# enorm< sq_T > Class Template Reference

Gaussian density with positive definite (decomposed) covariance matrix. More...

`#include <libEF.h>`

Inheritance diagram for enorm< sq_T >:

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Collaboration diagram for enorm< sq_T >:

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List of all members.

## Public Member Functions
| enorm (RV &rv)
| Default constructor.
void | set_parameters (const vec &mu, const sq_T &R)
| Set mean value `mu` and covariance `R`.
void | tupdate (double phi, mat &vbar, double nubar)
| tupdate in exponential form (not really handy)
void | dupdate (mat &v, double nu=1.0)
| dupdate in exponential form (not really handy)
vec | sample () const
| Returns the required moment of the epdf.
mat | sample (int N) const
| TODO is it used?
double | eval (const vec &val) const
| Compute probability of argument `val`.
double | evalpdflog (const vec &val) const
| Compute log-probability of argument `val`.
double | lognc () const
| logarithm of the normalizing constant,
vec | mean () const
| return expected value
vec & | _mu ()
| returns a pointer to the internal mean value. Use with Care!
void | set_mu (const vec mu0)
| access function
sq_T & | _R ()
| returns pointers to the internal variance and its inverse. Use with Care!
mat | getR ()
| access method
virtual mat | sampleN (int N) const
| Returns N samples from density .
RV & | _rv ()
| access function, possibly dangerous!
## Protected Attributes
vec | mu
| mean value
sq_T | R
| Covariance matrix in decomposed form.
int | dim
| dimension (redundant from rv.count() for easier coding )
RV | rv
| Identified of the random variable.

## Detailed Description

### template<class sq_T>
class enorm< sq_T >

Gaussian density with positive definite (decomposed) covariance matrix.

More?...

## Member Function Documentation

template<class sq_T>

vec enorm< sq_T >::sample | ( |  | ) | const`[inline, virtual]`

Returns the required moment of the epdf.

Returns a sample, from density

Implements epdf.

References enorm< sq_T >::dim, enorm< sq_T >::mu, and enorm< sq_T >::R.

The documentation for this class was generated from the following file:

- work/git/mixpp/bdm/stat/libEF.h