eEF Class Reference

General conjugate exponential family posterior density. More...

#include <libEF.h>

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List of all members.

Public Member Functions

 eEF (const RV &rv)
 default constructor
virtual void tupdate (double phi, mat &vbar, double nubar)
 TODO decide if it is really needed.
virtual void dupdate (mat &v, double nu=1.0)
 TODO decide if it is really needed.
virtual vec sample () const =0
 Returns the required moment of the epdf.
virtual double eval (const vec &val) const
 Compute probability of argument val.
virtual double evalpdflog (const vec &val) const =0
 Compute log-probability of argument val.
virtual vec mean () const =0
 return expected value
RV _rv () const
 access function

Protected Attributes

RV rv
 Identified of the random variable.


Detailed Description

General conjugate exponential family posterior density.

More?...


Member Function Documentation

virtual vec epdf::sample (  )  const [pure virtual, inherited]

Returns the required moment of the epdf.

Returns a sample from the density, $x \sim epdf(rv)$

Implemented in enorm< sq_T >, egamma, euni, eEmp, enorm< ldmat >, enorm< chmat >, and enorm< fsqmat >.

Referenced by mpdf::samplecond(), PF::set_est(), and eEmp::set_parameters().


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

Generated on Tue Apr 29 20:46:40 2008 for mixpp by  doxygen 1.5.5