exp_family.h File Reference
Probability distributions for Exponential Family models. More...
#include "../shared_ptr.h"
#include "../base/bdmbase.h"
#include "../math/chmat.h"
Go to the source code of this file.
Namespaces | |
| namespace | bdm |
Classes | |
| class | bdm::eEF |
| Abstract class of general conjugate exponential family posterior density. More... | |
| class | bdm::BMEF |
| Estimator for Exponential family. More... | |
| class | bdm::mgdirac |
| Dirac delta density with predefined transformation. More... | |
| class | bdm::enorm< sq_T > |
| Gaussian density with positive definite (decomposed) covariance matrix. More... | |
| class | bdm::estudent< sq_T > |
| class | bdm::egiw |
| Gauss-inverse-Wishart density stored in LD form. More... | |
| class | bdm::egw_ls< sq_T > |
| Gauss-Wishart with recursion on moments Using precision as parameter following notation of [Karny Andrysek 2009], precision. More... | |
| class | bdm::eDirich |
| Dirichlet posterior density. More... | |
| class | bdm::eBeta |
| Product of Beta distributions. More... | |
| class | bdm::mDirich |
| Random Walk on Dirichlet. More... | |
| class | bdm::mBeta |
| Random Walk with vector Beta distribution. More... | |
| class | bdm::multiBM |
| Estimator for Multinomial density. More... | |
| class | bdm::egamma |
| Gamma posterior density. More... | |
| class | bdm::eigamma |
| Inverse-Gamma posterior density. More... | |
| class | bdm::euni |
| Uniform distributed density on a rectangular support. More... | |
| class | bdm::mguni |
| Uniform density with conditional mean value. More... | |
| class | bdm::mlnorm< sq_T, TEpdf > |
| Normal distributed linear function with linear function of mean value;. More... | |
| class | bdm::mgnorm< sq_T > |
| pdf with general function for mean value More... | |
| class | bdm::mlstudent |
| (Approximate) Student t density with linear function of mean value More... | |
| class | bdm::mgamma |
| Gamma random walk. More... | |
| class | bdm::migamma |
| Inverse-Gamma random walk. More... | |
| class | bdm::mgamma_fix |
| Gamma random walk around a fixed point. More... | |
| class | bdm::migamma_ref |
| Inverse-Gamma random walk around a fixed point. More... | |
| class | bdm::elognorm |
| Log-Normal probability density - it allows only diagonal covariances! More... | |
| class | bdm::mlognorm |
| Log-Normal random walk. More... | |
| class | bdm::dirac |
| Dirac delta function distribution. More... | |
Typedefs | |
| typedef enorm< ldmat > | bdm::egauss |
| typedef mlnorm< fsqmat > | bdm::mlgauss |
Functions | |
| bdm::UIREGISTER (mgdirac) | |
| bdm::UIREGISTER2 (enorm, chmat) | |
| bdm::SHAREDPTR2 (enorm, chmat) | |
| bdm::UIREGISTER2 (enorm, ldmat) | |
| bdm::SHAREDPTR2 (enorm, ldmat) | |
| bdm::UIREGISTER2 (enorm, fsqmat) | |
| bdm::SHAREDPTR2 (enorm, fsqmat) | |
| bdm::UIREGISTER (egauss) | |
| bdm::UIREGISTER2 (estudent, fsqmat) | |
| bdm::UIREGISTER2 (estudent, ldmat) | |
| bdm::UIREGISTER2 (estudent, chmat) | |
| bdm::UIREGISTER (egiw) | |
| bdm::SHAREDPTR (egiw) | |
| bdm::UIREGISTER (eDirich) | |
| bdm::UIREGISTER (eBeta) | |
| bdm::UIREGISTER (mDirich) | |
| bdm::UIREGISTER (mBeta) | |
| bdm::UIREGISTER (multiBM) | |
| bdm::UIREGISTER (egamma) | |
| bdm::SHAREDPTR (egamma) | |
| bdm::UIREGISTER (euni) | |
| bdm::UIREGISTER (mguni) | |
| bdm::UIREGISTER2 (mlnorm, ldmat) | |
| bdm::SHAREDPTR2 (mlnorm, ldmat) | |
| bdm::UIREGISTER2 (mlnorm, fsqmat) | |
| bdm::SHAREDPTR2 (mlnorm, fsqmat) | |
| bdm::UIREGISTER2 (mlnorm, chmat) | |
| bdm::SHAREDPTR2 (mlnorm, chmat) | |
| bdm::UIREGISTER (mlgauss) | |
| bdm::UIREGISTER2 (mgnorm, chmat) | |
| bdm::UIREGISTER2 (mgnorm, ldmat) | |
| bdm::SHAREDPTR2 (mgnorm, chmat) | |
| bdm::UIREGISTER (mgamma) | |
| bdm::SHAREDPTR (mgamma) | |
| bdm::UIREGISTER (migamma_ref) | |
| bdm::SHAREDPTR (migamma_ref) | |
| bdm::UIREGISTER (mlognorm) | |
| bdm::SHAREDPTR (mlognorm) | |
| void | bdm::from_setting (const Setting &set) |
| Inverse Wishart density defined on Choleski decomposition. | |
| bdm::UIREGISTER (eEmp) | |
| template<class sq_T> | |
| std::ostream & | bdm::operator<< (std::ostream &os, mlnorm< sq_T > &ml) |
| odo unify this stuff with to_string() | |
Variables | |
| Uniform_RNG | bdm::UniRNG |
| Global Uniform_RNG. | |
| Normal_RNG | bdm::NorRNG |
| Global Normal_RNG. | |
| Gamma_RNG | bdm::GamRNG |
| Global Gamma_RNG. | |
Detailed Description
Probability distributions for Exponential Family models.
- Author:
- Vaclav Smidl.
Using IT++ for numerical operations -----------------------------------
Generated on 2 Dec 2013 for mixpp by
1.4.7
