[259] | 1 | <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> |
---|
| 2 | <html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> |
---|
| 3 | <title>mixpp: bdm::egamma Class Reference</title> |
---|
| 4 | <link href="doxygen.css" rel="stylesheet" type="text/css"> |
---|
| 5 | <link href="tabs.css" rel="stylesheet" type="text/css"> |
---|
| 6 | </head><body> |
---|
| 7 | <!-- Generated by Doxygen 1.5.6 --> |
---|
| 8 | <div class="navigation" id="top"> |
---|
| 9 | <div class="tabs"> |
---|
| 10 | <ul> |
---|
| 11 | <li><a href="index.html"><span>Main Page</span></a></li> |
---|
| 12 | <li><a href="pages.html"><span>Related Pages</span></a></li> |
---|
| 13 | <li><a href="modules.html"><span>Modules</span></a></li> |
---|
[261] | 14 | <li><a href="namespaces.html"><span>Namespaces</span></a></li> |
---|
| 15 | <li class="current"><a href="classes.html"><span>Classes</span></a></li> |
---|
[259] | 16 | <li><a href="files.html"><span>Files</span></a></li> |
---|
| 17 | </ul> |
---|
| 18 | </div> |
---|
| 19 | <div class="tabs"> |
---|
| 20 | <ul> |
---|
[261] | 21 | <li><a href="classes.html"><span>Alphabetical List</span></a></li> |
---|
[259] | 22 | <li><a href="annotated.html"><span>Class List</span></a></li> |
---|
| 23 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
---|
| 24 | <li><a href="functions.html"><span>Class Members</span></a></li> |
---|
| 25 | </ul> |
---|
| 26 | </div> |
---|
[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> |
---|
| 29 | </div> |
---|
| 30 | <div class="contents"> |
---|
[270] | 31 | <h1>bdm::egamma Class Reference</h1><!-- doxytag: class="bdm::egamma" --><!-- doxytag: inherits="bdm::eEF" --><code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
---|
[259] | 32 | <p> |
---|
| 33 | <div class="dynheader"> |
---|
| 34 | Inheritance diagram for bdm::egamma:</div> |
---|
| 35 | <div class="dynsection"> |
---|
| 36 | <p><center><img src="classbdm_1_1egamma__inherit__graph.png" border="0" usemap="#bdm_1_1egamma__inherit__map" alt="Inheritance graph"></center> |
---|
| 37 | <map name="bdm_1_1egamma__inherit__map"> |
---|
[261] | 38 | <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] | 39 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
---|
| 40 | |
---|
| 41 | <p> |
---|
[270] | 42 | <a href="classbdm_1_1egamma-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> |
---|
| 43 | Gamma posterior density. |
---|
| 44 | <p> |
---|
| 45 | Multivariate Gamma density as product of independent univariate densities. <p class="formulaDsp"> |
---|
| 46 | <img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_8.png"> |
---|
| 47 | <p> |
---|
| 48 | <table border="0" cellpadding="0" cellspacing="0"> |
---|
[259] | 49 | <tr><td></td></tr> |
---|
| 50 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
---|
[270] | 51 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="131197f3dfad99355a01d30903279653"></a><!-- doxytag: member="bdm::egamma::egamma" ref="131197f3dfad99355a01d30903279653" args="()" --> |
---|
| 52 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#131197f3dfad99355a01d30903279653">egamma</a> ()</td></tr> |
---|
[259] | 53 | |
---|
| 54 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
---|
| 55 | <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 &a, const vec &b)" --> |
---|
| 56 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#749f82293ff23a8319c1bf52489d2ed2">set_parameters</a> (const vec &a, const vec &b)</td></tr> |
---|
| 57 | |
---|
| 58 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Sets parameters. <br></td></tr> |
---|
| 59 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ed82f0fd05f6002487256d8e75a0bbd"></a><!-- doxytag: member="bdm::egamma::sample" ref="6ed82f0fd05f6002487256d8e75a0bbd" args="() const " --> |
---|
| 60 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#6ed82f0fd05f6002487256d8e75a0bbd">sample</a> () const </td></tr> |
---|
| 61 | |
---|
[270] | 62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_106.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_107.png">. <br></td></tr> |
---|
[259] | 63 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8e11e5a580ff42a1b205974c60768c6"></a><!-- doxytag: member="bdm::egamma::evallog" ref="a8e11e5a580ff42a1b205974c60768c6" args="(const vec &val) const " --> |
---|
| 64 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a8e11e5a580ff42a1b205974c60768c6">evallog</a> (const vec &val) const </td></tr> |
---|
| 65 | |
---|
| 66 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr> |
---|
| 67 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a66cbd100e8520c769ccb3c451f86f8"></a><!-- doxytag: member="bdm::egamma::lognc" ref="9a66cbd100e8520c769ccb3c451f86f8" args="() const " --> |
---|
| 68 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#9a66cbd100e8520c769ccb3c451f86f8">lognc</a> () const </td></tr> |
---|
| 69 | |
---|
| 70 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr> |
---|
[270] | 71 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0865cb3d6339fdc7410806cf70a329ed"></a><!-- doxytag: member="bdm::egamma::_alpha" ref="0865cb3d6339fdc7410806cf70a329ed" args="()" --> |
---|
| 72 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0865cb3d6339fdc7410806cf70a329ed">_alpha</a> ()</td></tr> |
---|
[259] | 73 | |
---|
| 74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dengerous: use with care! <br></td></tr> |
---|
[270] | 75 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c42cadd9cbd344caaa69b0b433cd16ca"></a><!-- doxytag: member="bdm::egamma::_beta" ref="c42cadd9cbd344caaa69b0b433cd16ca" args="()" --> |
---|
| 76 | vec & </td><td class="memItemRight" valign="bottom"><b>_beta</b> ()</td></tr> |
---|
| 77 | |
---|
[259] | 78 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="49d256c42cce14c6faa56ec242b57e85"></a><!-- doxytag: member="bdm::egamma::mean" ref="49d256c42cce14c6faa56ec242b57e85" args="() const " --> |
---|
| 79 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#49d256c42cce14c6faa56ec242b57e85">mean</a> () const </td></tr> |
---|
| 80 | |
---|
| 81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
---|
| 82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="36986cc01917cd0796fadc17125bdec1"></a><!-- doxytag: member="bdm::egamma::variance" ref="36986cc01917cd0796fadc17125bdec1" args="() const " --> |
---|
| 83 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#36986cc01917cd0796fadc17125bdec1">variance</a> () const </td></tr> |
---|
| 84 | |
---|
| 85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
---|
| 86 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::egamma::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &v)" --> |
---|
| 87 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &v)</td></tr> |
---|
| 88 | |
---|
| 89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
---|
| 90 | <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 &val) const " --> |
---|
| 91 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">evallog_nn</a> (const vec &val) const </td></tr> |
---|
| 92 | |
---|
| 93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
---|
| 94 | <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 &Val) const " --> |
---|
| 95 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">evallog</a> (const mat &Val) const </td></tr> |
---|
| 96 | |
---|
| 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
---|
| 98 | <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)" --> |
---|
| 99 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
---|
| 100 | |
---|
| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
---|
[270] | 102 | <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> |
---|
[259] | 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 " --> |
---|
| 104 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
---|
| 105 | |
---|
[270] | 106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_108.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_109.png">. <br></td></tr> |
---|
[259] | 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 &Val) const " --> |
---|
| 108 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &Val) const </td></tr> |
---|
| 109 | |
---|
| 110 | <tr><td class="mdescLeft"> </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 &rv) const " --> |
---|
| 112 | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </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> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
---|
| 113 | |
---|
| 114 | <tr><td class="mdescLeft"> </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 &rv) const " --> |
---|
| 116 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </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> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
---|
| 117 | |
---|
| 118 | <tr><td class="mdescLeft"> </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> |
---|
[270] | 119 | <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> |
---|
| 120 | <tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr> |
---|
| 121 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::egamma::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
---|
| 122 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
---|
| 123 | |
---|
| 124 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> |
---|
| 125 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::egamma::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
---|
| 126 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
---|
| 127 | |
---|
| 128 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> |
---|
[259] | 129 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egamma::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
---|
| 130 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
---|
| 131 | |
---|
[270] | 132 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> |
---|
| 133 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
---|
| 134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46dfe100cd621716ee5c7ee25a20f24b"></a><!-- doxytag: member="bdm::egamma::dimension" ref="46dfe100cd621716ee5c7ee25a20f24b" args="() const " --> |
---|
| 135 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b">dimension</a> () const </td></tr> |
---|
[259] | 136 | |
---|
[270] | 137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> |
---|
[259] | 138 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
---|
| 139 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0901ec983e66b8337aaa506e13b122fa"></a><!-- doxytag: member="bdm::egamma::alpha" ref="0901ec983e66b8337aaa506e13b122fa" args="" --> |
---|
| 140 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa">alpha</a></td></tr> |
---|
| 141 | |
---|
| 142 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_15.png">. <br></td></tr> |
---|
| 143 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="457bfb1ccb2057df85073e519a15ccc1"></a><!-- doxytag: member="bdm::egamma::beta" ref="457bfb1ccb2057df85073e519a15ccc1" args="" --> |
---|
| 144 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1">beta</a></td></tr> |
---|
| 145 | |
---|
| 146 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_16.png">. <br></td></tr> |
---|
[270] | 147 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::egamma::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
---|
| 148 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
---|
| 149 | |
---|
| 150 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> |
---|
[259] | 151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egamma::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
---|
| 152 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
---|
| 153 | |
---|
[270] | 154 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> |
---|
[259] | 155 | </table> |
---|
[270] | 156 | <hr>The documentation for this class was generated from the following files:<ul> |
---|
[261] | 157 | <li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul> |
---|
[259] | 158 | </div> |
---|
[270] | 159 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:06 2009 for mixpp by |
---|
[259] | 160 | <a href="http://www.doxygen.org/index.html"> |
---|
| 161 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
---|
| 162 | </body> |
---|
| 163 | </html> |
---|