c

dlm.model

Wishart

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
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. Wishart
  2. Product
  3. Equals
  4. Moments
  5. ContinuousDistr
  6. Rand
  7. Serializable
  8. Serializable
  9. Density
  10. AnyRef
  11. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Instance Constructors

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

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. def apply(x: DenseMatrix[Double]): Double
    Definition Classes
    ContinuousDistr → Density
  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. def bartlettDecomp(): DenseMatrix[Double]
  7. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  8. def condition(p: (DenseMatrix[Double]) ⇒ Boolean): Rand[DenseMatrix[Double]]
    Definition Classes
    Rand
  9. val d: Int
  10. def draw(): DenseMatrix[Double]
    Definition Classes
    Wishart → Rand
  11. def drawBartlett(): DenseMatrix[Double]
  12. def drawNaive(): DenseMatrix[Double]

    Draw from the wishart using the definition of the Wishart distribution

  13. def drawOpt(): Option[DenseMatrix[Double]]
    Definition Classes
    Rand
  14. def entropy: Double
    Definition Classes
    Wishart → Moments
  15. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  16. def filter(p: (DenseMatrix[Double]) ⇒ Boolean): Rand[DenseMatrix[Double]]
    Definition Classes
    Rand
  17. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  18. def flatMap[E](f: (DenseMatrix[Double]) ⇒ Rand[E]): Rand[E]
    Definition Classes
    Rand
  19. def foreach(f: (DenseMatrix[Double]) ⇒ Unit): Unit
    Definition Classes
    Rand
  20. def get(): DenseMatrix[Double]
    Definition Classes
    Rand
  21. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  22. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  23. def lgmultivariategamma(x: Double): Double
  24. def logApply(x: DenseMatrix[Double]): Double
    Definition Classes
    ContinuousDistr → Density
  25. def logNormalizer: Double
    Definition Classes
    Wishart → ContinuousDistr
  26. def logPdf(x: DenseMatrix[Double]): Double
    Definition Classes
    ContinuousDistr
  27. def map[E](f: (DenseMatrix[Double]) ⇒ E): Rand[E]
    Definition Classes
    Rand
  28. def mean: DenseMatrix[Double]
    Definition Classes
    Wishart → Moments
  29. def mode: DenseMatrix[Double]
    Definition Classes
    Wishart → Moments
  30. val n: Double
  31. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  32. lazy val normalizer: Double
    Definition Classes
    ContinuousDistr
  33. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  34. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  35. def pdf(x: DenseMatrix[Double]): Double
    Definition Classes
    ContinuousDistr
  36. def sample(n: Int): IndexedSeq[DenseMatrix[Double]]
    Definition Classes
    Rand
  37. def sample(): DenseMatrix[Double]
    Definition Classes
    Rand
  38. def samples: Iterator[DenseMatrix[Double]]
    Definition Classes
    Rand
  39. def samplesVector[U >: DenseMatrix[Double]](size: Int)(implicit m: ClassTag[U]): DenseVector[U]
    Definition Classes
    Rand
  40. val scale: DenseMatrix[Double]
  41. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  42. def unnormalizedLogPdf(x: DenseMatrix[Double]): Double
    Definition Classes
    Wishart → ContinuousDistr
  43. def unnormalizedPdf(x: DenseMatrix[Double]): Double
    Definition Classes
    ContinuousDistr
  44. def variance: DenseMatrix[Double]
    Definition Classes
    Wishart → Moments
  45. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  46. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  47. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  48. def withFilter(p: (DenseMatrix[Double]) ⇒ Boolean): Rand[DenseMatrix[Double]]
    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