#include <HighDim_Normal.hpp>
Inheritance diagram for Normal:
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 |