bdm::eWishartCh Class Reference

#include <exp_family.h>

List of all members.

Public Member Functions

void set_parameters (const mat &Y0, const double delta0)
mat sample_mat () const
vec sample () const
 Returns a sample, $ x $ from density $ f_x()$.
void setY (const mat &Ch0)
 fast access function y0 will be copied into Y.Ch.
void _setY (const vec &ch0)
 fast access function y0 will be copied into Y.Ch.
const chmatgetY () const
 access function
void from_setting (const Setting &set)
virtual string to_string ()
 This method returns a basic info about the current instance.
virtual void to_setting (Setting &set) const
 This method save all the instance properties into the Setting structure.
virtual void validate ()
 This method TODO.
Constructors
Construction of each epdf should support two types of constructors:
  • empty constructor,
  • copy constructor,
The following constructors should be supported for convenience:
  • constructor followed by calling set_parameters()
  • constructor accepting random variables calling set_rv()
All internal data structures are constructed as empty. Their values (including sizes) will be set by method set_parameters(). This way references can be initialized in constructors.

void set_parameters (int dim0)
Matematical Operations
virtual mat sample_m (int N) const
 Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$.
virtual double evallog (const vec &val) const
 Compute log-probability of argument val.
virtual vec evallog_m (const mat &Val) const
 Compute log-probability of multiple values argument val.
virtual vec evallog_m (const Array< vec > &Avec) const
 Compute log-probability of multiple values argument val.
virtual mpdfcondition (const RV &rv) const
 Return conditional density on the given RV, the remaining rvs will be in conditioning.
virtual epdfmarginal (const RV &rv) const
 Return marginal density on the given RV, the remainig rvs are intergrated out.
virtual vec mean () const
 return expected value
virtual vec variance () const
 return expected variance (not covariance!)
virtual void qbounds (vec &lb, vec &ub, double percentage=0.95) const
 Lower and upper bounds of percentage % quantile, returns mean-2*sigma as default.
Connection to other classes
Description of the random quantity via attribute rv is optional. For operations such as sampling rv does not need to be set. However, for marginalization and conditioning rv has to be set. NB:

void set_rv (const RV &rv0)
 Name its rv.
bool isnamed () const
 True if rv is assigned.
const RV_rv () const
 Return name (fails when isnamed is false).
Access to attributes
int dimension () const
 Size of the random variable.

Protected Attributes

chmat Y
 Upper-Triagle of Choleski decomposition of $ \Psi $.
int p
 dimension of matrix $ \Psi $
double delta
 degrees of freedom $ \nu $
int dim
 dimension of the random variable
RV rv
 Description of the random variable.


Detailed Description

inverse Wishart density defined on Choleski decomposition

Member Function Documentation

void bdm::epdf::from_setting ( const Setting &  set  )  [inline, virtual, inherited]

Load from structure with elements:

 { rv = {class="RV", names=(...),}; // RV describing meaning of random variable
   // elements of offsprings
 }

Reimplemented from bdm::root.

Reimplemented in bdm::enorm< sq_T >, bdm::egiw, bdm::egamma, bdm::euni, bdm::merger_base, bdm::enorm< ldmat >, bdm::enorm< chmat >, and bdm::enorm< fsqmat >.

References bdm::epdf::set_rv().


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

Generated on Wed Jul 1 13:05:57 2009 for mixpp by  doxygen 1.5.8