Class

dlm.model

Wishart

Related Doc: package model

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case class Wishart(n: Double, scale: DenseMatrix[Double])(implicit rand: RandBasis = Rand) extends ContinuousDistr[DenseMatrix[Double]] with Moments[DenseMatrix[Double], DenseMatrix[Double]] with Product with Serializable

Linear Supertypes
Product, Equals, Moments[DenseMatrix[Double], DenseMatrix[Double]], ContinuousDistr[DenseMatrix[Double]], Rand[DenseMatrix[Double]], Serializable, Serializable, Density[DenseMatrix[Double]], AnyRef, Any
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Inherited
  1. Wishart
  2. Product
  3. Equals
  4. Moments
  5. ContinuousDistr
  6. Rand
  7. Serializable
  8. Serializable
  9. Density
  10. AnyRef
  11. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new Wishart(n: Double, scale: DenseMatrix[Double])(implicit rand: RandBasis = Rand)

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Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any

  3. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  4. def apply(x: DenseMatrix[Double]): Double

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    Definition Classes
    ContinuousDistr → Density

  5. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any

  6. def bartlettDecomp(): DenseMatrix[Double]

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  7. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  8. def condition(p: (DenseMatrix[Double]) ⇒ Boolean): Rand[DenseMatrix[Double]]

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    Definition Classes
    Rand

  9. val d: Int

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  10. def draw(): DenseMatrix[Double]

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    Definition Classes
    Wishart → Rand

  11. def drawBartlett(): DenseMatrix[Double]

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  12. def drawNaive(): DenseMatrix[Double]

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    Draw from the wishart using the definition of the Wishart distribution

  13. def drawOpt(): Option[DenseMatrix[Double]]

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    Definition Classes
    Rand

  14. def entropy: Double

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    Definition Classes
    Wishart → Moments

  15. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  16. def filter(p: (DenseMatrix[Double]) ⇒ Boolean): Rand[DenseMatrix[Double]]

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    Definition Classes
    Rand

  17. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  18. def flatMap[E](f: (DenseMatrix[Double]) ⇒ Rand[E]): Rand[E]

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    Definition Classes
    Rand

  19. def foreach(f: (DenseMatrix[Double]) ⇒ Unit): Unit

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    Definition Classes
    Rand

  20. def get(): DenseMatrix[Double]

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    Definition Classes
    Rand

  21. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any

  22. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

  23. def lgmultivariategamma(x: Double): Double

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  24. def logApply(x: DenseMatrix[Double]): Double

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    Definition Classes
    ContinuousDistr → Density

  25. def logNormalizer: Double

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    Definition Classes
    Wishart → ContinuousDistr

  26. def logPdf(x: DenseMatrix[Double]): Double

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    Definition Classes
    ContinuousDistr

  27. def map[E](f: (DenseMatrix[Double]) ⇒ E): Rand[E]

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    Definition Classes
    Rand

  28. def mean: DenseMatrix[Double]

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    Definition Classes
    Wishart → Moments

  29. def mode: DenseMatrix[Double]

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    Definition Classes
    Wishart → Moments

  30. val n: Double

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  31. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  32. lazy val normalizer: Double

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    Definition Classes
    ContinuousDistr

  33. final def notify(): Unit

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    Definition Classes
    AnyRef

  34. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

  35. def pdf(x: DenseMatrix[Double]): Double

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    Definition Classes
    ContinuousDistr

  36. def sample(n: Int): IndexedSeq[DenseMatrix[Double]]

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    Definition Classes
    Rand

  37. def sample(): DenseMatrix[Double]

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    Definition Classes
    Rand

  38. def samples: Iterator[DenseMatrix[Double]]

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    Definition Classes
    Rand

  39. def samplesVector[U >: DenseMatrix[Double]](size: Int)(implicit m: ClassTag[U]): DenseVector[U]

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    Definition Classes
    Rand

  40. val scale: DenseMatrix[Double]

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  41. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef

  42. def unnormalizedLogPdf(x: DenseMatrix[Double]): Double

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    Definition Classes
    Wishart → ContinuousDistr

  43. def unnormalizedPdf(x: DenseMatrix[Double]): Double

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    Definition Classes
    ContinuousDistr

  44. def variance: DenseMatrix[Double]

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    Definition Classes
    Wishart → Moments

  45. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  46. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  47. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  48. def withFilter(p: (DenseMatrix[Double]) ⇒ Boolean): Rand[DenseMatrix[Double]]

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    Definition Classes
    Rand

Inherited from Product

Inherited from Equals

Inherited from Moments[DenseMatrix[Double], DenseMatrix[Double]]

Inherited from ContinuousDistr[DenseMatrix[Double]]

Inherited from Rand[DenseMatrix[Double]]

Inherited from Serializable

Inherited from Serializable

Inherited from Density[DenseMatrix[Double]]

Inherited from AnyRef

Inherited from Any

Ungrouped