#include <exp_family.h>
Public Member Functions | |
void | set_parameters (const mat &Y0, const double delta0) |
constructor function | |
vec | sample () const |
Returns a sample, from density . | |
void | _setY (const vec &y0) |
access function | |
virtual double | evallog (const vec &val) const |
Compute log-probability of argument val In case the argument is out of suport return -Infinity. | |
void | from_setting (const Setting &set) |
Load from structure with elements:. | |
virtual string | to_string () |
This method returns a basic info about the current instance. | |
virtual void | to_setting (Setting &set) const |
This method save all the instance properties into the Setting structure. | |
virtual void | validate () |
This method TODO. | |
Constructors | |
Construction of each epdf should support two types of constructors:
set_parameters() . This way references can be initialized in constructors. | |
void | set_parameters (int dim0) |
Matematical Operations | |
virtual mat | sample_m (int N) const |
Returns N samples, from density . | |
virtual vec | evallog_m (const mat &Val) const |
Compute log-probability of multiple values argument val . | |
virtual vec | evallog_m (const Array< vec > &Avec) const |
Compute log-probability of multiple values argument val . | |
virtual shared_ptr< mpdf > | condition (const RV &rv) const |
Return conditional density on the given RV, the remaining rvs will be in conditioning. | |
virtual shared_ptr< epdf > | marginal (const RV &rv) const |
Return marginal density on the given RV, the remainig rvs are intergrated out. | |
virtual vec | mean () const |
return expected value | |
virtual vec | variance () const |
return expected variance (not covariance!) | |
virtual void | qbounds (vec &lb, vec &ub, double percentage=0.95) const |
Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default. | |
Connection to other classes | |
Description of the random quantity via attribute rv is optional. For operations such as sampling rv does not need to be set. However, for marginalization and conditioning rv has to be set. NB: | |
void | set_rv (const RV &rv0) |
Name its rv. | |
bool | isnamed () const |
True if rv is assigned. | |
const RV & | _rv () const |
Return name (fails when isnamed is false). | |
Access to attributes | |
int | dimension () const |
Size of the random variable. | |
Protected Attributes | |
eWishartCh | W |
Internal instance of Wishart density. | |
int | p |
size of Ch | |
double | delta |
parameter delta | |
int | dim |
dimension of the random variable | |
RV | rv |
Description of the random variable. |
Being computed by conversion from `standard' Wishart
void bdm::epdf::from_setting | ( | const Setting & | set | ) | [inline, virtual, inherited] |
Load from structure with elements:.
{ rv = {class="RV", names=(...),}; // RV describing meaning of random variable // elements of offsprings }
Reimplemented from bdm::root.
Reimplemented in bdm::enorm< sq_T >, bdm::egiw, bdm::eDirich, bdm::egamma, bdm::euni, bdm::merger_base, bdm::merger_mix, bdm::enorm< ldmat >, bdm::enorm< chmat >, and bdm::enorm< fsqmat >.
References bdm::epdf::set_rv().