| [259] | 1 | <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> |
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| 3 | <title>mixpp: bdm::eigamma Class Reference</title> |
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| [261] | 21 | <li><a href="classes.html"><span>Alphabetical List</span></a></li> |
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| [259] | 22 | <li><a href="annotated.html"><span>Class List</span></a></li> |
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| 23 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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| 24 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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| 25 | </ul> |
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| 26 | </div> |
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| [261] | 27 | <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1eigamma.html">eigamma</a> |
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| [259] | 28 | </div> |
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| 29 | </div> |
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| 30 | <div class="contents"> |
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| [270] | 31 | <h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- doxytag: inherits="bdm::eEF" --><code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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| [259] | 32 | <p> |
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| 33 | <div class="dynheader"> |
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| 34 | Inheritance diagram for bdm::eigamma:</div> |
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| 35 | <div class="dynsection"> |
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| 36 | <p><center><img src="classbdm_1_1eigamma__inherit__graph.png" border="0" usemap="#bdm_1_1eigamma__inherit__map" alt="Inheritance graph"></center> |
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| 37 | <map name="bdm_1_1eigamma__inherit__map"> |
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| [261] | 38 | <area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="25,161,105,188"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="23,84,108,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="9,7,121,33"></map> |
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| [259] | 39 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 40 | |
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| 41 | <p> |
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| [270] | 42 | <a href="classbdm_1_1eigamma-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 43 | Inverse-Gamma posterior density. |
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| 44 | <p> |
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| 45 | Multivariate inverse-Gamma density as product of independent univariate densities. <p class="formulaDsp"> |
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| 46 | <img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_8.png"> |
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| 47 | <p> |
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| 48 | <p> |
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| 49 | Inverse Gamma can be converted to Gamma using <p class="formulaDsp"> |
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| 50 | <img class="formulaDsp" alt="\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]" src="form_93.png"> |
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| 51 | <p> |
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| 52 | This relation is used in sampling. <table border="0" cellpadding="0" cellspacing="0"> |
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| [259] | 53 | <tr><td></td></tr> |
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| 54 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| [270] | 55 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b496396f3511ce87d7ae3830ba94262c"></a><!-- doxytag: member="bdm::eigamma::eigamma" ref="b496396f3511ce87d7ae3830ba94262c" args="()" --> |
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| 56 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#b496396f3511ce87d7ae3830ba94262c">eigamma</a> ()</td></tr> |
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| [259] | 57 | |
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| 58 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 59 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09e616c95f31acddf7dfef96d1c5d645"></a><!-- doxytag: member="bdm::eigamma::set_parameters" ref="09e616c95f31acddf7dfef96d1c5d645" args="(const vec &a, const vec &b)" --> |
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| 60 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#09e616c95f31acddf7dfef96d1c5d645">set_parameters</a> (const vec &a, const vec &b)</td></tr> |
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| 61 | |
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| 62 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Sets parameters. <br></td></tr> |
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| 63 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3aff7bf25ddac27731c60826fcfd878f"></a><!-- doxytag: member="bdm::eigamma::sample" ref="3aff7bf25ddac27731c60826fcfd878f" args="() const " --> |
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| 64 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f">sample</a> () const </td></tr> |
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| 65 | |
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| [270] | 66 | <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()$" src="form_107.png">. <br></td></tr> |
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| [259] | 67 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9e26c80c8e6708bfcf2e684958af6f91"></a><!-- doxytag: member="bdm::eigamma::evallog" ref="9e26c80c8e6708bfcf2e684958af6f91" args="(const vec &val) const " --> |
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| 68 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#9e26c80c8e6708bfcf2e684958af6f91">evallog</a> (const vec &val) const </td></tr> |
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| 69 | |
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| 70 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr> |
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| 71 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a52ac6d523e2fe05642d1f50fe66aec2"></a><!-- doxytag: member="bdm::eigamma::lognc" ref="a52ac6d523e2fe05642d1f50fe66aec2" args="() const " --> |
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| 72 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#a52ac6d523e2fe05642d1f50fe66aec2">lognc</a> () const </td></tr> |
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| 73 | |
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| 74 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr> |
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| 75 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46cecb295edbabd28120cb0f6f572bcb"></a><!-- doxytag: member="bdm::eigamma::mean" ref="46cecb295edbabd28120cb0f6f572bcb" args="() const " --> |
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| 76 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb">mean</a> () const </td></tr> |
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| 77 | |
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| [270] | 78 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dangerous: use with care! <br></td></tr> |
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| [259] | 79 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c2c696f8c668e9f65392c9449f6a5133"></a><!-- doxytag: member="bdm::eigamma::variance" ref="c2c696f8c668e9f65392c9449f6a5133" args="() const " --> |
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| 80 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133">variance</a> () const </td></tr> |
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| 81 | |
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| 82 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
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| [270] | 83 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b3693d30bcc8c6bd873f9c49825cdeb"></a><!-- doxytag: member="bdm::eigamma::_alpha" ref="0b3693d30bcc8c6bd873f9c49825cdeb" args="()" --> |
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| 84 | vec & </td><td class="memItemRight" valign="bottom"><b>_alpha</b> ()</td></tr> |
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| 85 | |
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| 86 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5aa95bce22824f16b46f8cd3ace9dae"></a><!-- doxytag: member="bdm::eigamma::_beta" ref="d5aa95bce22824f16b46f8cd3ace9dae" args="()" --> |
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| 87 | vec & </td><td class="memItemRight" valign="bottom"><b>_beta</b> ()</td></tr> |
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| 88 | |
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| [259] | 89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::eigamma::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &v)" --> |
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| 90 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &v)</td></tr> |
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| 91 | |
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| 92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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| 93 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4135778ecd9ab774762936c82a097c6"></a><!-- doxytag: member="bdm::eigamma::evallog_nn" ref="a4135778ecd9ab774762936c82a097c6" args="(const vec &val) const " --> |
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| 94 | 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> |
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| 95 | |
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| 96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
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| 97 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::eigamma::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &Val) const " --> |
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| 98 | 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> |
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| 99 | |
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| 100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
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| 101 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::eigamma::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" --> |
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| 102 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
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| 103 | |
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| 104 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
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| [270] | 105 | <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> |
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| [259] | 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eigamma::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
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| 107 | 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> |
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| 108 | |
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| [270] | 109 | <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> |
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| [259] | 110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::eigamma::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &Val) const " --> |
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| 111 | 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> |
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| 112 | |
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| 113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr> |
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| 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::eigamma::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &rv) const " --> |
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| 115 | 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> |
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| 116 | |
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| 117 | <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> |
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| 118 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::eigamma::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &rv) const " --> |
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| 119 | 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> |
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| 120 | |
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| 121 | <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> |
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| [270] | 122 | <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> |
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| 123 | <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> |
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| 124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eigamma::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
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| 125 | 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> |
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| 126 | |
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| 127 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> |
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| 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eigamma::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
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| 129 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
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| 130 | |
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| 131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> |
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| [259] | 132 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eigamma::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
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| 133 | 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> |
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| 134 | |
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| [270] | 135 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> |
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| 136 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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| 137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46dfe100cd621716ee5c7ee25a20f24b"></a><!-- doxytag: member="bdm::eigamma::dimension" ref="46dfe100cd621716ee5c7ee25a20f24b" args="() const " --> |
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| 138 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b">dimension</a> () const </td></tr> |
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| [259] | 139 | |
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| [270] | 140 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> |
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| [259] | 141 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| [270] | 142 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3e5c03201f073033a7db894fa15ddb96"></a><!-- doxytag: member="bdm::eigamma::eg" ref="3e5c03201f073033a7db894fa15ddb96" args="" --> |
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| 143 | <a class="el" href="classbdm_1_1egamma.html">egamma</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#3e5c03201f073033a7db894fa15ddb96">eg</a></td></tr> |
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| [259] | 144 | |
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| [270] | 145 | <tr><td class="mdescLeft"> </td><td class="mdescRight">internal <a class="el" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> <br></td></tr> |
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| 146 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="494fafd76d9448395efe160c9ba11ab6"></a><!-- doxytag: member="bdm::eigamma::alpha" ref="494fafd76d9448395efe160c9ba11ab6" args="" --> |
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| 147 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#494fafd76d9448395efe160c9ba11ab6">alpha</a></td></tr> |
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| 148 | |
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| [259] | 149 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_15.png">. <br></td></tr> |
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| [270] | 150 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e32ff12ba6b2fdc22068c35dace23fa6"></a><!-- doxytag: member="bdm::eigamma::beta" ref="e32ff12ba6b2fdc22068c35dace23fa6" args="" --> |
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| 151 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#e32ff12ba6b2fdc22068c35dace23fa6">beta</a></td></tr> |
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| [259] | 152 | |
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| 153 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_16.png"> (in fact it is 1/beta as used in definition of iG). <br></td></tr> |
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| [270] | 154 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eigamma::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
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| 155 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
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| [259] | 156 | |
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| [270] | 157 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> |
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| [259] | 158 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eigamma::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
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| 159 | <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> |
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| 160 | |
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| [270] | 161 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> |
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| [259] | 162 | </table> |
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| [270] | 163 | <hr>The documentation for this class was generated from the following file:<ul> |
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| [261] | 164 | <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
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| [259] | 165 | </div> |
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| [270] | 166 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:06 2009 for mixpp by |
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| [259] | 167 | <a href="http://www.doxygen.org/index.html"> |
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| 168 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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| 169 | </body> |
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| 170 | </html> |
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