bdm::mlstudent Class Reference

(Approximate) Student t density with linear function of mean value More...

#include <exp_family.h>

Inheritance diagram for bdm::mlstudent:

List of all members.

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 ()
Protected Attributes
ldmat	Lambda
	Variable from theory.
ldmat &	_R
	Reference to variable .
ldmat	Re
	Variable .

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Detailed Description

(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?

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

• exp_family.h
• exp_family.cpp

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Generated on 2 Dec 2013 for mixpp by  1.4.7