eprod Class Reference
Chain rule decomposition of epdf. More...
#include <emix.h>
Inheritance diagram for eprod:
Collaboration diagram for eprod:
Public Member Functions | |
| eprod (Array< epdf > Facs) | |
| virtual vec | sample () const =0 |
| Returns the required moment of the epdf. | |
| virtual mat | sampleN (int N) const |
Returns N samples from density  . | |
| 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 | |
| Array< epdf * > | epdfs |
| Array< mpdf * > | mpdfs |
| ivec | sizes |
| RV | rv |
| Identified of the random variable. | |
Detailed Description
Chain rule decomposition of epdf.Probability density in the form of Chain-rule decomposition: \[ f(x_1,x_2,x_3) = f(x_1|x_2,x_3)f(x_2,x_3)f(x_3) \] Note that
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 emix, 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/git/mixpp/bdm/stat/emix.h
