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3<title>mixpp: bdm::egamma Class Reference</title>
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[261]27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1egamma.html">egamma</a>
[259]28  </div>
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30<div class="contents">
31<h1>bdm::egamma Class Reference</h1><!-- doxytag: class="bdm::egamma" --><!-- doxytag: inherits="bdm::eEF" -->Gamma posterior density. 
32<a href="#_details">More...</a>
33<p>
34<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
35<p>
36<div class="dynheader">
37Inheritance diagram for bdm::egamma:</div>
38<div class="dynsection">
39<p><center><img src="classbdm_1_1egamma__inherit__graph.png" border="0" usemap="#bdm_1_1egamma__inherit__map" alt="Inheritance graph"></center>
40<map name="bdm_1_1egamma__inherit__map">
[261]41<area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="23,161,103,188"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="20,84,105,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="7,7,119,33"></map>
[259]42<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
43<div class="dynheader">
44Collaboration diagram for bdm::egamma:</div>
45<div class="dynsection">
46<p><center><img src="classbdm_1_1egamma__coll__graph.png" border="0" usemap="#bdm_1_1egamma__coll__map" alt="Collaboration graph"></center>
47<map name="bdm_1_1egamma__coll__map">
[261]48<area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="23,263,103,289"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="20,183,105,209"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="12,7,124,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="79,87,153,113"></map>
[259]49<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
50
51<p>
52<a href="classbdm_1_1egamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
53<tr><td></td></tr>
54<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4dafabaa0881300b18f791bc614ef487"></a><!-- doxytag: member="bdm::egamma::egamma" ref="4dafabaa0881300b18f791bc614ef487" args="(const RV &amp;rv)" -->
56&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#4dafabaa0881300b18f791bc614ef487">egamma</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="749f82293ff23a8319c1bf52489d2ed2"></a><!-- doxytag: member="bdm::egamma::set_parameters" ref="749f82293ff23a8319c1bf52489d2ed2" args="(const vec &amp;a, const vec &amp;b)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#749f82293ff23a8319c1bf52489d2ed2">set_parameters</a> (const vec &amp;a, const vec &amp;b)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sets parameters. <br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ed82f0fd05f6002487256d8e75a0bbd"></a><!-- doxytag: member="bdm::egamma::sample" ref="6ed82f0fd05f6002487256d8e75a0bbd" args="() const " -->
64vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#6ed82f0fd05f6002487256d8e75a0bbd">sample</a> () const </td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8e11e5a580ff42a1b205974c60768c6"></a><!-- doxytag: member="bdm::egamma::evallog" ref="a8e11e5a580ff42a1b205974c60768c6" args="(const vec &amp;val) const " -->
68double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a8e11e5a580ff42a1b205974c60768c6">evallog</a> (const vec &amp;val) const </td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a66cbd100e8520c769ccb3c451f86f8"></a><!-- doxytag: member="bdm::egamma::lognc" ref="9a66cbd100e8520c769ccb3c451f86f8" args="() const " -->
72double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#9a66cbd100e8520c769ccb3c451f86f8">lognc</a> () const </td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="498c1fe5e8382ab2f97d629849741855"></a><!-- doxytag: member="bdm::egamma::_param" ref="498c1fe5e8382ab2f97d629849741855" args="(vec *&amp;a, vec *&amp;b)" -->
76void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#498c1fe5e8382ab2f97d629849741855">_param</a> (vec *&amp;a, vec *&amp;b)</td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dengerous: use with care! <br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="49d256c42cce14c6faa56ec242b57e85"></a><!-- doxytag: member="bdm::egamma::mean" ref="49d256c42cce14c6faa56ec242b57e85" args="() const " -->
80vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#49d256c42cce14c6faa56ec242b57e85">mean</a> () const </td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="36986cc01917cd0796fadc17125bdec1"></a><!-- doxytag: member="bdm::egamma::variance" ref="36986cc01917cd0796fadc17125bdec1" args="() const " -->
84vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#36986cc01917cd0796fadc17125bdec1">variance</a> () const </td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::egamma::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &amp;v)" -->
88virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4135778ecd9ab774762936c82a097c6"></a><!-- doxytag: member="bdm::egamma::evallog_nn" ref="a4135778ecd9ab774762936c82a097c6" args="(const vec &amp;val) const " -->
92virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">evallog_nn</a> (const vec &amp;val) const </td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::egamma::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &amp;Val) const " -->
96virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">evallog</a> (const mat &amp;Val) const </td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::egamma::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" -->
100virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::egamma::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
104virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::egamma::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " -->
108virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &amp;Val) const </td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::egamma::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " -->
112virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::egamma::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &amp;rv) const " -->
116virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egamma::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
120const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function, possibly dangerous! <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62e88cbce0ce77a8692f5e15d76e805f"></a><!-- doxytag: member="bdm::egamma::_renewrv" ref="62e88cbce0ce77a8692f5e15d76e805f" args="(const RV &amp;in_rv)" -->
124void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62e88cbce0ce77a8692f5e15d76e805f">_renewrv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;in_rv)</td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr>
127<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0901ec983e66b8337aaa506e13b122fa"></a><!-- doxytag: member="bdm::egamma::alpha" ref="0901ec983e66b8337aaa506e13b122fa" args="" -->
129vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa">alpha</a></td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_15.png">. <br></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="457bfb1ccb2057df85073e519a15ccc1"></a><!-- doxytag: member="bdm::egamma::beta" ref="457bfb1ccb2057df85073e519a15ccc1" args="" -->
133vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1">beta</a></td></tr>
134
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_16.png">. <br></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egamma::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
137<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identified of the random variable. <br></td></tr>
140</table>
141<hr><a name="_details"></a><h2>Detailed Description</h2>
142Gamma posterior density.
143<p>
144Multivariate Gamma density as product of independent univariate densities. <p class="formulaDsp">
145<img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_8.png">
146<p>
147 <hr>The documentation for this class was generated from the following files:<ul>
[261]148<li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul>
[259]149</div>
[261]150<hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 15:29:54 2009 for mixpp by&nbsp;
[259]151<a href="http://www.doxygen.org/index.html">
152<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
153</body>
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