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 1.5.6 --> |
---|
8 | <div class="navigation" id="top"> |
---|
9 | <div class="tabs"> |
---|
10 | <ul> |
---|
11 | <li><a href="index.html"><span>Main Page</span></a></li> |
---|
12 | <li><a href="pages.html"><span>Related 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 List</span></a></li> |
---|
20 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
---|
21 | <li><a href="functions.html"><span>Class 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 <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
---|
30 | <p> |
---|
31 | <div class="dynheader"> |
---|
32 | Inheritance 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"> |
---|
39 | Collaboration 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 &rv)" --> |
---|
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> |
---|
52 | |
---|
53 | <tr><td class="mdescLeft"> </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 &a, const vec &b)" --> |
---|
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> |
---|
56 | |
---|
57 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Sets parameters. <br></td></tr> |
---|
58 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e10c0021b5dfdd9cb62c6959b5ef425"></a><!-- doxytag: member="egamma::sample" ref="8e10c0021b5dfdd9cb62c6959b5ef425" args="() const " --> |
---|
59 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#8e10c0021b5dfdd9cb62c6959b5ef425">sample</a> () const </td></tr> |
---|
60 | |
---|
61 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> |
---|
62 | <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 " --> |
---|
63 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#de84faac8f9799dfe2777ddbedf997ef">evalpdflog</a> (const vec &val) const </td></tr> |
---|
64 | |
---|
65 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr> |
---|
66 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6dbbdb72360f9e54d64501f80318bb6"></a><!-- doxytag: member="egamma::lognc" ref="d6dbbdb72360f9e54d64501f80318bb6" args="() const " --> |
---|
67 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#d6dbbdb72360f9e54d64501f80318bb6">lognc</a> () const </td></tr> |
---|
68 | |
---|
69 | <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> |
---|
70 | <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)" --> |
---|
71 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#44445c56e60b91b377f207f8d5089790">_param</a> (vec *&a, vec *&b)</td></tr> |
---|
72 | |
---|
73 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dengerous: use with care! <br></td></tr> |
---|
74 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ab5ba56f7cdb2e5921c3e77524fa50a"></a><!-- doxytag: member="egamma::mean" ref="6ab5ba56f7cdb2e5921c3e77524fa50a" args="() const " --> |
---|
75 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#6ab5ba56f7cdb2e5921c3e77524fa50a">mean</a> () const </td></tr> |
---|
76 | |
---|
77 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected value <br></td></tr> |
---|
78 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a89bef8996410609004fa019b5b48964"></a><!-- doxytag: member="egamma::dupdate" ref="a89bef8996410609004fa019b5b48964" args="(mat &v)" --> |
---|
79 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#a89bef8996410609004fa019b5b48964">dupdate</a> (mat &v)</td></tr> |
---|
80 | |
---|
81 | <tr><td class="mdescLeft"> </td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr> |
---|
82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48cdd33d0e20d1a1aa45683c956bc61c"></a><!-- doxytag: member="egamma::evalpdflog_nn" ref="48cdd33d0e20d1a1aa45683c956bc61c" args="(const vec &val) const " --> |
---|
83 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#48cdd33d0e20d1a1aa45683c956bc61c">evalpdflog_nn</a> (const vec &val) const </td></tr> |
---|
84 | |
---|
85 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
---|
86 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c71faf4b2d153efda14bf1f87dca1507"></a><!-- doxytag: member="egamma::evalpdflog" ref="c71faf4b2d153efda14bf1f87dca1507" args="(const mat &Val) const " --> |
---|
87 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#c71faf4b2d153efda14bf1f87dca1507">evalpdflog</a> (const mat &Val) const </td></tr> |
---|
88 | |
---|
89 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
---|
90 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4f8385dd1cc9740522dc373b1dc3cbf5"></a><!-- doxytag: member="egamma::pow" ref="4f8385dd1cc9740522dc373b1dc3cbf5" args="(double p)" --> |
---|
91 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#4f8385dd1cc9740522dc373b1dc3cbf5">pow</a> (double p)</td></tr> |
---|
92 | |
---|
93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
---|
94 | <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 " --> |
---|
95 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#54d7dd53a641b618771cd9bee135181f">sampleN</a> (int N) const </td></tr> |
---|
96 | |
---|
97 | <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> |
---|
98 | <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 " --> |
---|
99 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#3ea597362e11a0040fe7c990269d072c">eval</a> (const vec &val) const </td></tr> |
---|
100 | |
---|
101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute probability of argument <code>val</code>. <br></td></tr> |
---|
102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0d32aabb4cbba347e0c37fe8607562"></a><!-- doxytag: member="egamma::_rv" ref="ca0d32aabb4cbba347e0c37fe8607562" args="() const " --> |
---|
103 | const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562">_rv</a> () const </td></tr> |
---|
104 | |
---|
105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function, possibly dangerous! <br></td></tr> |
---|
106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fb94ce90d1ac7077d29f7d6a6c3e0a5"></a><!-- doxytag: member="egamma::_renewrv" ref="7fb94ce90d1ac7077d29f7d6a6c3e0a5" args="(const RV &in_rv)" --> |
---|
107 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#7fb94ce90d1ac7077d29f7d6a6c3e0a5">_renewrv</a> (const <a class="el" href="classRV.html">RV</a> &in_rv)</td></tr> |
---|
108 | |
---|
109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr> |
---|
110 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
---|
111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="376cebd8932546c440f21b182910b01b"></a><!-- doxytag: member="egamma::alpha" ref="376cebd8932546c440f21b182910b01b" args="" --> |
---|
112 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#376cebd8932546c440f21b182910b01b">alpha</a></td></tr> |
---|
113 | |
---|
114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_15.png">. <br></td></tr> |
---|
115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfc5f136467488a421ab22f886323790"></a><!-- doxytag: member="egamma::beta" ref="cfc5f136467488a421ab22f886323790" args="" --> |
---|
116 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classegamma.html#cfc5f136467488a421ab22f886323790">beta</a></td></tr> |
---|
117 | |
---|
118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_16.png">. <br></td></tr> |
---|
119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="egamma::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" --> |
---|
120 | <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> |
---|
121 | |
---|
122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Identified of the random variable. <br></td></tr> |
---|
123 | </table> |
---|
124 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
---|
125 | Gamma posterior density. |
---|
126 | <p> |
---|
127 | Multivariate Gamma density as product of independent univariate densities. <p class="formulaDsp"> |
---|
128 | <img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_8.png"> |
---|
129 | <p> |
---|
130 | <hr>The documentation for this class was generated from the following files:<ul> |
---|
131 | <li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a><li>work/git/mixpp/bdm/stat/libEF.cpp</ul> |
---|
132 | </div> |
---|
133 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:50 2008 for mixpp by |
---|
134 | <a href="http://www.doxygen.org/index.html"> |
---|
135 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
---|
136 | </body> |
---|
137 | </html> |
---|