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27<h1>eigamma Class Reference</h1><!-- doxytag: class="eigamma" --><!-- doxytag: inherits="eEF" -->Inverse-Gamma posterior density. 
28<a href="#_details">More...</a>
29<p>
30<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
31<p>
32<div class="dynheader">
33Inheritance diagram for eigamma:</div>
34<div class="dynsection">
35<p><center><img src="classeigamma__inherit__graph.png" border="0" usemap="#eigamma__inherit__map" alt="Inheritance graph"></center>
36<map name="eigamma__inherit__map">
37<area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="25,84,68,111"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="23,7,71,33"></map>
38<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
39<div class="dynheader">
40Collaboration diagram for eigamma:</div>
41<div class="dynsection">
42<p><center><img src="classeigamma__coll__graph.png" border="0" usemap="#eigamma__coll__map" alt="Collaboration graph"></center>
43<map name="eigamma__coll__map">
44<area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="12,183,55,209"><area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="55,263,135,289"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="9,103,57,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="15,7,52,33"></map>
45<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
46
47<p>
48<a href="classeigamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
49<tr><td></td></tr>
50<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea0edc0a1f32350219f55cf35d83a5f6"></a><!-- doxytag: member="eigamma::eigamma" ref="ea0edc0a1f32350219f55cf35d83a5f6" args="(const RV &amp;rv)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#ea0edc0a1f32350219f55cf35d83a5f6">eigamma</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>)</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a86b94a5f9189cae1b6651838dc153aa"></a><!-- doxytag: member="eigamma::set_parameters" ref="a86b94a5f9189cae1b6651838dc153aa" args="(const vec &amp;a, const vec &amp;b)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#a86b94a5f9189cae1b6651838dc153aa">set_parameters</a> (const vec &amp;a, const vec &amp;b)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sets parameters. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b70deffdf41b590377fd6743e4d306f1"></a><!-- doxytag: member="eigamma::sample" ref="b70deffdf41b590377fd6743e4d306f1" args="() const " -->
60vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#b70deffdf41b590377fd6743e4d306f1">sample</a> () const </td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</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>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="960cf366101389f58f11c5f748dd7e80"></a><!-- doxytag: member="eigamma::evallog" ref="960cf366101389f58f11c5f748dd7e80" args="(const vec &amp;val) const " -->
64double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#960cf366101389f58f11c5f748dd7e80">evallog</a> (const vec &amp;val) const </td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="efcc280de487d8b81f9b31f286404c72"></a><!-- doxytag: member="eigamma::lognc" ref="efcc280de487d8b81f9b31f286404c72" args="() const " -->
68double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#efcc280de487d8b81f9b31f286404c72">lognc</a> () const </td></tr>
69
70<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>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86389685695f6948d2e52070cd89a9ed"></a><!-- doxytag: member="eigamma::_param" ref="86389685695f6948d2e52070cd89a9ed" args="(vec *&amp;a, vec *&amp;b)" -->
72void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#86389685695f6948d2e52070cd89a9ed">_param</a> (vec *&amp;a, vec *&amp;b)</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dangerous: use with care! <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0ff10e82b0f0d07c2dd4ff5f23b3c70f"></a><!-- doxytag: member="eigamma::mean" ref="0ff10e82b0f0d07c2dd4ff5f23b3c70f" args="() const " -->
76vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#0ff10e82b0f0d07c2dd4ff5f23b3c70f">mean</a> () const </td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a9ad6cb7514ffc46605f28316eda54ff"></a><!-- doxytag: member="eigamma::variance" ref="a9ad6cb7514ffc46605f28316eda54ff" args="() const " -->
80vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#a9ad6cb7514ffc46605f28316eda54ff">variance</a> () const </td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a89bef8996410609004fa019b5b48964"></a><!-- doxytag: member="eigamma::dupdate" ref="a89bef8996410609004fa019b5b48964" args="(mat &amp;v)" -->
84virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#a89bef8996410609004fa019b5b48964">dupdate</a> (mat &amp;v)</td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="41c70565b4d3fb424599817d008f0c71"></a><!-- doxytag: member="eigamma::evallog_nn" ref="41c70565b4d3fb424599817d008f0c71" args="(const vec &amp;val) const " -->
88virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#41c70565b4d3fb424599817d008f0c71">evallog_nn</a> (const vec &amp;val) const </td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cff03a658aec11b806c3e3d48f37b81f"></a><!-- doxytag: member="eigamma::evallog" ref="cff03a658aec11b806c3e3d48f37b81f" args="(const mat &amp;Val) const " -->
92virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#cff03a658aec11b806c3e3d48f37b81f">evallog</a> (const mat &amp;Val) const </td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4f8385dd1cc9740522dc373b1dc3cbf5"></a><!-- doxytag: member="eigamma::pow" ref="4f8385dd1cc9740522dc373b1dc3cbf5" args="(double p)" -->
96virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeEF.html#4f8385dd1cc9740522dc373b1dc3cbf5">pow</a> (double p)</td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="76608914c3b19e150292d5c56e93e508"></a><!-- doxytag: member="eigamma::sample_m" ref="76608914c3b19e150292d5c56e93e508" args="(int N) const " -->
100virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#76608914c3b19e150292d5c56e93e508">sample_m</a> (int N) const </td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2495a04bbacb9b55fe5a3a59b78affca"></a><!-- doxytag: member="eigamma::evallog_m" ref="2495a04bbacb9b55fe5a3a59b78affca" args="(const mat &amp;Val) const " -->
104virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#2495a04bbacb9b55fe5a3a59b78affca">evallog_m</a> (const mat &amp;Val) const </td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e87dc8260a5c37bc1b03eb66174741a0"></a><!-- doxytag: member="eigamma::condition" ref="e87dc8260a5c37bc1b03eb66174741a0" args="(const RV &amp;rv) const " -->
108virtual <a class="el" href="classmpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#e87dc8260a5c37bc1b03eb66174741a0">condition</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>) const </td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given <a class="el" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38de9f59b65ee06028554f3f74b66025"></a><!-- doxytag: member="eigamma::marginal" ref="38de9f59b65ee06028554f3f74b66025" args="(const RV &amp;rv) const " -->
112virtual <a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#38de9f59b65ee06028554f3f74b66025">marginal</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classepdf.html#74da992e3f5d598da8850b646b79b9d9">rv</a>) const </td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given <a class="el" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0d32aabb4cbba347e0c37fe8607562"></a><!-- doxytag: member="eigamma::_rv" ref="ca0d32aabb4cbba347e0c37fe8607562" args="() const " -->
116const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#ca0d32aabb4cbba347e0c37fe8607562">_rv</a> () const </td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function, possibly dangerous! <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fb94ce90d1ac7077d29f7d6a6c3e0a5"></a><!-- doxytag: member="eigamma::_renewrv" ref="7fb94ce90d1ac7077d29f7d6a6c3e0a5" args="(const RV &amp;in_rv)" -->
120void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classepdf.html#7fb94ce90d1ac7077d29f7d6a6c3e0a5">_renewrv</a> (const <a class="el" href="classRV.html">RV</a> &amp;in_rv)</td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr>
123<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea00e33f405ebd918e06cede968a735b"></a><!-- doxytag: member="eigamma::alpha" ref="ea00e33f405ebd918e06cede968a735b" args="" -->
125vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#ea00e33f405ebd918e06cede968a735b">alpha</a></td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_15.png">. <br></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ee446ec667a4df391e0db41decb2d558"></a><!-- doxytag: member="eigamma::beta" ref="ee446ec667a4df391e0db41decb2d558" args="" -->
129vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#ee446ec667a4df391e0db41decb2d558">beta</a></td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_16.png"> (in fact it is 1/beta as used in definition of iG). <br></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="906f2a3a8fbf08b2af49776f2f1be5d4"></a><!-- doxytag: member="eigamma::eg" ref="906f2a3a8fbf08b2af49776f2f1be5d4" args="" -->
133<a class="el" href="classegamma.html">egamma</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classeigamma.html#906f2a3a8fbf08b2af49776f2f1be5d4">eg</a></td></tr>
134
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal <a class="el" href="classegamma.html" title="Gamma posterior density.">egamma</a> <br></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74da992e3f5d598da8850b646b79b9d9"></a><!-- doxytag: member="eigamma::rv" ref="74da992e3f5d598da8850b646b79b9d9" args="" -->
137<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>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identified of the random variable. <br></td></tr>
140</table>
141<hr><a name="_details"></a><h2>Detailed Description</h2>
142Inverse-Gamma posterior density.
143<p>
144Multivariate inverse-Gamma density as product of independent univariate densities. <p class="formulaDsp">
145<img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_8.png">
146<p>
147<p>
148Inverse Gamma can be converted to Gamma using \[ x iG(a,b) =&gt; 1/x G(a,1/b) \] This relation is used in sampling. <hr>The documentation for this class was generated from the following file:<ul>
149<li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
150</div>
151<hr size="1"><address style="text-align: right;"><small>Generated on Thu Jan 15 10:50:57 2009 for mixpp by&nbsp;
152<a href="http://www.doxygen.org/index.html">
153<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
154</body>
155</html>
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