epdf Class Reference

Probability density function with numerical statistics, e.g. posterior density. More...

#include <libBM.h>

Inheritance diagram for epdf:

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List of all members.

Public Member Functions

 epdf ()
 default constructor
 epdf (const RV &rv0)
 default constructor
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
virtual ~epdf ()
 Destructor for future use;.
RV _rv () const
 access function

Protected Attributes

RV rv
 Identified of the random variable.


Detailed Description

Probability density function with numerical statistics, e.g. posterior density.

Member Function Documentation

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

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 20:46:46 2008 for mixpp by  doxygen 1.5.5