egiw eEF libEF.h ldmat ldmat egiw::V V Extended information matrix of sufficient statistics. _V egiw evalpdflog lognc mean double double egiw::nu nu Number of data records (degrees of freedom) of sufficient statistics. _nu evalpdflog lognc mean RV RV epdf::rv rv Identified of the random variable. epdf::_rv egamma::evalpdflog evalpdflog egamma::lognc eEmp::mean emix::mean euni::sample egamma::sample epdf::sampleN emix::set_parameters egiw::egiw (RV rv, mat V0, double nu0) egiw RV rv mat V0 double nu0 Default constructor. RV::count ldmat::rows V vec vec egiw::sample () const sample sample Returns the required moment of the epdf. Returns a sample, $x$ from density $epdf(rv)$ vec vec egiw::mean () const mean mean return expected value ldmat::_D ldmat::_L nu V double double egiw::evalpdflog (const vec &val) const evalpdflog evalpdflog const vec & val Compute log-probability of argument val. RV::count lognc nu ldmat::qform epdf::rv V double double egiw::lognc () const lognc lognc logarithm of the normalizing constant, $\mathcal{I}$ ldmat::_D ldmat::logdet nu V ARX::ARX ARX::bayes evalpdflog ARX::set_parameters ARX::structure_est ldmat & ldmat& egiw::_V () _V returns a pointer to the internal statistics. Use with Care! V ARX::get_parameters ARX::set_parameters double & double& egiw::_nu () _nu returns a pointer to the internal statistics. Use with Care! nu ARX::get_parameters ARX::set_parameters void virtual void eEF::tupdate (double phi, mat &vbar, double nubar) tupdate tupdate tupdate tupdate tupdate double phi mat & vbar double nubar TODO decide if it is really needed. void virtual void eEF::dupdate (mat &v, double nu=1.0) dupdate dupdate dupdate dupdate dupdate mat & v double nu 1.0 TODO decide if it is really needed. mat mat epdf::sampleN (int N) const sampleN int N Returns N samples from density $epdf(rv)$. RV::count epdf::rv double virtual double epdf::eval (const vec &val) const eval eval eval eval eval eval const vec & val Compute probability of argument val. epdf::evalpdflog mpdf::evalcond RV & RV& epdf::_rv () _rv access function, possibly dangerous! epdf::rv emix::set_parameters Gauss-inverse-Wishart density stored in LD form. More?... epdf eEF egiw ldmat epdf rv RV sqmat eEF egiw V egiw_nu egiw_rv egiw_V egiwdupdate egiweEF egiwegiw egiwepdf egiwepdf egiweval egiwevalpdflog egiwlognc egiwmean egiwnu egiwrv egiwsample egiwsampleN egiwtupdate egiwV egiw~epdf