root/doc/html/classegamma.html @ 99

Revision 99, 12.7 kB (checked in by smidl, 16 years ago)

doc

Line 
1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: egamma Class Reference</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.5 -->
8<div class="navigation" id="top">
9  <div class="tabs">
10    <ul>
11      <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
12      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
13      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
14      <li><a href="files.html"><span>Files</span></a></li>
15    </ul>
16  </div>
17  <div class="tabs">
18    <ul>
19      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
20      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
21      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
22    </ul>
23  </div>
24</div>
25<div class="contents">
26<h1>egamma Class Reference</h1><!-- doxytag: class="egamma" --><!-- doxytag: inherits="eEF" -->Gamma posterior density. 
27<a href="#_details">More...</a>
28<p>
29<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
30<p>
31<div class="dynheader">
32Inheritance diagram for egamma:</div>
33<div class="dynsection">
34<p><center><img src="classegamma__inherit__graph.png" border="0" usemap="#egamma__inherit__map" alt="Inheritance graph"></center>
35<map name="egamma__inherit__map">
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>
37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for egamma:</div>
40<div class="dynsection">
41<p><center><img src="classegamma__coll__graph.png" border="0" usemap="#egamma__coll__map" alt="Collaboration graph"></center>
42<map name="egamma__coll__map">
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>
44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
45
46<p>
47<a href="classegamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
48<tr><td></td></tr>
49<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
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 &amp;rv)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#4b1d34f3b244ea51a58ec10c468788c1">egamma</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>)</td></tr>
52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
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 &amp;a, const vec &amp;b)" -->
55void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#8e348b89be82b70471fe8c5630f61339">set_parameters</a> (const vec &amp;a, const vec &amp;b)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sets parameters. <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top">vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#8e10c0021b5dfdd9cb62c6959b5ef425">sample</a> () const </td></tr>
59
60<tr><td class="mdescLeft">&nbsp;</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>
61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13ae455ec9621b99ca2eb4850f586b45"></a><!-- doxytag: member="egamma::sample" ref="13ae455ec9621b99ca2eb4850f586b45" args="(int N) const " -->
62mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#13ae455ec9621b99ca2eb4850f586b45">sample</a> (int N) const </td></tr>
63
64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr>
65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de84faac8f9799dfe2777ddbedf997ef"></a><!-- doxytag: member="egamma::evalpdflog" ref="de84faac8f9799dfe2777ddbedf997ef" args="(const vec &amp;val) const " -->
66double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#de84faac8f9799dfe2777ddbedf997ef">evalpdflog</a> (const vec &amp;val) const </td></tr>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of argument <code>val</code>. <br></td></tr>
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6dbbdb72360f9e54d64501f80318bb6"></a><!-- doxytag: member="egamma::lognc" ref="d6dbbdb72360f9e54d64501f80318bb6" args="() const " -->
70double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#d6dbbdb72360f9e54d64501f80318bb6">lognc</a> () const </td></tr>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44445c56e60b91b377f207f8d5089790"></a><!-- doxytag: member="egamma::_param" ref="44445c56e60b91b377f207f8d5089790" args="(vec *&amp;a, vec *&amp;b)" -->
74void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#44445c56e60b91b377f207f8d5089790">_param</a> (vec *&amp;a, vec *&amp;b)</td></tr>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dengerous: use with care! <br></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ab5ba56f7cdb2e5921c3e77524fa50a"></a><!-- doxytag: member="egamma::mean" ref="6ab5ba56f7cdb2e5921c3e77524fa50a" args="() const " -->
78vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#6ab5ba56f7cdb2e5921c3e77524fa50a">mean</a> () const </td></tr>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
81<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 &amp;vbar, double nubar)" -->
82virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#fd88bc35550ec8fe9281d358216d0fcf">tupdate</a> (double phi, mat &amp;vbar, double nubar)</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5863718c3b2fb1496dece10c5b745d5c"></a><!-- doxytag: member="egamma::dupdate" ref="5863718c3b2fb1496dece10c5b745d5c" args="(mat &amp;v, double nu=1.0)" -->
86virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#5863718c3b2fb1496dece10c5b745d5c">dupdate</a> (mat &amp;v, double nu=1.0)</td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
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 &amp;val) const " -->
90virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">eval</a> (const vec &amp;val) const </td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b89143f12c9b49282e30841e4fb5f337"></a><!-- doxytag: member="egamma::_rv" ref="b89143f12c9b49282e30841e4fb5f337" args="() const " -->
94<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#b89143f12c9b49282e30841e4fb5f337">_rv</a> () const </td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
97<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="376cebd8932546c440f21b182910b01b"></a><!-- doxytag: member="egamma::alpha" ref="376cebd8932546c440f21b182910b01b" args="" -->
99vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#376cebd8932546c440f21b182910b01b">alpha</a></td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_15.png">. <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfc5f136467488a421ab22f886323790"></a><!-- doxytag: member="egamma::beta" ref="cfc5f136467488a421ab22f886323790" args="" -->
103vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#cfc5f136467488a421ab22f886323790">beta</a></td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_16.png">. <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="egamma::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
107<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a></td></tr>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identified of the random variable. <br></td></tr>
110</table>
111<hr><a name="_details"></a><h2>Detailed Description</h2>
112Gamma posterior density.
113<p>
114Multvariate Gamma density as product of independent univariate densities. <p class="formulaDsp">
115<img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_8.png">
116<p>
117 <hr><h2>Member Function Documentation</h2>
118<a class="anchor" name="8e10c0021b5dfdd9cb62c6959b5ef425"></a><!-- doxytag: member="egamma::sample" ref="8e10c0021b5dfdd9cb62c6959b5ef425" args="() const " -->
119<div class="memitem">
120<div class="memproto">
121      <table class="memname">
122        <tr>
123          <td class="memname">vec egamma::sample           </td>
124          <td>(</td>
125          <td class="paramname">          </td>
126          <td>&nbsp;)&nbsp;</td>
127          <td width="100%"> const<code> [virtual]</code></td>
128        </tr>
129      </table>
130</div>
131<div class="memdoc">
132
133<p>
134Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
135<p>
136Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png"> 
137<p>Implements <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf</a>.</p>
138
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#l00121">epdf::rv</a>, and <a class="el" href="itpp__ext_8h-source.html#l00033">itpp::Gamma_RNG::setup()</a>.</p>
140
141</div>
142</div><p>
143<hr>The documentation for this class was generated from the following files:<ul>
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>
145</div>
146<hr size="1"><address style="text-align: right;"><small>Generated on Fri May 9 16:15:25 2008 for mixpp by&nbsp;
147<a href="http://www.doxygen.org/index.html">
148<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address>
149</body>
150</html>
Note: See TracBrowser for help on using the browser.