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

Implement the Joint Normal probability law. More...

#include <STK_MultiLaw_JointNormal.h>

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

Public Types
typedef JointProbability< RowVector, Law::Normal >	Base
Public Types inherited from STK::MultiLaw::JointProbability< RowVector, Law::Normal >
typedef RowVector::Type	Type
typedef IMultiLaw< RowVector >	Base

Public Member Functions
	JointNormal ()
	default constructor
	JointNormal (int const &nbVar)
	constructor
virtual	~JointNormal ()
	destructor
Real const &	mu (int j) const
void	setMu (int j, Real const &mu)
	set the mean of the jth law
Real const &	sigma (int j) const
void	setSigma (int j, Real const &sigma)
	set the standard deviation of the jth law
Public Member Functions inherited from STK::MultiLaw::JointProbability< RowVector, Law::Normal >
	JointProbability (String const &name)
	Constructor.
	JointProbability (String const &name, int nbVar)
	Constructor.
virtual	~JointProbability ()
	destructor
Array1D< Law > const &	JointLaw () const
Law const &	law (int const &j) const
Law &	law (int const &j)
Law const &	atLaw (int const &j) const
Law &	atLaw (int const &j)
void	resize (int const &nbVar)
	resize the joint probability
virtual Real	pdf (RowVector const &x) const
	compute the probability distribution function (density) of the multivariate law.
virtual Real	lpdf (RowVector const &x) const
	compute the log probability distribution function Give the value of the log-pdf at the point x.
virtual void	rand (RowVector &x) const
	simulate a realization of the joint law and store the result in x.
Public Member Functions inherited from STK::MultiLaw::IMultiLaw< RowVector >
virtual	~IMultiLaw ()
	destructor.
Public Member Functions inherited from STK::Law::ILawBase
String const &	name () const

Additional Inherited Members
Protected Member Functions inherited from STK::MultiLaw::IMultiLaw< RowVector >
	IMultiLaw (String const &name)
	Constructor.
Protected Member Functions inherited from STK::Law::ILawBase
	ILawBase (String const &name)
	Constructor.
	~ILawBase ()
	destructor.
Protected Attributes inherited from STK::MultiLaw::JointProbability< RowVector, Law::Normal >
Array1D< Law >	jointLaw_
	Array with the marginal laws.
Protected Attributes inherited from STK::Law::ILawBase
String	name_
	Name of the Law.

Detailed Description

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

Implement the Joint Normal probability law.

Definition at line 50 of file STK_MultiLaw_JointNormal.h.

Member Typedef Documentation

Base

template<class RowVector >

typedef JointProbability<RowVector, Law::Normal> STK::MultiLaw::JointNormal< RowVector >::Base

Definition at line 53 of file STK_MultiLaw_JointNormal.h.

Constructor & Destructor Documentation

JointNormal() [1/2]

template<class RowVector >

STK::MultiLaw::JointNormal< RowVector >::JointNormal ( )

inline

default constructor

Definition at line 55 of file STK_MultiLaw_JointNormal.h.

: Base(_T("JointNormal")) {}

JointNormal() [2/2]

template<class RowVector >

STK::MultiLaw::JointNormal< RowVector >::JointNormal ( int const &  nbVar )

inline

constructor

Definition at line 57 of file STK_MultiLaw_JointNormal.h.

: Base(_T("JointNormal"), nbVar) {}

~JointNormal()

template<class RowVector >

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

inlinevirtual

destructor

Definition at line 59 of file STK_MultiLaw_JointNormal.h.

{}

Member Function Documentation

mu()

template<class RowVector >

Real const & STK::MultiLaw::JointNormal< RowVector >::mu ( int  j ) const

inline

Returns

the mean of the jth law

Definition at line 61 of file STK_MultiLaw_JointNormal.h.

{ return this->law(j).mu();}

References STK::MultiLaw::JointProbability< RowVector, Law::Normal >::law().

Referenced by STK::MultiLaw::JointNormal< RowVector >::setMu().

setMu()

template<class RowVector >

void STK::MultiLaw::JointNormal< RowVector >::setMu ( int  j, Real const &  mu  )

inline

set the mean of the jth law

Definition at line 63 of file STK_MultiLaw_JointNormal.h.

    { this->law(j).setMu(mu);}

References STK::MultiLaw::JointProbability< RowVector, Law::Normal >::law(), and STK::MultiLaw::JointNormal< RowVector >::mu().

setSigma()

template<class RowVector >

void STK::MultiLaw::JointNormal< RowVector >::setSigma ( int  j, Real const &  sigma  )

inline

set the standard deviation of the jth law

Definition at line 68 of file STK_MultiLaw_JointNormal.h.

    { this->law(j).setSigma(sigma);}

References STK::MultiLaw::JointProbability< RowVector, Law::Normal >::law(), and STK::MultiLaw::JointNormal< RowVector >::sigma().

sigma()

template<class RowVector >

Real const & STK::MultiLaw::JointNormal< RowVector >::sigma ( int  j ) const

inline

Returns

the standard deviation of the jth law

Definition at line 66 of file STK_MultiLaw_JointNormal.h.

{ return this->law(j).sigma();}

References STK::MultiLaw::JointProbability< RowVector, Law::Normal >::law().

Referenced by STK::MultiLaw::JointNormal< RowVector >::setSigma().

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

• STK_MultiLaw_JointNormal.h