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Normal Class Reference

A class representing a multidimensional normal distribution. More...

#include <HighDim_Normal.hpp>

Inheritance diagram for Normal:

Distribution List of all members.

Public Member Functions

 Normal ()
 Constructor of a centered reduced normal in dimension 1.
 Normal (uint dim)
 Constructor of a centered reduced normal in dimension dim.
 Normal (uint dim, vector< double > const &mu, vector< double > const &sigma)
 Constructor of a normal with given mean and variance.
 ~Normal ()
 Destructor.
void DeleteAll ()
 Free all used memory.
void Get_Mu (vector< double > &mu)
 Get the mean.
void Get_Sigma (vector< double > &sigma)
 Get the variance matrix.
void precompute_cholesky ()
 Precompute cholesky decomposition for all class covariance matrices.
void Simulate (vector< double > &X)
 Simulate.
double LogDensity (vector< double > const &X)
 Compute the log density.
void Set_Mu (vector< double > const &m)
 Set the mean to the given vector.
void Set_Sigma (vector< double > const &sig)
 Set the variance to the given vector of diagonal elements.
void Estimate_Mu (Spatial_Data *spatd, vector< double > const &freqs)
 Estimate the mean from the given data and frequencies.
void Estimate_Sigma (Spatial_Data *spatd, vector< double > const &freqs)
 Estimate the variance from the given data and frequencies.
void Estimate (Spatial_Data *spatd, vector< double > const &freqs)
 Estimate all parameters from the given data and frequencies.
void Estimate (Spatial_Data *spatd)
 Estimate all parameters from the given data.
void Read_Params (istream &is)
 Read all parameters from a stream.
void Write_Params (ostream &os)
 Write all parameters to a stream.
uint Degrees_Of_Freedom ()
 Number of free parameters.
void Info ()
 info

Detailed Description

Author:
Lemine Abdallahi
Date:
Aug. 2005


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