epdf Class Reference
[Core BDM classes]
Probability density function with numerical statistics, e.g. posterior density.
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#include <libBM.h>
Inheritance diagram for epdf:
Collaboration diagram for epdf:
Public Member Functions | |
| epdf () | |
| default constructor | |
| epdf (const RV &rv0) | |
| default constructor | |
| virtual vec | sample () const =0 |
Returns a sample,  from density  . | |
| virtual mat | sample_m (int N) const |
| Returns N samples from density . | |
| virtual double | evallog (const vec &val) const =0 |
Compute log-probability of argument val. | |
| virtual vec | evallog_m (const mat &Val) const |
Compute log-probability of multiple values argument val. | |
| virtual mpdf * | condition (const RV &rv) const |
| Return conditional density on the given RV, the remaining rvs will be in conditioning. | |
| virtual epdf * | marginal (const RV &rv) const |
| Return marginal density on the given RV, the remainig rvs are intergrated out. | |
| virtual vec | mean () const =0 |
| return expected value | |
| virtual vec | variance () const =0 |
| return expected variance (not covariance!) | |
| virtual | ~epdf () |
| Destructor for future use;. | |
| const RV & | _rv () const |
| access function, possibly dangerous! | |
| void | _renewrv (const RV &in_rv) |
| modifier function - useful when copying epdfs | |
Protected Attributes | |
| RV | rv |
| Identified of the random variable. | |
Detailed Description
Probability density function with numerical statistics, e.g. posterior density.The documentation for this class was generated from the following files:
- work/git/mixpp/bdm/stat/libBM.h
- work/git/mixpp/bdm/stat/libBM.cpp
