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3<title>mixpp: bdm::enorm&lt; sq_T &gt; Class Template Reference</title>
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[271]66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1enorm.html">enorm</a>
[259]67  </div>
68</div>
69<div class="contents">
[290]70<h1>bdm::enorm&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::enorm" --><!-- doxytag: inherits="bdm::eEF" -->Gaussian density with positive definite (decomposed) covariance matrix. 
71<a href="#_details">More...</a>
[259]72<p>
[538]73<code>#include &lt;<a class="el" href="exp__family_8h-source.html">exp_family.h</a>&gt;</code>
[259]74<p>
[270]75
76<p>
[290]77<a href="classbdm_1_1enorm-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]78<tr><td></td></tr>
79<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[270]80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::enorm::evallog" ref="a36d06ecdd6f4c79dc122510eaccc692" args="(const vec &amp;val) const " -->
81virtual 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>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
[538]84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="6886c60b6b690e503913240db5de0c6f" args="(const mat &amp;Val) const " -->
85virtual 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>
[270]86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
[538]88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="d793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array&lt; vec &gt; &amp;Val) const " -->
89virtual 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>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
[270]92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::enorm::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" -->
93virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
[396]96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::enorm::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
97virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
[353]98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
[396]100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::enorm::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
101virtual 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>
[353]102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
[270]104<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ccc42fd86d4532de03e0d2a0075e066c"></a><!-- doxytag: member="bdm::enorm::enorm" ref="ccc42fd86d4532de03e0d2a0075e066c" args="()" -->
106&nbsp;</td><td class="memItemRight" valign="bottom"><b>enorm</b> ()</td></tr>
107
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c9db749e205a0605ad9c93470f6dcaa"></a><!-- doxytag: member="bdm::enorm::enorm" ref="4c9db749e205a0605ad9c93470f6dcaa" args="(const vec &amp;mu, const sq_T &amp;R)" -->
109&nbsp;</td><td class="memItemRight" valign="bottom"><b>enorm</b> (const vec &amp;<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const sq_T &amp;<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr>
110
[259]111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8322f2c11560871dd922c660f4771bb"></a><!-- doxytag: member="bdm::enorm::set_parameters" ref="b8322f2c11560871dd922c660f4771bb" args="(const vec &amp;mu, const sq_T &amp;R)" -->
[270]112void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const sq_T &amp;<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr>
[259]113
[396]114<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">from_setting</a> (const Setting &amp;<a class="el" href="classbdm_1_1root.html">root</a>)</td></tr>
[385]115
[396]116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38eb17ecb75d94a50b6782fcf735cfea"></a><!-- doxytag: member="bdm::enorm::validate" ref="38eb17ecb75d94a50b6782fcf735cfea" args="()" -->
117void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#38eb17ecb75d94a50b6782fcf735cfea">validate</a> ()</td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
[270]120<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2e0d3a1e30ab3ab04df2d0c43ae74a2"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="d2e0d3a1e30ab3ab04df2d0c43ae74a2" args="(mat &amp;v, double nu=1.0)" -->
122void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">dupdate</a> (mat &amp;v, double nu=1.0)</td></tr>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1a48f52351ec3a349bd443b713b1766"></a><!-- doxytag: member="bdm::enorm::sample" ref="e1a48f52351ec3a349bd443b713b1766" args="() const " -->
126vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766">sample</a> () const </td></tr>
127
[397]128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_7.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_8.png">. <br></td></tr>
[259]129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e13aeed5b543b2179bacdc4fa2ae47a3"></a><!-- doxytag: member="bdm::enorm::evallog_nn" ref="e13aeed5b543b2179bacdc4fa2ae47a3" args="(const vec &amp;val) const " -->
130double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">evallog_nn</a> (const vec &amp;val) const </td></tr>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25785343aff102cc5df1cab08ba16d32"></a><!-- doxytag: member="bdm::enorm::lognc" ref="25785343aff102cc5df1cab08ba16d32" args="() const " -->
134double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">lognc</a> () const </td></tr>
135
[397]136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_89.png"> <br></td></tr>
[259]137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2fa2915c35366392fe9bb022ca1a600"></a><!-- doxytag: member="bdm::enorm::mean" ref="b2fa2915c35366392fe9bb022ca1a600" args="() const " -->
138vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600">mean</a> () const </td></tr>
139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="729c75ef0fa8abae03d58ad1f81e6773"></a><!-- doxytag: member="bdm::enorm::variance" ref="729c75ef0fa8abae03d58ad1f81e6773" args="() const " -->
142vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">variance</a> () const </td></tr>
143
144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
[538]145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40201ca12c6900f7aeb493bb7c582e20"></a><!-- doxytag: member="bdm::enorm::condition" ref="40201ca12c6900f7aeb493bb7c582e20" args="(const RV &amp;rvn) const " -->
146<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_1enorm.html#40201ca12c6900f7aeb493bb7c582e20">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvn) const </td></tr>
[259]147
148<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>
[538]149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c583763021f98255452925da3d5c4c3"></a><!-- doxytag: member="bdm::enorm::condition" ref="7c583763021f98255452925da3d5c4c3" args="(const RV &amp;rvn, mpdf &amp;target) const " -->
150void&nbsp;</td><td class="memItemRight" valign="bottom"><b>condition</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvn, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &amp;target) const </td></tr>
[259]151
[538]152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dcb739443669ba0a8faf634196284c08"></a><!-- doxytag: member="bdm::enorm::marginal" ref="dcb739443669ba0a8faf634196284c08" args="(const RV &amp;rvn) const " -->
153<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_1enorm.html#dcb739443669ba0a8faf634196284c08">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvn) const </td></tr>
154
[259]155<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>
[538]156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0db188559ded204e8c081ad7b782b6c9"></a><!-- doxytag: member="bdm::enorm::marginal" ref="0db188559ded204e8c081ad7b782b6c9" args="(const RV &amp;rvn, enorm&lt; sq_T &gt; &amp;target) const " -->
157void&nbsp;</td><td class="memItemRight" valign="bottom"><b>marginal</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvn, <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; sq_T &gt; &amp;target) const </td></tr>
158
[270]159<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[259]160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="766127847e9482aea9226ea157295ea2"></a><!-- doxytag: member="bdm::enorm::_mu" ref="766127847e9482aea9226ea157295ea2" args="()" -->
[270]161vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b> ()</td></tr>
[259]162
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8915d68ae76ad185c8c314f960a63f0c"></a><!-- doxytag: member="bdm::enorm::set_mu" ref="8915d68ae76ad185c8c314f960a63f0c" args="(const vec mu0)" -->
[270]164void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_mu</b> (const vec mu0)</td></tr>
[259]165
166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81d81e35e57c9f194bde248e3affcf1f"></a><!-- doxytag: member="bdm::enorm::_R" ref="81d81e35e57c9f194bde248e3affcf1f" args="()" -->
[270]167sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
[259]168
169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c664b024e79f18ca3f8e8cc81af2103"></a><!-- doxytag: member="bdm::enorm::_R" ref="8c664b024e79f18ca3f8e8cc81af2103" args="() const " -->
170const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> () const </td></tr>
171
[271]172<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
173<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>
174<li>empty constructor, </li>
175<li>copy constructor,</li>
176</ul>
177The following constructors should be supported for convenience: <ul>
178<li>constructor followed by calling <code>set_parameters()</code> </li>
179<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>
180</ul>
181All 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>
182<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::enorm::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
183void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
184
[270]185<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
[259]186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::enorm::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
187virtual 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>
188
[397]189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_9.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_10.png">. <br></td></tr>
[287]190<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::enorm::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
191virtual 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>
192
193<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>
[270]194<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
195<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>
196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::enorm::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
197void&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>
198
199<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::enorm::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
201bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
202
203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
[259]204<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::enorm::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
205const <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>
206
[270]207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
208<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[271]209<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::enorm::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
210int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
[259]211
[270]212<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
[259]213<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
214<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c702a194720853570d08b65482f842c7"></a><!-- doxytag: member="bdm::enorm::mu" ref="c702a194720853570d08b65482f842c7" args="" -->
215vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a></td></tr>
216
217<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">mean value <br></td></tr>
218<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d92dde696b2a7a5b10ddef5d22ba2c2"></a><!-- doxytag: member="bdm::enorm::R" ref="2d92dde696b2a7a5b10ddef5d22ba2c2" args="" -->
219sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a></td></tr>
220
221<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr>
[270]222<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::enorm::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
223int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
[259]224
[270]225<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
[259]226<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::enorm::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
227<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>
228
[270]229<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
[259]230</table>
[290]231<hr><a name="_details"></a><h2>Detailed Description</h2>
232<h3>template&lt;class sq_T&gt;<br>
233 class bdm::enorm&lt; sq_T &gt;</h3>
234
235Gaussian density with positive definite (decomposed) covariance matrix.
236<p>
[396]237More?... <hr><h2>Member Function Documentation</h2>
238<a class="anchor" name="61bd470764020bea6e1ed35000f259e6"></a><!-- doxytag: member="bdm::enorm::from_setting" ref="61bd470764020bea6e1ed35000f259e6" args="(const Setting &amp;root)" -->
239<div class="memitem">
240<div class="memproto">
241<div class="memtemplate">
242template&lt;class sq_T &gt; </div>
243      <table class="memname">
244        <tr>
245          <td class="memname">void <a class="el" href="classbdm_1_1enorm.html">bdm::enorm</a>&lt; sq_T &gt;::from_setting           </td>
246          <td>(</td>
247          <td class="paramtype">const Setting &amp;&nbsp;</td>
248          <td class="paramname"> <em>set</em>          </td>
249          <td>&nbsp;)&nbsp;</td>
250          <td><code> [inline, virtual]</code></td>
251        </tr>
252      </table>
[259]253</div>
[396]254<div class="memdoc">
255
256<p>
257Load 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>
258   <span class="comment">// elements of offsprings</span>
259 }
260</pre></div> 
261<p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#fa9efc98a065b31c630fe18cc418f725">bdm::epdf</a>.</p>
262
[538]263<p>References <a class="el" href="user__info_8h-source.html#l00410">bdm::UI::get()</a>, <a class="el" href="exp__family_8h-source.html#l00112">bdm::enorm&lt; sq_T &gt;::mu</a>, <a class="el" href="exp__family_8h-source.html#l00114">bdm::enorm&lt; sq_T &gt;::R</a>, and <a class="el" href="exp__family_8h-source.html#l00123">bdm::enorm&lt; sq_T &gt;::validate()</a>.</p>
[396]264
265</div>
266</div><p>
267<hr>The documentation for this class was generated from the following file:<ul>
[538]268<li><a class="el" href="exp__family_8h-source.html">exp_family.h</a></ul>
[397]269</div>
[538]270<hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by&nbsp;
[259]271<a href="http://www.doxygen.org/index.html">
[538]272<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]273</body>
274</html>
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