(Approximate) Student t density with linear function of mean value
The internal epdf of this class is of the type of a Gaussian (enorm). However, each conditioning is trying to assure the best possible approximation by taking into account the zeta function. See [] for reference.
Perhaps a moment-matching technique?
#include <exp_family.h>
Public Member Functions | |
| void | set_parameters (const mat &A0, const vec &mu0, const ldmat &R0, const ldmat &Lambda0) |
| constructor function | |
| void | condition (const vec &cond) |
| void | validate () |
| This method TODO. | |
| const vec & | _mu_const () const |
| access function | |
| const mat & | _A () const |
| access function | |
| mat | _R () const |
| access function | |
| void | from_setting (const Setting &set) |
| Load from structure with elements:. | |
| enorm< ldmat > & | e () |
| access function to iepdf | |
| vec | samplecond (const vec &cond) |
Reimplements samplecond using condition(). | |
| double | evallogcond (const vec &val, const vec &cond) |
Reimplements evallogcond using condition(). | |
| virtual vec | evallogcond_m (const mat &Dt, const vec &cond) |
| Efficient version of evallogcond for matrices. | |
| virtual vec | evallogcond_m (const Array< vec > &Dt, const vec &cond) |
| Efficient version of evallogcond for Array<vec>. | |
| virtual mat | samplecond_m (const vec &cond, int N) |
| Efficient version of samplecond. | |
| virtual string | to_string () |
| This method returns a basic info about the current instance. | |
| virtual void | to_setting (Setting &set) const |
| This method save all the instance properties into the Setting structure. | |
Constructors | |
| void | set_parameters (const mat &A0, const vec &mu0, const ldmat &R0) |
Set A and R. | |
Access to attributes | |
| const RV & | _rv () const |
| const RV & | _rvc () const |
| int | dimension () const |
| int | dimensionc () |
Connection to other objects | |
| void | set_rvc (const RV &rvc0) |
| void | set_rv (const RV &rv0) |
| bool | isnamed () |
Protected Member Functions | |
| void | set_ep (epdf &iepdf) |
set internal pointer ep to point to given iepdf | |
| void | set_ep (epdf *iepdfp) |
set internal pointer ep to point to given iepdf | |
Protected Attributes | |
| ldmat | Lambda |
Variable from theory. | |
| ldmat & | _R |
Reference to variable . | |
| ldmat | Re |
Variable . | |
| mat | A |
Internal epdf that arise by conditioning on rvc. | |
| vec | mu_const |
| Constant additive term. | |
| enorm< ldmat > | iepdf |
| Internal epdf used for sampling. | |
| int | dimc |
| dimension of the condition | |
| RV | rvc |
| random variable in condition | |
Friends | |
| std::ostream & | operator<< (std::ostream &os, mlnorm< sq_M, enorm > &ml) |
| Debug stream. | |
| void bdm::mlstudent::condition | ( | const vec & | cond | ) | [inline, virtual] |
Set value of rvc . Result of this operation is stored in epdf use function _ep to access it.
Reimplemented from bdm::mlnorm< ldmat, enorm >.
References bdm::mlnorm< ldmat, enorm >::_R(), bdm::mlnorm< ldmat, enorm >::A, bdm::mpdf_internal< enorm< ldmat > >::iepdf, bdm::ldmat::invqform(), Lambda, bdm::mlnorm< ldmat, enorm >::mu_const, Re, and bdm::sqmat::rows().
| void bdm::mlnorm< ldmat , enorm >::from_setting | ( | const Setting & | set | ) | [inline, virtual, inherited] |
1.6.1