bdm::rwiWishartCh Class Reference

Random Walk on inverse Wishart. More...

#include <exp_family.h>

List of all members.

Public Member Functions

void set_parameters (int p0, double k, vec ref0, double l0)
 constructor function
void condition (const vec &c)
 Update iepdf so that it represents this mpdf conditioned on rvc = cond This function provides convenient reimplementation in offsprings.
eiWishartChe ()
 access function to iepdf
vec samplecond (const vec &cond)
 Reimplements samplecond using condition().
double evallogcond (const vec &val, const vec &cond)
 Reimplements evallogcond using condition().
virtual vec evallogcond_m (const mat &Dt, const vec &cond)
 Efficient version of evallogcond for matrices.
virtual vec evallogcond_m (const Array< vec > &Dt, const vec &cond)
 Efficient version of evallogcond for Array<vec>.
virtual mat samplecond_m (const vec &cond, int N)
 Efficient version of samplecond.
void from_setting (const Setting &set)
 Load from structure with elements:.
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.
Access to attributes



const RV_rv () const
const RV_rvc () const
int dimension () const
int dimensionc ()
Connection to other objects



void set_rvc (const RV &rvc0)
void set_rv (const RV &rv0)
bool isnamed ()

Protected Member Functions

void set_ep (epdf &iepdf)
 set internal pointer ep to point to given iepdf
void set_ep (epdf *iepdfp)
 set internal pointer ep to point to given iepdf

Protected Attributes

double sqd
 square root of $ \nu-p-1 $ - needed for computation of $ \Psi $ from conditions
vec refl
 reference point for diagonal
double l
 power of the reference
int p
 dimension
eiWishartCh iepdf
 Internal epdf used for sampling.
int dimc
 dimension of the condition
RV rvc
 random variable in condition

Detailed Description

Random Walk on inverse Wishart.


Member Function Documentation

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

Load from structure with elements:.

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

Reimplemented from bdm::root.

Reimplemented in bdm::mepdf, bdm::mprod, bdm::mlnorm< sq_T, TEpdf >, bdm::mgnorm< sq_T >, bdm::mgamma, bdm::migamma_ref, bdm::mlognorm, bdm::mlnorm< ldmat, enorm >, and bdm::mlnorm< chmat >.


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

Generated on Sun Sep 13 22:40:44 2009 for mixpp by  doxygen 1.6.1