baaraan::mv_t_distribution

Module: Multivariate Random Distributions

Multivariate t-student Random Distribution. More...

#include <mv_t_distribution.h>

Public Classes

	Name
class	param_type Parameters of the Multivariate t-student Distribution.

Public Types

	Name
typedef arma::Mat< RealType >	matrix_type
typedef arma::Col< RealType >	vector_type

Public Functions

	Name
	mv_t_distribution(const param_type & p) Constructs an instance of Truncated Multivariate t-student Random Distribution by accepting an instance of mv_t_distribution::param_type.
	mv_t_distribution(double dof, vector_type means, matrix_type sigma) Constructs an instance of Truncated Multivariate t-student Random Distribution by accepting its underlying parameters.
void	reset()
template <class URNG > vector_type	operator()(URNG & g)
template <class URNG > vector_type	operator()(URNG & g, const param_type & p)
double	dof() const
vector_type	means() const
vector_type	sigma() const
param_type	param() const
void	param(const param_type & params)
vector_type	min() const
vector_type	max() const
template <class URNG > mv_t_distribution< RealType >::vector_type	operator()(URNG & g, const mv_t_distribution< RealType >::param_type & p)

Friends

	Name
bool	operator==(const mv_t_distribution & x, const mv_t_distribution & y)
bool	operator!=(const mv_t_distribution & x, const mv_t_distribution & y)
std::basic_ostream< charT, traits > &	operator<<(std::basic_ostream< charT, traits > & os, const mv_t_distribution & means)
std::basic_istream< charT, traits > &	operator>>(std::basic_istream< charT, traits > & is, mv_t_distribution & means)

Detailed Description

template <class RealType  =double>
class baaraan::mv_t_distribution;

Multivariate t-student Random Distribution.

Template Parameters:

• RealType Indicates the type of return values

Public Types Documentation

typedef matrix_type

typedef arma::Mat<RealType> baaraan::mv_t_distribution< RealType >::matrix_type;

typedef vector_type

typedef arma::Col<RealType> baaraan::mv_t_distribution< RealType >::vector_type;

Public Functions Documentation

function mv_t_distribution

inline explicit mv_t_distribution(
    const param_type & p
)

Constructs an instance of Truncated Multivariate t-student Random Distribution by accepting an instance of mv_t_distribution::param_type.

Parameters:

• p

function mv_t_distribution

inline explicit mv_t_distribution(
    double dof,
    vector_type means,
    matrix_type sigma
)

Constructs an instance of Truncated Multivariate t-student Random Distribution by accepting its underlying parameters.

Parameters:

• dof The degree of freedom of the t-distribution
• means The means vector
• sigma The covariance matrix

function reset

inline void reset()

function operator()

template <class URNG >
inline vector_type operator()(
    URNG & g
)

function operator()

template <class URNG >
vector_type operator()(
    URNG & g,
    const param_type & p
)

function dof

inline double dof() const

function means

inline vector_type means() const

function sigma

inline vector_type sigma() const

function param

inline param_type param() const

function param

inline void param(
    const param_type & params
)

function min

inline vector_type min() const

function max

inline vector_type max() const

function operator()

template <class URNG >
mv_t_distribution< RealType >::vector_type operator()(
    URNG & g,
    const mv_t_distribution< RealType >::param_type & p
)

Friends

friend operator==

friend bool operator==(
    const mv_t_distribution & x,

    const mv_t_distribution & y
);

friend operator!=

friend bool operator!=(
    const mv_t_distribution & x,

    const mv_t_distribution & y
);

friend operator<<

friend std::basic_ostream< charT, traits > & operator<<(
    std::basic_ostream< charT, traits > & os,

    const mv_t_distribution & means
);

friend operator>>

friend std::basic_istream< charT, traits > & operator>>(
    std::basic_istream< charT, traits > & is,

    mv_t_distribution & means
);

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Updated on 2 June 2021 at 11:24:45 CEST