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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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70 | <div class="contents"> |
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71 | <h1>bdm::mgamma Class Reference</h1><!-- doxytag: class="bdm::mgamma" --><!-- doxytag: inherits="bdm::mEF" -->Gamma random walk. |
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72 | <a href="#_details">More...</a> |
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73 | <p> |
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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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76 | |
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77 | <p> |
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78 | <a href="classbdm_1_1mgamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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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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81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a9dc8661e5b214a8185d6e6b9956eb1"></a><!-- doxytag: member="bdm::mgamma::mgamma" ref="1a9dc8661e5b214a8185d6e6b9956eb1" args="()" --> |
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82 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#1a9dc8661e5b214a8185d6e6b9956eb1">mgamma</a> ()</td></tr> |
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83 | |
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84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br></td></tr> |
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85 | <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 &beta0)" --> |
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86 | void </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 &beta0)</td></tr> |
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87 | |
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88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr> |
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89 | <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 &val)" --> |
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90 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#8996500f1885e39cde30221b20900bff">condition</a> (const vec &val)</td></tr> |
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91 | |
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92 | <tr><td class="mdescLeft"> </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> |
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93 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e47a8bd9337478fa4e46d5a2a4336f9a"></a><!-- doxytag: member="bdm::mgamma::to_string" ref="e47a8bd9337478fa4e46d5a2a4336f9a" args="()" --> |
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94 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#e47a8bd9337478fa4e46d5a2a4336f9a">to_string</a> ()</td></tr> |
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95 | |
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96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
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97 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4602efd3ad9fb9e4532426e4f488df8"></a><!-- doxytag: member="bdm::mgamma::from_setting" ref="d4602efd3ad9fb9e4532426e4f488df8" args="(const Setting &root)" --> |
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98 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d4602efd3ad9fb9e4532426e4f488df8">from_setting</a> (const Setting &root)</td></tr> |
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99 | |
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100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> |
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101 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::mgamma::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &root) const " --> |
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102 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &root) const </td></tr> |
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103 | |
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104 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
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105 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8cc21ea15fc723065eed5f3100757a5"></a><!-- doxytag: member="bdm::mgamma::validate" ref="d8cc21ea15fc723065eed5f3100757a5" args="()" --> |
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106 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d8cc21ea15fc723065eed5f3100757a5">validate</a> ()</td></tr> |
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107 | |
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108 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
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109 | <tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr> |
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110 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &cond)</td></tr> |
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111 | |
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112 | <tr><td class="mdescLeft"> </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_49.png">. <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> |
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113 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &cond, int N)</td></tr> |
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114 | |
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115 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr> |
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116 | <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 &dt, const vec &cond)" --> |
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117 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b">evallogcond</a> (const vec &dt, const vec &cond)</td></tr> |
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118 | |
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119 | <tr><td class="mdescLeft"> </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> |
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120 | <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 &Dt, const vec &cond)" --> |
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121 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb">evallogcond_m</a> (const mat &Dt, const vec &cond)</td></tr> |
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122 | |
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123 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> |
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124 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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125 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mgamma::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" --> |
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126 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr> |
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127 | |
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128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mgamma::_rvc" ref="26001264236846897bd11e4baad47245" args="()" --> |
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129 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr> |
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130 | |
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131 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mgamma::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" --> |
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132 | int </td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr> |
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133 | |
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134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" --> |
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135 | int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> |
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136 | |
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137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mgamma::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" --> |
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138 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr> |
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139 | |
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140 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mgamma::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" --> |
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141 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr> |
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142 | |
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143 | <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> |
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144 | <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 &rvc0)" --> |
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145 | void </td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvc0)</td></tr> |
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146 | |
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147 | <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 &rv0)" --> |
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148 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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149 | |
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150 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> |
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151 | bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> |
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152 | |
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153 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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154 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bdc9f1e9e03c09e91103fee269864438"></a><!-- doxytag: member="bdm::mgamma::epdf" ref="bdc9f1e9e03c09e91103fee269864438" args="" --> |
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155 | <a class="el" href="classbdm_1_1egamma.html">egamma</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#bdc9f1e9e03c09e91103fee269864438">epdf</a></td></tr> |
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156 | |
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157 | <tr><td class="mdescLeft"> </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> |
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158 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b20cf88cca1fe9b0b8f2a412608bfd09"></a><!-- doxytag: member="bdm::mgamma::k" ref="b20cf88cca1fe9b0b8f2a412608bfd09" args="" --> |
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159 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr> |
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160 | |
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161 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_68.png">. <br></td></tr> |
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162 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma::_beta" ref="3d95f4dde9214ff6dba265e18af60312" args="" --> |
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163 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr> |
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164 | |
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165 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of epdf.beta <br></td></tr> |
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166 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" --> |
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167 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> |
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168 | |
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169 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br></td></tr> |
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170 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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171 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr> |
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172 | |
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173 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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174 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mgamma::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" --> |
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175 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0">ep</a></td></tr> |
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176 | |
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177 | <tr><td class="mdescLeft"> </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> |
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178 | </table> |
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179 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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180 | Gamma random walk. |
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181 | <p> |
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182 | Mean value, <img class="formulaInl" alt="$\mu$" src="form_67.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_68.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_69.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_70.png">.<p> |
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183 | The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_71.png">. <hr><h2>Member Function Documentation</h2> |
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184 | <a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mgamma::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &cond)" --> |
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185 | <div class="memitem"> |
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186 | <div class="memproto"> |
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187 | <table class="memname"> |
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188 | <tr> |
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189 | <td class="memname">virtual vec bdm::mpdf::samplecond </td> |
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190 | <td>(</td> |
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191 | <td class="paramtype">const vec & </td> |
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192 | <td class="paramname"> <em>cond</em> </td> |
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193 | <td> ) </td> |
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194 | <td><code> [inline, virtual, inherited]</code></td> |
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195 | </tr> |
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196 | </table> |
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197 | </div> |
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198 | <div class="memdoc"> |
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199 | |
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200 | <p> |
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201 | Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_49.png">. |
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202 | <p> |
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203 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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204 | <table border="0" cellspacing="2" cellpadding="0"> |
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205 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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206 | </table> |
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207 | </dl> |
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208 | |
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209 | <p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p> |
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210 | |
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211 | <p>References <a class="el" href="libBM_8h-source.html#l00345">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00318">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00258">bdm::epdf::sample()</a>.</p> |
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212 | |
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213 | <p>Referenced by <a class="el" href="libPF_8h-source.html#l00207">bdm::MPF< BM_T >::bayes()</a>, <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="libDS_8cpp-source.html#l00044">bdm::ArxDS::step()</a>.</p> |
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214 | |
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215 | </div> |
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216 | </div><p> |
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217 | <a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mgamma::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &cond, int N)" --> |
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218 | <div class="memitem"> |
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219 | <div class="memproto"> |
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220 | <table class="memname"> |
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221 | <tr> |
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222 | <td class="memname">virtual mat bdm::mpdf::samplecond_m </td> |
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223 | <td>(</td> |
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224 | <td class="paramtype">const vec & </td> |
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225 | <td class="paramname"> <em>cond</em>, </td> |
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226 | </tr> |
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227 | <tr> |
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228 | <td class="paramkey"></td> |
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229 | <td></td> |
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230 | <td class="paramtype">int </td> |
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231 | <td class="paramname"> <em>N</em></td><td> </td> |
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232 | </tr> |
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233 | <tr> |
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234 | <td></td> |
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235 | <td>)</td> |
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236 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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237 | </tr> |
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238 | </table> |
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239 | </div> |
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240 | <div class="memdoc"> |
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241 | |
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242 | <p> |
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243 | Returns. |
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244 | <p> |
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245 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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246 | <table border="0" cellspacing="2" cellpadding="0"> |
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247 | <tr><td valign="top"></td><td valign="top"><em>N</em> </td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_49.png">. </td></tr> |
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248 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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249 | </table> |
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250 | </dl> |
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251 | |
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252 | <p>References <a class="el" href="libBM_8h-source.html#l00345">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00302">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00318">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00258">bdm::epdf::sample()</a>.</p> |
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253 | |
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254 | </div> |
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255 | </div><p> |
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256 | <hr>The documentation for this class was generated from the following files:<ul> |
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257 | <li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul> |
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258 | </div> |
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259 | <hr size="1"><address style="text-align: right;"><small>Generated on Mon Jun 15 13:47:08 2009 for mixpp by |
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260 | <a href="http://www.doxygen.org/index.html"> |
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261 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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262 | </body> |
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263 | </html> |
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