egiw Class Reference

Gauss-inverse-Wishart density stored in LD form. More...

#include <libEF.h>

Inheritance diagram for egiw:

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List of all members.

Public Member Functions

 egiw (RV rv, mat V0, double nu0)
 Default constructor.
vec sample () const
 Returns the required moment of the epdf.
vec mean () const
 return expected value
double evalpdflog (const vec &val) const
 Compute log-probability of argument val.
double lognc () const
 logarithm of the normalizing constant, $\mathcal{I}$
ldmat_V ()
 returns a pointer to the internal statistics. Use with Care!
double & _nu ()
 returns a pointer to the internal statistics. Use with Care!
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 mat sample (int N) const
 Returns N samples from density $epdf(rv)$.
virtual double eval (const vec &val) const
 Compute probability of argument val.
RV _rv () const
 access function

Protected Attributes

ldmat V
 Extended information matrix of sufficient statistics.
double nu
 Number of data records (degrees of freedom) of sufficient statistics.
RV rv
 Identified of the random variable.


Detailed Description

Gauss-inverse-Wishart density stored in LD form.

More?...


Member Function Documentation

vec egiw::sample (  )  const [virtual]

Returns the required moment of the epdf.

Returns a sample, $x$ from density $epdf(rv)$

Implements epdf.


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

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