libEF.h File Reference

---

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 -----------------------------------

#include "libBM.h"
#include "../math/chmat.h"

Go to the source code of this file.

Namespaces
namespace	bdm
Classes
class	bdm::eEF
	General conjugate exponential family posterior density. More...
class	bdm::mEF
	Exponential family model. More...
class	bdm::BMEF
	Estimator for Exponential family. More...
class	bdm::enorm< sq_T >
	Gaussian density with positive definite (decomposed) covariance matrix. More...
class	bdm::egiw
	Gauss-inverse-Wishart density stored in LD form. More...
class	bdm::eDirich
	Dirichlet posterior density. More...
class	bdm::multiBM
	Estimator for Multinomial density. More...
class	bdm::egamma
	Gamma posterior density. More...
class	bdm::eigamma
	Inverse-Gamma posterior density. More...
class	bdm::euni
	Uniform distributed density on a rectangular support. More...
class	bdm::mlnorm< sq_T >
	Normal distributed linear function with linear function of mean value;. More...
class	bdm::mgnorm< sq_T >
	Mpdf with general function for mean value. More...
class	bdm::mlstudent
class	bdm::mgamma
	Gamma random walk. More...
class	bdm::migamma
	Inverse-Gamma random walk. More...
class	bdm::mgamma_fix
	Gamma random walk around a fixed point. More...
class	bdm::migamma_ref
	Inverse-Gamma random walk around a fixed point. More...
class	bdm::elognorm
class	bdm::mlognorm
	Log-Normal random walk. More...
class	bdm::iW
class	bdm::eEmp
	Weighted empirical density. More...
Enumerations
enum	RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }
	Switch between various resampling methods.
Functions
template<class sq_T>
std::ostream &	bdm::operator<< (std::ostream &os, mlnorm< sq_T > &ml)