exp_family.h File Reference

Probability distributions for Exponential Family models. More...

#include "../shared_ptr.h"
#include "../base/bdmbase.h"
#include "../math/chmat.h"

Go to the source code of this file.

Classes

class  bdm::eEF
 General conjugate exponential family posterior density. More...
class  bdm::BMEF
 Estimator for Exponential family. More...
class  bdm::enorm< sq_T >
 Gaussian density with positive definite (decomposed) covariance matrix. More...
class  bdm::egiw
 Gauss-inverse-Wishart density stored in LD form. More...
class  bdm::eDirich
 Dirichlet posterior density. More...
class  bdm::mDirich
class  bdm::multiBM
 Estimator for Multinomial density. More...
class  bdm::egamma
 Gamma posterior density. More...
class  bdm::eigamma
 Inverse-Gamma posterior density. More...
class  bdm::euni
 Uniform distributed density on a rectangular support. More...
class  bdm::mlnorm< sq_T, TEpdf >
 Normal distributed linear function with linear function of mean value;. More...
class  bdm::mgnorm< sq_T >
 Mpdf with general function for mean value. More...
class  bdm::mlstudent
class  bdm::mgamma
 Gamma random walk. More...
class  bdm::migamma
 Inverse-Gamma random walk. More...
class  bdm::mgamma_fix
 Gamma random walk around a fixed point. More...
class  bdm::migamma_ref
 Inverse-Gamma random walk around a fixed point. More...
class  bdm::elognorm
class  bdm::mlognorm
 Log-Normal random walk. More...
class  bdm::eWishartCh
class  bdm::eiWishartCh
 Inverse Wishart on Choleski decomposition. More...
class  bdm::rwiWishartCh
 Random Walk on inverse Wishart. More...
class  bdm::eEmp
 Weighted empirical density. More...

Enumerations

enum  RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }
 Switch between various resampling methods.

Functions

 bdm::UIREGISTER2 (enorm, chmat)
 bdm::SHAREDPTR2 (enorm, chmat)
 bdm::UIREGISTER2 (enorm, ldmat)
 bdm::SHAREDPTR2 (enorm, ldmat)
 bdm::UIREGISTER2 (enorm, fsqmat)
 bdm::SHAREDPTR2 (enorm, fsqmat)
 bdm::UIREGISTER (egiw)
 bdm::SHAREDPTR (egiw)
 bdm::UIREGISTER (eDirich)
 bdm::UIREGISTER (mDirich)
 bdm::UIREGISTER (egamma)
 bdm::SHAREDPTR (egamma)
 bdm::UIREGISTER (euni)
 bdm::UIREGISTER2 (mlnorm, ldmat)
 bdm::SHAREDPTR2 (mlnorm, ldmat)
 bdm::UIREGISTER2 (mlnorm, fsqmat)
 bdm::SHAREDPTR2 (mlnorm, fsqmat)
 bdm::UIREGISTER2 (mlnorm, chmat)
 bdm::SHAREDPTR2 (mlnorm, chmat)
 bdm::UIREGISTER2 (mgnorm, chmat)
 bdm::SHAREDPTR2 (mgnorm, chmat)
 bdm::UIREGISTER (mgamma)
 bdm::SHAREDPTR (mgamma)
 bdm::UIREGISTER (migamma_ref)
 bdm::SHAREDPTR (migamma_ref)
 bdm::UIREGISTER (mlognorm)
 bdm::SHAREDPTR (mlognorm)
template<class sq_T >
std::ostream & bdm::operator<< (std::ostream &os, mlnorm< sq_T > &ml)


Detailed Description

Probability distributions for Exponential Family models.

Author:
Vaclav Smidl.
----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------


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