STK::MultiLaw::IMultiLaw< RowVector > Class Template Reference

Interface base Class for the multivariate distributions. More...

#include <STK_MultiLaw_IMultiLaw.h>

Inheritance diagram for STK::MultiLaw::IMultiLaw< RowVector >:

Public Member Functions
virtual	~IMultiLaw ()
	destructor.
virtual Real	pdf (RowVector const &x) const =0
	compute the probability distribution function (density) of the multivariate law.
virtual Real	lpdf (RowVector const &x) const =0
	compute the log probability distribution function Give the value of the log-pdf at the point x.
virtual void	rand (RowVector &x) const =0
	simulate a realization of the Multivariate Law and store the result in x.
Public Member Functions inherited from STK::Law::ILawBase
String const &	name () const

Protected Member Functions
	IMultiLaw (String const &name)
	Constructor.
Protected Member Functions inherited from STK::Law::ILawBase
	ILawBase (String const &name)
	Constructor.
	~ILawBase ()
	destructor.

Additional Inherited Members
Protected Attributes inherited from STK::Law::ILawBase
String	name_
	Name of the Law.

Detailed Description

template<class RowVector>
class STK::MultiLaw::IMultiLaw< RowVector >

Interface base Class for the multivariate distributions.

Given some sample x in some data space, a multivariate law can compute a probability density function (pdf), a log-pdf. Moreover it is possible to simulate some random realization of this law.

Template Parameters

RowVector

is the type of container containing the sample x.

Definition at line 60 of file STK_MultiLaw_IMultiLaw.h.

Constructor & Destructor Documentation

IMultiLaw()

template<class RowVector >

STK::MultiLaw::IMultiLaw< RowVector >::IMultiLaw ( String const &  name )

inlineprotected

Constructor.

Definition at line 64 of file STK_MultiLaw_IMultiLaw.h.

: Law::ILawBase(name) {}

~IMultiLaw()

template<class RowVector >

virtual STK::MultiLaw::IMultiLaw< RowVector >::~IMultiLaw ( )

inlinevirtual

destructor.

Definition at line 68 of file STK_MultiLaw_IMultiLaw.h.

{}

Member Function Documentation

lpdf()

template<class RowVector >

virtual Real STK::MultiLaw::IMultiLaw< RowVector >::lpdf ( RowVector const &  x ) const

pure virtual

compute the log probability distribution function Give the value of the log-pdf at the point x.

Parameters

x	the multivariate value to compute the lpdf.

Returns

the value of the log-pdf

Implemented in STK::MultiLaw::JointProbability< RowVector, Law >, STK::MultiLaw::JointProbability< RowVector, Law::Bernoulli >, STK::MultiLaw::JointProbability< RowVector, Law::Cauchy >, STK::MultiLaw::JointProbability< RowVector, Law::Gamma >, STK::MultiLaw::JointProbability< RowVector, Law::Normal >, and STK::MultiLaw::Normal< RowVector >.

pdf()

template<class RowVector >

virtual Real STK::MultiLaw::IMultiLaw< RowVector >::pdf ( RowVector const &  x ) const

pure virtual

compute the probability distribution function (density) of the multivariate law.

Give the value of the pdf at the point x.

Parameters

x	the multivariate value to compute the pdf.

Returns

the value of the pdf

Implemented in STK::MultiLaw::JointProbability< RowVector, Law >, STK::MultiLaw::JointProbability< RowVector, Law::Bernoulli >, STK::MultiLaw::JointProbability< RowVector, Law::Cauchy >, STK::MultiLaw::JointProbability< RowVector, Law::Gamma >, STK::MultiLaw::JointProbability< RowVector, Law::Normal >, and STK::MultiLaw::Normal< RowVector >.

rand()

template<class RowVector >

virtual void STK::MultiLaw::IMultiLaw< RowVector >::rand ( RowVector &  x ) const

pure virtual

simulate a realization of the Multivariate Law and store the result in x.

Parameters

[out]

x

the simulated value.

Implemented in STK::MultiLaw::JointProbability< RowVector, Law >, STK::MultiLaw::JointProbability< RowVector, Law::Bernoulli >, STK::MultiLaw::JointProbability< RowVector, Law::Cauchy >, STK::MultiLaw::JointProbability< RowVector, Law::Gamma >, STK::MultiLaw::JointProbability< RowVector, Law::Normal >, and STK::MultiLaw::Normal< RowVector >.

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

• STK_MultiLaw_IMultiLaw.h