enorm< sq_T > Class Template Reference

Gaussian density with positive definite (decomposed) covariance matrix. More...

#include <libEF.h>

Inheritance diagram for enorm< sq_T >:

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Collaboration diagram for enorm< sq_T >:

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List of all members.

Public Member Functions
	enorm (RV &rv, vec &mu, sq_T &R)
void	tupdate (double phi, mat &vbar, double nubar)
	tupdate in exponential form (not really handy)
void	dupdate (mat &v, double nu=1.0)
void	tupdate ()
	tupdate used in KF
double	dupdate ()
	dupdate used in KF
vec	sample ()
	Returns the required moment of the epdf.
mat	sample (int N)
double	eval (const vec &val)
	Compute probability of argument val.
Public Attributes
Normal_RNG	RNG

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Detailed Description

template<class sq_T>
class enorm< sq_T >

Gaussian density with positive definite (decomposed) covariance matrix.

More?...

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Member Function Documentation

template<class sq_T>

vec enorm< sq_T >::sample

(

)

[inline, virtual]

Returns the required moment of the epdf.

Returns a sample from the density,

Implements epdf.

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

• work/mixpp/bdm/stat/libEF.h

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