1 | \section{enorm$<$ sq\_\-T $>$ Class Template Reference} |
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2 | \label{classenorm}\index{enorm@{enorm}} |
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3 | Gaussian density with positive definite (decomposed) covariance matrix. |
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4 | |
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5 | |
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6 | {\tt \#include $<$libEF.h$>$} |
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7 | |
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8 | Inheritance diagram for enorm$<$ sq\_\-T $>$:\nopagebreak |
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9 | \begin{figure}[H] |
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10 | \begin{center} |
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11 | \leavevmode |
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12 | \includegraphics[width=191pt]{classenorm__inherit__graph} |
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13 | \end{center} |
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14 | \end{figure} |
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15 | Collaboration diagram for enorm$<$ sq\_\-T $>$:\nopagebreak |
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16 | \begin{figure}[H] |
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17 | \begin{center} |
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18 | \leavevmode |
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19 | \includegraphics[width=72pt]{classenorm__coll__graph} |
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20 | \end{center} |
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21 | \end{figure} |
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22 | \subsection*{Public Member Functions} |
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23 | \begin{CompactItemize} |
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24 | \item |
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25 | {\bf enorm} ({\bf RV} \&{\bf rv})\label{classenorm_7b5cb487a2570e8109bfdc0df149aa06} |
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26 | |
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27 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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28 | void {\bf set\_\-parameters} (const vec \&{\bf mu}, const sq\_\-T \&{\bf R})\label{classenorm_1394a65caa6e00d42e00cc99b12227af} |
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29 | |
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30 | \begin{CompactList}\small\item\em Set mean value {\tt mu} and covariance {\tt R}. \item\end{CompactList}\item |
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31 | void {\bf tupdate} (double phi, mat \&vbar, double nubar)\label{classenorm_5b5fd142b6b17ea334597960e3fe126a} |
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32 | |
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33 | \begin{CompactList}\small\item\em tupdate in exponential form (not really handy) \item\end{CompactList}\item |
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34 | void {\bf dupdate} (mat \&v, double nu=1.0)\label{classenorm_5bf185e31e5954fceb90ada3debd2ff2} |
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35 | |
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36 | \begin{CompactList}\small\item\em dupdate in exponential form (not really handy) \item\end{CompactList}\item |
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37 | vec {\bf sample} () const |
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38 | \begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item |
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39 | mat {\bf sample} (int N) const \label{classenorm_60f0f3bfa53d6e65843eea9532b16d36} |
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40 | |
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41 | \begin{CompactList}\small\item\em TODO is it used? \item\end{CompactList}\item |
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42 | double {\bf eval} (const vec \&val) const \label{classenorm_b9e1dfd33692d7b3f1a59f17b0e61bd0} |
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43 | |
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44 | \begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item |
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45 | double {\bf evalpdflog} (const vec \&val) const \label{classenorm_609a7c33dbb4fdfab050f3bdd1122401} |
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46 | |
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47 | \begin{CompactList}\small\item\em Compute log-probability of argument {\tt val}. \item\end{CompactList}\item |
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48 | vec {\bf mean} () const \label{classenorm_50fa84da7bae02f7af17a98f37566899} |
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49 | |
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50 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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51 | vec \& {\bf \_\-mu} ()\label{classenorm_0b8cb284e5af920a1b64a21d057ec5ac} |
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52 | |
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53 | \begin{CompactList}\small\item\em returns a pointer to the internal mean value. Use with Care! \item\end{CompactList}\item |
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54 | void {\bf set\_\-mu} (const vec mu0)\label{classenorm_d892a38f03be12e572ea57d9689cef6b} |
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55 | |
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56 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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57 | sq\_\-T \& {\bf \_\-R} ()\label{classenorm_7a5034b25771a84450a990d10fc40ac9} |
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58 | |
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59 | \begin{CompactList}\small\item\em returns pointers to the internal variance and its inverse. Use with Care! \item\end{CompactList}\item |
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60 | mat {\bf getR} ()\label{classenorm_9b9f58dc86affa23511c246887420658} |
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61 | |
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62 | \begin{CompactList}\small\item\em access method \item\end{CompactList}\item |
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63 | {\bf RV} {\bf \_\-rv} () const \label{classepdf_b89143f12c9b49282e30841e4fb5f337} |
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64 | |
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65 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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66 | \subsection*{Protected Attributes} |
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67 | \begin{CompactItemize} |
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68 | \item |
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69 | vec {\bf mu}\label{classenorm_71fde0d54bba147e00f612577f95ad20} |
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70 | |
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71 | \begin{CompactList}\small\item\em mean value \item\end{CompactList}\item |
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72 | sq\_\-T {\bf R}\label{classenorm_4ccc8d8514d644ef1c98d8ab023748a1} |
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73 | |
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74 | \begin{CompactList}\small\item\em Covariance matrix in decomposed form. \item\end{CompactList}\item |
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75 | int {\bf dim}\label{classenorm_6938fc390a19cdaf6ad4503fcbaada4e} |
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76 | |
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77 | \begin{CompactList}\small\item\em dimension (redundant from rv.count() for easier coding ) \item\end{CompactList}\item |
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78 | {\bf RV} {\bf rv}\label{classepdf_74da992e3f5d598da8850b646b79b9d9} |
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79 | |
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80 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
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81 | |
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82 | |
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83 | \subsection{Detailed Description} |
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84 | \subsubsection*{template$<$class sq\_\-T$>$ class enorm$<$ sq\_\-T $>$} |
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85 | |
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86 | Gaussian density with positive definite (decomposed) covariance matrix. |
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87 | |
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88 | More?... |
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89 | |
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90 | \subsection{Member Function Documentation} |
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91 | \index{enorm@{enorm}!sample@{sample}} |
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92 | \index{sample@{sample}!enorm@{enorm}} |
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93 | \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} |
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94 | |
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95 | |
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96 | Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. |
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97 | |
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98 | Returns a sample from the density, $x \sim epdf(rv)$ |
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99 | |
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100 | Implements {\bf epdf} \doxyref{}{p.}{classepdf_8019654e494bf5e458f6fb947e11b262}. |
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101 | |
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102 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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103 | \item |
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104 | work/mixpp/bdm/stat/{\bf libEF.h}\end{CompactItemize} |
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