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3<title>mixpp: bdm::mgamma_fix Class Reference</title>
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[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mgamma__fix.html">mgamma_fix</a>
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70<div class="contents">
[290]71<h1>bdm::mgamma_fix Class Reference</h1><!-- doxytag: class="bdm::mgamma_fix" --><!-- doxytag: inherits="bdm::mgamma" -->Gamma random walk around a fixed point. 
72<a href="#_details">More...</a>
[259]73<p>
[290]74<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
75<p>
[259]76
77<p>
[290]78<a href="classbdm_1_1mgamma__fix-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[270]81<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="()" -->
82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#9a31bc9b4b60188a18a2a6b588dc4b2d">mgamma_fix</a> ()</td></tr>
[259]83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
85<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)" -->
86void&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>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
89<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)" -->
90void&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>
91
92<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>
[271]93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0f21c2557b233a85838b497d040ab14"></a><!-- doxytag: member="bdm::mgamma_fix::set_parameters" ref="a0f21c2557b233a85838b497d040ab14" args="(double k, const vec &amp;beta0)" -->
94void&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>
[259]95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
[270]97<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
[269]98<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]99
[275]100<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>
[270]101<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]102
[270]103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr>
[259]104<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)" -->
105virtual 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>
106
107<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>
108<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)" -->
109virtual 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>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
[270]112<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mgamma_fix::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
114<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
[259]115
[270]116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mgamma_fix::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
117<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
[259]118
[270]119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mgamma_fix::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
120int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
121
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma_fix::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
123int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
124
[259]125<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]126<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr>
[259]127
128<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]129<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr>
[259]130
[270]131<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
132<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)" -->
133void&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>
134
135<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)" -->
136void&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>
137
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma_fix::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
139bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
140
[259]141<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1eb701506aabb2e6af007e487212d6fa"></a><!-- doxytag: member="bdm::mgamma_fix::l" ref="1eb701506aabb2e6af007e487212d6fa" args="" -->
143double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#1eb701506aabb2e6af007e487212d6fa">l</a></td></tr>
144
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter l <br></td></tr>
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="018c6f901a04e419455308a07eb3b0b2"></a><!-- doxytag: member="bdm::mgamma_fix::refl" ref="018c6f901a04e419455308a07eb3b0b2" args="" -->
147vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#018c6f901a04e419455308a07eb3b0b2">refl</a></td></tr>
148
149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">reference vector <br></td></tr>
150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bdc9f1e9e03c09e91103fee269864438"></a><!-- doxytag: member="bdm::mgamma_fix::epdf" ref="bdc9f1e9e03c09e91103fee269864438" args="" -->
151<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>
152
153<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>
154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b20cf88cca1fe9b0b8f2a412608bfd09"></a><!-- doxytag: member="bdm::mgamma_fix::k" ref="b20cf88cca1fe9b0b8f2a412608bfd09" args="" -->
155double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr>
156
[275]157<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_63.png">. <br></td></tr>
[270]158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma_fix::_beta" ref="3d95f4dde9214ff6dba265e18af60312" args="" -->
159vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr>
[259]160
161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of epdf.beta <br></td></tr>
[270]162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma_fix::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
163int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
[259]164
[270]165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
[259]166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma_fix::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
167<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>
168
169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::mgamma_fix::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
171<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>
172
173<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>
174</table>
[290]175<hr><a name="_details"></a><h2>Detailed Description</h2>
176Gamma random walk around a fixed point.
177<p>
178Mean value, <img class="formulaInl" alt="$\mu$" src="form_62.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_54.png">. <img class="formulaInl" alt="$l$" src="form_72.png"> is the coefficient of the geometric combimation <p class="formulaDsp">
179<img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_73.png">
180<p>
181<p>
182Standard 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>
183The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_66.png">. <hr><h2>Member Function Documentation</h2>
[269]184<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mgamma_fix::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" -->
[259]185<div class="memitem">
186<div class="memproto">
187      <table class="memname">
188        <tr>
189          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
190          <td>(</td>
191          <td class="paramtype">const vec &amp;&nbsp;</td>
[269]192          <td class="paramname"> <em>cond</em>          </td>
193          <td>&nbsp;)&nbsp;</td>
194          <td><code> [inline, virtual, inherited]</code></td>
[259]195        </tr>
196      </table>
197</div>
198<div class="memdoc">
199
200<p>
[275]201Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">.
[259]202<p>
203<dl compact><dt><b>Parameters:</b></dt><dd>
204  <table border="0" cellspacing="2" cellpadding="0">
205    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
206  </table>
207</dl>
208
[271]209<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
[259]210
[287]211<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>
[259]212
[287]213<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>
[271]214
[259]215</div>
216</div><p>
[270]217<a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mgamma_fix::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &amp;cond, int N)" -->
[259]218<div class="memitem">
219<div class="memproto">
220      <table class="memname">
221        <tr>
222          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
223          <td>(</td>
224          <td class="paramtype">const vec &amp;&nbsp;</td>
225          <td class="paramname"> <em>cond</em>, </td>
226        </tr>
227        <tr>
228          <td class="paramkey"></td>
229          <td></td>
230          <td class="paramtype">int&nbsp;</td>
231          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
232        </tr>
233        <tr>
234          <td></td>
235          <td>)</td>
236          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
237        </tr>
238      </table>
239</div>
240<div class="memdoc">
241
242<p>
243Returns.
244<p>
245<dl compact><dt><b>Parameters:</b></dt><dd>
246  <table border="0" cellspacing="2" cellpadding="0">
[275]247    <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>
[259]248    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
249  </table>
250</dl>
251
[287]252<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>
[259]253
254</div>
255</div><p>
256<hr>The documentation for this class was generated from the following file:<ul>
[261]257<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
[259]258</div>
[296]259<hr size="1"><address style="text-align: right;"><small>Generated on Tue Mar 17 13:52:06 2009 for mixpp by&nbsp;
[259]260<a href="http://www.doxygen.org/index.html">
[290]261<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]262</body>
263</html>
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