Learn how easy it is to sync an existing GitHub or Google Code repo to a SourceForge project! See Demo

Close

[57223f]: src / modules / glm / samplers / AuxMix.h Maximize Restore History

Download this file

AuxMix.h    43 lines (35 with data), 808 Bytes

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
#ifndef AUX_MIX_H_
#define AUX_MIX_H_
class RNG;
namespace glm {
/**
* @short Finite normal mixture representation
*
* Abstract class for representing the outcome variable in a
* generalized linear model as a finite mixture of normals. It is
* used by AMMethod.
*
* @see AMMethod
*/
class AuxMix {
public:
/**
* Virtual destructor
*/
virtual ~AuxMix();
/**
* Value of the current normal approximation.
*/
virtual double value() const = 0;
/**
* Precision of the current normal approximation.
*/
virtual double precision() const = 0;
/**
* Samples a new auxiliary variable from its posterior
* distribution and updates the normal approximation..
*/
virtual void update(RNG *rng) = 0;
};
}
#endif /* AUX_MIX_H_ */