[397] | 1 | <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> |
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| 3 | <title>mixpp: exp_family.h File Reference</title> |
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| 64 | </div> |
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| 65 | <div class="contents"> |
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| 66 | <h1>exp_family.h File Reference</h1>Probability distributions for Exponential Family models. |
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| 67 | <a href="#_details">More...</a> |
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| 68 | <p> |
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[538] | 69 | <code>#include "<a class="el" href="shared__ptr_8h-source.html">../shared_ptr.h</a>"</code><br> |
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| 70 | <code>#include "<a class="el" href="bdmbase_8h-source.html">../base/bdmbase.h</a>"</code><br> |
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| 71 | <code>#include "<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>"</code><br> |
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[397] | 72 | |
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| 73 | <p> |
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[538] | 74 | <a href="exp__family_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0"> |
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[397] | 75 | <tr><td></td></tr> |
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| 76 | <tr><td colspan="2"><br><h2>Classes</h2></td></tr> |
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| 77 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html">bdm::eEF</a></td></tr> |
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| 78 | |
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| 79 | <tr><td class="mdescLeft"> </td><td class="mdescRight">General conjugate exponential family posterior density. <a href="classbdm_1_1eEF.html#_details">More...</a><br></td></tr> |
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| 80 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html">bdm::BMEF</a></td></tr> |
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| 81 | |
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| 82 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Estimator for Exponential family. <a href="classbdm_1_1BMEF.html#_details">More...</a><br></td></tr> |
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| 83 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1enorm.html">bdm::enorm< sq_T ></a></td></tr> |
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| 84 | |
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| 85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Gaussian density with positive definite (decomposed) covariance matrix. <a href="classbdm_1_1enorm.html#_details">More...</a><br></td></tr> |
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| 86 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egiw.html">bdm::egiw</a></td></tr> |
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| 87 | |
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| 88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Gauss-inverse-Wishart density stored in LD form. <a href="classbdm_1_1egiw.html#_details">More...</a><br></td></tr> |
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| 89 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eDirich.html">bdm::eDirich</a></td></tr> |
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| 90 | |
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| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Dirichlet posterior density. <a href="classbdm_1_1eDirich.html#_details">More...</a><br></td></tr> |
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| 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html">bdm::multiBM</a></td></tr> |
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| 93 | |
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| 94 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Estimator for Multinomial density. <a href="classbdm_1_1multiBM.html#_details">More...</a><br></td></tr> |
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| 95 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html">bdm::egamma</a></td></tr> |
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| 96 | |
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| 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Gamma posterior density. <a href="classbdm_1_1egamma.html#_details">More...</a><br></td></tr> |
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| 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html">bdm::eigamma</a></td></tr> |
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| 99 | |
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| 100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse-Gamma posterior density. <a href="classbdm_1_1eigamma.html#_details">More...</a><br></td></tr> |
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| 101 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1euni.html">bdm::euni</a></td></tr> |
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| 102 | |
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| 103 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Uniform distributed density on a rectangular support. <a href="classbdm_1_1euni.html#_details">More...</a><br></td></tr> |
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[538] | 104 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlnorm.html">bdm::mlnorm< sq_T, TEpdf ></a></td></tr> |
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[397] | 105 | |
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| 106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Normal distributed linear function with linear function of mean value;. <a href="classbdm_1_1mlnorm.html#_details">More...</a><br></td></tr> |
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| 107 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgnorm.html">bdm::mgnorm< sq_T ></a></td></tr> |
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| 108 | |
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| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Mpdf with general function for mean value. <a href="classbdm_1_1mgnorm.html#_details">More...</a><br></td></tr> |
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| 110 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlstudent.html">bdm::mlstudent</a></td></tr> |
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| 111 | |
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| 112 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html">bdm::mgamma</a></td></tr> |
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| 113 | |
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| 114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Gamma random walk. <a href="classbdm_1_1mgamma.html#_details">More...</a><br></td></tr> |
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| 115 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html">bdm::migamma</a></td></tr> |
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| 116 | |
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| 117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse-Gamma random walk. <a href="classbdm_1_1migamma.html#_details">More...</a><br></td></tr> |
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| 118 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html">bdm::mgamma_fix</a></td></tr> |
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| 119 | |
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| 120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Gamma random walk around a fixed point. <a href="classbdm_1_1mgamma__fix.html#_details">More...</a><br></td></tr> |
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| 121 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html">bdm::migamma_ref</a></td></tr> |
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| 122 | |
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| 123 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse-Gamma random walk around a fixed point. <a href="classbdm_1_1migamma__ref.html#_details">More...</a><br></td></tr> |
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| 124 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1elognorm.html">bdm::elognorm</a></td></tr> |
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| 125 | |
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| 126 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mlognorm.html">bdm::mlognorm</a></td></tr> |
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| 127 | |
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| 128 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Log-Normal random walk. <a href="classbdm_1_1mlognorm.html#_details">More...</a><br></td></tr> |
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| 129 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eWishartCh.html">bdm::eWishartCh</a></td></tr> |
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| 130 | |
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[538] | 131 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eiWishartCh.html">bdm::eiWishartCh</a></td></tr> |
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[397] | 132 | |
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[538] | 133 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Inverse Wishart on Choleski decomposition. <a href="classbdm_1_1eiWishartCh.html#_details">More...</a><br></td></tr> |
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| 134 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1rwiWishartCh.html">bdm::rwiWishartCh</a></td></tr> |
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[397] | 135 | |
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[538] | 136 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random Walk on inverse Wishart. <a href="classbdm_1_1rwiWishartCh.html#_details">More...</a><br></td></tr> |
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[397] | 137 | <tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEmp.html">bdm::eEmp</a></td></tr> |
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| 138 | |
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| 139 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted empirical density. <a href="classbdm_1_1eEmp.html#_details">More...</a><br></td></tr> |
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| 140 | <tr><td colspan="2"><br><h2>Enumerations</h2></td></tr> |
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| 141 | <tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><b>RESAMPLING_METHOD</b> { <b>MULTINOMIAL</b> = 0, |
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| 142 | <b>STRATIFIED</b> = 1, |
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| 143 | <b>SYSTEMATIC</b> = 3 |
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| 144 | }</td></tr> |
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| 145 | |
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| 146 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Switch between various resampling methods. <br></td></tr> |
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| 147 | <tr><td colspan="2"><br><h2>Functions</h2></td></tr> |
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[538] | 148 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="55660b1fbd9f7b129430d44bd6efc621"></a><!-- doxytag: member="exp_family.h::UIREGISTER2" ref="55660b1fbd9f7b129430d44bd6efc621" args="(enorm, chmat)" --> |
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| 149 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER2</b> (enorm, chmat)</td></tr> |
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[397] | 150 | |
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[538] | 151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18bf3b6c7a8cb5e2e93995423d589467"></a><!-- doxytag: member="exp_family.h::SHAREDPTR2" ref="18bf3b6c7a8cb5e2e93995423d589467" args="(enorm, chmat)" --> |
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| 152 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR2</b> (enorm, chmat)</td></tr> |
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[397] | 153 | |
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[538] | 154 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="37374dab1ba3162d7a67e7526c3ad5f7"></a><!-- doxytag: member="exp_family.h::UIREGISTER2" ref="37374dab1ba3162d7a67e7526c3ad5f7" args="(enorm, ldmat)" --> |
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| 155 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER2</b> (enorm, ldmat)</td></tr> |
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[397] | 156 | |
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[538] | 157 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f1884342fbea97598fb104be70acfe6a"></a><!-- doxytag: member="exp_family.h::SHAREDPTR2" ref="f1884342fbea97598fb104be70acfe6a" args="(enorm, ldmat)" --> |
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| 158 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR2</b> (enorm, ldmat)</td></tr> |
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| 159 | |
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| 160 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3025b2c46191503dc6a14ed56c0e9fc"></a><!-- doxytag: member="exp_family.h::UIREGISTER2" ref="f3025b2c46191503dc6a14ed56c0e9fc" args="(enorm, fsqmat)" --> |
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| 161 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER2</b> (enorm, fsqmat)</td></tr> |
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| 162 | |
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| 163 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b778b7483a323803adf56f6b85fd39a"></a><!-- doxytag: member="exp_family.h::SHAREDPTR2" ref="3b778b7483a323803adf56f6b85fd39a" args="(enorm, fsqmat)" --> |
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| 164 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR2</b> (enorm, fsqmat)</td></tr> |
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| 165 | |
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[397] | 166 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0ff323567ee9318cb422986b2cd13f62"></a><!-- doxytag: member="exp_family.h::UIREGISTER" ref="0ff323567ee9318cb422986b2cd13f62" args="(egiw)" --> |
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| 167 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (egiw)</td></tr> |
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| 168 | |
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[538] | 169 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ad539f133ffd226f79680744f5df9ca"></a><!-- doxytag: member="exp_family.h::SHAREDPTR" ref="1ad539f133ffd226f79680744f5df9ca" args="(egiw)" --> |
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| 170 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR</b> (egiw)</td></tr> |
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| 171 | |
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[397] | 172 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f489053ab706b0481537d7147fc5c59a"></a><!-- doxytag: member="exp_family.h::UIREGISTER" ref="f489053ab706b0481537d7147fc5c59a" args="(egamma)" --> |
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| 173 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (egamma)</td></tr> |
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| 174 | |
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[538] | 175 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cea4080e2f75f5e7bb86d23dde0c1f10"></a><!-- doxytag: member="exp_family.h::SHAREDPTR" ref="cea4080e2f75f5e7bb86d23dde0c1f10" args="(egamma)" --> |
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| 176 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR</b> (egamma)</td></tr> |
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[472] | 177 | |
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[538] | 178 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4a98772804ac8a82c131b34c8bbfa998"></a><!-- doxytag: member="exp_family.h::UIREGISTER2" ref="4a98772804ac8a82c131b34c8bbfa998" args="(mlnorm, ldmat)" --> |
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| 179 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER2</b> (mlnorm, ldmat)</td></tr> |
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[472] | 180 | |
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[538] | 181 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e376fad74410856487effd2fcc6a70f6"></a><!-- doxytag: member="exp_family.h::SHAREDPTR2" ref="e376fad74410856487effd2fcc6a70f6" args="(mlnorm, ldmat)" --> |
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| 182 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR2</b> (mlnorm, ldmat)</td></tr> |
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[472] | 183 | |
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[538] | 184 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6725c87a724337271d8d943288e10f6"></a><!-- doxytag: member="exp_family.h::UIREGISTER2" ref="f6725c87a724337271d8d943288e10f6" args="(mlnorm, fsqmat)" --> |
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| 185 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER2</b> (mlnorm, fsqmat)</td></tr> |
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[397] | 186 | |
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[538] | 187 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="239f51b7174cdd381986128a659a1c05"></a><!-- doxytag: member="exp_family.h::SHAREDPTR2" ref="239f51b7174cdd381986128a659a1c05" args="(mlnorm, fsqmat)" --> |
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| 188 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR2</b> (mlnorm, fsqmat)</td></tr> |
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| 189 | |
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| 190 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ee8211848cab7e8bc5feebc34a3435c8"></a><!-- doxytag: member="exp_family.h::UIREGISTER2" ref="ee8211848cab7e8bc5feebc34a3435c8" args="(mlnorm, chmat)" --> |
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| 191 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER2</b> (mlnorm, chmat)</td></tr> |
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| 192 | |
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| 193 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7457b3d47758332c60db90ff335b3228"></a><!-- doxytag: member="exp_family.h::SHAREDPTR2" ref="7457b3d47758332c60db90ff335b3228" args="(mlnorm, chmat)" --> |
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| 194 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR2</b> (mlnorm, chmat)</td></tr> |
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| 195 | |
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| 196 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a9f622e715017e550c6293777cd260ac"></a><!-- doxytag: member="exp_family.h::UIREGISTER2" ref="a9f622e715017e550c6293777cd260ac" args="(mgnorm, chmat)" --> |
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| 197 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER2</b> (mgnorm, chmat)</td></tr> |
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| 198 | |
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| 199 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4e09453cac344d625de83d32bee2cc6"></a><!-- doxytag: member="exp_family.h::SHAREDPTR2" ref="d4e09453cac344d625de83d32bee2cc6" args="(mgnorm, chmat)" --> |
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| 200 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR2</b> (mgnorm, chmat)</td></tr> |
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| 201 | |
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[397] | 202 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e01a4470f4b1b30cb0098a7dcc60d320"></a><!-- doxytag: member="exp_family.h::UIREGISTER" ref="e01a4470f4b1b30cb0098a7dcc60d320" args="(mgamma)" --> |
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| 203 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (mgamma)</td></tr> |
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| 204 | |
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[538] | 205 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="49d4bc83efa036286d31a275d03286ab"></a><!-- doxytag: member="exp_family.h::SHAREDPTR" ref="49d4bc83efa036286d31a275d03286ab" args="(mgamma)" --> |
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| 206 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR</b> (mgamma)</td></tr> |
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| 207 | |
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[397] | 208 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="54168bea210014aabd8bcab856be22a8"></a><!-- doxytag: member="exp_family.h::UIREGISTER" ref="54168bea210014aabd8bcab856be22a8" args="(migamma_ref)" --> |
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| 209 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (migamma_ref)</td></tr> |
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| 210 | |
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[538] | 211 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c484d8077d663058ff2128da790c3ee"></a><!-- doxytag: member="exp_family.h::SHAREDPTR" ref="8c484d8077d663058ff2128da790c3ee" args="(migamma_ref)" --> |
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| 212 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR</b> (migamma_ref)</td></tr> |
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| 213 | |
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[397] | 214 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c832c40923ade2103f148b3f9cab81aa"></a><!-- doxytag: member="exp_family.h::UIREGISTER" ref="c832c40923ade2103f148b3f9cab81aa" args="(mlognorm)" --> |
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| 215 | </td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (mlognorm)</td></tr> |
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| 216 | |
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[538] | 217 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b587fe4d38b229633cf3525daf596e07"></a><!-- doxytag: member="exp_family.h::SHAREDPTR" ref="b587fe4d38b229633cf3525daf596e07" args="(mlognorm)" --> |
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| 218 | </td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR</b> (mlognorm)</td></tr> |
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[397] | 219 | |
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[538] | 220 | <tr><td class="memTemplParams" nowrap colspan="2">template<class sq_T > </td></tr> |
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| 221 | <tr><td class="memTemplItemLeft" nowrap align="right" valign="top">std::ostream & </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespacebdm.html#9a39066aa68568b4b97f8d3103c8699c">bdm::operator<<</a> (std::ostream &os, mlnorm< sq_T > &ml)</td></tr> |
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| 222 | |
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[397] | 223 | </table> |
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[538] | 224 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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[397] | 225 | Probability distributions for Exponential Family models. |
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| 226 | <p> |
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| 227 | <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> |
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| 228 | ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> |
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| 229 | Using IT++ for numerical operations ----------------------------------- </div> |
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[538] | 230 | <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:18 2009 for mixpp by |
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[397] | 231 | <a href="http://www.doxygen.org/index.html"> |
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[538] | 232 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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[397] | 233 | </body> |
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| 234 | </html> |
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