root/doc/html/classbdm_1_1mgamma__fix.html @ 270

Revision 270, 19.4 kB (checked in by smidl, 16 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

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3<title>mixpp: bdm::mgamma_fix Class Reference</title>
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[259]22      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
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24      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
25    </ul>
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[261]27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1mgamma__fix.html">mgamma_fix</a>
[259]28  </div>
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30<div class="contents">
[270]31<h1>bdm::mgamma_fix Class Reference</h1><!-- doxytag: class="bdm::mgamma_fix" --><!-- doxytag: inherits="bdm::mgamma" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
[259]32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::mgamma_fix:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1mgamma__fix__inherit__graph.png" border="0" usemap="#bdm_1_1mgamma__fix__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1mgamma__fix__inherit__map">
[261]38<area shape="rect" href="classbdm_1_1mgamma.html" title="Gamma random walk." alt="" coords="16,239,136,265"><area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="33,161,119,188"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="31,84,121,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="20,7,132,33"></map>
[259]39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
[270]42<a href="classbdm_1_1mgamma__fix-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43Gamma random walk around a fixed point.
44<p>
45Mean value, <img class="formulaInl" alt="$\mu$" src="form_14.png">, of this density is given by a geometric combination of <code>rvc</code> and given fixed point, <img class="formulaInl" alt="$p$" src="form_42.png">. <img class="formulaInl" alt="$l$" src="form_43.png"> is the coefficient of the geometric combimation <p class="formulaDsp">
46<img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_18.png">
47<p>
48<p>
49Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_41.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_11.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_12.png">.<p>
50The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_13.png">. <table border="0" cellpadding="0" cellspacing="0">
[259]51<tr><td></td></tr>
52<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[270]53<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a31bc9b4b60188a18a2a6b588dc4b2d"></a><!-- doxytag: member="bdm::mgamma_fix::mgamma_fix" ref="9a31bc9b4b60188a18a2a6b588dc4b2d" args="()" -->
54&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#9a31bc9b4b60188a18a2a6b588dc4b2d">mgamma_fix</a> ()</td></tr>
[259]55
56<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
57<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1bfd30e90db9dc1fbda4a9fbb0b716b2"></a><!-- doxytag: member="bdm::mgamma_fix::set_parameters" ref="1bfd30e90db9dc1fbda4a9fbb0b716b2" args="(double k0, vec ref0, double l0)" -->
58void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#1bfd30e90db9dc1fbda4a9fbb0b716b2">set_parameters</a> (double k0, vec ref0, double l0)</td></tr>
59
60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d539591deb7a38bb3403c2b396c8ff7"></a><!-- doxytag: member="bdm::mgamma_fix::condition" ref="1d539591deb7a38bb3403c2b396c8ff7" args="(const vec &amp;val)" -->
62void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#1d539591deb7a38bb3403c2b396c8ff7">condition</a> (const vec &amp;val)</td></tr>
63
64<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>
65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b486f7e52a3d8a39adbcbd325461c0d"></a><!-- doxytag: member="bdm::mgamma_fix::set_parameters" ref="0b486f7e52a3d8a39adbcbd325461c0d" args="(double k)" -->
66void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#0b486f7e52a3d8a39adbcbd325461c0d">set_parameters</a> (double <a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a>)</td></tr>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
[270]69<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
[269]70<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>
[259]71
[269]72<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_10.png">.  <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr>
[270]73<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>
[259]74
[270]75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
[259]76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mgamma_fix::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &amp;dt, const vec &amp;cond)" -->
77virtual 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>
78
79<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>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::mgamma_fix::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &amp;Dt, const vec &amp;cond)" -->
81virtual 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>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
[270]84<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mgamma_fix::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
86<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
[259]87
[270]88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mgamma_fix::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
89<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
[259]90
[270]91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mgamma_fix::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
92int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
93
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma_fix::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
95int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
96
[259]97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mgamma_fix::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
[270]98<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
[259]99
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mgamma_fix::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
[270]101<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
[259]102
[270]103<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mgamma_fix::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
105void&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>
106
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mgamma_fix::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
108void&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>
109
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma_fix::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
111bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
112
[259]113<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1eb701506aabb2e6af007e487212d6fa"></a><!-- doxytag: member="bdm::mgamma_fix::l" ref="1eb701506aabb2e6af007e487212d6fa" args="" -->
115double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa">l</a></td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter l <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="018c6f901a04e419455308a07eb3b0b2"></a><!-- doxytag: member="bdm::mgamma_fix::refl" ref="018c6f901a04e419455308a07eb3b0b2" args="" -->
119vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2">refl</a></td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">reference vector <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bdc9f1e9e03c09e91103fee269864438"></a><!-- doxytag: member="bdm::mgamma_fix::epdf" ref="bdc9f1e9e03c09e91103fee269864438" args="" -->
123<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>
124
125<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>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b20cf88cca1fe9b0b8f2a412608bfd09"></a><!-- doxytag: member="bdm::mgamma_fix::k" ref="b20cf88cca1fe9b0b8f2a412608bfd09" args="" -->
127double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr>
128
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_41.png">. <br></td></tr>
[270]130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma_fix::_beta" ref="3d95f4dde9214ff6dba265e18af60312" args="" -->
131vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr>
[259]132
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of epdf.beta <br></td></tr>
[270]134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma_fix::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
135int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
[259]136
[270]137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
[259]138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma_fix::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
139<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>
140
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mgamma_fix::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
143<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>
144
145<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>
146</table>
[270]147<hr><h2>Member Function Documentation</h2>
[269]148<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mgamma_fix::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
[259]149<div class="memitem">
150<div class="memproto">
151      <table class="memname">
152        <tr>
153          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
154          <td>(</td>
155          <td class="paramtype">const vec &amp;&nbsp;</td>
[269]156          <td class="paramname"> <em>cond</em>          </td>
157          <td>&nbsp;)&nbsp;</td>
158          <td><code> [inline, virtual, inherited]</code></td>
[259]159        </tr>
160      </table>
161</div>
162<div class="memdoc">
163
164<p>
165Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
166<p>
167<dl compact><dt><b>Parameters:</b></dt><dd>
168  <table border="0" cellspacing="2" cellpadding="0">
169    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
170  </table>
171</dl>
172
[270]173<p>References <a class="el" href="libBM_8h-source.html#l00315">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
[259]174
[261]175<p>Referenced by <a class="el" href="libPF_8h-source.html#l00143">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#l00044">bdm::ArxDS::step()</a>.</p>
[259]176
177</div>
178</div><p>
[270]179<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mgamma_fix::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
[259]180<div class="memitem">
181<div class="memproto">
182      <table class="memname">
183        <tr>
184          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
185          <td>(</td>
186          <td class="paramtype">const vec &amp;&nbsp;</td>
187          <td class="paramname"> <em>cond</em>, </td>
188        </tr>
189        <tr>
190          <td class="paramkey"></td>
191          <td></td>
192          <td class="paramtype">int&nbsp;</td>
193          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
194        </tr>
195        <tr>
196          <td></td>
197          <td>)</td>
198          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
199        </tr>
200      </table>
201</div>
202<div class="memdoc">
203
204<p>
205Returns.
206<p>
207<dl compact><dt><b>Parameters:</b></dt><dd>
208  <table border="0" cellspacing="2" cellpadding="0">
209    <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_10.png">. </td></tr>
210    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
211    <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>
212  </table>
213</dl>
214
[270]215<p>References <a class="el" href="libBM_8h-source.html#l00315">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00272">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
[259]216
217</div>
218</div><p>
219<hr>The documentation for this class was generated from the following file:<ul>
[261]220<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
[259]221</div>
[270]222<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:07 2009 for mixpp by&nbsp;
[259]223<a href="http://www.doxygen.org/index.html">
224<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
225</body>
226</html>
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