bdm::mlstudent Class Reference

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Detailed Description

(Approximate) Student t density with linear function of mean value

The internal epdf of this class is of the type of a Gaussian (enorm). However, each conditioning is trying to assure the best possible approximation by taking into account the zeta function. See [] for reference.

Perhaps a moment-matching technique?

#include <exp_family.h>

List of all members.

Public Member Functions
void	set_parameters (const mat &A0, const vec &mu0, const ldmat &R0, const ldmat &Lambda0)
	constructor function
void	condition (const vec &cond)
void	validate ()
	This method TODO.
const vec &	_mu_const () const
	access function
const mat &	_A () const
	access function
mat	_R () const
	access function
void	from_setting (const Setting &set)
enorm< ldmat > &	e ()
	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.
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.
Constructors
void	set_parameters (const mat &A0, const vec &mu0, const ldmat &R0)
	Set A and R.
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
ldmat	Lambda
	Variable from theory.
ldmat &	_R
	Reference to variable .
ldmat	Re
	Variable .
mat	A
	Internal epdf that arise by conditioning on rvc.
vec	mu_const
	Constant additive term.
enorm< ldmat >	iepdf
	Internal epdf used for sampling.
int	dimc
	dimension of the condition
RV	rvc
	random variable in condition
Friends
std::ostream &	operator<< (std::ostream &os, mlnorm< sq_M, enorm > &ml)
	Debug stream.

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Member Function Documentation

void bdm::mlstudent::condition

(

const vec &

cond

)

[inline, virtual]

Set value of rvc . Result of this operation is stored in epdf use function _ep to access it.

Reimplemented from bdm::mlnorm< ldmat, enorm >.

References bdm::mlnorm< ldmat, enorm >::_R(), bdm::mlnorm< ldmat, enorm >::A, bdm::mpdf_internal< enorm< ldmat > >::iepdf, bdm::ldmat::invqform(), Lambda, bdm::mlnorm< ldmat, enorm >::mu_const, Re, and bdm::sqmat::rows().

void bdm::mlnorm< ldmat , enorm >::from_setting

(

const Setting &

set

)

[inline, virtual, inherited]

Create Normal density with linear function of mean value

from structure

                class = 'mlnorm<ldmat>', (OR) 'mlnorm<chmat>', (OR) 'mlnorm<fsqmat>';
                A     = [];                  // matrix or vector of appropriate dimension
                const = [];                  // vector of constant term
                R     = [];                  // square matrix of appropriate dimension

Reimplemented from bdm::mpdf.

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

• exp_family.h