mixpp: bdm::elognorm Class Reference

bdm::elognorm Class Reference

Log-Normal probability density - it allows only diagonal covariances! More...

#include <exp_family.h>

Inheritance diagram for bdm::elognorm:

bdm::enorm< sq_T > bdm::eEF bdm::epdf bdm::pdf bdm::root List of all members.

Public Member Functions

vec sample () const
vec mean () const

Detailed Description

Log-Normal probability density - it allows only diagonal covariances!

Density of the form $ \log(x)\sim \mathcal{N}(\mu,\sigma^2) $ , i.e.

\[ x \sim \frac{1}{x\sigma\sqrt{2\pi}}\exp{-\frac{1}{2\sigma^2}(\log(x)-\mu)} \]

Function from_setting loads mu and R in the same way as it does for enorm<>!


The documentation for this class was generated from the following file:
Generated on 2 Dec 2013 for mixpp by  doxygen 1.4.7