work/git/mixpp/bdm/stat/libEF.h File Reference

Probability distributions for Exponential Family models. More...

#include <itpp/itbase.h>
#include "../math/libDC.h"
#include "libBM.h"
#include "../itpp_ext.h"

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Classes
class	eEF
	General conjugate exponential family posterior density. More...
class	mEF
	Exponential family model. More...
class	BMEF
	Estimator for Exponential family. More...
class	enorm< sq_T >
	Gaussian density with positive definite (decomposed) covariance matrix. More...
class	egiw
	Gauss-inverse-Wishart density stored in LD form. More...
class	eDirich
	Dirichlet posterior density. More...
class	multiBM
	Estimator for Multinomial density. More...
class	egamma
	Gamma posterior density. More...
class	euni
	Uniform distributed density on a rectangular support. More...
class	mlnorm< sq_T >
	Normal distributed linear function with linear function of mean value;. More...
class	mgamma
	Gamma random walk. More...
class	mgamma_fix
	Gamma random walk around a fixed point. More...
class	eEmp
	Weighted empirical density. More...
Enumerations
enum	RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }
	Switch between various resampling methods.
Variables
Uniform_RNG	UniRNG
	Global Uniform_RNG.
Normal_RNG	NorRNG
	Global Normal_RNG.
Gamma_RNG	GamRNG
	Global Gamma_RNG.

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Detailed Description

Probability distributions for Exponential Family models.

Author:

Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------