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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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30<div class="contents">
31<h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- doxytag: inherits="bdm::eEF" -->Inverse-Gamma posterior density. 
32<a href="#_details">More...</a>
33<p>
34<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
35<p>
36<div class="dynheader">
37Inheritance diagram for bdm::eigamma:</div>
38<div class="dynsection">
39<p><center><img src="classbdm_1_1eigamma__inherit__graph.png" border="0" usemap="#bdm_1_1eigamma__inherit__map" alt="Inheritance graph"></center>
40<map name="bdm_1_1eigamma__inherit__map">
41<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>
42<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
43<div class="dynheader">
44Collaboration diagram for bdm::eigamma:</div>
45<div class="dynsection">
46<p><center><img src="classbdm_1_1eigamma__coll__graph.png" border="0" usemap="#bdm_1_1eigamma__coll__map" alt="Collaboration graph"></center>
47<map name="bdm_1_1eigamma__coll__map">
48<area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="16,263,96,289"><area shape="rect" href="classbdm_1_1egamma.html" title="Gamma posterior density." alt="" coords="77,343,192,369"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="13,183,99,209"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="72,87,147,113"></map>
49<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
50
51<p>
52<a href="classbdm_1_1eigamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
53<tr><td></td></tr>
54<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34a8d2cd08399c3449e2efcda6ea2f89"></a><!-- doxytag: member="bdm::eigamma::eigamma" ref="34a8d2cd08399c3449e2efcda6ea2f89" args="(const RV &amp;rv)" -->
56&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#34a8d2cd08399c3449e2efcda6ea2f89">eigamma</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
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 &amp;a, const vec &amp;b)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#09e616c95f31acddf7dfef96d1c5d645">set_parameters</a> (const vec &amp;a, const vec &amp;b)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sets parameters. <br></td></tr>
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 " -->
64vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f">sample</a> () const </td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr>
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 &amp;val) const " -->
68double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#9e26c80c8e6708bfcf2e684958af6f91">evallog</a> (const vec &amp;val) const </td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr>
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 " -->
72double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#a52ac6d523e2fe05642d1f50fe66aec2">lognc</a> () const </td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="57b9ee79ef5d2cea243bbe6b274a2abe"></a><!-- doxytag: member="bdm::eigamma::_param" ref="57b9ee79ef5d2cea243bbe6b274a2abe" args="(vec *&amp;a, vec *&amp;b)" -->
76void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#57b9ee79ef5d2cea243bbe6b274a2abe">_param</a> (vec *&amp;a, vec *&amp;b)</td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dangerous: use with care! <br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46cecb295edbabd28120cb0f6f572bcb"></a><!-- doxytag: member="bdm::eigamma::mean" ref="46cecb295edbabd28120cb0f6f572bcb" args="() const " -->
80vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb">mean</a> () const </td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c2c696f8c668e9f65392c9449f6a5133"></a><!-- doxytag: member="bdm::eigamma::variance" ref="c2c696f8c668e9f65392c9449f6a5133" args="() const " -->
84vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133">variance</a> () const </td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::eigamma::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &amp;v)" -->
88virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
91<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 &amp;val) const " -->
92virtual 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>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
95<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 &amp;Val) const " -->
96virtual 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>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
99<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)" -->
100virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
103<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 " -->
104virtual 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>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr>
107<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 &amp;Val) const " -->
108virtual 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>
109
110<tr><td class="mdescLeft">&nbsp;</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::eigamma::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " -->
112virtual <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>
113
114<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>
115<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 &amp;rv) const " -->
116virtual <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>
117
118<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>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eigamma::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
120const <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>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function, possibly dangerous! <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62e88cbce0ce77a8692f5e15d76e805f"></a><!-- doxytag: member="bdm::eigamma::_renewrv" ref="62e88cbce0ce77a8692f5e15d76e805f" args="(const RV &amp;in_rv)" -->
124void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62e88cbce0ce77a8692f5e15d76e805f">_renewrv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;in_rv)</td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr>
127<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2c49c77e04a96a9e6a4a628318ceb73"></a><!-- doxytag: member="bdm::eigamma::alpha" ref="e2c49c77e04a96a9e6a4a628318ceb73" args="" -->
129vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#e2c49c77e04a96a9e6a4a628318ceb73">alpha</a></td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_15.png">. <br></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2c62f2e869d1304a4055f6a7ac59cde"></a><!-- doxytag: member="bdm::eigamma::beta" ref="b2c62f2e869d1304a4055f6a7ac59cde" args="" -->
133vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#b2c62f2e869d1304a4055f6a7ac59cde">beta</a></td></tr>
134
135<tr><td class="mdescLeft">&nbsp;</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>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3e5c03201f073033a7db894fa15ddb96"></a><!-- doxytag: member="bdm::eigamma::eg" ref="3e5c03201f073033a7db894fa15ddb96" args="" -->
137<a class="el" href="classbdm_1_1egamma.html">egamma</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#3e5c03201f073033a7db894fa15ddb96">eg</a></td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal <a class="el" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> <br></td></tr>
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eigamma::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
141<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>
142
143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identified of the random variable. <br></td></tr>
144</table>
145<hr><a name="_details"></a><h2>Detailed Description</h2>
146Inverse-Gamma posterior density.
147<p>
148Multivariate inverse-Gamma density as product of independent univariate densities. <p class="formulaDsp">
149<img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_8.png">
150<p>
151<p>
152Inverse Gamma can be converted to Gamma using <p class="formulaDsp">
153<img class="formulaDsp" alt="\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]" src="form_93.png">
154<p>
155 This relation is used in sampling. <hr>The documentation for this class was generated from the following file:<ul>
156<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
157</div>
158<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:07 2009 for mixpp by&nbsp;
159<a href="http://www.doxygen.org/index.html">
160<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
161</body>
162</html>
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