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)
void	set_parameters (const vec &mu, const 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)
vec	sample ()
	Returns the required moment of the epdf.
mat	sample (int N)
double	eval (const vec &val)
	Compute probability of argument val.
double	evalpdflog (const vec &val)
	Compute log-probability of argument val.
vec	mean ()
	return expected value
vec *	_mu ()
	returns a pointer to the internal mean value. Use with Care!
void	_R (sq_T *&pR, sq_T *&piR)
	returns pointers to the internal variance and its inverse. Use with Care!
void	_cached (bool what)
	set cache as inconsistent
Protected Attributes
vec	mu
	mean value
sq_T	R
	Covariance matrix in decomposed form.
sq_T	_iR
	Cache: _iR = inv(R);.
bool	cached
	indicator if _iR is chached
int	dim
	dimension (redundant from rv.count() for easier coding )
RV	rv

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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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