scythe::rtmvnorm< RNGTYPE > Class Template Reference

#include <scythestat/rng/rtmvnorm.h>

Collaboration diagram for scythe::rtmvnorm< RNGTYPE >:

[legend]List of all members.

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Detailed Description

template<class RNGTYPE>
class scythe::rtmvnorm< RNGTYPE >

Truncated multivariate normal distribution random number generator.

This class is a functor that allows one to initialize, and optionally burn in, a Gibbs sampler (Geweke 1991) for a given truncated multivariate normal distribution on construction and then make optionally thinned draws from the distribution with calls to the () operator.

Public Member Functions
template<matrix_order PO1, matrix_style PS1, matrix_order PO2, matrix_style PS2, matrix_order PO3, matrix_style PS3, matrix_order PO4, matrix_style PS5, matrix_order PO5, matrix_style PS4>
	rtmvnorm (const Matrix< double, PO1, PS1 > &mu, const Matrix< double, PO2, PS2 > &sigma, const Matrix< double, PO3, PS3 > &D, const Matrix< double, PO4, PS4 > &a, const Matrix< double, PO5, PS5 > &b, rng< RNGTYPE > &generator, unsigned int burnin=0, unsigned int thin=1, bool preinvertedD=false)
	Standard constructor.
template<matrix_order O, matrix_style S>
Matrix< double, O, S >	operator() ()
	Generate random variates.
Matrix< double, Col, Concrete >	operator() ()
	Generate random variates.
Protected Member Functions
void	sample ()
Protected Attributes
Matrix	mu_
Matrix	Dinv_
Matrix	C_
Matrix	alpha_
Matrix	beta_
Matrix	h_
Matrix	z_
rng< RNGTYPE > &	generator_
unsigned int	n_
unsigned int	thin_
unsigned int	iter_

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

• scythestat/rng/rtmvnorm.h

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