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66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1egiw.html">egiw</a>
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69<div class="contents">
70<h1>bdm::egiw Class Reference</h1><!-- doxytag: class="bdm::egiw" --><!-- doxytag: inherits="bdm::eEF" -->Gauss-inverse-Wishart density stored in LD form. 
71<a href="#_details">More...</a>
72<p>
73<code>#include &lt;<a class="el" href="exp__family_8h_source.html">exp_family.h</a>&gt;</code>
74<p>
75
76<p>
77<a href="classbdm_1_1egiw-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
78<tr><td></td></tr>
79<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="920f21548b7a3723923dd108fe514c61"></a><!-- doxytag: member="bdm::egiw::sample" ref="920f21548b7a3723923dd108fe514c61" args="() const " -->
81vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#920f21548b7a3723923dd108fe514c61">sample</a> () const </td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_3.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_13.png">. <br></td></tr>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df70c05f918c3a6f86d60f10c1fd6ba2"></a><!-- doxytag: member="bdm::egiw::mean" ref="df70c05f918c3a6f86d60f10c1fd6ba2" args="() const " -->
85vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#df70c05f918c3a6f86d60f10c1fd6ba2">mean</a> () const </td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c1ecc406613cc2341225dc10c3d3b46a"></a><!-- doxytag: member="bdm::egiw::variance" ref="c1ecc406613cc2341225dc10c3d3b46a" args="() const " -->
89vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#c1ecc406613cc2341225dc10c3d3b46a">variance</a> () const </td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66d2ba9295c306012b309efcc9e516f0"></a><!-- doxytag: member="bdm::egiw::est_theta" ref="66d2ba9295c306012b309efcc9e516f0" args="() const " -->
93vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#66d2ba9295c306012b309efcc9e516f0">est_theta</a> () const </td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">LS estimate of <img class="formulaInl" alt="$\theta$" src="form_98.png">. <br></td></tr>
96<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 " -->
97<a class="el" href="classbdm_1_1ldmat.html">ldmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#88c321a2051d1afdbb31a098896a717b">est_theta_cov</a> () const </td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance of the LS estimate. <br></td></tr>
100<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 &amp;M, mat &amp;R) const " -->
101void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#d2075aa2306648b3e4fe40bb86628d5c">mean_mat</a> (mat &amp;M, mat &amp;R) const </td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</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>
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 &amp;val) const " -->
105double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#bfb8e7c619b34ad804a73bff71742b5e">evallog_nn</a> (const vec &amp;val) const </td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</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>
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 " -->
109double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#41d72ba7b2abc8a9a4209ffa98ed5633">lognc</a> () const </td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_97.png"> <br></td></tr>
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)" -->
113void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#8e610e95401a11baf34f65e16ecd87be">pow</a> (double p)</td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
116<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 &amp;val) const " -->
117virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &amp;val) const </td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="6886c60b6b690e503913240db5de0c6f" args="(const mat &amp;Val) const " -->
121virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#6886c60b6b690e503913240db5de0c6f">evallog_m</a> (const mat &amp;Val) const </td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::egiw::evallog_m" ref="d793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array&lt; vec &gt; &amp;Val) const " -->
125virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#d793f4fd6d0dcec5f16bff0ae45fc7d5">evallog_m</a> (const Array&lt; vec &gt; &amp;Val) const </td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
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="()" -->
129virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
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 &amp;set) const " -->
133virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
134
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::egiw::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
137virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
140<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50149cf136c9120b4fff71c117f0bb2e"></a><!-- doxytag: member="bdm::egiw::egiw" ref="50149cf136c9120b4fff71c117f0bb2e" args="()" -->
142&nbsp;</td><td class="memItemRight" valign="bottom"><b>egiw</b> ()</td></tr>
143
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=&#45;1.0)" -->
145&nbsp;</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>
146
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=&#45;1.0)" -->
148void&nbsp;</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>
149
150<tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr>
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15792f3112e5cf67d572f491b09324c8"></a><!-- doxytag: member="bdm::egiw::_V" ref="15792f3112e5cf67d572f491b09324c8" args="()" -->
152<a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_V</b> ()</td></tr>
153
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 " -->
155const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_V</b> () const </td></tr>
156
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a025ee710274ca142dd0ae978735ad4a"></a><!-- doxytag: member="bdm::egiw::_nu" ref="a025ee710274ca142dd0ae978735ad4a" args="()" -->
158double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_nu</b> ()</td></tr>
159
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 " -->
161const double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_nu</b> () const </td></tr>
162
163<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (const Setting &amp;set)</td></tr>
164
165<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
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>
167<li>empty constructor, </li>
168<li>copy constructor,</li>
169</ul>
170The following constructors should be supported for convenience: <ul>
171<li>constructor followed by calling <code>set_parameters()</code> </li>
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>
173</ul>
174All 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>
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)" -->
176void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
177
178<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
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 " -->
180virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
181
182<tr><td class="mdescLeft">&nbsp;</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>
183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::egiw::condition" ref="1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &amp;rv) const " -->
184virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
185
186<tr><td class="mdescLeft">&nbsp;</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>
187<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::egiw::marginal" ref="a84b05f5293cab2aeb4e07faffa60906" args="(const RV &amp;rv) const " -->
188virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
189
190<tr><td class="mdescLeft">&nbsp;</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>
191<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::egiw::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
192virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &amp;lb, vec &amp;ub, double percentage=0.95) const </td></tr>
193
194<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr>
195<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
196<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>
197<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 &amp;rv0)" -->
198void&nbsp;</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> &amp;rv0)</td></tr>
199
200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::egiw::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
202bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
203
204<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egiw::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
206const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr>
207
208<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
209<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
210<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::egiw::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
211int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
212
213<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
214<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
215<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae56852845c6af176fd9017dbebbbd52"></a><!-- doxytag: member="bdm::egiw::V" ref="ae56852845c6af176fd9017dbebbbd52" args="" -->
216<a class="el" href="classbdm_1_1ldmat.html">ldmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52">V</a></td></tr>
217
218<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended information matrix of sufficient statistics. <br></td></tr>
219<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="447eacf19d4f4083872686f044814dc4"></a><!-- doxytag: member="bdm::egiw::nu" ref="447eacf19d4f4083872686f044814dc4" args="" -->
220double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4">nu</a></td></tr>
221
222<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of data records (degrees of freedom) of sufficient statistics. <br></td></tr>
223<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23e4d78bea7e98840f3da30e76a2b57a"></a><!-- doxytag: member="bdm::egiw::dimx" ref="23e4d78bea7e98840f3da30e76a2b57a" args="" -->
224int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a">dimx</a></td></tr>
225
226<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the output. <br></td></tr>
227<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="322414c32d9a21a006a5aab0311f64fd"></a><!-- doxytag: member="bdm::egiw::nPsi" ref="322414c32d9a21a006a5aab0311f64fd" args="" -->
228int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#322414c32d9a21a006a5aab0311f64fd">nPsi</a></td></tr>
229
230<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the regressor. <br></td></tr>
231<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::egiw::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
232int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
233
234<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
235<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egiw::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
236<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr>
237
238<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
239</table>
240<hr><a name="_details"></a><h2>Detailed Description</h2>
241Gauss-inverse-Wishart density stored in LD form.
242<p>
243For <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(). <hr><h2>Member Function Documentation</h2>
244<a class="anchor" name="55b76ec75bd2df5ef9cab3be20a33bbb"></a><!-- doxytag: member="bdm::egiw::from_setting" ref="55b76ec75bd2df5ef9cab3be20a33bbb" args="(const Setting &amp;set)" -->
245<div class="memitem">
246<div class="memproto">
247      <table class="memname">
248        <tr>
249          <td class="memname">void bdm::egiw::from_setting           </td>
250          <td>(</td>
251          <td class="paramtype">const Setting &amp;&nbsp;</td>
252          <td class="paramname"> <em>set</em>          </td>
253          <td>&nbsp;)&nbsp;</td>
254          <td><code> [inline, virtual]</code></td>
255        </tr>
256      </table>
257</div>
258<div class="memdoc">
259
260<p>
261Create Gauss-inverse-Wishart density <p class="formulaDsp">
262<img class="formulaDsp" alt="\[ f(rv) = GiW(V,\nu) \]" src="form_165.png">
263<p>
264 from structure <div class="fragment"><pre class="fragment">                <span class="keyword">class </span>= 'egiw';
265                <a class="code" href="classbdm_1_1egiw.html#ae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>     = [];               <span class="comment">// square matrix</span>
266                <a class="code" href="classbdm_1_1egiw.html#447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>    = [];               <span class="comment">// scalar \nu ((almost) degrees of freedom)</span>
267                                                                  <span class="comment">// when missing, it will be computed to obtain proper pdf</span>
268                <a class="code" href="classbdm_1_1egiw.html#23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>  = [];               <span class="comment">// dimension of the wishart part</span>
269                <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = RV({<span class="stringliteral">'name'</span>})         <span class="comment">// description of RV</span>
270                rvc = RV({<span class="stringliteral">'name'</span>})        <span class="comment">// description of RV in condition</span>
271</pre></div> 
272<p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#fa9efc98a065b31c630fe18cc418f725">bdm::epdf</a>.</p>
273
274<p>References <a class="el" href="exp__family_8h_source.html#l00210">dimx</a>, <a class="el" href="user__info_8h_source.html#l00451">bdm::UI::get()</a>, <a class="el" href="exp__family_8h_source.html#l00208">nu</a>, and <a class="el" href="exp__family_8h_source.html#l00206">V</a>.</p>
275
276</div>
277</div><p>
278<hr>The documentation for this class was generated from the following files:<ul>
279<li><a class="el" href="exp__family_8h_source.html">exp_family.h</a><li>exp_family.cpp</ul>
280</div>
281<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:48 2009 for mixpp by&nbsp;
282<a href="http://www.doxygen.org/index.html">
283<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
284</body>
285</html>
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