#include <libEF.h>


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. | |
| vec | mean () const |
| return expected value | |
| vec * | _mu () |
| returns a pointer to the internal mean value. Use with Care! | |
| void | _R (sq_T *&pR, sq_T *&piR) |
| returns pointers to the internal variance and its inverse. Use with Care! | |
| void | _cached (bool what) |
| set cache as inconsistent | |
| RV | _rv () const |
| access function | |
Protected Attributes | |
| vec | mu |
| mean value | |
| sq_T | R |
| Covariance matrix in decomposed form. | |
| sq_T | _iR |
| Cache: _iR = inv(R);. | |
| bool | cached |
indicator if _iR is chached | |
| int | dim |
| dimension (redundant from rv.count() for easier coding ) | |
| RV | rv |
| Identified of the random variable. | |
More?...
| vec enorm< sq_T >::sample | ( | ) | const [inline, virtual] |
1.5.3