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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1eigamma.html">eigamma</a>
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71<h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- 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::eigamma:</div>
75<div class="dynsection">
76
77<p><center><img src="classbdm_1_1eigamma.png" usemap="#bdm::eigamma_map" border="0" alt=""></center>
78<map name="bdm::eigamma_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</map>
83</div>
84
85<p>
86<a href="classbdm_1_1eigamma-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
87Inverse-Gamma posterior density.
88<p>
89Multivariate inverse-Gamma density as product of independent univariate densities. <p class="formulaDsp">
90<img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_59.png">
91<p>
92<p>
93Inverse Gamma can be converted to Gamma using <p class="formulaDsp">
94<img class="formulaDsp" alt="\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]" src="form_60.png">
95<p>
96 This relation is used in sampling. <table border="0" cellpadding="0" cellspacing="0">
97<tr><td></td></tr>
98<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3aff7bf25ddac27731c60826fcfd878f"></a><!-- doxytag: member="bdm::eigamma::sample" ref="3aff7bf25ddac27731c60826fcfd878f" args="() const " -->
100vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f">sample</a> () const </td></tr>
101
102<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()$" src="form_43.png">. <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9e26c80c8e6708bfcf2e684958af6f91"></a><!-- doxytag: member="bdm::eigamma::evallog" ref="9e26c80c8e6708bfcf2e684958af6f91" args="(const vec &amp;val) const " -->
104double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#9e26c80c8e6708bfcf2e684958af6f91">evallog</a> (const vec &amp;val) const </td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a52ac6d523e2fe05642d1f50fe66aec2"></a><!-- doxytag: member="bdm::eigamma::lognc" ref="a52ac6d523e2fe05642d1f50fe66aec2" args="() const " -->
108double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#a52ac6d523e2fe05642d1f50fe66aec2">lognc</a> () const </td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_74.png"> <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46cecb295edbabd28120cb0f6f572bcb"></a><!-- doxytag: member="bdm::eigamma::mean" ref="46cecb295edbabd28120cb0f6f572bcb" args="() const " -->
112vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb">mean</a> () const </td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dangerous: use with care! <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c2c696f8c668e9f65392c9449f6a5133"></a><!-- doxytag: member="bdm::eigamma::variance" ref="c2c696f8c668e9f65392c9449f6a5133" args="() const " -->
116vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133">variance</a> () const </td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b3693d30bcc8c6bd873f9c49825cdeb"></a><!-- doxytag: member="bdm::eigamma::_alpha" ref="0b3693d30bcc8c6bd873f9c49825cdeb" args="()" -->
120vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_alpha</b> ()</td></tr>
121
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5aa95bce22824f16b46f8cd3ace9dae"></a><!-- doxytag: member="bdm::eigamma::_beta" ref="d5aa95bce22824f16b46f8cd3ace9dae" args="()" -->
123vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_beta</b> ()</td></tr>
124
125<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)" -->
126virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
129<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 " -->
130virtual 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>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
133<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 " -->
134virtual 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>
135
136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
137<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)" -->
138virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
141<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b496396f3511ce87d7ae3830ba94262c"></a><!-- doxytag: member="bdm::eigamma::eigamma" ref="b496396f3511ce87d7ae3830ba94262c" args="()" -->
143&nbsp;</td><td class="memItemRight" valign="bottom"><b>eigamma</b> ()</td></tr>
144
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2870f6a8ffda9eb2fbaf9f85ea04c05f"></a><!-- doxytag: member="bdm::eigamma::eigamma" ref="2870f6a8ffda9eb2fbaf9f85ea04c05f" args="(const vec &amp;a, const vec &amp;b)" -->
146&nbsp;</td><td class="memItemRight" valign="bottom"><b>eigamma</b> (const vec &amp;a, const vec &amp;b)</td></tr>
147
148<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)" -->
149void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;a, const vec &amp;b)</td></tr>
150
151<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
152<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>
153<li>empty constructor, </li>
154<li>copy constructor,</li>
155</ul>
156The following constructors should be supported for convenience: <ul>
157<li>constructor followed by calling <code>set_parameters()</code> </li>
158<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>
159</ul>
160All 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>
161<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)" -->
162void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
163
164<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
165<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 " -->
166virtual 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>
167
168<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>
169<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 " -->
170virtual 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>
171
172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
173<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 " -->
174virtual <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>
175
176<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>
177<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 " -->
178virtual <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>
179
180<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>
181<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
182<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>
183<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 &amp;rv0)" -->
184void&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>
185
186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
187<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eigamma::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
188bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
189
190<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
191<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eigamma::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
192const <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>
193
194<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
195<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eigamma::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
197int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
198
199<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
200<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3e5c03201f073033a7db894fa15ddb96"></a><!-- doxytag: member="bdm::eigamma::eg" ref="3e5c03201f073033a7db894fa15ddb96" args="" -->
202<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>
203
204<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>
205<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="494fafd76d9448395efe160c9ba11ab6"></a><!-- doxytag: member="bdm::eigamma::alpha" ref="494fafd76d9448395efe160c9ba11ab6" args="" -->
206vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#494fafd76d9448395efe160c9ba11ab6">alpha</a></td></tr>
207
208<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_75.png">. <br></td></tr>
209<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e32ff12ba6b2fdc22068c35dace23fa6"></a><!-- doxytag: member="bdm::eigamma::beta" ref="e32ff12ba6b2fdc22068c35dace23fa6" args="" -->
210vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#e32ff12ba6b2fdc22068c35dace23fa6">beta</a></td></tr>
211
212<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_76.png"> (in fact it is 1/beta as used in definition of iG). <br></td></tr>
213<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eigamma::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
214int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
215
216<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
217<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eigamma::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
218<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>
219
220<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
221</table>
222<hr>The documentation for this class was generated from the following file:<ul>
223<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
224</div>
225<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 16 10:06:45 2009 for mixpp by&nbsp;
226<a href="http://www.doxygen.org/index.html">
227<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
228</body>
229</html>
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