#include <libEF.h>
Public Member Functions | |
mlnorm (RV &rv, RV &rvc) | |
Constructor. | |
void | set_parameters (const mat &A, const sq_T &R) |
Set A and R . | |
vec | samplecond (vec &cond, double &lik) |
Generate one sample of the posterior. | |
mat | samplecond (vec &cond, vec &lik, int n) |
Generate matrix of samples of the posterior. | |
void | condition (vec &cond) |
Set value of rvc . Result of this operation is stored in epdf use function _ep to access it. | |
virtual void | condition (const vec &cond) |
Update ep so that it represents this mpdf conditioned on rvc = cond. | |
virtual double | evalcond (const vec &dt, const vec &cond) |
Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently. | |
RV | _rvc () |
access function | |
epdf & | _epdf () |
access function | |
Protected Attributes | |
RV | rv |
modeled random variable | |
RV | rvc |
random variable in condition | |
epdf * | ep |
pointer to internal epdf |
Mean value $mu=A*rvc$.