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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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73<h1>bdm::egiw Class Reference</h1><!-- doxytag: class="bdm::egiw" --><!-- doxytag: inherits="bdm::eEF" -->
74<p>Gauss-inverse-Wishart density stored in LD form. 
75<a href="#_details">More...</a></p>
76<hr/><a name="_details"></a><h2>Detailed Description</h2>
77<p>Gauss-inverse-Wishart density stored in LD form. </p>
78<p>For <img class="formulaInl" alt="$p$" src="form_75.png"/>-variate densities, given rv.count() should be <img class="formulaInl" alt="$p\times$" src="form_76.png"/> V.rows(). </p>
79
80<p><code>#include &lt;<a class="el" href="exp__family_8h_source.html">exp_family.h</a>&gt;</code></p>
81
82<p><a href="classbdm_1_1egiw-members.html">List of all members.</a></p>
83<table border="0" cellpadding="0" cellspacing="0">
84<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
85<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a920f21548b7a3723923dd108fe514c61"></a><!-- doxytag: member="bdm::egiw::sample" ref="a920f21548b7a3723923dd108fe514c61" args="() const " -->
86vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a920f21548b7a3723923dd108fe514c61">sample</a> () const </td></tr>
87<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()$" src="form_13.png"/>. <br/></td></tr>
88<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adf70c05f918c3a6f86d60f10c1fd6ba2"></a><!-- doxytag: member="bdm::egiw::mean" ref="adf70c05f918c3a6f86d60f10c1fd6ba2" args="() const " -->
89vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#adf70c05f918c3a6f86d60f10c1fd6ba2">mean</a> () const </td></tr>
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br/></td></tr>
91<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac1ecc406613cc2341225dc10c3d3b46a"></a><!-- doxytag: member="bdm::egiw::variance" ref="ac1ecc406613cc2341225dc10c3d3b46a" args="() const " -->
92vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#ac1ecc406613cc2341225dc10c3d3b46a">variance</a> () const </td></tr>
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br/></td></tr>
94<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66d2ba9295c306012b309efcc9e516f0"></a><!-- doxytag: member="bdm::egiw::est_theta" ref="a66d2ba9295c306012b309efcc9e516f0" args="() const " -->
95vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a66d2ba9295c306012b309efcc9e516f0">est_theta</a> () const </td></tr>
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">LS estimate of <img class="formulaInl" alt="$\theta$" src="form_102.png"/>. <br/></td></tr>
97<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 " -->
98<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#a88c321a2051d1afdbb31a098896a717b">est_theta_cov</a> () const </td></tr>
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance of the LS estimate. <br/></td></tr>
100<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2075aa2306648b3e4fe40bb86628d5c"></a><!-- doxytag: member="bdm::egiw::mean_mat" ref="ad2075aa2306648b3e4fe40bb86628d5c" args="(mat &amp;M, mat &amp;R) const " -->
101void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#ad2075aa2306648b3e4fe40bb86628d5c">mean_mat</a> (mat &amp;M, mat &amp;R) const </td></tr>
102<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>
103<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 &amp;val) const " -->
104double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#abfb8e7c619b34ad804a73bff71742b5e">evallog_nn</a> (const vec &amp;val) const </td></tr>
105<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>
106<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a41d72ba7b2abc8a9a4209ffa98ed5633"></a><!-- doxytag: member="bdm::egiw::lognc" ref="a41d72ba7b2abc8a9a4209ffa98ed5633" args="() const " -->
107double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a41d72ba7b2abc8a9a4209ffa98ed5633">lognc</a> () const </td></tr>
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_100.png"/> <br/></td></tr>
109<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e610e95401a11baf34f65e16ecd87be"></a><!-- doxytag: member="bdm::egiw::pow" ref="a8e610e95401a11baf34f65e16ecd87be" args="(double p)" -->
110void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a8e610e95401a11baf34f65e16ecd87be">pow</a> (double p)</td></tr>
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br/></td></tr>
112<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::egiw::evallog" ref="aa36d06ecdd6f4c79dc122510eaccc692" args="(const vec &amp;val) const " -->
113virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#aa36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &amp;val) const </td></tr>
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr>
115<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 &amp;Val) const " -->
116virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a6886c60b6b690e503913240db5de0c6f">evallog_m</a> (const mat &amp;Val) const </td></tr>
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr>
118<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&lt; vec &gt; &amp;Val) const " -->
119virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#ad793f4fd6d0dcec5f16bff0ae45fc7d5">evallog_m</a> (const Array&lt; vec &gt; &amp;Val) const </td></tr>
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr>
121<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::egiw::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" -->
122virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr>
124<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::egiw::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
125virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr>
127<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::egiw::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
128virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr>
130<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
131<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p>
132<br/><br/></div></td></tr>
133<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a50149cf136c9120b4fff71c117f0bb2e"></a><!-- doxytag: member="bdm::egiw::egiw" ref="a50149cf136c9120b4fff71c117f0bb2e" args="()" -->
134&nbsp;</td><td class="memItemRight" valign="bottom"><b>egiw</b> ()</td></tr>
135<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=&#45;1.0)" -->
136&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>
137<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=&#45;1.0)" -->
138void&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>
139<tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr>
140<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp8937227e303215af8852936dc1bf96ca"></a> </p>
141<br/><br/></div></td></tr>
142<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a15792f3112e5cf67d572f491b09324c8"></a><!-- doxytag: member="bdm::egiw::_V" ref="a15792f3112e5cf67d572f491b09324c8" args="()" -->
143<a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_V</b> ()</td></tr>
144<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aad9c539a80a552e837245ddcebcbbba4"></a><!-- doxytag: member="bdm::egiw::_V" ref="aad9c539a80a552e837245ddcebcbbba4" args="() const " -->
145const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_V</b> () const </td></tr>
146<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa025ee710274ca142dd0ae978735ad4a"></a><!-- doxytag: member="bdm::egiw::_nu" ref="aa025ee710274ca142dd0ae978735ad4a" args="()" -->
147double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_nu</b> ()</td></tr>
148<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acf3b2bcb158c15c24788bba90e4154e4"></a><!-- doxytag: member="bdm::egiw::_nu" ref="acf3b2bcb158c15c24788bba90e4154e4" args="() const " -->
149const double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_nu</b> () const </td></tr>
150<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a55b76ec75bd2df5ef9cab3be20a33bbb">from_setting</a> (const Setting &amp;set)</td></tr>
151<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
152<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>
153<ul>
154<li>empty constructor, </li>
155<li>copy constructor,</li>
156</ul>
157<p>The following constructors should be supported for convenience: </p>
158<ul>
159<li>constructor followed by calling <code>set_parameters()</code> </li>
160<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>
161</ul>
162<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>
163<br/><br/></div></td></tr>
164<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)" -->
165void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
166<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
167<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p>
168<br/><br/></div></td></tr>
169<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 " -->
170virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
171<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>
172<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::egiw::condition" ref="a1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &amp;rv) const " -->
173virtual <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#a1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
174<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>
175<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::egiw::marginal" ref="aa84b05f5293cab2aeb4e07faffa60906" args="(const RV &amp;rv) const " -->
176virtual <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#aa84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
177<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>
178<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::egiw::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
179virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &amp;lb, vec &amp;ub, double percentage=0.95) const </td></tr>
180<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>
181<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
182<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>
183<br/><br/></div></td></tr>
184<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 &amp;rv0)" -->
185void&nbsp;</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> &amp;rv0)</td></tr>
186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br/></td></tr>
187<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::egiw::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
188bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br/></td></tr>
190<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egiw::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
191const <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#aa4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr>
192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr>
193<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
194<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>
195<br/><br/></div></td></tr>
196<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::egiw::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
197int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
198<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br/></td></tr>
199<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
200<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae56852845c6af176fd9017dbebbbd52"></a><!-- doxytag: member="bdm::egiw::V" ref="aae56852845c6af176fd9017dbebbbd52" args="" -->
201<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#aae56852845c6af176fd9017dbebbbd52">V</a></td></tr>
202<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended information matrix of sufficient statistics. <br/></td></tr>
203<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a447eacf19d4f4083872686f044814dc4"></a><!-- doxytag: member="bdm::egiw::nu" ref="a447eacf19d4f4083872686f044814dc4" args="" -->
204double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4">nu</a></td></tr>
205<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Number of data records (degrees of freedom) of sufficient statistics. <br/></td></tr>
206<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23e4d78bea7e98840f3da30e76a2b57a"></a><!-- doxytag: member="bdm::egiw::dimx" ref="a23e4d78bea7e98840f3da30e76a2b57a" args="" -->
207int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a">dimx</a></td></tr>
208<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the output. <br/></td></tr>
209<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a322414c32d9a21a006a5aab0311f64fd"></a><!-- doxytag: member="bdm::egiw::nPsi" ref="a322414c32d9a21a006a5aab0311f64fd" args="" -->
210int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html#a322414c32d9a21a006a5aab0311f64fd">nPsi</a></td></tr>
211<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Dimension of the regressor. <br/></td></tr>
212<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::egiw::dim" ref="a16adac20ec7fe07e1ea0b27d917788ce" args="" -->
213int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
214<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br/></td></tr>
215<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egiw::rv" ref="a62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
216<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#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr>
217<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br/></td></tr>
218</table>
219<hr/><h2>Member Function Documentation</h2>
220<a class="anchor" id="a55b76ec75bd2df5ef9cab3be20a33bbb"></a><!-- doxytag: member="bdm::egiw::from_setting" ref="a55b76ec75bd2df5ef9cab3be20a33bbb" args="(const Setting &amp;set)" -->
221<div class="memitem">
222<div class="memproto">
223      <table class="memname">
224        <tr>
225          <td class="memname">void bdm::egiw::from_setting </td>
226          <td>(</td>
227          <td class="paramtype">const Setting &amp;&nbsp;</td>
228          <td class="paramname"> <em>set</em></td>
229          <td>&nbsp;)&nbsp;</td>
230          <td><code> [inline, virtual]</code></td>
231        </tr>
232      </table>
233</div>
234<div class="memdoc">
235<p>Create Gauss-inverse-Wishart density </p>
236<p class="formulaDsp">
237<img class="formulaDsp" alt="\[ f(rv) = GiW(V,\nu) \]" src="form_103.png"/>
238</p>
239<p> from structure </p>
240<div class="fragment"><pre class="fragment">                <span class="keyword">class </span>= &apos;egiw&apos;;
241                <a class="code" href="classbdm_1_1egiw.html#aae56852845c6af176fd9017dbebbbd52" title="Extended information matrix of sufficient statistics.">V</a>     = [];               <span class="comment">// square matrix</span>
242                <a class="code" href="classbdm_1_1egiw.html#a447eacf19d4f4083872686f044814dc4" title="Number of data records (degrees of freedom) of sufficient statistics.">nu</a>    = [];               <span class="comment">// scalar \nu ((almost) degrees of freedom)</span>
243                                                                  <span class="comment">// when missing, it will be computed to obtain proper pdf</span>
244                <a class="code" href="classbdm_1_1egiw.html#a23e4d78bea7e98840f3da30e76a2b57a" title="Dimension of the output.">dimx</a>  = [];               <span class="comment">// dimension of the wishart part</span>
245                <a class="code" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = RV({<span class="stringliteral">&apos;name&apos;</span>})         <span class="comment">// description of RV</span>
246                rvc = RV({<span class="stringliteral">&apos;name&apos;</span>})        <span class="comment">// description of RV in condition</span>
247</pre></div> 
248<p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725">bdm::epdf</a>.</p>
249
250<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>
251
252</div>
253</div>
254<hr/>The documentation for this class was generated from the following files:<ul>
255<li><a class="el" href="exp__family_8h_source.html">exp_family.h</a></li>
256<li>exp_family.cpp</li>
257</ul>
258</div>
259<hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:50 2009 for mixpp by&nbsp;
260<a href="http://www.doxygen.org/index.html">
261<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
262</body>
263</html>
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