactList}\item |
---|
[22] | 31 | void {\bf tupdate} (double phi, mat \&vbar, double nubar)\label{classenorm_5b5fd142b6b17ea334597960e3fe126a} |
---|
[8] | 32 | |
---|
[22] | 33 | \begin{CompactList}\small\item\em tupdate in exponential form (not really handy) \item\end{CompactList}\item |
---|
[33] | 34 | void {\bf dupdate} (mat \&v, double nu=1.0)\label{classenorm_5bf185e31e5954fceb90ada3debd2ff2} |
---|
[8] | 35 | |
---|
[33] | 36 | \begin{CompactList}\small\item\em dupdate in exponential form (not really handy) \item\end{CompactList}\item |
---|
| 37 | vec {\bf sample} () const |
---|
[8] | 38 | \begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item |
---|
[33] | 39 | mat {\bf sample} (int N) const \label{classenorm_60f0f3bfa53d6e65843eea9532b16d36} |
---|
[19] | 40 | |
---|
[33] | 41 | \begin{CompactList}\small\item\em TODO is it used? \item\end{CompactList}\item |
---|
| 42 | double {\bf eval} (const vec \&val) const \label{classenorm_b9e1dfd33692d7b3f1a59f17b0e61bd0} |
---|
[8] | 43 | |
---|
[32] | 44 | \begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item |
---|
[33] | 45 | double {\bf evalpdflog} (const vec \&val) const \label{classenorm_609a7c33dbb4fdfab050f3bdd1122401} |
---|
[32] | 46 | |
---|
| 47 | \begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item |
---|
[33] | 48 | vec {\bf mean} () const \label{classenorm_50fa84da7bae02f7af17a98f37566899} |
---|
[32] | 49 | |
---|
| 50 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
---|
| 51 | vec $\ast$ {\bf \_\-mu} ()\label{classenorm_3be0cb541ec9b88e5aa3f60307bbc753} |
---|
| 52 | |
---|
| 53 | \begin{CompactList}\small\item\em returns a pointer to the internal mean value. Use with Care! \item\end{CompactList}\item |
---|
| 54 | void {\bf \_\-R} (sq\_\-T $\ast$\&pR, sq\_\-T $\ast$\&piR)\label{classenorm_8725c534863c4fc2bddef0edfb95a740} |
---|
| 55 | |
---|
| 56 | \begin{CompactList}\small\item\em returns pointers to the internal variance and its inverse. Use with Care! \item\end{CompactList}\item |
---|
| 57 | void {\bf \_\-cached} (bool what)\label{classenorm_c9ca4f2ca42568e40ca146168e7f3247} |
---|
| 58 | |
---|
[33] | 59 | \begin{CompactList}\small\item\em set cache as inconsistent \item\end{CompactList}\item |
---|
| 60 | {\bf RV} {\bf \_\-rv} () const \label{classepdf_b89143f12c9b49282e30841e4fb5f337} |
---|
| 61 | |
---|
| 62 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
---|
[32] | 63 | \subsection*{Protected Attributes} |
---|
[19] | 64 | \begin{CompactItemize} |
---|
| 65 | \item |
---|
[32] | 66 | vec {\bf mu}\label{classenorm_71fde0d54bba147e00f612577f95ad20} |
---|
[8] | 67 | |
---|
[32] | 68 | \begin{CompactList}\small\item\em mean value \item\end{CompactList}\item |
---|
| 69 | sq\_\-T {\bf R}\label{classenorm_4ccc8d8514d644ef1c98d8ab023748a1} |
---|
| 70 | |
---|
| 71 | \begin{CompactList}\small\item\em Covariance matrix in decomposed form. \item\end{CompactList}\item |
---|
| 72 | sq\_\-T {\bf \_\-iR}\label{classenorm_82f39ac49911d7097f4bfe385deba355} |
---|
| 73 | |
---|
| 74 | \begin{CompactList}\small\item\em Cache: \_\-iR = inv(R);. \item\end{CompactList}\item |
---|
| 75 | bool {\bf cached}\label{classenorm_ae12db77283a96e0f14a3eae93dc3bf1} |
---|
| 76 | |
---|
| 77 | \begin{CompactList}\small\item\em indicator if {\tt \_\-iR} is chached \item\end{CompactList}\item |
---|
| 78 | int {\bf dim}\label{classenorm_6938fc390a19cdaf6ad4503fcbaada4e} |
---|
| 79 | |
---|
| 80 | \begin{CompactList}\small\item\em dimension (redundant from rv.count() for easier coding ) \item\end{CompactList}\item |
---|
[33] | 81 | {\bf RV} {\bf rv}\label{classepdf_74da992e3f5d598da8850b646b79b9d9} |
---|
[32] | 82 | |
---|
[33] | 83 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
---|
[8] | 84 | |
---|
[19] | 85 | |
---|
[8] | 86 | \subsection{Detailed Description} |
---|
| 87 | \subsubsection*{template$<$class sq\_\-T$>$ class enorm$<$ sq\_\-T $>$} |
---|
| 88 | |
---|
[22] | 89 | Gaussian density with positive definite (decomposed) covariance matrix. |
---|
[8] | 90 | |
---|
| 91 | More?... |
---|
| 92 | |
---|
| 93 | \subsection{Member Function Documentation} |
---|
| 94 | \index{enorm@{enorm}!sample@{sample}} |
---|
| 95 | \index{sample@{sample}!enorm@{enorm}} |
---|
[33] | 96 | \subsubsection{\setlength{\rightskip}{0pt plus 5cm}template$<$class sq\_\-T$>$ vec {\bf enorm}$<$ sq\_\-T $>$::sample () const\hspace{0.3cm}{\tt [inline, virtual]}}\label{classenorm_60b47544f6181ffd4530d3e415ce12c5} |
---|
[8] | 97 | |
---|
| 98 | |
---|
| 99 | Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. |
---|
| 100 | |
---|
[22] | 101 | Returns a sample from the density, $x \sim epdf(rv)$ |
---|
[8] | 102 | |
---|
[33] | 103 | Implements {\bf epdf} \doxyref{}{p.}{classepdf_8019654e494bf5e458f6fb947e11b262}. |
---|
[8] | 104 | |
---|
| 105 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
---|
| 106 | \item |
---|
[19] | 107 | work/mixpp/bdm/stat/{\bf libEF.h}\end{CompactItemize} |
---|