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25  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1migamma.html">migamma</a>
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29<h1>bdm::migamma Class Reference</h1><!-- doxytag: class="bdm::migamma" --><!-- doxytag: inherits="bdm::mEF" -->Inverse-Gamma random walk. 
30<a href="#_details">More...</a>
31<p>
32<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
33<p>
34<div class="dynheader">
35Inheritance diagram for bdm::migamma:</div>
36<div class="dynsection">
37<p><center><img src="classbdm_1_1migamma__inherit__graph.png" border="0" usemap="#bdm_1_1migamma__inherit__map" alt="Inheritance graph"></center>
38<map name="bdm_1_1migamma__inherit__map">
39<area shape="rect" href="classbdm_1_1migamma__fix.html" title="Inverse&#45;Gamma random walk around a fixed point." alt="" coords="5,239,149,265"><area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="35,84,120,111"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="32,7,123,33"></map>
40<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
41<div class="dynheader">
42Collaboration diagram for bdm::migamma:</div>
43<div class="dynsection">
44<p><center><img src="classbdm_1_1migamma__coll__graph.png" border="0" usemap="#bdm_1_1migamma__coll__map" alt="Collaboration graph"></center>
45<map name="bdm_1_1migamma__coll__map">
46<area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="8,417,93,444"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="5,284,96,311"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="24,87,99,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="93,185,179,212"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="65,7,153,33"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="120,284,200,311"><area shape="rect" href="classbdm_1_1eigamma.html" title="Inverse&#45;Gamma posterior density." alt="" coords="88,471,208,497"><area shape="rect" href="classbdm_1_1egamma.html" title="Gamma posterior density." alt="" coords="168,364,283,391"></map>
47<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
48
49<p>
50<a href="classbdm_1_1migamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
51<tr><td></td></tr>
52<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
53<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="07c5970da0e578ce8a428f1ebf46a459"></a><!-- doxytag: member="bdm::migamma::migamma" ref="07c5970da0e578ce8a428f1ebf46a459" args="(const RV &amp;rv, const RV &amp;rvc)" -->
54&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#07c5970da0e578ce8a428f1ebf46a459">migamma</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51">rv</a>, const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a>)</td></tr>
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="1d7023b1565551d0260eb1ba832bebaf"></a><!-- doxytag: member="bdm::migamma::set_parameters" ref="1d7023b1565551d0260eb1ba832bebaf" args="(double k0)" -->
58void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#1d7023b1565551d0260eb1ba832bebaf">set_parameters</a> (double k0)</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="7a34b1e2e3aa2250d7c0ed7df1665b8c"></a><!-- doxytag: member="bdm::migamma::condition" ref="7a34b1e2e3aa2250d7c0ed7df1665b8c" args="(const vec &amp;val)" -->
62void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#7a34b1e2e3aa2250d7c0ed7df1665b8c">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">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#e4848a428d8ef0549c6e4a9ed386d9f2">samplecond</a> (const vec &amp;cond, double &amp;ll)</td></tr>
66
67<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="#e4848a428d8ef0549c6e4a9ed386d9f2"></a><br></td></tr>
68<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#ee26963a637b2ea1fb1933652981e652">samplecond_m</a> (const vec &amp;cond, vec &amp;ll, int N)</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#ee26963a637b2ea1fb1933652981e652"></a><br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::migamma::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &amp;dt, const vec &amp;cond)" -->
72virtual 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>
73
74<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>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::migamma::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &amp;Dt, const vec &amp;cond)" -->
76virtual 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>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3aba7311038bf990d706a64cab60cf8"></a><!-- doxytag: member="bdm::migamma::_rvc" ref="b3aba7311038bf990d706a64cab60cf8" args="() const " -->
80<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#b3aba7311038bf990d706a64cab60cf8">_rvc</a> () const </td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::migamma::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " -->
84<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#222d5280e309c5a053ba73841e98c151">_rv</a> () const </td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::migamma::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" -->
88<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#1892fe3933488942253679f068e9e7f6">_epdf</a> ()</td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::migamma::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" -->
92<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#05e843fd11c410a99dad2b88c55aca80">_e</a> ()</td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
95<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a31b39d4179551b593c9e0d7d756783a"></a><!-- doxytag: member="bdm::migamma::epdf" ref="a31b39d4179551b593c9e0d7d756783a" args="" -->
97<a class="el" href="classbdm_1_1eigamma.html">eigamma</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#a31b39d4179551b593c9e0d7d756783a">epdf</a></td></tr>
98
99<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>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc56bc9da542e0103ec16b9be8e5e38c"></a><!-- doxytag: member="bdm::migamma::k" ref="dc56bc9da542e0103ec16b9be8e5e38c" args="" -->
101double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c">k</a></td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_41.png">. <br></td></tr>
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4825c0ef11a148bad9b802a496f56f96"></a><!-- doxytag: member="bdm::migamma::_beta" ref="4825c0ef11a148bad9b802a496f56f96" args="" -->
105vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#4825c0ef11a148bad9b802a496f56f96">_beta</a></td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of epdf.beta <br></td></tr>
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b6c265b132ff79963bf51dff4c3ef252"></a><!-- doxytag: member="bdm::migamma::_alpha" ref="b6c265b132ff79963bf51dff4c3ef252" args="" -->
109vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#b6c265b132ff79963bf51dff4c3ef252">_alpha</a></td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">chaceh of epdf.alpha <br></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::migamma::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" -->
113<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#9bcfb45435d30983f436d41c298cbb51">rv</a></td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::migamma::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
117<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>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::migamma::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" -->
121<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>
122
123<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>
124</table>
125<hr><a name="_details"></a><h2>Detailed Description</h2>
126Inverse-Gamma random walk.
127<p>
128Mean value, <img class="formulaInl" alt="$\mu$" src="form_14.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_41.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=\mu/k+2$" src="form_87.png"> and <img class="formulaInl" alt="$\beta=\mu(\alpha-1)$" src="form_88.png">.<p>
129The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_13.png">. <hr><h2>Member Function Documentation</h2>
130<a class="anchor" name="e4848a428d8ef0549c6e4a9ed386d9f2"></a><!-- doxytag: member="bdm::migamma::samplecond" ref="e4848a428d8ef0549c6e4a9ed386d9f2" args="(const vec &amp;cond, double &amp;ll)" -->
131<div class="memitem">
132<div class="memproto">
133      <table class="memname">
134        <tr>
135          <td class="memname">virtual vec bdm::mpdf::samplecond           </td>
136          <td>(</td>
137          <td class="paramtype">const vec &amp;&nbsp;</td>
138          <td class="paramname"> <em>cond</em>, </td>
139        </tr>
140        <tr>
141          <td class="paramkey"></td>
142          <td></td>
143          <td class="paramtype">double &amp;&nbsp;</td>
144          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td>
145        </tr>
146        <tr>
147          <td></td>
148          <td>)</td>
149          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
150        </tr>
151      </table>
152</div>
153<div class="memdoc">
154
155<p>
156Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
157<p>
158<dl compact><dt><b>Parameters:</b></dt><dd>
159  <table border="0" cellspacing="2" cellpadding="0">
160    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
161    <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>
162  </table>
163</dl>
164
165<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#1a37c2aaba8bde7fce5351c39b6e1168">bdm::mprod</a>.</p>
166
167<p>References <a class="el" href="libBM_8h-source.html#l00243">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00226">bdm::mpdf::ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
168
169<p>Referenced by <a class="el" href="libPF_8h-source.html#l00144">bdm::MPF&lt; BM_T &gt;::bayes()</a>, and <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>.</p>
170
171</div>
172</div><p>
173<a class="anchor" name="ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::migamma::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
174<div class="memitem">
175<div class="memproto">
176      <table class="memname">
177        <tr>
178          <td class="memname">virtual mat bdm::mpdf::samplecond_m           </td>
179          <td>(</td>
180          <td class="paramtype">const vec &amp;&nbsp;</td>
181          <td class="paramname"> <em>cond</em>, </td>
182        </tr>
183        <tr>
184          <td class="paramkey"></td>
185          <td></td>
186          <td class="paramtype">vec &amp;&nbsp;</td>
187          <td class="paramname"> <em>ll</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
215<p>References <a class="el" href="libBM_8h-source.html#l00243">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00081">bdm::RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00226">bdm::mpdf::ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00222">bdm::mpdf::rv</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>
216
217</div>
218</div><p>
219<hr>The documentation for this class was generated from the following file:<ul>
220<li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
221</div>
222<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:31:46 2009 for mixpp by&nbsp;
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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