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library/doc/html/classbdm_1_1eiWishartCh.html
r472 r538 1 1 <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> 2 2 <html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> 3 <title>mixpp: bdm::e pdfClass Reference</title>3 <title>mixpp: bdm::eiWishartCh Class Reference</title> 4 4 <link href="tabs.css" rel="stylesheet" type="text/css"> 5 5 <link href="doxygen.css" rel="stylesheet" type="text/css"> 6 6 </head><body> 7 <!-- Generated by Doxygen 1.5. 9-->7 <!-- Generated by Doxygen 1.5.8 --> 8 8 <script type="text/javascript"> 9 9 <!-- … … 64 64 </ul> 65 65 </div> 66 <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1e pdf.html">epdf</a>66 <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1eiWishartCh.html">eiWishartCh</a> 67 67 </div> 68 68 </div> 69 69 <div class="contents"> 70 <h1>bdm::e pdf Class Reference</h1><!-- doxytag: class="bdm::epdf" --><!-- doxytag: inherits="bdm::root" -->Probability density function with numerical statistics, e.g. posterior density.70 <h1>bdm::eiWishartCh Class Reference</h1><!-- doxytag: class="bdm::eiWishartCh" --><!-- doxytag: inherits="bdm::epdf" -->Inverse Wishart on Choleski decomposition. 71 71 <a href="#_details">More...</a> 72 72 <p> 73 <code>#include <<a class="el" href=" bdmbase_8h_source.html">bdmbase.h</a>></code>74 <p> 75 76 <p> 77 <a href="classbdm_1_1e pdf-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">73 <code>#include <<a class="el" href="exp__family_8h-source.html">exp_family.h</a>></code> 74 <p> 75 76 <p> 77 <a href="classbdm_1_1eiWishartCh-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 78 78 <tr><td></td></tr> 79 79 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 80 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f463caed9d22d9949f3ee67614e7dcd3"></a><!-- doxytag: member="bdm::eiWishartCh::set_parameters" ref="f463caed9d22d9949f3ee67614e7dcd3" args="(const mat &Y0, const double delta0)" --> 81 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eiWishartCh.html#f463caed9d22d9949f3ee67614e7dcd3">set_parameters</a> (const mat &Y0, const double delta0)</td></tr> 82 83 <tr><td class="mdescLeft"> </td><td class="mdescRight">constructor function <br></td></tr> 84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2f668192cc9c2e3a5b7e608164685a3e"></a><!-- doxytag: member="bdm::eiWishartCh::sample" ref="2f668192cc9c2e3a5b7e608164685a3e" args="() const " --> 85 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eiWishartCh.html#2f668192cc9c2e3a5b7e608164685a3e">sample</a> () const </td></tr> 86 87 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_7.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_8.png">. <br></td></tr> 88 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d9947933dfc94546cbd6a81f95ec5af5"></a><!-- doxytag: member="bdm::eiWishartCh::_setY" ref="d9947933dfc94546cbd6a81f95ec5af5" args="(const vec &y0)" --> 89 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eiWishartCh.html#d9947933dfc94546cbd6a81f95ec5af5">_setY</a> (const vec &y0)</td></tr> 90 91 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 92 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eiWishartCh.html#a6ddbd815b8b666dd542e97f009f89bb">evallog</a> (const vec &val) const </td></tr> 93 80 94 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#fa9efc98a065b31c630fe18cc418f725">from_setting</a> (const Setting &set)</td></tr> 81 95 82 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::e pdf::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::eiWishartCh::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 83 97 virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 84 98 85 99 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 86 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::e pdf::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " -->100 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::eiWishartCh::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> 87 101 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> 88 102 89 103 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 90 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::e pdf::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->104 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::eiWishartCh::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 91 105 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 92 106 … … 98 112 </ul> 99 113 The following constructors should be supported for convenience: <ul> 100 <li>constructor followed by calling <code> set_parameters()</code> </li>114 <li>constructor followed by calling <code><a class="el" href="classbdm_1_1eiWishartCh.html#f463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters()</a></code> </li> 101 115 <li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li> 102 116 </ul> 103 All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code>set_parameters()</code>. This way references can be initialized in constructors. <br><br></div></td></tr> 104 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="992f3de956fb3439c62225156aafb6f6"></a><!-- doxytag: member="bdm::epdf::epdf" ref="992f3de956fb3439c62225156aafb6f6" args="()" --> 105 </td><td class="memItemRight" valign="bottom"><b>epdf</b> ()</td></tr> 106 107 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e50af83245e56edf5cd76dbb4347d030"></a><!-- doxytag: member="bdm::epdf::epdf" ref="e50af83245e56edf5cd76dbb4347d030" args="(const epdf &e)" --> 108 </td><td class="memItemRight" valign="bottom"><b>epdf</b> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &e)</td></tr> 109 110 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fdfed7aa18f2870951888b1dde977415"></a><!-- doxytag: member="bdm::epdf::epdf" ref="fdfed7aa18f2870951888b1dde977415" args="(const RV &rv0)" --> 111 </td><td class="memItemRight" valign="bottom"><b>epdf</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> 112 113 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::epdf::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> 117 All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code><a class="el" href="classbdm_1_1eiWishartCh.html#f463caed9d22d9949f3ee67614e7dcd3" title="constructor function">set_parameters()</a></code>. This way references can be initialized in constructors. <br><br></div></td></tr> 118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::eiWishartCh::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> 114 119 void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr> 115 120 116 121 <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> 117 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ba57a89681a8efec488f5796c7cc1b"></a><!-- doxytag: member="bdm::epdf::sample" ref="75ba57a89681a8efec488f5796c7cc1b" args="() const " --> 118 virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#75ba57a89681a8efec488f5796c7cc1b">sample</a> () const </td></tr> 119 120 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_7.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_8.png">. <br></td></tr> 121 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::epdf::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> 122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eiWishartCh::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> 122 123 virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> 123 124 124 125 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_9.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_10.png">. <br></td></tr> 125 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">evallog</a> (const vec &val) const </td></tr> 126 127 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::epdf::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &Val) const " --> 128 virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &Val) const </td></tr> 126 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d08b68a5abd461f1b6519597e344caf8"></a><!-- doxytag: member="bdm::eiWishartCh::evallog_m" ref="d08b68a5abd461f1b6519597e344caf8" args="(const mat &Val) const " --> 127 virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#d08b68a5abd461f1b6519597e344caf8">evallog_m</a> (const mat &Val) const </td></tr> 129 128 130 129 <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> 131 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 512dbf057299e871fbc61ed55acb5888"></a><!-- doxytag: member="bdm::epdf::evallog_m" ref="512dbf057299e871fbc61ed55acb5888" args="(const Array< vec > &Avec) const " -->132 virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html# 512dbf057299e871fbc61ed55acb5888">evallog_m</a> (const Array< vec > &Avec) const </td></tr>130 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bc02dae61584138443baf6b1cbc1ac9"></a><!-- doxytag: member="bdm::eiWishartCh::evallog_m" ref="9bc02dae61584138443baf6b1cbc1ac9" args="(const Array< vec > &Avec) const " --> 131 virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#9bc02dae61584138443baf6b1cbc1ac9">evallog_m</a> (const Array< vec > &Avec) const </td></tr> 133 132 134 133 <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> 135 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::epdf::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &rv) const " -->136 virtual <a class="el" href="classbdm_1_1 mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>134 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::eiWishartCh::condition" ref="1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> 135 virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> 137 136 138 137 <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr> 139 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::epdf::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &rv) const " -->140 virtual <a class="el" href="classbdm_1_1 epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>138 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::eiWishartCh::marginal" ref="a84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> 139 virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> 141 140 142 141 <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> 143 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::e pdf::mean" ref="0c8d13d788094605b3cdab20a6e22b75" args="() const " -->142 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0c8d13d788094605b3cdab20a6e22b75"></a><!-- doxytag: member="bdm::eiWishartCh::mean" ref="0c8d13d788094605b3cdab20a6e22b75" args="() const " --> 144 143 virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0c8d13d788094605b3cdab20a6e22b75">mean</a> () const </td></tr> 145 144 146 145 <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> 147 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::e pdf::variance" ref="4543d40ccfc5d549b0c831a57a3ed84c" args="() const " -->146 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4543d40ccfc5d549b0c831a57a3ed84c"></a><!-- doxytag: member="bdm::eiWishartCh::variance" ref="4543d40ccfc5d549b0c831a57a3ed84c" args="() const " --> 148 147 virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#4543d40ccfc5d549b0c831a57a3ed84c">variance</a> () const </td></tr> 149 148 150 149 <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> 151 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::e pdf::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " -->150 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::eiWishartCh::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> 152 151 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> 153 152 … … 155 154 <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> 156 155 <tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr> 157 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::e pdf::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" -->156 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eiWishartCh::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> 158 157 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> 159 158 160 159 <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> 161 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::e pdf::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->160 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eiWishartCh::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> 162 161 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> 163 162 164 163 <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> 165 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::e pdf::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->164 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eiWishartCh::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> 166 165 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> 167 166 168 167 <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> 169 168 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 170 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::e pdf::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->169 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eiWishartCh::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> 171 170 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> 172 171 173 172 <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> 174 173 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 175 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::epdf::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> 174 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c6b684b52dc62b8d46e67d5992f98b9a"></a><!-- doxytag: member="bdm::eiWishartCh::W" ref="c6b684b52dc62b8d46e67d5992f98b9a" args="" --> 175 <a class="el" href="classbdm_1_1eWishartCh.html">eWishartCh</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eiWishartCh.html#c6b684b52dc62b8d46e67d5992f98b9a">W</a></td></tr> 176 177 <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal instance of Wishart density. <br></td></tr> 178 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c11f1c41183f743b97fbb73a4e9ba6cd"></a><!-- doxytag: member="bdm::eiWishartCh::p" ref="c11f1c41183f743b97fbb73a4e9ba6cd" args="" --> 179 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eiWishartCh.html#c11f1c41183f743b97fbb73a4e9ba6cd">p</a></td></tr> 180 181 <tr><td class="mdescLeft"> </td><td class="mdescRight">size of Ch <br></td></tr> 182 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca3035f7bd5e4597cc1843cf07af8464"></a><!-- doxytag: member="bdm::eiWishartCh::delta" ref="ca3035f7bd5e4597cc1843cf07af8464" args="" --> 183 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eiWishartCh.html#ca3035f7bd5e4597cc1843cf07af8464">delta</a></td></tr> 184 185 <tr><td class="mdescLeft"> </td><td class="mdescRight">parameter delta <br></td></tr> 186 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eiWishartCh::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> 176 187 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> 177 188 178 189 <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> 179 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::e pdf::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->190 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eiWishartCh::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> 180 191 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> 181 192 … … 183 194 </table> 184 195 <hr><a name="_details"></a><h2>Detailed Description</h2> 185 Probability density function with numerical statistics, e.g. posterior density. <hr><h2>Member Function Documentation</h2> 186 <a class="anchor" name="deab266d63c236c277538867d5c3f249"></a><!-- doxytag: member="bdm::epdf::evallog" ref="deab266d63c236c277538867d5c3f249" args="(const vec &val) const " --> 196 Inverse Wishart on Choleski decomposition. 197 <p> 198 Being computed by conversion from `standard' Wishart <hr><h2>Member Function Documentation</h2> 199 <a class="anchor" name="a6ddbd815b8b666dd542e97f009f89bb"></a><!-- doxytag: member="bdm::eiWishartCh::evallog" ref="a6ddbd815b8b666dd542e97f009f89bb" args="(const vec &val) const " --> 187 200 <div class="memitem"> 188 201 <div class="memproto"> 189 202 <table class="memname"> 190 203 <tr> 191 <td class="memname">virtual double bdm::e pdf::evallog </td>204 <td class="memname">virtual double bdm::eiWishartCh::evallog </td> 192 205 <td>(</td> 193 206 <td class="paramtype">const vec & </td> … … 202 215 <p> 203 216 Compute log-probability of argument <code>val</code> In case the argument is out of suport return -Infinity 204 <p>Reimplemented in <a class="el" href="classbdm_1_1emix.html#0f3db99f730bde6b7953931594537e8e">bdm::emix</a>, <a class="el" href="classbdm_1_1eprod.html#a5a91e67d2f74ff2b0b8eecde2fa42e2">bdm::eprod</a>, <a class="el" href="classbdm_1_1eEF.html#a36d06ecdd6f4c79dc122510eaccc692">bdm::eEF</a>, <a class="el" href="classbdm_1_1egamma.html#a8e11e5a580ff42a1b205974c60768c6">bdm::egamma</a>, <a class="el" href="classbdm_1_1euni.html#caa07b8307bd793d5339d6583e0aba81">bdm::euni</a>, and <a class="el" href="classbdm_1_1eEmp.html#01654c014d3aa068f8d4ecba4be86d09">bdm::eEmp</a>.</p>205 206 <p>Reference d by <a class="el" href="particles_8h_source.html#l00207">bdm::MPF< BM_T >::bayes()</a>, <a class="el" href="particles_8cpp_source.html#l00007">bdm::PF::bayes()</a>, <a class="el" href="bdmbase_8h_source.html#l00274">evallog_m()</a>, and <a class="el" href="emix_8h_source.html#l00067">bdm::mratio::evallogcond()</a>.</p>217 <p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#deab266d63c236c277538867d5c3f249">bdm::epdf</a>.</p> 218 219 <p>References <a class="el" href="chmat_8h-source.html#l00084">bdm::chmat::_Ch()</a>, <a class="el" href="exp__family_8h-source.html#l01017">delta</a>, <a class="el" href="exp__family_8h-source.html#l01003">bdm::eWishartCh::getY()</a>, <a class="el" href="chmat_8h-source.html#l00055">bdm::chmat::inv()</a>, <a class="el" href="chmat_8cpp-source.html#l00048">bdm::chmat::logdet()</a>, <a class="el" href="exp__family_8h-source.html#l01015">p</a>, <a class="el" href="chmat_8cpp-source.html#l00019">bdm::chmat::to_mat()</a>, and <a class="el" href="exp__family_8h-source.html#l01013">W</a>.</p> 207 220 208 221 </div> 209 222 </div><p> 210 <a class="anchor" name="fa9efc98a065b31c630fe18cc418f725"></a><!-- doxytag: member="bdm::e pdf::from_setting" ref="fa9efc98a065b31c630fe18cc418f725" args="(const Setting &set)" -->223 <a class="anchor" name="fa9efc98a065b31c630fe18cc418f725"></a><!-- doxytag: member="bdm::eiWishartCh::from_setting" ref="fa9efc98a065b31c630fe18cc418f725" args="(const Setting &set)" --> 211 224 <div class="memitem"> 212 225 <div class="memproto"> … … 218 231 <td class="paramname"> <em>set</em> </td> 219 232 <td> ) </td> 220 <td><code> [inline, virtual ]</code></td>233 <td><code> [inline, virtual, inherited]</code></td> 221 234 </tr> 222 235 </table> … … 231 244 <p>Reimplemented from <a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">bdm::root</a>.</p> 232 245 233 <p>Reimplemented in <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm< sq_T ></a>, <a class="el" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">bdm::egiw</a>, <a class="el" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">bdm::egamma</a>, <a class="el" href="classbdm_1_1euni.html#77f5fef1f006fe056066da23b9e5f042">bdm::euni</a>, <a class="el" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c">bdm::merger_base</a>, <a class="el" href="classbdm_1_1 enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm< ldmat ></a>, <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm< chmat ></a>, and <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm< fsqmat ></a>.</p>234 235 <p>References <a class="el" href="bdmbase_8h _source.html#l00312">set_rv()</a>.</p>246 <p>Reimplemented in <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm< sq_T ></a>, <a class="el" href="classbdm_1_1egiw.html#55b76ec75bd2df5ef9cab3be20a33bbb">bdm::egiw</a>, <a class="el" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">bdm::egamma</a>, <a class="el" href="classbdm_1_1euni.html#77f5fef1f006fe056066da23b9e5f042">bdm::euni</a>, <a class="el" href="classbdm_1_1merger__base.html#10dd390fc6f0d1733bb07cb51977160c">bdm::merger_base</a>, <a class="el" href="classbdm_1_1merger__mix.html#9f12b2c66344e25e6b3ef0255d000478">bdm::merger_mix</a>, <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm< ldmat ></a>, <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm< chmat ></a>, and <a class="el" href="classbdm_1_1enorm.html#61bd470764020bea6e1ed35000f259e6">bdm::enorm< fsqmat ></a>.</p> 247 248 <p>References <a class="el" href="bdmbase_8h-source.html#l00353">bdm::epdf::set_rv()</a>.</p> 236 249 237 250 </div> 238 251 </div><p> 239 <hr>The documentation for this class was generated from the following file s:<ul>240 <li><a class="el" href=" bdmbase_8h_source.html">bdmbase.h</a><li>bdmbase.cpp</ul>241 </div> 242 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:06:542009 for mixpp by 252 <hr>The documentation for this class was generated from the following file:<ul> 253 <li><a class="el" href="exp__family_8h-source.html">exp_family.h</a></ul> 254 </div> 255 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by 243 256 <a href="http://www.doxygen.org/index.html"> 244 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5. 9</small></address>257 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 245 258 </body> 246 259 </html>
