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69 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1egiw.html">egiw</a> |
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70 | </div> |
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73 | <h1>bdm::egiw Class Reference</h1><!-- doxytag: class="bdm::egiw" --><!-- doxytag: inherits="bdm::eEF" --> |
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74 | <p>Gauss-inverse-Wishart density stored in LD form. |
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75 | <a href="#_details">More...</a></p> |
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76 | |
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77 | <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> |
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78 | |
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79 | <p><a href="classbdm_1_1egiw-members.html">List of all members.</a></p> |
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80 | <table border="0" cellpadding="0" cellspacing="0"> |
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81 | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
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82 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a920f21548b7a3723923dd108fe514c61"></a><!-- doxytag: member="bdm::egiw::sample" ref="a920f21548b7a3723923dd108fe514c61" args="() const " --> |
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83 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a920f21548b7a3723923dd108fe514c61">sample</a> () const </td></tr> |
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84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_3.png"/> from density <img class="formulaInl" alt="$ f_x()$" src="form_13.png"/>. <br/></td></tr> |
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85 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adf70c05f918c3a6f86d60f10c1fd6ba2"></a><!-- doxytag: member="bdm::egiw::mean" ref="adf70c05f918c3a6f86d60f10c1fd6ba2" args="() const " --> |
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86 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#adf70c05f918c3a6f86d60f10c1fd6ba2">mean</a> () const </td></tr> |
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87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br/></td></tr> |
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88 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac1ecc406613cc2341225dc10c3d3b46a"></a><!-- doxytag: member="bdm::egiw::variance" ref="ac1ecc406613cc2341225dc10c3d3b46a" args="() const " --> |
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89 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#ac1ecc406613cc2341225dc10c3d3b46a">variance</a> () const </td></tr> |
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90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br/></td></tr> |
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91 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66d2ba9295c306012b309efcc9e516f0"></a><!-- doxytag: member="bdm::egiw::est_theta" ref="a66d2ba9295c306012b309efcc9e516f0" args="() const " --> |
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92 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a66d2ba9295c306012b309efcc9e516f0">est_theta</a> () const </td></tr> |
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93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">LS estimate of <img class="formulaInl" alt="$\theta$" src="form_98.png"/>. <br/></td></tr> |
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94 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a88c321a2051d1afdbb31a098896a717b"></a><!-- doxytag: member="bdm::egiw::est_theta_cov" ref="a88c321a2051d1afdbb31a098896a717b" args="() const " --> |
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95 | <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a88c321a2051d1afdbb31a098896a717b">est_theta_cov</a> () const </td></tr> |
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96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Covariance of the LS estimate. <br/></td></tr> |
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97 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2075aa2306648b3e4fe40bb86628d5c"></a><!-- doxytag: member="bdm::egiw::mean_mat" ref="ad2075aa2306648b3e4fe40bb86628d5c" args="(mat &M, mat &R) const " --> |
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98 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#ad2075aa2306648b3e4fe40bb86628d5c">mean_mat</a> (mat &M, mat &R) const </td></tr> |
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99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">expected values of the linear coefficient and the covariance matrix are written to <code>M</code> and <code>R</code> , respectively <br/></td></tr> |
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100 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abfb8e7c619b34ad804a73bff71742b5e"></a><!-- doxytag: member="bdm::egiw::evallog_nn" ref="abfb8e7c619b34ad804a73bff71742b5e" args="(const vec &val) const " --> |
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101 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#abfb8e7c619b34ad804a73bff71742b5e">evallog_nn</a> (const vec &val) const </td></tr> |
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102 | <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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103 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a41d72ba7b2abc8a9a4209ffa98ed5633"></a><!-- doxytag: member="bdm::egiw::lognc" ref="a41d72ba7b2abc8a9a4209ffa98ed5633" args="() const " --> |
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104 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a41d72ba7b2abc8a9a4209ffa98ed5633">lognc</a> () const </td></tr> |
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105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_97.png"/> <br/></td></tr> |
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106 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e610e95401a11baf34f65e16ecd87be"></a><!-- doxytag: member="bdm::egiw::pow" ref="a8e610e95401a11baf34f65e16ecd87be" args="(double p)" --> |
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107 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be">pow</a> (double p)</td></tr> |
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108 | <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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109 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::egiw::evallog" ref="aa36d06ecdd6f4c79dc122510eaccc692" args="(const vec &val) const " --> |
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110 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#aa36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &val) const </td></tr> |
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111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr> |
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112 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="a6886c60b6b690e503913240db5de0c6f" args="(const mat &Val) const " --> |
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113 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a6886c60b6b690e503913240db5de0c6f">evallog_m</a> (const mat &Val) const </td></tr> |
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114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr> |
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115 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="ad793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array< vec > &Val) const " --> |
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116 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#ad793f4fd6d0dcec5f16bff0ae45fc7d5">evallog_m</a> (const Array< vec > &Val) const </td></tr> |
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117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr> |
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118 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::egiw::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
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119 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
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120 | <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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121 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::egiw::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
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122 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
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123 | <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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124 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::egiw::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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125 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
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126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
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127 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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128 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p> |
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129 | <br/><br/></div></td></tr> |
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130 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a50149cf136c9120b4fff71c117f0bb2e"></a><!-- doxytag: member="bdm::egiw::egiw" ref="a50149cf136c9120b4fff71c117f0bb2e" args="()" --> |
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131 | </td><td class="memItemRight" valign="bottom"><b>egiw</b> ()</td></tr> |
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132 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a79037e048e717a076f342eb1d276870e"></a><!-- doxytag: member="bdm::egiw::egiw" ref="a79037e048e717a076f342eb1d276870e" args="(int dimx0, ldmat V0, double nu0=-1.0)" --> |
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133 | </td><td class="memItemRight" valign="bottom"><b>egiw</b> (int dimx0, <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr> |
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134 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a40b04f8ef133d089c4be2c7983e18b5c"></a><!-- doxytag: member="bdm::egiw::set_parameters" ref="a40b04f8ef133d089c4be2c7983e18b5c" args="(int dimx0, ldmat V0, double nu0=-1.0)" --> |
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135 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dimx0, <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr> |
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136 | <tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr> |
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137 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp8937227e303215af8852936dc1bf96ca"></a> </p> |
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138 | <br/><br/></div></td></tr> |
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139 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a15792f3112e5cf67d572f491b09324c8"></a><!-- doxytag: member="bdm::egiw::_V" ref="a15792f3112e5cf67d572f491b09324c8" args="()" --> |
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140 | <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><b>_V</b> ()</td></tr> |
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141 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aad9c539a80a552e837245ddcebcbbba4"></a><!-- doxytag: member="bdm::egiw::_V" ref="aad9c539a80a552e837245ddcebcbbba4" args="() const " --> |
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142 | const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><b>_V</b> () const </td></tr> |
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143 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa025ee710274ca142dd0ae978735ad4a"></a><!-- doxytag: member="bdm::egiw::_nu" ref="aa025ee710274ca142dd0ae978735ad4a" args="()" --> |
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144 | double & </td><td class="memItemRight" valign="bottom"><b>_nu</b> ()</td></tr> |
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145 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acf3b2bcb158c15c24788bba90e4154e4"></a><!-- doxytag: member="bdm::egiw::_nu" ref="acf3b2bcb158c15c24788bba90e4154e4" args="() const " --> |
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146 | const double & </td><td class="memItemRight" valign="bottom"><b>_nu</b> () const </td></tr> |
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147 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (const Setting &set)</td></tr> |
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148 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Load from structure with elements:. <a href="#a55b76ec75bd2df5ef9cab3be20a33bbb"></a><br/></td></tr> |
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149 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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150 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> 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: </p> |
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151 | <ul> |
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152 | <li>empty constructor, </li> |
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153 | <li>copy constructor,</li> |
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154 | </ul> |
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155 | <p>The following constructors should be supported for convenience: </p> |
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156 | <ul> |
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157 | <li>constructor followed by calling <code>set_parameters()</code> </li> |
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158 | <li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li> |
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159 | </ul> |
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160 | <p>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. </p> |
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161 | <br/><br/></div></td></tr> |
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162 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::egiw::set_parameters" ref="a840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> |
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163 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr> |
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164 | <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> |
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165 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p> |
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166 | <br/><br/></div></td></tr> |
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167 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::egiw::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
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168 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
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169 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_14.png"/> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_15.png"/>. <br/></td></tr> |
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170 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::egiw::condition" ref="a1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> |
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171 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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172 | <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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173 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::egiw::marginal" ref="aa84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> |
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174 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#aa84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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175 | <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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176 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::egiw::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
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177 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
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178 | <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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179 | <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> |
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180 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp14fc6e1cb822e9dfc5edc16c20fabe11"></a>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: </p> |
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181 | <br/><br/></div></td></tr> |
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182 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::egiw::set_rv" ref="af423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
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183 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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184 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br/></td></tr> |
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185 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::egiw::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
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186 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
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187 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br/></td></tr> |
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188 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egiw::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
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189 | 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#aa4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
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190 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr> |
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191 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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192 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> |
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193 | <br/><br/></div></td></tr> |
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194 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::egiw::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
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195 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
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196 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br/></td></tr> |
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197 | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
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198 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae56852845c6af176fd9017dbebbbd52"></a><!-- doxytag: member="bdm::egiw::V" ref="aae56852845c6af176fd9017dbebbbd52" args="" --> |
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199 | <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52">V</a></td></tr> |
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200 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Extended information matrix of sufficient statistics. <br/></td></tr> |
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201 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a447eacf19d4f4083872686f044814dc4"></a><!-- doxytag: member="bdm::egiw::nu" ref="a447eacf19d4f4083872686f044814dc4" args="" --> |
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202 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4">nu</a></td></tr> |
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203 | <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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204 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23e4d78bea7e98840f3da30e76a2b57a"></a><!-- doxytag: member="bdm::egiw::dimx" ref="a23e4d78bea7e98840f3da30e76a2b57a" args="" --> |
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205 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a">dimx</a></td></tr> |
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206 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Dimension of the output. <br/></td></tr> |
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207 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a322414c32d9a21a006a5aab0311f64fd"></a><!-- doxytag: member="bdm::egiw::nPsi" ref="a322414c32d9a21a006a5aab0311f64fd" args="" --> |
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208 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd">nPsi</a></td></tr> |
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209 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Dimension of the regressor. <br/></td></tr> |
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210 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::egiw::dim" ref="a16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
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211 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
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212 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br/></td></tr> |
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213 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egiw::rv" ref="a62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
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214 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
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215 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br/></td></tr> |
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216 | </table> |
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217 | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
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218 | <p>Gauss-inverse-Wishart density stored in LD form. </p> |
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219 | <p>For <img class="formulaInl" alt="$p$" src="form_74.png"/>-variate densities, given rv.count() should be <img class="formulaInl" alt="$p\times$" src="form_75.png"/> V.rows(). </p> |
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220 | <hr/><h2>Member Function Documentation</h2> |
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221 | <a class="anchor" id="a55b76ec75bd2df5ef9cab3be20a33bbb"></a><!-- doxytag: member="bdm::egiw::from_setting" ref="a55b76ec75bd2df5ef9cab3be20a33bbb" args="(const Setting &set)" --> |
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222 | <div class="memitem"> |
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223 | <div class="memproto"> |
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224 | <table class="memname"> |
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225 | <tr> |
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226 | <td class="memname">void bdm::egiw::from_setting </td> |
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227 | <td>(</td> |
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228 | <td class="paramtype">const Setting & </td> |
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229 | <td class="paramname"> <em>set</em></td> |
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230 | <td> ) </td> |
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231 | <td><code> [inline, virtual]</code></td> |
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232 | </tr> |
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233 | </table> |
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234 | </div> |
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235 | <div class="memdoc"> |
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236 | |
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237 | <p>Load from structure with elements:. </p> |
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238 | <div class="fragment"><pre class="fragment"> { <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" 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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239 | <span class="comment">// elements of offsprings</span> |
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240 | } |
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241 | </pre></div> |
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242 | <p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725">bdm::epdf</a>.</p> |
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243 | |
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244 | <p>References <a class="el" href="exp__family_8h_source.html#l00201">dimx</a>, <a class="el" href="user__info_8h_source.html#l00443">bdm::UI::get()</a>, <a class="el" href="exp__family_8h_source.html#l00199">nu</a>, <a class="el" href="bdmbase_8h_source.html#l00333">bdm::epdf::rv</a>, and <a class="el" href="bdmbase_8h_source.html#l00416">bdm::epdf::set_rv()</a>.</p> |
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245 | |
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246 | </div> |
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247 | </div> |
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248 | <hr/>The documentation for this class was generated from the following files:<ul> |
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249 | <li><a class="el" href="exp__family_8h_source.html">exp_family.h</a></li> |
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250 | <li>exp_family.cpp</li> |
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251 | </ul> |
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252 | </div> |
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253 | <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 22:40:44 2009 for mixpp by |
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254 | <a href="http://www.doxygen.org/index.html"> |
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255 | <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> |
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256 | </body> |
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257 | </html> |
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