eEF Class Reference
General conjugate exponential family posterior density. More...
#include <libEF.h>
Inheritance diagram for eEF:
Collaboration diagram for eEF:
Public Member Functions | |
| eEF (const RV &rv) | |
| default constructor | |
| virtual double | lognc () const =0 |
logarithm of the normalizing constant,  | |
| virtual void | tupdate (double phi, mat &vbar, double nubar) |
| TODO decide if it is really needed. | |
| virtual void | dupdate (mat &v, double nu=1.0) |
| TODO decide if it is really needed. | |
| virtual vec | sample () const =0 |
| Returns the required moment of the epdf. | |
| virtual double | eval (const vec &val) const |
Compute probability of argument val. | |
| virtual double | evalpdflog (const vec &val) const =0 |
Compute log-probability of argument val. | |
| virtual vec | mean () const =0 |
| return expected value | |
| RV | _rv () const |
| access function | |
Protected Attributes | |
| RV | rv |
| Identified of the random variable. | |
Detailed Description
General conjugate exponential family posterior density.More?...
Member Function Documentation
| virtual vec epdf::sample | ( | ) | const [pure virtual, inherited] |
Returns the required moment of the epdf.
Returns a sample, 
from density 
Implemented in enorm< sq_T >, egiw, egamma, euni, eEmp, enorm< ldmat >, enorm< chmat >, and enorm< fsqmat >.
Referenced by mpdf::samplecond(), PF::set_est(), and eEmp::set_parameters().
The documentation for this class was generated from the following file:
- work/mixpp/bdm/stat/libEF.h
