enorm< sq_T > Class Template Reference
Gaussian density with positive definite (decomposed) covariance matrix. More...
#include <libEF.h>
Inheritance diagram for enorm< sq_T >:
Collaboration diagram for enorm< sq_T >:
Public Member Functions | |
| enorm (RV &rv) | |
| Default constructor. | |
| void | set_parameters (const vec &mu, const sq_T &R) |
Set mean value mu and covariance R. | |
| void | tupdate (double phi, mat &vbar, double nubar) |
| tupdate in exponential form (not really handy) | |
| void | dupdate (mat &v, double nu=1.0) |
| dupdate in exponential form (not really handy) | |
| vec | sample () const |
| Returns the required moment of the epdf. | |
| mat | sample (int N) const |
| TODO is it used? | |
| double | eval (const vec &val) const |
Compute probability of argument val. | |
| double | evalpdflog (const vec &val) const |
Compute log-probability of argument val. | |
| double | lognc () const |
logarithm of the normalizing constant,  | |
| vec | mean () const |
| return expected value | |
| vec & | _mu () |
| returns a pointer to the internal mean value. Use with Care! | |
| void | set_mu (const vec mu0) |
| access function | |
| sq_T & | _R () |
| returns pointers to the internal variance and its inverse. Use with Care! | |
| mat | getR () |
| access method | |
| virtual mat | sampleN (int N) const |
Returns N samples from density  . | |
| RV | _rv () const |
| access function | |
Protected Attributes | |
| vec | mu |
| mean value | |
| sq_T | R |
| Covariance matrix in decomposed form. | |
| int | dim |
| dimension (redundant from rv.count() for easier coding ) | |
| RV | rv |
| Identified of the random variable. | |
Detailed Description
template<class sq_T>
class enorm< sq_T >
Gaussian density with positive definite (decomposed) covariance matrix.
More?...
Member Function Documentation
template<class sq_T>
| vec enorm< sq_T >::sample | ( | ) | const [inline, virtual] |
Returns the required moment of the epdf.
Returns a sample, 
from density
Implements epdf.
References enorm< sq_T >::dim, enorm< sq_T >::mu, and enorm< sq_T >::R.
The documentation for this class was generated from the following file:
- work/git/mixpp/bdm/stat/libEF.h
