#include <libEF.h>


Public Member Functions | |
| enorm (const RV &rv) | |
| Default constructor. | |
| void | set_parameters (const vec &mu, const sq_T &R) |
Set mean value mu and covariance R. | |
| void | dupdate (mat &v, double nu=1.0) |
| dupdate in exponential form (not really handy) | |
| vec | sample () const |
Returns a sample, from density . | |
| mat | sample (int N) const |
| TODO is it used? | |
| double | evallog_nn (const vec &val) const |
| Evaluate normalized log-probability. | |
| double | lognc () const |
logarithm of the normalizing constant, | |
| vec | mean () const |
| return expected value | |
| mpdf * | condition (const RV &rvn) const |
| Return conditional density on the given RV, the remaining rvs will be in conditioning. | |
| epdf * | marginal (const RV &rv) const |
| Return marginal density on the given RV, the remainig rvs are intergrated out. | |
| 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! | |
| const sq_T & | _R () const |
| virtual void | dupdate (mat &v) |
| TODO decide if it is really needed. | |
| virtual double | evallog (const vec &val) const |
| Evaluate normalized log-probability. | |
| virtual vec | evallog (const mat &Val) const |
| Evaluate normalized log-probability for many samples. | |
| virtual void | pow (double p) |
| Power of the density, used e.g. to flatten the density. | |
| virtual mat | sample_m (int N) const |
Returns N samples from density . | |
| virtual vec | evallog_m (const mat &Val) const |
Compute log-probability of multiple values argument val. | |
| const RV & | _rv () const |
| access function, possibly dangerous! | |
| void | _renewrv (const RV &in_rv) |
| modifier function - useful when copying epdfs | |
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. | |
More?...
1.5.6