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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mgamma.html">mgamma</a>
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71<h1>bdm::mgamma Class Reference</h1><!-- doxytag: class="bdm::mgamma" --><!-- doxytag: inherits="bdm::mEF" --><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::mgamma:</div>
75<div class="dynsection">
76
77<p><center><img src="classbdm_1_1mgamma.png" usemap="#bdm::mgamma_map" border="0" alt=""></center>
78<map name="bdm::mgamma_map">
79<area href="classbdm_1_1mEF.html" alt="bdm::mEF" shape="rect" coords="0,112,109,136">
80<area href="classbdm_1_1mpdf.html" alt="bdm::mpdf" shape="rect" coords="0,56,109,80">
81<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,109,24">
82<area href="classbdm_1_1mgamma__fix.html" alt="bdm::mgamma_fix" shape="rect" coords="0,224,109,248">
83</map>
84</div>
85
86<p>
87<a href="classbdm_1_1mgamma-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
88Gamma random walk.
89<p>
90Mean value, <img class="formulaInl" alt="$\mu$" src="form_62.png">, of this density is given by <code>rvc</code> . Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_63.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_64.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_65.png">.<p>
91The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_66.png">. <table border="0" cellpadding="0" cellspacing="0">
92<tr><td></td></tr>
93<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a9dc8661e5b214a8185d6e6b9956eb1"></a><!-- doxytag: member="bdm::mgamma::mgamma" ref="1a9dc8661e5b214a8185d6e6b9956eb1" args="()" -->
95&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#1a9dc8661e5b214a8185d6e6b9956eb1">mgamma</a> ()</td></tr>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0f21c2557b233a85838b497d040ab14"></a><!-- doxytag: member="bdm::mgamma::set_parameters" ref="a0f21c2557b233a85838b497d040ab14" args="(double k, const vec &amp;beta0)" -->
99void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#a0f21c2557b233a85838b497d040ab14">set_parameters</a> (double <a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a>, const vec &amp;beta0)</td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8996500f1885e39cde30221b20900bff"></a><!-- doxytag: member="bdm::mgamma::condition" ref="8996500f1885e39cde30221b20900bff" args="(const vec &amp;val)" -->
103void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#8996500f1885e39cde30221b20900bff">condition</a> (const vec &amp;val)</td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Update <code>ep</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> conditioned on <code>rvc</code> = cond. <br></td></tr>
106<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &amp;cond)</td></tr>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">.  <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &amp;cond, int N)</td></tr>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mgamma::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &amp;dt, const vec &amp;cond)" -->
114virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b">evallogcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Shortcut for conditioning and evaluation of the internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. In some cases, this operation can be implemented efficiently. <br></td></tr>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mgamma::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &amp;Dt, const vec &amp;cond)" -->
118virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
121<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mgamma::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
123<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
124
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mgamma::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
126<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
127
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mgamma::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
129int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
130
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
132int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
133
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mgamma::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
135<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
136
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mgamma::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
138<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
139
140<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mgamma::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
142void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvc0)</td></tr>
143
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mgamma::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
145void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
146
147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
148bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
149
150<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bdc9f1e9e03c09e91103fee269864438"></a><!-- doxytag: member="bdm::mgamma::epdf" ref="bdc9f1e9e03c09e91103fee269864438" args="" -->
152<a class="el" href="classbdm_1_1egamma.html">egamma</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#bdc9f1e9e03c09e91103fee269864438">epdf</a></td></tr>
153
154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> that arise by conditioning on <code>rvc</code>. <br></td></tr>
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b20cf88cca1fe9b0b8f2a412608bfd09"></a><!-- doxytag: member="bdm::mgamma::k" ref="b20cf88cca1fe9b0b8f2a412608bfd09" args="" -->
156double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr>
157
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_63.png">. <br></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma::_beta" ref="3d95f4dde9214ff6dba265e18af60312" args="" -->
160vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of epdf.beta <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
164int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
168<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr>
169
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mgamma::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
172<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0">ep</a></td></tr>
173
174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer to internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <br></td></tr>
175</table>
176<hr><h2>Member Function Documentation</h2>
177<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mgamma::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
178<div class="memitem">
179<div class="memproto">
180      <table class="memname">
181        <tr>
182          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
183          <td>(</td>
184          <td class="paramtype">const vec &amp;&nbsp;</td>
185          <td class="paramname"> <em>cond</em>          </td>
186          <td>&nbsp;)&nbsp;</td>
187          <td><code> [inline, virtual, inherited]</code></td>
188        </tr>
189      </table>
190</div>
191<div class="memdoc">
192
193<p>
194Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">.
195<p>
196<dl compact><dt><b>Parameters:</b></dt><dd>
197  <table border="0" cellspacing="2" cellpadding="0">
198    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
199  </table>
200</dl>
201
202<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
203
204<p>References <a class="el" href="libBM_8h-source.html#l00329">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00302">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p>
205
206<p>Referenced by <a class="el" href="libPF_8h-source.html#l00207">bdm::MPF&lt; BM_T &gt;::bayes()</a>, <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="libDS_8cpp-source.html#l00043">bdm::ArxDS::step()</a>.</p>
207
208</div>
209</div><p>
210<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mgamma::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
211<div class="memitem">
212<div class="memproto">
213      <table class="memname">
214        <tr>
215          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
216          <td>(</td>
217          <td class="paramtype">const vec &amp;&nbsp;</td>
218          <td class="paramname"> <em>cond</em>, </td>
219        </tr>
220        <tr>
221          <td class="paramkey"></td>
222          <td></td>
223          <td class="paramtype">int&nbsp;</td>
224          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
225        </tr>
226        <tr>
227          <td></td>
228          <td>)</td>
229          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
230        </tr>
231      </table>
232</div>
233<div class="memdoc">
234
235<p>
236Returns.
237<p>
238<dl compact><dt><b>Parameters:</b></dt><dd>
239  <table border="0" cellspacing="2" cellpadding="0">
240    <tr><td valign="top"></td><td valign="top"><em>N</em>&nbsp;</td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">. </td></tr>
241    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
242    <tr><td valign="top"></td><td valign="top"><em>ll</em>&nbsp;</td><td>is a return value of log-likelihood of the sample. </td></tr>
243  </table>
244</dl>
245
246<p>References <a class="el" href="libBM_8h-source.html#l00329">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00286">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00302">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p>
247
248</div>
249</div><p>
250<hr>The documentation for this class was generated from the following files:<ul>
251<li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul>
252</div>
253<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:24 2009 for mixpp by&nbsp;
254<a href="http://www.doxygen.org/index.html">
255<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
256</body>
257</html>
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