bdm::egamma Class Reference

Gamma posterior density. More...

#include <libEF.h>

Inheritance diagram for bdm::egamma:

Collaboration diagram for bdm::egamma:

List of all members.

Public Member Functions

egamma (const RV &rv)

Default constructor.

void set_parameters (const vec &a, const vec &b)

Sets parameters.

vec sample () const

Returns a sample, $x$ from density $epdf(rv)$ .

double evallog (const vec &val) const

TODO: is it used anywhere?

double lognc () const

logarithm of the normalizing constant, $\mathcal{I}$

void _param (vec *&a, vec *&b)

Returns poiter to alpha and beta. Potentially dengerous: use with care!

vec mean () const

return expected value

vec variance () const

return expected variance (not covariance!)

virtual void dupdate (mat &v)

TODO decide if it is really needed.

virtual double evallog_nn (const vec &val) const

Evaluate normalized log-probability.

virtual vec evallog (const mat &Val) const

Evaluate normalized log-probability for many samples.

virtual void pow (double p)

Power of the density, used e.g. to flatten the density.

virtual mat sample_m (int N) const

Returns N samples from density $epdf(rv)$ .

virtual vec evallog_m (const mat &Val) const

Compute log-probability of multiple values argument val.

virtual mpdf * condition (const RV &rv) const

Return conditional density on the given RV, the remaining rvs will be in conditioning.

virtual epdf * marginal (const RV &rv) const

Return marginal density on the given RV, the remainig rvs are intergrated out.

const RV & _rv () const

access function, possibly dangerous!

void _renewrv (const RV &in_rv)

modifier function - useful when copying epdfs

Protected Attributes

vec alpha

Vector $\alpha$ .

vec beta

Vector $\beta$ .

RV rv

Identified of the random variable.

Detailed Description

Gamma posterior density.

Multivariate Gamma density as product of independent univariate densities.

$f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i)$

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

work/git/mixpp/bdm/stat/libEF.h
work/git/mixpp/bdm/stat/libEF.cpp


Public Member Functions
	egamma (const RV &rv)
	Default constructor.
void	set_parameters (const vec &a, const vec &b)
	Sets parameters.
vec	sample () const
	Returns a sample, from density .
double	evallog (const vec &val) const
	TODO: is it used anywhere?
double	lognc () const
	logarithm of the normalizing constant, $\mathcal{I}$
void	_param (vec &a, vec &b)
	Returns poiter to alpha and beta. Potentially dengerous: use with care!
vec	mean () const
	return expected value
vec	variance () const
	return expected variance (not covariance!)
virtual void	dupdate (mat &v)
	TODO decide if it is really needed.
virtual double	evallog_nn (const vec &val) const
	Evaluate normalized log-probability.
virtual vec	evallog (const mat &Val) const
	Evaluate normalized log-probability for many samples.
virtual void	pow (double p)
	Power of the density, used e.g. to flatten the density.
virtual mat	sample_m (int N) const
	Returns N samples from density .
virtual vec	evallog_m (const mat &Val) const
	Compute log-probability of multiple values argument `val`.
virtual mpdf *	condition (const RV &rv) const
	Return conditional density on the given RV, the remaining rvs will be in conditioning.
virtual epdf *	marginal (const RV &rv) const
	Return marginal density on the given RV, the remainig rvs are intergrated out.
const RV &	_rv () const
	access function, possibly dangerous!
void	_renewrv (const RV &in_rv)
	modifier function - useful when copying epdfs
Protected Attributes
vec	alpha
	Vector $\alpha$ .
vec	beta
	Vector $\beta$ .
RV	rv
	Identified of the random variable.