mixpp: bdm::egiw Class Reference

bdm::egiw Class Reference

Gauss-inverse-Wishart density stored in LD form. More...

#include <exp_family.h>

List of all members.

Detailed Description

Gauss-inverse-Wishart density stored in LD form.

For $p$-variate densities, given rv.count() should be $p imes$ V.rows().

Member Enumeration Documentation

enum bdm::egiw::log_level_enums
Enumerator:
logvartheta 

Log variance of the theta part

Reimplemented from bdm::epdf.

Member Function Documentation

void bdm::egiw::from_setting(const Setting & set ) 

Create object from the following structure

    class = 'egiw';
    dimx    = [...];       % dimension of the wishart part
    V.L     = [...];       % L part of matrix V
    V.D     = [...];       % D part of matrix V
    -or- fV = [...];       % full matrix V
    -or- dV = [...];       % vector of diagonal of V (when V not given)
    rv = RV({'names',...},[sizes,...],[times,...]);   % description of RV
    rvc = RV({'names',...},[sizes,...],[times,...]);  % description of RV in condition
    --- optional fields ---
    nu      = [];             % scalar \nu ((almost) degrees of freedom)
    --- inherited fields ---
    bdm::eEF::from_setting

fulfilling formula

\[ f(rv) = GiW(V,\nu) \]

If is not given, it will be computed to obtain proper pdf.

See also:
log_level_enums

References bdm::UI::get(), nu, and V.

The documentation for this class was generated from the following files:
Generated on Fri Aug 27 16:54:41 2010 for mixpp by  doxygen 1.6.0