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67 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1enorm.html">enorm</a> |
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71 | <h1>bdm::enorm< sq_T > Class Template Reference</h1><!-- doxytag: class="bdm::enorm" --><!-- doxytag: inherits="bdm::eEF" -->Gaussian density with positive definite (decomposed) covariance matrix. |
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72 | <a href="#_details">More...</a> |
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73 | <p> |
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74 | <code>#include <<a class="el" href="exp__family_8h-source.html">exp_family.h</a>></code> |
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75 | <p> |
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76 | |
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77 | <p> |
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78 | <a href="classbdm_1_1enorm-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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79 | <tr><td></td></tr> |
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80 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &v)" --> |
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82 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &v)</td></tr> |
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83 | |
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84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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85 | <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 &val) const " --> |
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86 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">evallog</a> (const vec &val) const </td></tr> |
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87 | |
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88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::enorm::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &Val) const " --> |
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90 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">evallog</a> (const mat &Val) const </td></tr> |
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91 | |
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92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
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93 | <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)" --> |
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94 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
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95 | |
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96 | <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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97 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::enorm::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
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98 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
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99 | |
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100 | <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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101 | <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 &set) const " --> |
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102 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
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103 | |
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104 | <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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105 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ccc42fd86d4532de03e0d2a0075e066c"></a><!-- doxytag: member="bdm::enorm::enorm" ref="ccc42fd86d4532de03e0d2a0075e066c" args="()" --> |
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107 | </td><td class="memItemRight" valign="bottom"><b>enorm</b> ()</td></tr> |
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108 | |
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109 | <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 &mu, const sq_T &R)" --> |
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110 | </td><td class="memItemRight" valign="bottom"><b>enorm</b> (const vec &<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const sq_T &<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr> |
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111 | |
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112 | <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 &mu, const sq_T &R)" --> |
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113 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &<a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a>, const sq_T &<a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr> |
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114 | |
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115 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">from_setting</a> (const Setting &<a class="el" href="classbdm_1_1root.html">root</a>)</td></tr> |
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116 | |
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117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38eb17ecb75d94a50b6782fcf735cfea"></a><!-- doxytag: member="bdm::enorm::validate" ref="38eb17ecb75d94a50b6782fcf735cfea" args="()" --> |
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118 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#38eb17ecb75d94a50b6782fcf735cfea">validate</a> ()</td></tr> |
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119 | |
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120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
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121 | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> |
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122 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2e0d3a1e30ab3ab04df2d0c43ae74a2"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="d2e0d3a1e30ab3ab04df2d0c43ae74a2" args="(mat &v, double nu=1.0)" --> |
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123 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#d2e0d3a1e30ab3ab04df2d0c43ae74a2">dupdate</a> (mat &v, double nu=1.0)</td></tr> |
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124 | |
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125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dupdate in exponential form (not really handy) <br></td></tr> |
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126 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1a48f52351ec3a349bd443b713b1766"></a><!-- doxytag: member="bdm::enorm::sample" ref="e1a48f52351ec3a349bd443b713b1766" args="() const " --> |
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127 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e1a48f52351ec3a349bd443b713b1766">sample</a> () const </td></tr> |
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128 | |
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129 | <tr><td class="mdescLeft"> </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> |
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130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ebd96125aed74f9504033bb3605849db"></a><!-- doxytag: member="bdm::enorm::sample" ref="ebd96125aed74f9504033bb3605849db" args="(int N) const " --> |
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131 | mat </td><td class="memItemRight" valign="bottom"><b>sample</b> (int N) const </td></tr> |
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132 | |
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133 | <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 &val) const " --> |
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134 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#e13aeed5b543b2179bacdc4fa2ae47a3">evallog_nn</a> (const vec &val) const </td></tr> |
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135 | |
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136 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25785343aff102cc5df1cab08ba16d32"></a><!-- doxytag: member="bdm::enorm::lognc" ref="25785343aff102cc5df1cab08ba16d32" args="() const " --> |
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138 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#25785343aff102cc5df1cab08ba16d32">lognc</a> () const </td></tr> |
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139 | |
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140 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_89.png"> <br></td></tr> |
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141 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2fa2915c35366392fe9bb022ca1a600"></a><!-- doxytag: member="bdm::enorm::mean" ref="b2fa2915c35366392fe9bb022ca1a600" args="() const " --> |
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142 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#b2fa2915c35366392fe9bb022ca1a600">mean</a> () const </td></tr> |
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143 | |
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144 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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145 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="729c75ef0fa8abae03d58ad1f81e6773"></a><!-- doxytag: member="bdm::enorm::variance" ref="729c75ef0fa8abae03d58ad1f81e6773" args="() const " --> |
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146 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#729c75ef0fa8abae03d58ad1f81e6773">variance</a> () const </td></tr> |
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147 | |
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148 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
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149 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="baea4d49c657342b58297d68cda16d26"></a><!-- doxytag: member="bdm::enorm::condition" ref="baea4d49c657342b58297d68cda16d26" args="(const RV &rvn) const " --> |
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150 | <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#baea4d49c657342b58297d68cda16d26">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvn) const </td></tr> |
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151 | |
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152 | <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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153 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c2996bdaffad38fbe0fc776db54c9d80"></a><!-- doxytag: member="bdm::enorm::marginal" ref="c2996bdaffad38fbe0fc776db54c9d80" args="(const RV &rv) const " --> |
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154 | <a class="el" href="classbdm_1_1enorm.html">enorm</a>< sq_T > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#c2996bdaffad38fbe0fc776db54c9d80">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
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155 | |
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156 | <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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157 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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158 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="766127847e9482aea9226ea157295ea2"></a><!-- doxytag: member="bdm::enorm::_mu" ref="766127847e9482aea9226ea157295ea2" args="()" --> |
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159 | vec & </td><td class="memItemRight" valign="bottom"><b>_mu</b> ()</td></tr> |
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160 | |
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161 | <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)" --> |
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162 | void </td><td class="memItemRight" valign="bottom"><b>set_mu</b> (const vec mu0)</td></tr> |
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163 | |
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164 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81d81e35e57c9f194bde248e3affcf1f"></a><!-- doxytag: member="bdm::enorm::_R" ref="81d81e35e57c9f194bde248e3affcf1f" args="()" --> |
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165 | sq_T & </td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr> |
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166 | |
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167 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c664b024e79f18ca3f8e8cc81af2103"></a><!-- doxytag: member="bdm::enorm::_R" ref="8c664b024e79f18ca3f8e8cc81af2103" args="() const " --> |
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168 | const sq_T & </td><td class="memItemRight" valign="bottom"><b>_R</b> () const </td></tr> |
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169 | |
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170 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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171 | <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> |
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172 | <li>empty constructor, </li> |
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173 | <li>copy constructor,</li> |
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174 | </ul> |
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175 | The following constructors should be supported for convenience: <ul> |
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176 | <li>constructor followed by calling <code>set_parameters()</code> </li> |
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177 | <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> |
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178 | </ul> |
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179 | 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. <br><br></div></td></tr> |
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180 | <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)" --> |
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181 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr> |
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182 | |
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183 | <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> |
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184 | <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 " --> |
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185 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
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186 | |
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187 | <tr><td class="mdescLeft"> </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> |
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188 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &Val) const " --> |
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189 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &Val) const </td></tr> |
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190 | |
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191 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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192 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="512dbf057299e871fbc61ed55acb5888"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="512dbf057299e871fbc61ed55acb5888" args="(const Array< vec > &Avec) const " --> |
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193 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#512dbf057299e871fbc61ed55acb5888">evallog_m</a> (const Array< vec > &Avec) const </td></tr> |
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194 | |
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195 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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196 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::enorm::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
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197 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
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198 | |
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199 | <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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200 | <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> |
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201 | <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> |
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202 | <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 &rv0)" --> |
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203 | void </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> &rv0)</td></tr> |
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204 | |
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205 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> |
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206 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::enorm::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
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207 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
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208 | |
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209 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> |
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210 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::enorm::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
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211 | 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#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
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212 | |
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213 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> |
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214 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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215 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::enorm::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
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216 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
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217 | |
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218 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> |
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219 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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220 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c702a194720853570d08b65482f842c7"></a><!-- doxytag: member="bdm::enorm::mu" ref="c702a194720853570d08b65482f842c7" args="" --> |
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221 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#c702a194720853570d08b65482f842c7">mu</a></td></tr> |
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222 | |
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223 | <tr><td class="mdescLeft"> </td><td class="mdescRight">mean value <br></td></tr> |
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224 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d92dde696b2a7a5b10ddef5d22ba2c2"></a><!-- doxytag: member="bdm::enorm::R" ref="2d92dde696b2a7a5b10ddef5d22ba2c2" args="" --> |
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225 | sq_T </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#2d92dde696b2a7a5b10ddef5d22ba2c2">R</a></td></tr> |
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226 | |
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227 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Covariance matrix in decomposed form. <br></td></tr> |
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228 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::enorm::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
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229 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
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230 | |
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231 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> |
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232 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::enorm::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
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233 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
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234 | |
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235 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> |
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236 | </table> |
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237 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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238 | <h3>template<class sq_T><br> |
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239 | class bdm::enorm< sq_T ></h3> |
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240 | |
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241 | Gaussian density with positive definite (decomposed) covariance matrix. |
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242 | <p> |
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243 | More?... <hr><h2>Member Function Documentation</h2> |
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244 | <a class="anchor" name="61bd470764020bea6e1ed35000f259e6"></a><!-- doxytag: member="bdm::enorm::from_setting" ref="61bd470764020bea6e1ed35000f259e6" args="(const Setting &root)" --> |
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245 | <div class="memitem"> |
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246 | <div class="memproto"> |
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247 | <div class="memtemplate"> |
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248 | template<class sq_T > </div> |
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249 | <table class="memname"> |
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250 | <tr> |
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251 | <td class="memname">void <a class="el" href="classbdm_1_1enorm.html">bdm::enorm</a>< sq_T >::from_setting </td> |
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252 | <td>(</td> |
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253 | <td class="paramtype">const Setting & </td> |
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254 | <td class="paramname"> <em>set</em> </td> |
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255 | <td> ) </td> |
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256 | <td><code> [inline, virtual]</code></td> |
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257 | </tr> |
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258 | </table> |
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259 | </div> |
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260 | <div class="memdoc"> |
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261 | |
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262 | <p> |
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263 | Load 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> |
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264 | <span class="comment">// elements of offsprings</span> |
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265 | } |
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266 | </pre></div> |
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267 | <p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#fa9efc98a065b31c630fe18cc418f725">bdm::epdf</a>.</p> |
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268 | |
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269 | <p>References <a class="el" href="user__info_8h-source.html#l00358">bdm::UI::get()</a>, <a class="el" href="exp__family_8h-source.html#l00120">bdm::enorm< sq_T >::mu</a>, <a class="el" href="exp__family_8h-source.html#l00122">bdm::enorm< sq_T >::R</a>, and <a class="el" href="exp__family_8h-source.html#l00131">bdm::enorm< sq_T >::validate()</a>.</p> |
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270 | |
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271 | </div> |
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272 | </div><p> |
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273 | <hr>The documentation for this class was generated from the following file:<ul> |
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274 | <li><a class="el" href="exp__family_8h-source.html">exp_family.h</a></ul> |
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275 | </div> |
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276 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 21:53:05 2009 for mixpp by |
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277 | <a href="http://www.doxygen.org/index.html"> |
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278 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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279 | </body> |
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280 | </html> |
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