bdm::rwiWishartCh Class Reference
Random Walk on inverse Wishart. More...
Detailed Description
Random Walk on inverse Wishart.
#include <exp_family.h>
Public Member Functions | |
| void | set_parameters (int p0, double k, vec ref0, double l0) |
| constructor function | |
| void | condition (const vec &c) |
| eiWishartCh & | e () |
| access function to iepdf | |
| vec | samplecond (const vec &cond) |
Reimplements samplecond using condition(). | |
| double | evallogcond (const vec &val, const vec &cond) |
Reimplements evallogcond using condition(). | |
| virtual vec | evallogcond_m (const mat &Dt, const vec &cond) |
| Efficient version of evallogcond for matrices. | |
| virtual vec | evallogcond_m (const Array< vec > &Dt, const vec &cond) |
| Efficient version of evallogcond for Array<vec>. | |
| virtual mat | samplecond_m (const vec &cond, int N) |
| Efficient version of samplecond. | |
| void | from_setting (const Setting &set) |
| 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. | |
Access to attributes | |
| const RV & | _rv () const |
| const RV & | _rvc () const |
| int | dimension () const |
| int | dimensionc () |
Connection to other objects | |
| void | set_rvc (const RV &rvc0) |
| void | set_rv (const RV &rv0) |
| bool | isnamed () |
Protected Member Functions | |
| void | set_ep (epdf &iepdf) |
set internal pointer ep to point to given iepdf | |
| void | set_ep (epdf *iepdfp) |
set internal pointer ep to point to given iepdf | |
Protected Attributes | |
| double | sqd |
square root of  - needed for computation of  from conditions | |
| vec | refl |
| reference point for diagonal | |
| double | l |
| power of the reference | |
| int | p |
| dimension | |
| eiWishartCh | iepdf |
| Internal epdf used for sampling. | |
| int | dimc |
| dimension of the condition | |
| RV | rvc |
| random variable in condition | |
Member Function Documentation
| void bdm::rwiWishartCh::condition | ( | const vec & | cond | ) | [inline, virtual] |
Update iepdf so that it represents this mpdf conditioned on rvc = cond This function provides convenient reimplementation in offsprings
Reimplemented from bdm::mpdf_internal< eiWishartCh >.
References bdm::eiWishartCh::_setY(), bdm::mpdf_internal< eiWishartCh >::iepdf, l, p, refl, and sqd.
| void bdm::mpdf::from_setting | ( | const Setting & | set | ) | [virtual, inherited] |
Load from structure with elements:
{ class = "mpdf_offspring",
rv = {class="RV", names=(...),}; // RV describing meaning of random variable
rvc= {class="RV", names=(...),}; // RV describing meaning of random variable in condition
// elements of offsprings
}
Reimplemented from bdm::root.
Reimplemented in bdm::mepdf, bdm::mprod, bdm::mDirich, bdm::mlnorm< sq_T, TEpdf >, bdm::mgnorm< sq_T >, bdm::mgamma, bdm::migamma_ref, bdm::mlognorm, and bdm::mlnorm< ldmat, enorm >.
The documentation for this class was generated from the following file:
