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| [271] | 67 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1egiw.html">egiw</a> |
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| [259] | 68 | </div> |
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| 69 | </div> |
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| 70 | <div class="contents"> |
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| [290] | 71 | <h1>bdm::egiw Class Reference</h1><!-- doxytag: class="bdm::egiw" --><!-- doxytag: inherits="bdm::eEF" -->Gauss-inverse-Wishart density stored in LD form. |
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| 72 | <a href="#_details">More...</a> |
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| [259] | 73 | <p> |
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| [396] | 74 | <code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code> |
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| [290] | 75 | <p> |
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| [259] | 76 | |
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| 77 | <p> |
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| [290] | 78 | <a href="classbdm_1_1egiw-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| [259] | 79 | <tr><td></td></tr> |
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| 80 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="920f21548b7a3723923dd108fe514c61"></a><!-- doxytag: member="bdm::egiw::sample" ref="920f21548b7a3723923dd108fe514c61" args="() const " --> |
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| 82 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#920f21548b7a3723923dd108fe514c61">sample</a> () const </td></tr> |
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| 83 | |
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| [354] | 84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_45.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_46.png">. <br></td></tr> |
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| [259] | 85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df70c05f918c3a6f86d60f10c1fd6ba2"></a><!-- doxytag: member="bdm::egiw::mean" ref="df70c05f918c3a6f86d60f10c1fd6ba2" args="() const " --> |
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| 86 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#df70c05f918c3a6f86d60f10c1fd6ba2">mean</a> () const </td></tr> |
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| 87 | |
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| 88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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| 89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c1ecc406613cc2341225dc10c3d3b46a"></a><!-- doxytag: member="bdm::egiw::variance" ref="c1ecc406613cc2341225dc10c3d3b46a" args="() const " --> |
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| 90 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#c1ecc406613cc2341225dc10c3d3b46a">variance</a> () const </td></tr> |
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| 91 | |
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| 92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
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| [353] | 93 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66d2ba9295c306012b309efcc9e516f0"></a><!-- doxytag: member="bdm::egiw::est_theta" ref="66d2ba9295c306012b309efcc9e516f0" args="() const " --> |
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| 94 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#66d2ba9295c306012b309efcc9e516f0">est_theta</a> () const </td></tr> |
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| 95 | |
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| [354] | 96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">LS estimate of <img class="formulaInl" alt="$\theta$" src="form_80.png">. <br></td></tr> |
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| [353] | 97 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="88c321a2051d1afdbb31a098896a717b"></a><!-- doxytag: member="bdm::egiw::est_theta_cov" ref="88c321a2051d1afdbb31a098896a717b" args="() const " --> |
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| 98 | <a class="el" href="classldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#88c321a2051d1afdbb31a098896a717b">est_theta_cov</a> () const </td></tr> |
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| 99 | |
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| 100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Covariance of the LS estimate. <br></td></tr> |
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| [259] | 101 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2075aa2306648b3e4fe40bb86628d5c"></a><!-- doxytag: member="bdm::egiw::mean_mat" ref="d2075aa2306648b3e4fe40bb86628d5c" args="(mat &M, mat &R) const " --> |
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| 102 | void </td><td class="memItemRight" valign="bottom"><b>mean_mat</b> (mat &M, mat &R) const </td></tr> |
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| 103 | |
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| 104 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bfb8e7c619b34ad804a73bff71742b5e"></a><!-- doxytag: member="bdm::egiw::evallog_nn" ref="bfb8e7c619b34ad804a73bff71742b5e" args="(const vec &val) const " --> |
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| 105 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#bfb8e7c619b34ad804a73bff71742b5e">evallog_nn</a> (const vec &val) const </td></tr> |
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| 106 | |
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| 107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ]. <br></td></tr> |
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| 108 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="41d72ba7b2abc8a9a4209ffa98ed5633"></a><!-- doxytag: member="bdm::egiw::lognc" ref="41d72ba7b2abc8a9a4209ffa98ed5633" args="() const " --> |
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| 109 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#41d72ba7b2abc8a9a4209ffa98ed5633">lognc</a> () const </td></tr> |
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| 110 | |
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| [354] | 111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_79.png"> <br></td></tr> |
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| [259] | 112 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e610e95401a11baf34f65e16ecd87be"></a><!-- doxytag: member="bdm::egiw::pow" ref="8e610e95401a11baf34f65e16ecd87be" args="(double p)" --> |
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| 113 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#8e610e95401a11baf34f65e16ecd87be">pow</a> (double p)</td></tr> |
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| 114 | |
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| 115 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
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| 116 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::egiw::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &v)" --> |
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| 117 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &v)</td></tr> |
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| 118 | |
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| 119 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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| 120 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::egiw::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &val) const " --> |
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| 121 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &val) const </td></tr> |
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| 122 | |
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| 123 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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| 124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::egiw::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &Val) const " --> |
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| 125 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">evallog</a> (const mat &Val) const </td></tr> |
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| 126 | |
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| 127 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
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| [396] | 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::egiw::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
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| 129 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
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| [353] | 130 | |
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| 131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
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| [396] | 132 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::egiw::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
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| 133 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
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| [353] | 134 | |
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| 135 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
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| [396] | 136 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::egiw::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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| 137 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
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| [368] | 138 | |
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| 139 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
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| [270] | 140 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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| 141 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50149cf136c9120b4fff71c117f0bb2e"></a><!-- doxytag: member="bdm::egiw::egiw" ref="50149cf136c9120b4fff71c117f0bb2e" args="()" --> |
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| 142 | </td><td class="memItemRight" valign="bottom"><b>egiw</b> ()</td></tr> |
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| 143 | |
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| [290] | 144 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79037e048e717a076f342eb1d276870e"></a><!-- doxytag: member="bdm::egiw::egiw" ref="79037e048e717a076f342eb1d276870e" args="(int dimx0, ldmat V0, double nu0=-1.0)" --> |
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| [270] | 145 | </td><td class="memItemRight" valign="bottom"><b>egiw</b> (int dimx0, <a class="el" href="classldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr> |
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| 146 | |
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| [290] | 147 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40b04f8ef133d089c4be2c7983e18b5c"></a><!-- doxytag: member="bdm::egiw::set_parameters" ref="40b04f8ef133d089c4be2c7983e18b5c" args="(int dimx0, ldmat V0, double nu0=-1.0)" --> |
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| [270] | 148 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dimx0, <a class="el" href="classldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr> |
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| 149 | |
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| 150 | <tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr> |
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| 151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15792f3112e5cf67d572f491b09324c8"></a><!-- doxytag: member="bdm::egiw::_V" ref="15792f3112e5cf67d572f491b09324c8" args="()" --> |
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| 152 | <a class="el" href="classldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><b>_V</b> ()</td></tr> |
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| 153 | |
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| 154 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad9c539a80a552e837245ddcebcbbba4"></a><!-- doxytag: member="bdm::egiw::_V" ref="ad9c539a80a552e837245ddcebcbbba4" args="() const " --> |
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| 155 | const <a class="el" href="classldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><b>_V</b> () const </td></tr> |
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| 156 | |
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| 157 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a025ee710274ca142dd0ae978735ad4a"></a><!-- doxytag: member="bdm::egiw::_nu" ref="a025ee710274ca142dd0ae978735ad4a" args="()" --> |
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| 158 | double & </td><td class="memItemRight" valign="bottom"><b>_nu</b> ()</td></tr> |
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| 159 | |
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| 160 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf3b2bcb158c15c24788bba90e4154e4"></a><!-- doxytag: member="bdm::egiw::_nu" ref="cf3b2bcb158c15c24788bba90e4154e4" args="() const " --> |
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| 161 | const double & </td><td class="memItemRight" valign="bottom"><b>_nu</b> () const </td></tr> |
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| 162 | |
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| [396] | 163 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (const Setting &set)</td></tr> |
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| 164 | |
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| [271] | 165 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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| 166 | <tr><td colspan="2"><div class="groupText">Construction of each <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> should support two types of constructors: <ul> |
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| 167 | <li>empty constructor, </li> |
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| 168 | <li>copy constructor,</li> |
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| 169 | </ul> |
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| 170 | The following constructors should be supported for convenience: <ul> |
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| 171 | <li>constructor followed by calling <code>set_parameters()</code> </li> |
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| 172 | <li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li> |
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| 173 | </ul> |
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| 174 | All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code>set_parameters()</code>. This way references can be initialized in constructors. <br><br></div></td></tr> |
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| 175 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::egiw::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> |
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| 176 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr> |
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| 177 | |
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| [270] | 178 | <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> |
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| [259] | 179 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::egiw::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
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| 180 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
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| 181 | |
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| [354] | 182 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_47.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_48.png">. <br></td></tr> |
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| [259] | 183 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &Val) const " --> |
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| 184 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &Val) const </td></tr> |
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| 185 | |
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| 186 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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| [396] | 187 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="512dbf057299e871fbc61ed55acb5888"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="512dbf057299e871fbc61ed55acb5888" args="(const Array< vec > &Avec) const " --> |
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| 188 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#512dbf057299e871fbc61ed55acb5888">evallog_m</a> (const Array< vec > &Avec) const </td></tr> |
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| 189 | |
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| 190 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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| [259] | 191 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::egiw::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &rv) const " --> |
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| 192 | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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| 193 | |
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| 194 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr> |
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| 195 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::egiw::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &rv) const " --> |
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| 196 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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| 197 | |
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| 198 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> |
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| [287] | 199 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::egiw::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
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| 200 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
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| 201 | |
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| 202 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr> |
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| [270] | 203 | <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> |
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| 204 | <tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr> |
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| 205 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::egiw::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
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| 206 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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| 207 | |
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| 208 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> |
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| 209 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::egiw::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
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| 210 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
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| 211 | |
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| 212 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> |
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| [259] | 213 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egiw::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
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| 214 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
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| 215 | |
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| [270] | 216 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> |
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| 217 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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| [271] | 218 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::egiw::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
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| 219 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
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| [259] | 220 | |
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| [270] | 221 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> |
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| [259] | 222 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 223 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae56852845c6af176fd9017dbebbbd52"></a><!-- doxytag: member="bdm::egiw::V" ref="ae56852845c6af176fd9017dbebbbd52" args="" --> |
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| 224 | <a class="el" href="classldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52">V</a></td></tr> |
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| 225 | |
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| 226 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended information matrix of sufficient statistics. <br></td></tr> |
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| 227 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="447eacf19d4f4083872686f044814dc4"></a><!-- doxytag: member="bdm::egiw::nu" ref="447eacf19d4f4083872686f044814dc4" args="" --> |
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| 228 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4">nu</a></td></tr> |
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| 229 | |
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| 230 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Number of data records (degrees of freedom) of sufficient statistics. <br></td></tr> |
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| [270] | 231 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23e4d78bea7e98840f3da30e76a2b57a"></a><!-- doxytag: member="bdm::egiw::dimx" ref="23e4d78bea7e98840f3da30e76a2b57a" args="" --> |
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| 232 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a">dimx</a></td></tr> |
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| [259] | 233 | |
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| 234 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Dimension of the output. <br></td></tr> |
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| 235 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="322414c32d9a21a006a5aab0311f64fd"></a><!-- doxytag: member="bdm::egiw::nPsi" ref="322414c32d9a21a006a5aab0311f64fd" args="" --> |
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| 236 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#322414c32d9a21a006a5aab0311f64fd">nPsi</a></td></tr> |
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| 237 | |
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| 238 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Dimension of the regressor. <br></td></tr> |
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| [270] | 239 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::egiw::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
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| 240 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
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| 241 | |
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| 242 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> |
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| [259] | 243 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egiw::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
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| 244 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
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| 245 | |
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| [270] | 246 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> |
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| [259] | 247 | </table> |
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| [290] | 248 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 249 | Gauss-inverse-Wishart density stored in LD form. |
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| 250 | <p> |
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| [396] | 251 | For <img class="formulaInl" alt="$p$" src="form_58.png">-variate densities, given rv.count() should be <img class="formulaInl" alt="$p\times$" src="form_59.png"> V.rows(). <hr><h2>Member Function Documentation</h2> |
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| 252 | <a class="anchor" name="55b76ec75bd2df5ef9cab3be20a33bbb"></a><!-- doxytag: member="bdm::egiw::from_setting" ref="55b76ec75bd2df5ef9cab3be20a33bbb" args="(const Setting &set)" --> |
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| 253 | <div class="memitem"> |
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| 254 | <div class="memproto"> |
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| 255 | <table class="memname"> |
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| 256 | <tr> |
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| 257 | <td class="memname">void bdm::egiw::from_setting </td> |
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| 258 | <td>(</td> |
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| 259 | <td class="paramtype">const Setting & </td> |
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| 260 | <td class="paramname"> <em>set</em> </td> |
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| 261 | <td> ) </td> |
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| 262 | <td><code> [inline, virtual]</code></td> |
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| 263 | </tr> |
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| 264 | </table> |
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| [259] | 265 | </div> |
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| [396] | 266 | <div class="memdoc"> |
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| 267 | |
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| 268 | <p> |
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| 269 | Load from structure with elements: <div class="fragment"><pre class="fragment"> { <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>, names=(...),}; <span class="comment">// RV describing meaning of random variable</span> |
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| 270 | <span class="comment">// elements of offsprings</span> |
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| 271 | } |
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| 272 | </pre></div> |
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| 273 | <p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#fa9efc98a065b31c630fe18cc418f725">bdm::epdf</a>.</p> |
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| 274 | |
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| 275 | <p>References <a class="el" href="exp__family_8h_source.html#l00184">dimx</a>, <a class="el" href="user__info_8h_source.html#l00358">bdm::UI::get()</a>, <a class="el" href="exp__family_8h_source.html#l00182">nu</a>, <a class="el" href="bdmbase_8h_source.html#l00239">bdm::epdf::rv</a>, and <a class="el" href="bdmbase_8h_source.html#l00307">bdm::epdf::set_rv()</a>.</p> |
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| 276 | |
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| 277 | </div> |
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| 278 | </div><p> |
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| 279 | <hr>The documentation for this class was generated from the following files:<ul> |
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| 280 | <li><a class="el" href="exp__family_8h_source.html">exp_family.h</a><li>exp_family.cpp</ul> |
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| 281 | </div> |
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| 282 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:54 2009 for mixpp by |
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| [259] | 283 | <a href="http://www.doxygen.org/index.html"> |
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| [396] | 284 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> |
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| [259] | 285 | </body> |
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| 286 | </html> |
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