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| [271] | 67 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1eigamma.html">eigamma</a> | 
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| [259] | 68 | </div> | 
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|  | 69 | </div> | 
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|  | 70 | <div class="contents"> | 
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| [290] | 71 | <h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- doxytag: inherits="bdm::egamma" -->Inverse-Gamma posterior density. | 
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|  | 72 | <a href="#_details">More...</a> | 
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| [259] | 73 | <p> | 
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| [290] | 74 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> | 
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|  | 75 | <p> | 
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| [259] | 76 |  | 
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|  | 77 | <p> | 
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| [290] | 78 | <a href="classbdm_1_1eigamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> | 
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| [259] | 79 | <tr><td></td></tr> | 
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|  | 80 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> | 
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| [287] | 81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8e11e5a580ff42a1b205974c60768c6"></a><!-- doxytag: member="bdm::eigamma::evallog" ref="a8e11e5a580ff42a1b205974c60768c6" args="(const vec &val) const " --> | 
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|  | 82 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a8e11e5a580ff42a1b205974c60768c6">evallog</a> (const vec &val) const </td></tr> | 
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| [259] | 83 |  | 
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|  | 84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr> | 
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| [287] | 85 | <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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|  | 86 | 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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| [259] | 87 |  | 
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| [287] | 88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> | 
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|  | 89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a66cbd100e8520c769ccb3c451f86f8"></a><!-- doxytag: member="bdm::eigamma::lognc" ref="9a66cbd100e8520c769ccb3c451f86f8" args="() const " --> | 
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|  | 90 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#9a66cbd100e8520c769ccb3c451f86f8">lognc</a> () const </td></tr> | 
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|  | 91 |  | 
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| [275] | 92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_74.png"> <br></td></tr> | 
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| [287] | 93 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0865cb3d6339fdc7410806cf70a329ed"></a><!-- doxytag: member="bdm::eigamma::_alpha" ref="0865cb3d6339fdc7410806cf70a329ed" args="()" --> | 
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|  | 94 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0865cb3d6339fdc7410806cf70a329ed">_alpha</a> ()</td></tr> | 
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| [259] | 95 |  | 
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| [287] | 96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dengerous: use with care! <br></td></tr> | 
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|  | 97 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c42cadd9cbd344caaa69b0b433cd16ca"></a><!-- doxytag: member="bdm::eigamma::_beta" ref="c42cadd9cbd344caaa69b0b433cd16ca" args="()" --> | 
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| [270] | 98 | vec & </td><td class="memItemRight" valign="bottom"><b>_beta</b> ()</td></tr> | 
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|  | 99 |  | 
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| [259] | 100 | <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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|  | 101 | 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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|  | 102 |  | 
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|  | 103 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> | 
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|  | 104 | <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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|  | 105 | 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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|  | 106 |  | 
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|  | 107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> | 
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|  | 108 | <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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|  | 109 | 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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|  | 110 |  | 
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|  | 111 | <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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| [287] | 112 | <tr><td colspan="2"><div class="groupHeader"></div></td></tr> | 
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|  | 113 | <tr><td colspan="2"><div class="groupText">All constructors are inherited <br><br></div></td></tr> | 
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|  | 114 | <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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|  | 115 | 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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| [271] | 116 |  | 
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| [287] | 117 | <tr><td class="mdescLeft"> </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> | 
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|  | 118 | <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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|  | 119 | 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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| [271] | 120 |  | 
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| [287] | 121 | <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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|  | 122 | <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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|  | 123 | 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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|  | 124 |  | 
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|  | 125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> | 
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|  | 126 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> | 
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|  | 127 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="749f82293ff23a8319c1bf52489d2ed2"></a><!-- doxytag: member="bdm::eigamma::set_parameters" ref="749f82293ff23a8319c1bf52489d2ed2" args="(const vec &a, const vec &b)" --> | 
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| [271] | 128 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &a, const vec &b)</td></tr> | 
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|  | 129 |  | 
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|  | 130 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> | 
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|  | 131 | <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> | 
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|  | 132 | <li>empty constructor, </li> | 
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|  | 133 | <li>copy constructor,</li> | 
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|  | 134 | </ul> | 
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|  | 135 | The following constructors should be supported for convenience: <ul> | 
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|  | 136 | <li>constructor followed by calling <code>set_parameters()</code> </li> | 
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|  | 137 | <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> | 
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|  | 138 | </ul> | 
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|  | 139 | All 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> | 
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|  | 140 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::eigamma::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" --> | 
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|  | 141 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr> | 
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|  | 142 |  | 
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| [270] | 143 | <tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> | 
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| [259] | 144 | <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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|  | 145 | 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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|  | 146 |  | 
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| [275] | 147 | <tr><td class="mdescLeft"> </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> | 
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| [259] | 148 | <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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|  | 149 | 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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|  | 150 |  | 
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|  | 151 | <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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|  | 152 | <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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|  | 153 | 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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|  | 154 |  | 
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|  | 155 | <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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|  | 156 | <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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|  | 157 | 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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|  | 158 |  | 
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|  | 159 | <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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| [287] | 160 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::eigamma::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> | 
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|  | 161 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> | 
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|  | 162 |  | 
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|  | 163 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr> | 
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| [270] | 164 | <tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> | 
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|  | 165 | <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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|  | 166 | <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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|  | 167 | 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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|  | 168 |  | 
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|  | 169 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> | 
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|  | 170 | <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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|  | 171 | 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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|  | 172 |  | 
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|  | 173 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> | 
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| [259] | 174 | <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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|  | 175 | 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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|  | 176 |  | 
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| [270] | 177 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> | 
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|  | 178 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> | 
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| [271] | 179 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eigamma::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> | 
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|  | 180 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> | 
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| [259] | 181 |  | 
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| [270] | 182 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> | 
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| [259] | 183 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> | 
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| [287] | 184 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0901ec983e66b8337aaa506e13b122fa"></a><!-- doxytag: member="bdm::eigamma::alpha" ref="0901ec983e66b8337aaa506e13b122fa" args="" --> | 
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|  | 185 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa">alpha</a></td></tr> | 
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| [259] | 186 |  | 
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| [275] | 187 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_75.png">. <br></td></tr> | 
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| [287] | 188 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="457bfb1ccb2057df85073e519a15ccc1"></a><!-- doxytag: member="bdm::eigamma::beta" ref="457bfb1ccb2057df85073e519a15ccc1" args="" --> | 
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|  | 189 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1">beta</a></td></tr> | 
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| [259] | 190 |  | 
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| [287] | 191 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_76.png">. <br></td></tr> | 
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| [270] | 192 | <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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|  | 193 | 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] | 194 |  | 
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| [270] | 195 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> | 
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| [259] | 196 | <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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|  | 197 | <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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|  | 198 |  | 
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| [270] | 199 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> | 
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| [259] | 200 | </table> | 
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| [290] | 201 | <hr><a name="_details"></a><h2>Detailed Description</h2> | 
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|  | 202 | Inverse-Gamma posterior density. | 
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|  | 203 | <p> | 
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|  | 204 | Multivariate inverse-Gamma density as product of independent univariate densities. <p class="formulaDsp"> | 
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|  | 205 | <img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_59.png"> | 
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|  | 206 | <p> | 
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|  | 207 | <p> | 
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|  | 208 | Vector <img class="formulaInl" alt="$\beta$" src="form_76.png"> has different meaning (in fact it is 1/beta as used in definition of iG)<p> | 
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|  | 209 | Inverse Gamma can be converted to Gamma using <p class="formulaDsp"> | 
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|  | 210 | <img class="formulaDsp" alt="\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]" src="form_60.png"> | 
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|  | 211 | <p> | 
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|  | 212 | This relation is used in sampling. <hr>The documentation for this class was generated from the following file:<ul> | 
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| [261] | 213 | <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> | 
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| [259] | 214 | </div> | 
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| [296] | 215 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Mar 17 13:52:06 2009 for mixpp by  | 
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| [259] | 216 | <a href="http://www.doxygen.org/index.html"> | 
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| [290] | 217 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> | 
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| [259] | 218 | </body> | 
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|  | 219 | </html> | 
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