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<div class="header">
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<p class="class"><strong>Type</strong> NormalGamma</p>
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<p><strong>Namespace</strong> MathNet.Numerics.Distributions</p>
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<p><strong>Interfaces</strong> <a href="../MathNet.Numerics.Distributions/IDistribution.htm">IDistribution</a></p>
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</div>
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<div class="sub-header">
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<div id="summary">Multivariate Normal-Gamma Distribution. <p>The <a href="../MathNet.Numerics.Distributions/NormalGamma.htm">NormalGamma</a> distribution is the conjugate prior distribution for the <a href="../MathNet.Numerics.Distributions/Normal.htm">Normal</a> distribution. It specifies a prior over the mean and precision of the <a href="../MathNet.Numerics.Distributions/Normal.htm">Normal</a> distribution. </p> <p>It is parameterized by four numbers: the mean location, the mean scale, the precision shape and the
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precision inverse scale. </p> <p>The distribution NG(mu, tau | mloc,mscale,psscale,pinvscale) = Normal(mu | mloc, 1/(mscale*tau)) * Gamma(tau | psscale,pinvscale). </p> <p>The following degenerate cases are special: when the precision is known,
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the precision shape will encode the value of the precision while the precision inverse scale is positive
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infinity. When the mean is known, the mean location will encode the value of the mean while the scale
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will be positive infinity. A completely degenerate NormalGamma distribution with known mean and precision is possible as well. </p>.
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</div>
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<h3 class="section">Constructors</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#.ctor">NormalGamma</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#.ctor">NormalGamma</a></li>
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</ul>
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<h3 class="section">Static Functions</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#IsValidParameterSet">IsValidParameterSet</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#Sample">Sample</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#Samples">Samples</a></li>
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</ul>
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<h3 class="section">Methods</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#Density">Density</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#Density">Density</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#DensityLn">DensityLn</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#DensityLn">DensityLn</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#Equals">Equals</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#GetHashCode">GetHashCode</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#GetType">GetType</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#MeanMarginal">MeanMarginal</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#PrecisionMarginal">PrecisionMarginal</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#Sample">Sample</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#Samples">Samples</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#ToString">ToString</a></li>
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</ul>
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<h3 class="section">Properties</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#Mean">Mean</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#MeanLocation">MeanLocation</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#MeanScale">MeanScale</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#PrecisionInverseScale">PrecisionInverseScale</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#PrecisionShape">PrecisionShape</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#RandomSource">RandomSource</a></li>
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<li><a href="../MathNet.Numerics.Distributions/NormalGamma.htm#Variance">Variance</a></li>
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</ul>
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</div>
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<h3 class="section">Public Constructors</h3>
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<div id=".ctor" class="method">
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<h4> <strong>NormalGamma</strong>(<span title="System.double">double</span> meanLocation, <span title="System.double">double</span> meanScale, <span title="System.double">double</span> precisionShape, <span title="System.double">double</span> precisionInverseScale, <span title="System.Random">Random</span> randomSource)</h4>
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<div class="content">Initializes a new instance of the <a href="../MathNet.Numerics.Distributions/NormalGamma.htm">NormalGamma</a> class.
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><span title="System.double">double</span></code> meanLocation</h6>
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<p class="comments">The location of the mean. </p>
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<h6><code><span title="System.double">double</span></code> meanScale</h6>
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<p class="comments">The scale of the mean. </p>
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<h6><code><span title="System.double">double</span></code> precisionShape</h6>
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<p class="comments">The shape of the precision. </p>
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<h6><code><span title="System.double">double</span></code> precisionInverseScale</h6>
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<p class="comments">The inverse scale of the precision. </p>
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<h6><code><span title="System.Random">Random</span></code> randomSource</h6>
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<p class="comments">The random number generator which is used to draw random samples. </p>
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</div>
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</div>
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</div>
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<div id=".ctor" class="method">
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<h4> <strong>NormalGamma</strong>(<span title="System.double">double</span> meanLocation, <span title="System.double">double</span> meanScale, <span title="System.double">double</span> precisionShape, <span title="System.double">double</span> precisionInverseScale)</h4>
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<div class="content">Initializes a new instance of the <a href="../MathNet.Numerics.Distributions/NormalGamma.htm">NormalGamma</a> class.
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><span title="System.double">double</span></code> meanLocation</h6>
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<p class="comments">The location of the mean. </p>
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<h6><code><span title="System.double">double</span></code> meanScale</h6>
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<p class="comments">The scale of the mean. </p>
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<h6><code><span title="System.double">double</span></code> precisionShape</h6>
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<p class="comments">The shape of the precision. </p>
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<h6><code><span title="System.double">double</span></code> precisionInverseScale</h6>
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<p class="comments">The inverse scale of the precision. </p>
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</div>
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</div>
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</div>
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<h3 class="section">Public Static Functions</h3>
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<div id="IsValidParameterSet" class="method">
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<h4><span title="System.bool">bool</span> <strong>IsValidParameterSet</strong>(<span title="System.double">double</span> meanLocation, <span title="System.double">double</span> meanScale, <span title="System.double">double</span> precShape, <span title="System.double">double</span> precInvScale)</h4>
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<div class="content">Tests whether the provided values are valid parameters for this distribution.
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><span title="System.double">double</span></code> meanLocation</h6>
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|
<p class="comments">The location of the mean. </p>
|
|
<h6><code><span title="System.double">double</span></code> meanScale</h6>
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|
<p class="comments">The scale of the mean. </p>
|
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<h6><code><span title="System.double">double</span></code> precShape</h6>
|
|
<p class="comments">The shape of the precision. </p>
|
|
<h6><code><span title="System.double">double</span></code> precInvScale</h6>
|
|
<p class="comments">The inverse scale of the precision. </p>
|
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</div>
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|
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</div>
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</div>
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<div id="Sample" class="method">
|
|
<h4><a href="../MathNet.Numerics.Distributions/MeanPrecisionPair.htm">MeanPrecisionPair</a> <strong>Sample</strong>(<span title="System.Random">Random</span> rnd, <span title="System.double">double</span> meanLocation, <span title="System.double">double</span> meanScale, <span title="System.double">double</span> precisionShape, <span title="System.double">double</span> precisionInverseScale)</h4>
|
|
<div class="content">Generates a sample from the <code>NormalGamma</code> distribution.
|
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<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.Random">Random</span></code> rnd</h6>
|
|
<p class="comments">The random number generator to use. </p>
|
|
<h6><code><span title="System.double">double</span></code> meanLocation</h6>
|
|
<p class="comments">The location of the mean. </p>
|
|
<h6><code><span title="System.double">double</span></code> meanScale</h6>
|
|
<p class="comments">The scale of the mean. </p>
|
|
<h6><code><span title="System.double">double</span></code> precisionShape</h6>
|
|
<p class="comments">The shape of the precision. </p>
|
|
<h6><code><span title="System.double">double</span></code> precisionInverseScale</h6>
|
|
<p class="comments">The inverse scale of the precision. </p>
|
|
</div>
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<div class="return">
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|
<h5>Return</h5>
|
|
<h6><code><a href="../MathNet.Numerics.Distributions/MeanPrecisionPair.htm">MeanPrecisionPair</a></code></h6>
|
|
<p>a sample from the distribution. </p>
|
|
</div>
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</div>
|
|
</div>
|
|
<div id="Samples" class="method">
|
|
<h4><span title="System.Collections.Generic.IEnumerable<MeanPrecisionPair>">IEnumerable<MeanPrecisionPair></span> <strong>Samples</strong>(<span title="System.Random">Random</span> rnd, <span title="System.double">double</span> meanLocation, <span title="System.double">double</span> meanScale, <span title="System.double">double</span> precisionShape, <span title="System.double">double</span> precisionInvScale)</h4>
|
|
<div class="content">Generates a sequence of samples from the NormalGamma distribution
|
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|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.Random">Random</span></code> rnd</h6>
|
|
<p class="comments">The random number generator to use. </p>
|
|
<h6><code><span title="System.double">double</span></code> meanLocation</h6>
|
|
<p class="comments">The location of the mean. </p>
|
|
<h6><code><span title="System.double">double</span></code> meanScale</h6>
|
|
<p class="comments">The scale of the mean. </p>
|
|
<h6><code><span title="System.double">double</span></code> precisionShape</h6>
|
|
<p class="comments">The shape of the precision. </p>
|
|
<h6><code><span title="System.double">double</span></code> precisionInvScale</h6>
|
|
<p class="comments">The inverse scale of the precision. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.Collections.Generic.IEnumerable<MeanPrecisionPair>">IEnumerable<MeanPrecisionPair></span></code></h6>
|
|
<p>a sequence of samples from the distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
|
|
<h3 class="section">Public Methods</h3>
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|
|
|
<div id="Density" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Density</strong>(<a href="../MathNet.Numerics.Distributions/MeanPrecisionPair.htm">MeanPrecisionPair</a> mp)</h4>
|
|
<div class="content">Evaluates the probability density function for a NormalGamma distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><a href="../MathNet.Numerics.Distributions/MeanPrecisionPair.htm">MeanPrecisionPair</a></code> mp</h6>
|
|
<p class="comments">The mean/precision pair of the distribution </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>Density value </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Density" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Density</strong>(<span title="System.double">double</span> mean, <span title="System.double">double</span> prec)</h4>
|
|
<div class="content">Evaluates the probability density function for a NormalGamma distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> mean</h6>
|
|
<p class="comments">The mean of the distribution </p>
|
|
<h6><code><span title="System.double">double</span></code> prec</h6>
|
|
<p class="comments">The precision of the distribution </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>Density value </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="DensityLn" class="method">
|
|
<h4><span title="System.double">double</span> <strong>DensityLn</strong>(<a href="../MathNet.Numerics.Distributions/MeanPrecisionPair.htm">MeanPrecisionPair</a> mp)</h4>
|
|
<div class="content">Evaluates the log probability density function for a NormalGamma distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><a href="../MathNet.Numerics.Distributions/MeanPrecisionPair.htm">MeanPrecisionPair</a></code> mp</h6>
|
|
<p class="comments">The mean/precision pair of the distribution </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>The log of the density value </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="DensityLn" class="method">
|
|
<h4><span title="System.double">double</span> <strong>DensityLn</strong>(<span title="System.double">double</span> mean, <span title="System.double">double</span> prec)</h4>
|
|
<div class="content">Evaluates the log probability density function for a NormalGamma distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> mean</h6>
|
|
<p class="comments">The mean of the distribution </p>
|
|
<h6><code><span title="System.double">double</span></code> prec</h6>
|
|
<p class="comments">The precision of the distribution </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>The log of the density value </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Equals" class="method">
|
|
<h4><span title="System.bool">bool</span> <strong>Equals</strong>(<span title="System.object">object</span> obj)</h4>
|
|
<div class="content">
|
|
|
|
|
|
|
|
|
|
</div>
|
|
</div>
|
|
<div id="GetHashCode" class="method">
|
|
<h4><span title="System.int">int</span> <strong>GetHashCode</strong>()</h4>
|
|
<div class="content">
|
|
|
|
|
|
|
|
|
|
</div>
|
|
</div>
|
|
<div id="GetType" class="method">
|
|
<h4><span title="System.Type">Type</span> <strong>GetType</strong>()</h4>
|
|
<div class="content">
|
|
|
|
|
|
|
|
|
|
</div>
|
|
</div>
|
|
<div id="MeanMarginal" class="method">
|
|
<h4><a href="../MathNet.Numerics.Distributions/StudentT.htm">StudentT</a> <strong>MeanMarginal</strong>()</h4>
|
|
<div class="content">Returns the marginal distribution for the mean of the <code>NormalGamma</code> distribution.
|
|
|
|
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><a href="../MathNet.Numerics.Distributions/StudentT.htm">StudentT</a></code></h6>
|
|
<p>the marginal distribution for the mean of the <code>NormalGamma</code> distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="PrecisionMarginal" class="method">
|
|
<h4><a href="../MathNet.Numerics.Distributions/Gamma.htm">Gamma</a> <strong>PrecisionMarginal</strong>()</h4>
|
|
<div class="content">Returns the marginal distribution for the precision of the <a href="../MathNet.Numerics.Distributions/NormalGamma.htm">NormalGamma</a> distribution.
|
|
|
|
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><a href="../MathNet.Numerics.Distributions/Gamma.htm">Gamma</a></code></h6>
|
|
<p>The marginal distribution for the precision of the <a href="../MathNet.Numerics.Distributions/NormalGamma.htm">NormalGamma</a> distribution/ </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Sample" class="method">
|
|
<h4><a href="../MathNet.Numerics.Distributions/MeanPrecisionPair.htm">MeanPrecisionPair</a> <strong>Sample</strong>()</h4>
|
|
<div class="content">Generates a sample from the <code>NormalGamma</code> distribution.
|
|
|
|
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><a href="../MathNet.Numerics.Distributions/MeanPrecisionPair.htm">MeanPrecisionPair</a></code></h6>
|
|
<p>a sample from the distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Samples" class="method">
|
|
<h4><span title="System.Collections.Generic.IEnumerable<MeanPrecisionPair>">IEnumerable<MeanPrecisionPair></span> <strong>Samples</strong>()</h4>
|
|
<div class="content">Generates a sequence of samples from the <code>NormalGamma</code> distribution
|
|
|
|
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.Collections.Generic.IEnumerable<MeanPrecisionPair>">IEnumerable<MeanPrecisionPair></span></code></h6>
|
|
<p>a sequence of samples from the distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="ToString" class="method">
|
|
<h4><span title="System.string">string</span> <strong>ToString</strong>()</h4>
|
|
<div class="content">A string representation of the distribution.
|
|
|
|
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.string">string</span></code></h6>
|
|
<p>a string representation of the distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
|
|
<h3 class="section">Public Properties</h3>
|
|
|
|
<div id="Mean" class="method">
|
|
<h4><a href="../MathNet.Numerics.Distributions/MeanPrecisionPair.htm">MeanPrecisionPair</a> <strong>Mean</strong> get; </h4>
|
|
<div class="content">Gets the mean of the distribution.
|
|
<blockquote class="value">
|
|
<strong>Value: </strong>
|
|
</blockquote>
|
|
</div>
|
|
</div>
|
|
<div id="MeanLocation" class="method">
|
|
<h4><span title="System.double">double</span> <strong>MeanLocation</strong> get; </h4>
|
|
<div class="content">Gets the location of the mean.
|
|
|
|
</div>
|
|
</div>
|
|
<div id="MeanScale" class="method">
|
|
<h4><span title="System.double">double</span> <strong>MeanScale</strong> get; </h4>
|
|
<div class="content">Gets the scale of the mean.
|
|
|
|
</div>
|
|
</div>
|
|
<div id="PrecisionInverseScale" class="method">
|
|
<h4><span title="System.double">double</span> <strong>PrecisionInverseScale</strong> get; </h4>
|
|
<div class="content">Gets the inverse scale of the precision.
|
|
|
|
</div>
|
|
</div>
|
|
<div id="PrecisionShape" class="method">
|
|
<h4><span title="System.double">double</span> <strong>PrecisionShape</strong> get; </h4>
|
|
<div class="content">Gets the shape of the precision.
|
|
|
|
</div>
|
|
</div>
|
|
<div id="RandomSource" class="method">
|
|
<h4><span title="System.Random">Random</span> <strong>RandomSource</strong> get; set;</h4>
|
|
<div class="content">Gets or sets the random number generator which is used to draw random samples.
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Variance" class="method">
|
|
<h4><a href="../MathNet.Numerics.Distributions/MeanPrecisionPair.htm">MeanPrecisionPair</a> <strong>Variance</strong> get; </h4>
|
|
<div class="content">Gets the variance of the distribution.
|
|
<blockquote class="value">
|
|
<strong>Value: </strong>
|
|
</blockquote>
|
|
</div>
|
|
</div>
|
|
<div id="footer">
|
|
<p>Based on v5.0.0.0 of MathNet.Numerics (Math.NET Numerics)</p>
|
|
<p>Generated by <a href="http://docu.jagregory.com">docu</a></p>
|
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