Block-diagonal inverse-covariance. More...

#include <MuGen.h>

Inheritance diagram for SigmaIblk:

Collaboration diagram for SigmaIblk:

Public Member Functions
	SigmaIblk ()
	Default constructor.

	SigmaIblk (const size_t &d, const double &invVar, const double &df, const string &blkIndFileNam)
	Deterministic diagonal matrix constructor. More...

	SigmaIblk (const size_t &d, const double &invVar, const double &df, const string &blkIndFileNam, const string &outFlNam)
	Deterministic diagonal matrix constructor with output file. More...

	SigmaIblk (const Grp &dat, const string &blkIndFileNam, const double &prDiag, const double &nu0)
	Location data-based constructor. More...

	SigmaIblk (const Grp &dat, const string &blkIndFileNam, const string &outFlNam, const double &prDiag, const double &nu0)
	Location data-based constructor with output file. More...

	~SigmaIblk ()
	Destructor.

void	update (const Grp &dat)
	Basic Gaussian update. More...

void	update (const Grp &dat, const Grp &mu)
	Gaussian update with a mean. More...

Public Member Functions inherited from SigmaI
	SigmaI ()
	Default constructor. More...

	SigmaI (const size_t &d, const double &invVar)
	Deterministic diagonal matrix constructor. More...

	SigmaI (const size_t &d, const double &invVar, const double &df)
	Deterministic diagonal matrix constructor. More...

	SigmaI (const size_t &d, const double &invVar, const double &df, const string &outFlNam)
	Deterministic diagonal matrix constructor with output file name. More...

	SigmaI (const gsl_matrix *mat)
	Deterministic matrix constructor. More...

	SigmaI (const gsl_matrix S, const size_t &d, const size_t &df, const gsl_matrix LamPr, const double &nu0)
	Constructor with a matrix prior. More...

	SigmaI (const gsl_matrix *S, const size_t &d, const size_t &df, const double &diagPr, const double &nu0)
	Constructor with a diagonal prior. More...

	SigmaI (const Grp &dat, const double &prDiag, const double &nu0)
	Location data-based constructor. More...

	SigmaI (const Grp &dat, const string &outFlNam, const double &prDiag, const double &nu0)
	Location data-based constructor with output file name. More...

	SigmaI (const SigmaI &)
	Copy constructor. More...

SigmaI &	operator= (const SigmaI &)
	Assignment operator. More...

virtual	~SigmaI ()
	Destructor.

virtual void	update (const Grp &dat, const Qgrp &q)
	Basic Student- \(t\) update. More...

virtual void	update (const Grp &dat, const Grp &mu, const Qgrp &q)
	Student- \(t\) update with a mean. More...

virtual void	save (const char *how="a")
	Save to a stored file name. More...

virtual void	save (const string &fileNam, const char *how="a")
	Save to a given file name. More...

void	save (const string &fileNam, const Apex &A, const char *how="a")
	Save adjusted matrix. More...

void	save (FILE *fileStr)
	Save to file stream. More...

string	getOutFile () const
	Access the output file. More...

const gsl_matrix *	getMat () const
	Access to the inverse-covariance matrix. More...

void	srDetUpdate ()
	Update square-root of the determinant.

double	getSrDet () const
	Access the square-root of the determinant. More...

Protected Attributes
vector< size_t >	_blkStart
	Block start indexes. More...

vector< gsl_matrix_view >	_eachBlk
	Inverse-covariance matrix submatrices. More...

vector< gsl_matrix_view >	_eachLS
	Prior matrix submatrices. More...

Protected Attributes inherited from SigmaI
gsl_matrix *	_mat
	Inverse-covariance matrix. More...

size_t	_d
	Dimension of the matrix. More...

double	_srDet
	Square root of the determinant. More...

gsl_matrix *	_LamSc
	Prior inverse-covariance. More...

double	_n0
	Prior degrees of freedom.

string	_outFlNam
	Output file name.

gsl_rng *	_r
	Pseudo-random number generator. More...

Detailed Description

Block-diagonal inverse-covariance.

Implements block-diagonal inverse-covariance, to go with MuBlk and BetaBlk classes. All covariances among blocks are set to exactly zero and are never modified. All sampling is done block by block.

Constructor & Destructor Documentation

◆ SigmaIblk() [1/4]

SigmaIblk::SigmaIblk	(	const size_t &	d,
		const double &	invVar,
		const double &	df,
		const string &	blkIndFileNam
	)

Deterministic diagonal matrix constructor.

Creates a diagonal matrix with the provided inverse-variance and degrees of freedom parameter.

Parameters

[in]	size_t&	number of rows and columns
[in]	double&	inverse variance
[in]	double&	degrees of freedom
[in]	string&	name of the file storing block indexes

◆ SigmaIblk() [2/4]

SigmaIblk::SigmaIblk	(	const size_t &	d,
		const double &	invVar,
		const double &	df,
		const string &	blkIndFileNam,
		const string &	outFlNam
	)

Deterministic diagonal matrix constructor with output file.

Creates a diagonal matrix with the provided inverse-variance and degrees of freedom parameter.

Parameters

[in]	size_t&	number of rows and columns
[in]	double&	inverse variance
[in]	double&	degrees of freedom
[in]	string&	name of the file storing block indexes
[in]	string&	output file name

◆ SigmaIblk() [3/4]

SigmaIblk::SigmaIblk	(	const Grp &	dat,
		const string &	blkIndFileNam,
		const double &	prDiag,
		const double &	nu0
	)

Location data-based constructor.

Initializes the object with an inverse-covariance of the provided location data. The dimension of the object os equal to the number of columns in the data.

Parameters

[in]	Grp&	data
[in]	string&	name of the file storing block indexes
[in]	double&	prior inverse-variance
[in]	double&	prior degrees of freedom

◆ SigmaIblk() [4/4]

SigmaIblk::SigmaIblk	(	const Grp &	dat,
		const string &	blkIndFileNam,
		const string &	outFlNam,
		const double &	prDiag,
		const double &	nu0
	)

Location data-based constructor with output file.

Initializes the object with an inverse-covariance of the provided location data. The dimension of the object os equal to the number of columns in the data.

Parameters

[in]	Grp&	data
[in]	string&	name of the file storing block indexes
[in]	string&	output file name
[in]	double&	prior inverse-variance
[in]	double&	prior degrees of freedom

Member Function Documentation

◆ update() [1/2]

void SigmaIblk::update ( const Grp & dat )

virtual

Basic Gaussian update.

The data are assumed already centered, so the update is based on the simple cross-product of the data.

Parameters

[in] Grp& data

Reimplemented from SigmaI.

◆ update() [2/2]

void SigmaIblk::update	(	const Grp &	dat,
		const Grp &	mu
	)

virtual

Gaussian update with a mean.

The mean value is subtracted from the data according to the up-pointing RanIndex in the data object.

Parameters

[in]	Grp&	data
[in]	Grp&	mean

Reimplemented from SigmaI.

Member Data Documentation

◆ _blkStart

vector< size_t > SigmaIblk::_blkStart

protected

Block start indexes.

Vector of indexes that indicate the column that starts each block.

◆ _eachBlk

vector< gsl_matrix_view > SigmaIblk::_eachBlk

protected

Inverse-covariance matrix submatrices.

Vector of submatrices of the current sample of the inverse-covariance matrix (_mat). Is the same length as the number of blocks.

◆ _eachLS

vector< gsl_matrix_view > SigmaIblk::_eachLS

protected

Prior matrix submatrices.

Vector of submatrices of the prior inverse-covariance matrix (_LamSc). Is the same length as the number of blocks.

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

Public Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ SigmaIblk() [1/4]

◆ SigmaIblk() [2/4]

◆ SigmaIblk() [3/4]

◆ SigmaIblk() [4/4]

Member Function Documentation

◆ update() [1/2]

◆ update() [2/2]

Member Data Documentation

◆ _blkStart

◆ _eachBlk

◆ _eachLS