mixpp: bdm::mlnorm< sq_T, TEpdf > Class Template Reference
bdm::mlnorm

bdm::mlnorm< sq_T, TEpdf > Class Template Reference

Normal distributed linear function with linear function of mean value;. More...

#include <exp_family.h>

Inheritance diagram for bdm::mlnorm< sq_T, TEpdf >:

bdm::pdf_internal< TEpdf< sq_T > > bdm::pdf bdm::root bdm::mlstudent List of all members.

Public Member Functions

void condition (const vec &cond)
const vec & _mu_const () const
 access function
const mat & _A () const
 access function
mat _R () const
 access function
sq_T __R () const
 access function
void from_setting (const Setting &set)
void to_setting (Setting &set) const
void validate ()
Constructors
 mlnorm (const mat &A, const vec &mu0, const sq_T &R)
void set_parameters (const mat &A0, const vec &mu0, const sq_T &R0)
 Set A and R.

Protected Attributes

mat A
 Internal epdf that arise by conditioning on rvc.
vec mu_const
 Constant additive term.

Friends

template<typename sq_M>
std::ostream & operator<< (std::ostream &os, mlnorm< sq_M, enorm > &ml)
 Debug stream.

Detailed Description

template<class sq_T, template< typename > class TEpdf = enorm>
class bdm::mlnorm< sq_T, TEpdf >

Normal distributed linear function with linear function of mean value;.

Mean value $ \mu=A*\mbox{rvc}+\mu_0 $.

Member Function Documentation

template<class sq_T, template< typename > class TEpdf = enorm>
void bdm::mlnorm< sq_T, TEpdf >::condition ( const vec &  cond  )  [inline, virtual]

Set value of rvc . Result of this operation is stored in epdf use function _ep to access it.

Implements bdm::pdf_internal< TEpdf< sq_T > >.

template<class sq_T, template< typename > class TEpdf = enorm>
void bdm::mlnorm< sq_T, TEpdf >::from_setting ( const Setting &  set  )  [inline, virtual]

Create Normal density with linear function of mean value

\[ f(rv|rvc) = N(A*rvc+const, R) \]

from structure 

    class = 'mlnorm<ldmat>', (OR) 'mlnorm<chmat>', (OR) 'mlnorm<fsqmat>';
    A     = [];                  // matrix or vector of appropriate dimension
    R     = [];                  // square matrix of appropriate dimension
    --- optional ---
    const = zeros(A.rows);       // vector of constant term

Reimplemented from bdm::pdf.

The documentation for this class was generated from the following file:
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