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| [32] | 24 | </div> |
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| [91] | 25 | <div class="contents"> |
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| [32] | 26 | <h1>egamma Class Reference</h1><!-- doxytag: class="egamma" --><!-- doxytag: inherits="eEF" -->Gamma posterior density. |
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| 27 | <a href="#_details">More...</a> |
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| 28 | <p> |
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| 29 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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| 30 | <p> |
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| 31 | <div class="dynheader"> |
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| 32 | Inheritance diagram for egamma:</div> |
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| 33 | <div class="dynsection"> |
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| 34 | <p><center><img src="classegamma__inherit__graph.png" border="0" usemap="#egamma__inherit__map" alt="Inheritance graph"></center> |
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| 35 | <map name="egamma__inherit__map"> |
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| [91] | 36 | <area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="19,82,64,106"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="19,7,64,31"></map> |
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| [32] | 37 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 38 | <div class="dynheader"> |
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| 39 | Collaboration diagram for egamma:</div> |
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| 40 | <div class="dynsection"> |
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| 41 | <p><center><img src="classegamma__coll__graph.png" border="0" usemap="#egamma__coll__map" alt="Collaboration graph"></center> |
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| 42 | <map name="egamma__coll__map"> |
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| [91] | 43 | <area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="19,172,64,196"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="19,95,64,119"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="23,7,60,31"></map> |
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| [32] | 44 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 45 | |
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| 46 | <p> |
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| 47 | <a href="classegamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 48 | <tr><td></td></tr> |
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| 49 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 50 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4b1d34f3b244ea51a58ec10c468788c1"></a><!-- doxytag: member="egamma::egamma" ref="4b1d34f3b244ea51a58ec10c468788c1" args="(const RV &rv)" --> |
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| [33] | 51 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#4b1d34f3b244ea51a58ec10c468788c1">egamma</a> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>)</td></tr> |
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| [32] | 52 | |
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| 53 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 54 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e348b89be82b70471fe8c5630f61339"></a><!-- doxytag: member="egamma::set_parameters" ref="8e348b89be82b70471fe8c5630f61339" args="(const vec &a, const vec &b)" --> |
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| 55 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#8e348b89be82b70471fe8c5630f61339">set_parameters</a> (const vec &a, const vec &b)</td></tr> |
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| 56 | |
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| 57 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Sets parameters. <br></td></tr> |
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| [33] | 58 | <tr><td class="memItemLeft" nowrap align="right" valign="top">vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#8e10c0021b5dfdd9cb62c6959b5ef425">sample</a> () const </td></tr> |
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| [32] | 59 | |
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| [33] | 60 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. <a href="#8e10c0021b5dfdd9cb62c6959b5ef425"></a><br></td></tr> |
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| 61 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de84faac8f9799dfe2777ddbedf997ef"></a><!-- doxytag: member="egamma::evalpdflog" ref="de84faac8f9799dfe2777ddbedf997ef" args="(const vec &val) const " --> |
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| 62 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#de84faac8f9799dfe2777ddbedf997ef">evalpdflog</a> (const vec &val) const </td></tr> |
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| [32] | 63 | |
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| [139] | 64 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr> |
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| [99] | 65 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6dbbdb72360f9e54d64501f80318bb6"></a><!-- doxytag: member="egamma::lognc" ref="d6dbbdb72360f9e54d64501f80318bb6" args="() const " --> |
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| 66 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#d6dbbdb72360f9e54d64501f80318bb6">lognc</a> () const </td></tr> |
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| 67 | |
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| 68 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr> |
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| [32] | 69 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44445c56e60b91b377f207f8d5089790"></a><!-- doxytag: member="egamma::_param" ref="44445c56e60b91b377f207f8d5089790" args="(vec *&a, vec *&b)" --> |
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| 70 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#44445c56e60b91b377f207f8d5089790">_param</a> (vec *&a, vec *&b)</td></tr> |
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| 71 | |
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| 72 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dengerous: use with care! <br></td></tr> |
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| [33] | 73 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ab5ba56f7cdb2e5921c3e77524fa50a"></a><!-- doxytag: member="egamma::mean" ref="6ab5ba56f7cdb2e5921c3e77524fa50a" args="() const " --> |
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| 74 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#6ab5ba56f7cdb2e5921c3e77524fa50a">mean</a> () const </td></tr> |
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| [32] | 75 | |
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| 76 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
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| 77 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fd88bc35550ec8fe9281d358216d0fcf"></a><!-- doxytag: member="egamma::tupdate" ref="fd88bc35550ec8fe9281d358216d0fcf" args="(double phi, mat &vbar, double nubar)" --> |
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| [33] | 78 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#fd88bc35550ec8fe9281d358216d0fcf">tupdate</a> (double phi, mat &vbar, double nubar)</td></tr> |
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| [32] | 79 | |
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| [33] | 80 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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| [32] | 81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5863718c3b2fb1496dece10c5b745d5c"></a><!-- doxytag: member="egamma::dupdate" ref="5863718c3b2fb1496dece10c5b745d5c" args="(mat &v, double nu=1.0)" --> |
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| [33] | 82 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#5863718c3b2fb1496dece10c5b745d5c">dupdate</a> (mat &v, double nu=1.0)</td></tr> |
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| [32] | 83 | |
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| [33] | 84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
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| [139] | 85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="54d7dd53a641b618771cd9bee135181f"></a><!-- doxytag: member="egamma::sampleN" ref="54d7dd53a641b618771cd9bee135181f" args="(int N) const " --> |
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| 86 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#54d7dd53a641b618771cd9bee135181f">sampleN</a> (int N) const </td></tr> |
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| 87 | |
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| 88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> |
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| [33] | 89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3ea597362e11a0040fe7c990269d072c"></a><!-- doxytag: member="egamma::eval" ref="3ea597362e11a0040fe7c990269d072c" args="(const vec &val) const " --> |
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| 90 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">eval</a> (const vec &val) const </td></tr> |
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| [32] | 91 | |
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| 92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr> |
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| [33] | 93 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b89143f12c9b49282e30841e4fb5f337"></a><!-- doxytag: member="egamma::_rv" ref="b89143f12c9b49282e30841e4fb5f337" args="() const " --> |
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| 94 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337">_rv</a> () const </td></tr> |
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| [32] | 95 | |
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| [33] | 96 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| [32] | 97 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="376cebd8932546c440f21b182910b01b"></a><!-- doxytag: member="egamma::alpha" ref="376cebd8932546c440f21b182910b01b" args="" --> |
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| [33] | 99 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#376cebd8932546c440f21b182910b01b">alpha</a></td></tr> |
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| [32] | 100 | |
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| [33] | 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_15.png">. <br></td></tr> |
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| [32] | 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfc5f136467488a421ab22f886323790"></a><!-- doxytag: member="egamma::beta" ref="cfc5f136467488a421ab22f886323790" args="" --> |
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| [33] | 103 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#cfc5f136467488a421ab22f886323790">beta</a></td></tr> |
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| [32] | 104 | |
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| [33] | 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_16.png">. <br></td></tr> |
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| [32] | 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="egamma::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" --> |
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| [33] | 107 | <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a></td></tr> |
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| [32] | 108 | |
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| [33] | 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Identified of the random variable. <br></td></tr> |
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| [32] | 110 | </table> |
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| 111 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 112 | Gamma posterior density. |
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| 113 | <p> |
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| 114 | Multvariate Gamma density as product of independent univariate densities. <p class="formulaDsp"> |
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| [33] | 115 | <img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_8.png"> |
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| [32] | 116 | <p> |
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| 117 | <hr><h2>Member Function Documentation</h2> |
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| [33] | 118 | <a class="anchor" name="8e10c0021b5dfdd9cb62c6959b5ef425"></a><!-- doxytag: member="egamma::sample" ref="8e10c0021b5dfdd9cb62c6959b5ef425" args="() const " --> |
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| [32] | 119 | <div class="memitem"> |
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| 120 | <div class="memproto"> |
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| 121 | <table class="memname"> |
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| 122 | <tr> |
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| 123 | <td class="memname">vec egamma::sample </td> |
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| 124 | <td>(</td> |
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| 125 | <td class="paramname"> </td> |
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| 126 | <td> ) </td> |
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| [139] | 127 | <td> const<code> [virtual]</code></td> |
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| [32] | 128 | </tr> |
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| 129 | </table> |
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| 130 | </div> |
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| 131 | <div class="memdoc"> |
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| 132 | |
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| 133 | <p> |
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| 134 | Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. |
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| 135 | <p> |
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| [99] | 136 | Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png"> |
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| [33] | 137 | <p>Implements <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf</a>.</p> |
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| [32] | 138 | |
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| [106] | 139 | <p>References <a class="el" href="libEF_8h-source.html#l00154">alpha</a>, <a class="el" href="libEF_8h-source.html#l00156">beta</a>, <a class="el" href="libBM_8h-source.html#l00057">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00123">epdf::rv</a>, and <a class="el" href="itpp__ext_8h-source.html#l00033">itpp::Gamma_RNG::setup()</a>.</p> |
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| [91] | 140 | |
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| [32] | 141 | </div> |
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| 142 | </div><p> |
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| 143 | <hr>The documentation for this class was generated from the following files:<ul> |
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| 144 | <li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a><li>work/mixpp/bdm/stat/libEF.cpp</ul> |
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| [91] | 145 | </div> |
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| [139] | 146 | <hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 16 11:58:49 2008 for mixpp by |
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| [32] | 147 | <a href="http://www.doxygen.org/index.html"> |
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| [139] | 148 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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| [32] | 149 | </body> |
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| 150 | </html> |
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