KJB
kjb::MV_normal_on_normal_dependence Class Reference

Represents the dependence between X and Y in p(x | y), where (x,y) is a multivariate normal. More...

`#include <prob_conditional_distribution.h>`

## Public Member Functions

MV_normal_on_normal_dependence (const MV_normal_distribution &PX, const MV_normal_distribution &PY, const Matrix &covariance_XY)
Specify this conditional distributon by specifying the marginals and the covariance. More...

MV_normal_on_normal_dependence (const Matrix &conditional_cov, int dim_y)
Specify this conditional distributon by specifying the conditional variance, meaning the mean will simply the given value y. This a common thing to do in our lab. More...

MV_normal_on_normal_dependence (const MV_normal_on_normal_dependence &nond)

MV_normal_on_normal_dependenceoperator= (const MV_normal_on_normal_dependence &nond)

MV_normal_distribution operator() (const Vector &y) const

## Detailed Description

Represents the dependence between X and Y in p(x | y), where (x,y) is a multivariate normal.

We need five parameters to determine a bivariate normal: three elements of the covariance matrix of the joint (var_X, var_Y, * and cov_XY) and the two means (mean_X, mean_Y). From these parameters, we can determine p(x | y) for any value of y.

Additionally, one can provide the conditional variance directly, which means one wants the mean to be simply y.

## Constructor & Destructor Documentation

 kjb::MV_normal_on_normal_dependence::MV_normal_on_normal_dependence ( const MV_normal_distribution & PX, const MV_normal_distribution & PY, const Matrix & covariance_XY )
inline

Specify this conditional distributon by specifying the marginals and the covariance.

 kjb::MV_normal_on_normal_dependence::MV_normal_on_normal_dependence ( const Matrix & conditional_cov, int dim_y )
inline

Specify this conditional distributon by specifying the conditional variance, meaning the mean will simply the given value y. This a common thing to do in our lab.

 kjb::MV_normal_on_normal_dependence::MV_normal_on_normal_dependence ( const MV_normal_on_normal_dependence & nond )
inline

## Member Function Documentation

 MV_normal_distribution kjb::MV_normal_on_normal_dependence::operator() ( const Vector & y ) const
inline
 MV_normal_on_normal_dependence& kjb::MV_normal_on_normal_dependence::operator= ( const MV_normal_on_normal_dependence & nond )
inline

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