randlib::ExponentialFamily< T, P > Class Template Reference

#include <exponential_family.hpp>

Inheritance diagram for randlib::ExponentialFamily< T, P >:

Public Member Functions
	ExponentialFamily ()
virtual	~ExponentialFamily ()
virtual P	SufficientStatistic (T x) const =0
virtual P	SourceParameters () const =0
virtual P	SourceToNatural (P sourceParameters) const =0
virtual P	NaturalParameters () const
virtual double	LogNormalizer (P theta) const =0
virtual P	LogNormalizerGradient (P theta) const =0
virtual double	CarrierMeasure (T x) const =0
double	ProbabilityMeasure (T x) const
double	LogProbabilityMeasure (T x) const
double	KullbackLeiblerDivergence (P parameters) const
virtual double	CrossEntropyAdjusted (P parameters) const
virtual double	EntropyAdjusted () const

Constructor & Destructor Documentation

ExponentialFamily()

template<typename T , typename P >

randlib::ExponentialFamily< T, P >::ExponentialFamily ( )

inline

~ExponentialFamily()

template<typename T , typename P >

virtual randlib::ExponentialFamily< T, P >::~ExponentialFamily ( )

inlinevirtual

Member Function Documentation

CarrierMeasure()

template<typename T , typename P >

virtual double randlib::ExponentialFamily< T, P >::CarrierMeasure ( T  x ) const

pure virtual

Implemented in randlib::BinomialDistribution< IntType >, randlib::PoissonRand< IntType >, randlib::BetaRand< RealType >, randlib::ExponentialRand< RealType >, randlib::GammaRand< RealType >, randlib::CenteredAsymmetricLaplaceRand< RealType >, and randlib::NormalRand< RealType >.

CrossEntropyAdjusted()

template<typename T , typename P >

double randlib::ExponentialFamily< T, P >::CrossEntropyAdjusted ( P  parameters ) const

virtual

EntropyAdjusted()

template<typename T , typename P >

double randlib::ExponentialFamily< T, P >::EntropyAdjusted ( ) const

virtual

Reimplemented in randlib::ExponentialRand< RealType >, randlib::GammaRand< RealType >, randlib::GammaRand< double >, randlib::GammaRand< float >, randlib::BinomialDistribution< IntType >, randlib::BinomialDistribution< int >, randlib::PoissonRand< IntType >, and randlib::PoissonRand< int >.

KullbackLeiblerDivergence()

template<typename T , typename P >

double randlib::ExponentialFamily< T, P >::KullbackLeiblerDivergence

(

P

parameters

)

const

LogNormalizer()

template<typename T , typename P >

virtual double randlib::ExponentialFamily< T, P >::LogNormalizer ( P  theta ) const

pure virtual

Implemented in randlib::ExponentialRand< RealType >, randlib::BinomialDistribution< IntType >, randlib::PoissonRand< IntType >, randlib::GammaRand< RealType >, randlib::BetaRand< RealType >, randlib::CenteredAsymmetricLaplaceRand< RealType >, and randlib::NormalRand< RealType >.

LogNormalizerGradient()

template<typename T , typename P >

virtual P randlib::ExponentialFamily< T, P >::LogNormalizerGradient ( P  theta ) const

pure virtual

Implemented in randlib::ExponentialRand< RealType >, randlib::BinomialDistribution< IntType >, randlib::PoissonRand< IntType >, randlib::GammaRand< RealType >, randlib::BetaRand< RealType >, randlib::CenteredAsymmetricLaplaceRand< RealType >, and randlib::NormalRand< RealType >.

LogProbabilityMeasure()

template<typename T , typename P >

double randlib::ExponentialFamily< T, P >::LogProbabilityMeasure

(

T

x

)

const

NaturalParameters()

template<typename T , typename P >

P randlib::ExponentialFamily< T, P >::NaturalParameters ( ) const

virtual

Reimplemented in randlib::BinomialDistribution< IntType >, randlib::BinomialDistribution< int >, randlib::PoissonRand< IntType >, and randlib::PoissonRand< int >.

ProbabilityMeasure()

template<typename T , typename P >

double randlib::ExponentialFamily< T, P >::ProbabilityMeasure

(

T

x

)

const

SourceParameters()

template<typename T , typename P >

virtual P randlib::ExponentialFamily< T, P >::SourceParameters ( ) const

pure virtual

Implemented in randlib::BetaRand< RealType >, randlib::BetaRand< double >, randlib::ExponentialRand< RealType >, randlib::GammaRand< RealType >, randlib::GammaRand< double >, randlib::GammaRand< float >, randlib::CenteredAsymmetricLaplaceRand< RealType >, randlib::NormalRand< RealType >, randlib::BinomialDistribution< IntType >, randlib::BinomialDistribution< int >, randlib::PoissonRand< IntType >, and randlib::PoissonRand< int >.

SourceToNatural()

template<typename T , typename P >

virtual P randlib::ExponentialFamily< T, P >::SourceToNatural ( P  sourceParameters ) const

pure virtual

Implemented in randlib::ExponentialRand< RealType >, randlib::BinomialDistribution< IntType >, randlib::PoissonRand< IntType >, randlib::BetaRand< RealType >, randlib::GammaRand< RealType >, randlib::CenteredAsymmetricLaplaceRand< RealType >, and randlib::NormalRand< RealType >.

SufficientStatistic()

template<typename T , typename P >

virtual P randlib::ExponentialFamily< T, P >::SufficientStatistic ( T  x ) const

pure virtual

Implemented in randlib::BinomialDistribution< IntType >, randlib::PoissonRand< IntType >, randlib::BetaRand< RealType >, randlib::ExponentialRand< RealType >, randlib::GammaRand< RealType >, randlib::CenteredAsymmetricLaplaceRand< RealType >, and randlib::NormalRand< RealType >.

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

• exponential_family.hpp