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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1egamma.html">egamma</a>
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71<h1>bdm::egamma Class Reference</h1><!-- doxytag: class="bdm::egamma" --><!-- doxytag: inherits="bdm::eEF" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
72<p>
73<div class="dynheader">
74Inheritance diagram for bdm::egamma:</div>
75<div class="dynsection">
76
77<p><center><img src="classbdm_1_1egamma.png" usemap="#bdm::egamma_map" border="0" alt=""></center>
78<map name="bdm::egamma_map">
79<area href="classbdm_1_1eEF.html" alt="bdm::eEF" shape="rect" coords="0,112,90,136">
80<area href="classbdm_1_1epdf.html" alt="bdm::epdf" shape="rect" coords="0,56,90,80">
81<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,90,24">
82<area href="classbdm_1_1eigamma.html" alt="bdm::eigamma" shape="rect" coords="0,224,90,248">
83</map>
84</div>
85
86<p>
87<a href="classbdm_1_1egamma-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
88Gamma posterior density.
89<p>
90Multivariate Gamma density as product of independent univariate densities. <p class="formulaDsp">
91<img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_59.png">
92<p>
93 <table border="0" cellpadding="0" cellspacing="0">
94<tr><td></td></tr>
95<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ed82f0fd05f6002487256d8e75a0bbd"></a><!-- doxytag: member="bdm::egamma::sample" ref="6ed82f0fd05f6002487256d8e75a0bbd" args="() const " -->
97vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#6ed82f0fd05f6002487256d8e75a0bbd">sample</a> () const </td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_42.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_43.png">. <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8e11e5a580ff42a1b205974c60768c6"></a><!-- doxytag: member="bdm::egamma::evallog" ref="a8e11e5a580ff42a1b205974c60768c6" args="(const vec &amp;val) const " -->
101double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a8e11e5a580ff42a1b205974c60768c6">evallog</a> (const vec &amp;val) const </td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr>
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a66cbd100e8520c769ccb3c451f86f8"></a><!-- doxytag: member="bdm::egamma::lognc" ref="9a66cbd100e8520c769ccb3c451f86f8" args="() const " -->
105double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#9a66cbd100e8520c769ccb3c451f86f8">lognc</a> () const </td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_74.png"> <br></td></tr>
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0865cb3d6339fdc7410806cf70a329ed"></a><!-- doxytag: member="bdm::egamma::_alpha" ref="0865cb3d6339fdc7410806cf70a329ed" args="()" -->
109vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0865cb3d6339fdc7410806cf70a329ed">_alpha</a> ()</td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dengerous: use with care! <br></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c42cadd9cbd344caaa69b0b433cd16ca"></a><!-- doxytag: member="bdm::egamma::_beta" ref="c42cadd9cbd344caaa69b0b433cd16ca" args="()" -->
113vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_beta</b> ()</td></tr>
114
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="49d256c42cce14c6faa56ec242b57e85"></a><!-- doxytag: member="bdm::egamma::mean" ref="49d256c42cce14c6faa56ec242b57e85" args="() const " -->
116vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#49d256c42cce14c6faa56ec242b57e85">mean</a> () const </td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="36986cc01917cd0796fadc17125bdec1"></a><!-- doxytag: member="bdm::egamma::variance" ref="36986cc01917cd0796fadc17125bdec1" args="() const " -->
120vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#36986cc01917cd0796fadc17125bdec1">variance</a> () const </td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
123<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)" -->
124virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
127<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 " -->
128virtual 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>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
131<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 " -->
132virtual 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>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
135<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)" -->
136virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
137
138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
139<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="131197f3dfad99355a01d30903279653"></a><!-- doxytag: member="bdm::egamma::egamma" ref="131197f3dfad99355a01d30903279653" args="()" -->
141&nbsp;</td><td class="memItemRight" valign="bottom"><b>egamma</b> ()</td></tr>
142
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1a84564098230d31b9af762209400ae"></a><!-- doxytag: member="bdm::egamma::egamma" ref="d1a84564098230d31b9af762209400ae" args="(const vec &amp;a, const vec &amp;b)" -->
144&nbsp;</td><td class="memItemRight" valign="bottom"><b>egamma</b> (const vec &amp;a, const vec &amp;b)</td></tr>
145
146<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)" -->
147void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;a, const vec &amp;b)</td></tr>
148
149<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
150<tr><td colspan="2"><div class="groupText">Construction of each <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> should support two types of constructors: <ul>
151<li>empty constructor, </li>
152<li>copy constructor,</li>
153</ul>
154The following constructors should be supported for convenience: <ul>
155<li>constructor followed by calling <code>set_parameters()</code> </li>
156<li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li>
157</ul>
158All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code>set_parameters()</code>. This way references can be initialized in constructors. <br><br></div></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::egamma::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
160void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
161
162<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
163<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 " -->
164virtual 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>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_44.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_45.png">. <br></td></tr>
167<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 " -->
168virtual 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>
169
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
171<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 " -->
172virtual <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>
173
174<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>
175<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 " -->
176virtual <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>
177
178<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>
179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::egamma::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
180virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &amp;lb, vec &amp;ub, double percentage=0.95) const </td></tr>
181
182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr>
183<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
184<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>
185<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 &amp;rv0)" -->
186void&nbsp;</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> &amp;rv0)</td></tr>
187
188<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::egamma::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
190bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
191
192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::egamma::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
194const <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>
195
196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
197<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
198<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::egamma::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
199int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
200
201<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
202<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
203<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0901ec983e66b8337aaa506e13b122fa"></a><!-- doxytag: member="bdm::egamma::alpha" ref="0901ec983e66b8337aaa506e13b122fa" args="" -->
204vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa">alpha</a></td></tr>
205
206<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_75.png">. <br></td></tr>
207<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="457bfb1ccb2057df85073e519a15ccc1"></a><!-- doxytag: member="bdm::egamma::beta" ref="457bfb1ccb2057df85073e519a15ccc1" args="" -->
208vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1">beta</a></td></tr>
209
210<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_76.png">. <br></td></tr>
211<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::egamma::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
212int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
213
214<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
215<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::egamma::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
216<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>
217
218<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
219</table>
220<hr>The documentation for this class was generated from the following files:<ul>
221<li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul>
222</div>
223<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:23 2009 for mixpp by&nbsp;
224<a href="http://www.doxygen.org/index.html">
225<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
226</body>
227</html>
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