bdm::eDirich Class Reference
Dirichlet posterior density. More...
Detailed Description
Dirichlet posterior density.
Continuous Dirichlet density of 
-dimensional variable 
![\[ f(x|\beta) = \frac{\Gamma[\gamma]}{\prod_{i=1}^{n}\Gamma(\beta_i)} \prod_{i=1}^{n}x_i^{\beta_i-1} \]](form_77.png)
where 
.
#include <exp_family.h>
Public Member Functions | |
| vec | sample () const |
Returns a sample,  from density  . | |
| vec | mean () const |
| return expected value | |
| vec | variance () const |
| return expected variance (not covariance!) | |
| double | evallog_nn (const vec &val) const |
| In this instance, val is ... | |
| double | lognc () const |
logarithm of the normalizing constant,  | |
| vec & | _beta () |
| access function | |
| virtual double | evallog (const vec &val) const |
| Evaluate normalized log-probability. | |
| virtual vec | evallog_m (const mat &Val) const |
| Evaluate normalized log-probability for many samples. | |
| virtual vec | evallog_m (const Array< vec > &Val) const |
| Evaluate normalized log-probability for many samples. | |
| virtual void | pow (double p) |
| Power of the density, used e.g. to flatten the density. | |
| 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. | |
Constructors | |
| eDirich () | |
| eDirich (const eDirich &D0) | |
| eDirich (const vec &beta0) | |
| void | set_parameters (const vec &beta0) |
Constructors | |
Construction of each epdf should support two types of constructors:
The following constructors should be supported for convenience:
All internal data structures are constructed as empty. Their values (including sizes) will be set by method | |
| void | set_parameters (int dim0) |
Matematical Operations | |
| virtual mat | sample_m (int N) const |
Returns N samples,  from density  . | |
| virtual shared_ptr< mpdf > | condition (const RV &rv) const |
| Return conditional density on the given RV, the remaining rvs will be in conditioning. | |
| virtual shared_ptr< epdf > | marginal (const RV &rv) const |
| Return marginal density on the given RV, the remainig rvs are intergrated out. | |
| 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 | |
| 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 | |
| vec | beta |
| sufficient statistics | |
| int | dim |
| dimension of the random variable | |
| RV | rv |
| Description of the random variable. | |
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::mexEpdf, bdm::enorm< sq_T >, bdm::egiw, bdm::egamma, bdm::euni, bdm::merger_base, bdm::merger_mix, 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:
