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69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1enorm.html">enorm</a>
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73<h1>bdm::enorm&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::enorm" --><!-- doxytag: inherits="bdm::eEF" -->
74<p>Gaussian density with positive definite (decomposed) covariance matrix. 
75<a href="#_details">More...</a></p>
76<hr/><a name="_details"></a><h2>Detailed Description</h2>
77<h3>template&lt;class sq_T&gt;<br/>
78 class bdm::enorm&lt; sq_T &gt;</h3>
79
80<p>Gaussian density with positive definite (decomposed) covariance matrix. </p>
81<p>More?... </p>
82
83<p><code>#include &lt;<a class="el" href="exp__family_8h_source.html">exp_family.h</a>&gt;</code></p>
84
85<p><a href="classbdm_1_1enorm-members.html">List of all members.</a></p>
86<table border="0" cellpadding="0" cellspacing="0">
87<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
88<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa36d06ecdd6f4c79dc122510eaccc692"></a><!-- doxytag: member="bdm::enorm::evallog" ref="aa36d06ecdd6f4c79dc122510eaccc692" args="(const vec &amp;val) const " -->
89virtual 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>
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr>
91<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="a6886c60b6b690e503913240db5de0c6f" args="(const mat &amp;Val) const " -->
92virtual 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>
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr>
94<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::enorm::evallog_m" ref="ad793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array&lt; vec &gt; &amp;Val) const " -->
95virtual 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>
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr>
97<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::enorm::pow" ref="acf38af29e8e3d650c640509a52396053" args="(double p)" -->
98virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#acf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br/></td></tr>
100<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::enorm::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" -->
101virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr>
103<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::enorm::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
104virtual 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>
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr>
106<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
107<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p>
108<br/><br/></div></td></tr>
109<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="accc42fd86d4532de03e0d2a0075e066c"></a><!-- doxytag: member="bdm::enorm::enorm" ref="accc42fd86d4532de03e0d2a0075e066c" args="()" -->
110&nbsp;</td><td class="memItemRight" valign="bottom"><b>enorm</b> ()</td></tr>
111<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4c9db749e205a0605ad9c93470f6dcaa"></a><!-- doxytag: member="bdm::enorm::enorm" ref="a4c9db749e205a0605ad9c93470f6dcaa" args="(const vec &amp;mu, const sq_T &amp;R)" -->
112&nbsp;</td><td class="memItemRight" valign="bottom"><b>enorm</b> (const vec &amp;<a class="el" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7">mu</a>, const sq_T &amp;<a class="el" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr>
113<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab8322f2c11560871dd922c660f4771bb"></a><!-- doxytag: member="bdm::enorm::set_parameters" ref="ab8322f2c11560871dd922c660f4771bb" args="(const vec &amp;mu, const sq_T &amp;R)" -->
114void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;<a class="el" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7">mu</a>, const sq_T &amp;<a class="el" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2">R</a>)</td></tr>
115<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#a61bd470764020bea6e1ed35000f259e6">from_setting</a> (const Setting &amp;<a class="el" href="classbdm_1_1root.html">root</a>)</td></tr>
116<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38eb17ecb75d94a50b6782fcf735cfea"></a><!-- doxytag: member="bdm::enorm::validate" ref="a38eb17ecb75d94a50b6782fcf735cfea" args="()" -->
117void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#a38eb17ecb75d94a50b6782fcf735cfea">validate</a> ()</td></tr>
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr>
119<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
120<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p>
121<br/><br/></div></td></tr>
122<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2e0d3a1e30ab3ab04df2d0c43ae74a2"></a><!-- doxytag: member="bdm::enorm::dupdate" ref="ad2e0d3a1e30ab3ab04df2d0c43ae74a2" args="(mat &amp;v, double nu=1.0)" -->
123void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ad2e0d3a1e30ab3ab04df2d0c43ae74a2">dupdate</a> (mat &amp;v, double nu=1.0)</td></tr>
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" align="right" valign="top"><a class="anchor" id="ae1a48f52351ec3a349bd443b713b1766"></a><!-- doxytag: member="bdm::enorm::sample" ref="ae1a48f52351ec3a349bd443b713b1766" args="() const " -->
126vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ae1a48f52351ec3a349bd443b713b1766">sample</a> () const </td></tr>
127<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()$" src="form_13.png"/>. <br/></td></tr>
128<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae13aeed5b543b2179bacdc4fa2ae47a3"></a><!-- doxytag: member="bdm::enorm::evallog_nn" ref="ae13aeed5b543b2179bacdc4fa2ae47a3" args="(const vec &amp;val) const " -->
129double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ae13aeed5b543b2179bacdc4fa2ae47a3">evallog_nn</a> (const vec &amp;val) const </td></tr>
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr>
131<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a25785343aff102cc5df1cab08ba16d32"></a><!-- doxytag: member="bdm::enorm::lognc" ref="a25785343aff102cc5df1cab08ba16d32" args="() const " -->
132double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#a25785343aff102cc5df1cab08ba16d32">lognc</a> () const </td></tr>
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_100.png"/> <br/></td></tr>
134<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab2fa2915c35366392fe9bb022ca1a600"></a><!-- doxytag: member="bdm::enorm::mean" ref="ab2fa2915c35366392fe9bb022ca1a600" args="() const " -->
135vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ab2fa2915c35366392fe9bb022ca1a600">mean</a> () const </td></tr>
136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br/></td></tr>
137<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a729c75ef0fa8abae03d58ad1f81e6773"></a><!-- doxytag: member="bdm::enorm::variance" ref="a729c75ef0fa8abae03d58ad1f81e6773" args="() const " -->
138vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#a729c75ef0fa8abae03d58ad1f81e6773">variance</a> () const </td></tr>
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br/></td></tr>
140<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a40201ca12c6900f7aeb493bb7c582e20"></a><!-- doxytag: member="bdm::enorm::condition" ref="a40201ca12c6900f7aeb493bb7c582e20" args="(const RV &amp;rvn) const " -->
141<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#a40201ca12c6900f7aeb493bb7c582e20">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvn) const </td></tr>
142<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>
143<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c583763021f98255452925da3d5c4c3"></a><!-- doxytag: member="bdm::enorm::condition" ref="a7c583763021f98255452925da3d5c4c3" args="(const RV &amp;rvn, mpdf &amp;target) const " -->
144void&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>
145<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adcb739443669ba0a8faf634196284c08"></a><!-- doxytag: member="bdm::enorm::marginal" ref="adcb739443669ba0a8faf634196284c08" 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_1epdf.html">epdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#adcb739443669ba0a8faf634196284c08">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvn) const </td></tr>
147<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>
148<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0db188559ded204e8c081ad7b782b6c9"></a><!-- doxytag: member="bdm::enorm::marginal" ref="a0db188559ded204e8c081ad7b782b6c9" args="(const RV &amp;rvn, enorm&lt; sq_T &gt; &amp;target) const " -->
149void&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>
150<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
151<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>
152<br/><br/></div></td></tr>
153<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a766127847e9482aea9226ea157295ea2"></a><!-- doxytag: member="bdm::enorm::_mu" ref="a766127847e9482aea9226ea157295ea2" args="()" -->
154vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b> ()</td></tr>
155<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9dd81fdb83c7ff4d790bb9ebc76be8ee"></a><!-- doxytag: member="bdm::enorm::_mu" ref="a9dd81fdb83c7ff4d790bb9ebc76be8ee" args="() const " -->
156const vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b> () const </td></tr>
157<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8915d68ae76ad185c8c314f960a63f0c"></a><!-- doxytag: member="bdm::enorm::set_mu" ref="a8915d68ae76ad185c8c314f960a63f0c" args="(const vec mu0)" -->
158void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_mu</b> (const vec mu0)</td></tr>
159<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a81d81e35e57c9f194bde248e3affcf1f"></a><!-- doxytag: member="bdm::enorm::_R" ref="a81d81e35e57c9f194bde248e3affcf1f" args="()" -->
160sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
161<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8c664b024e79f18ca3f8e8cc81af2103"></a><!-- doxytag: member="bdm::enorm::_R" ref="a8c664b024e79f18ca3f8e8cc81af2103" args="() const " -->
162const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> () const </td></tr>
163<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
164<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>
165<ul>
166<li>empty constructor, </li>
167<li>copy constructor,</li>
168</ul>
169<p>The following constructors should be supported for convenience: </p>
170<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#af423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li>
173</ul>
174<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>
175<br/><br/></div></td></tr>
176<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::enorm::set_parameters" ref="a840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
177void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
178<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
179<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p>
180<br/><br/></div></td></tr>
181<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::enorm::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
182virtual 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>
183<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>
184<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::enorm::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
185virtual 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>
186<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>
187<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
188<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>
189<br/><br/></div></td></tr>
190<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::enorm::set_rv" ref="af423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
191void&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>
192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br/></td></tr>
193<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::enorm::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
194bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
195<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br/></td></tr>
196<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::enorm::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
197const <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>
198<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr>
199<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
200<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>
201<br/><br/></div></td></tr>
202<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::enorm::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
203int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
204<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br/></td></tr>
205<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
206<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac702a194720853570d08b65482f842c7"></a><!-- doxytag: member="bdm::enorm::mu" ref="ac702a194720853570d08b65482f842c7" args="" -->
207vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7">mu</a></td></tr>
208<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">mean value <br/></td></tr>
209<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2d92dde696b2a7a5b10ddef5d22ba2c2"></a><!-- doxytag: member="bdm::enorm::R" ref="a2d92dde696b2a7a5b10ddef5d22ba2c2" args="" -->
210sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html#a2d92dde696b2a7a5b10ddef5d22ba2c2">R</a></td></tr>
211<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance matrix in decomposed form. <br/></td></tr>
212<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::enorm::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::enorm::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="a61bd470764020bea6e1ed35000f259e6"></a><!-- doxytag: member="bdm::enorm::from_setting" ref="a61bd470764020bea6e1ed35000f259e6" args="(const Setting &amp;root)" -->
221<div class="memitem">
222<div class="memproto">
223<div class="memtemplate">
224template&lt;class sq_T &gt; </div>
225      <table class="memname">
226        <tr>
227          <td class="memname">void <a class="el" href="classbdm_1_1enorm.html">bdm::enorm</a>&lt; sq_T &gt;::from_setting </td>
228          <td>(</td>
229          <td class="paramtype">const Setting &amp;&nbsp;</td>
230          <td class="paramname"> <em>root</em></td>
231          <td>&nbsp;)&nbsp;</td>
232          <td><code> [inline, virtual]</code></td>
233        </tr>
234      </table>
235</div>
236<div class="memdoc">
237<p>Create Normal density </p>
238<p class="formulaDsp">
239<img class="formulaDsp" alt="\[ f(rv) = N(\mu, R) \]" src="form_101.png"/>
240</p>
241<p> from structure </p>
242<div class="fragment"><pre class="fragment">                <span class="keyword">class </span>= &apos;enorm&lt;ldmat&gt;&apos;, (OR) &apos;enorm&lt;chmat&gt;&apos;, (OR) &apos;enorm&lt;fsqmat&gt;&apos;;
243                <a class="code" href="classbdm_1_1enorm.html#ac702a194720853570d08b65482f842c7" title="mean value">mu</a>    = [];                  <span class="comment">// mean value</span>
244                R     = [];                  <span class="comment">// variance, square matrix of appropriate dimension</span>
245</pre></div> 
246<p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#afa9efc98a065b31c630fe18cc418f725">bdm::epdf</a>.</p>
247
248<p>References <a class="el" href="user__info_8h_source.html#l00451">bdm::UI::get()</a>, <a class="el" href="exp__family_8h_source.html#l00126">bdm::enorm&lt; sq_T &gt;::mu</a>, <a class="el" href="exp__family_8h_source.html#l00128">bdm::enorm&lt; sq_T &gt;::R</a>, and <a class="el" href="exp__family_8h_source.html#l00146">bdm::enorm&lt; sq_T &gt;::validate()</a>.</p>
249
250</div>
251</div>
252<hr/>The documentation for this class was generated from the following file:<ul>
253<li><a class="el" href="exp__family_8h_source.html">exp_family.h</a></li>
254</ul>
255</div>
256<hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:50 2009 for mixpp by&nbsp;
257<a href="http://www.doxygen.org/index.html">
258<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
259</body>
260</html>
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