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3<title>mixpp: mgamma Class Reference</title>
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21      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
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25<div class="contents">
26<h1>mgamma Class Reference</h1><!-- doxytag: class="mgamma" --><!-- doxytag: inherits="mEF" -->Gamma random walk. 
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 mgamma:</div>
33<div class="dynsection">
34<p><center><img src="classmgamma__inherit__graph.png" border="0" usemap="#mgamma__inherit__map" alt="Inheritance graph"></center>
35<map name="mgamma__inherit__map">
36<area shape="rect" href="classmgamma__fix.html" title="Gamma random walk around a fixed point." alt="" coords="5,230,101,254"><area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="29,81,77,105"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="28,6,79,30"></map>
37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for mgamma:</div>
40<div class="dynsection">
41<p><center><img src="classmgamma__coll__graph.png" border="0" usemap="#mgamma__coll__map" alt="Collaboration graph"></center>
42<map name="mgamma__coll__map">
43<area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="5,262,53,286"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="8,185,59,209"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="41,6,79,30"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="75,96,120,120"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="88,185,133,209"><area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="77,262,149,286"></map>
44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
45
46<p>
47<a href="classmgamma-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="af43e61b86900c0398d5c0ffc83b94e6"></a><!-- doxytag: member="mgamma::mgamma" ref="af43e61b86900c0398d5c0ffc83b94e6" args="(const RV &amp;rv, const RV &amp;rvc)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#af43e61b86900c0398d5c0ffc83b94e6">mgamma</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a>, const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a>)</td></tr>
52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a9d646cf758a70126dde7c48790b6e94"></a><!-- doxytag: member="mgamma::set_parameters" ref="a9d646cf758a70126dde7c48790b6e94" args="(double k)" -->
55void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#a9d646cf758a70126dde7c48790b6e94">set_parameters</a> (double <a class="el" href="classmgamma.html#43f733cce0245a52363d566099add687">k</a>)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a61094c9f7a2d64ea77b130cbc031f97"></a><!-- doxytag: member="mgamma::condition" ref="a61094c9f7a2d64ea77b130cbc031f97" args="(const vec &amp;val)" -->
59void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#a61094c9f7a2d64ea77b130cbc031f97">condition</a> (const vec &amp;val)</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Update <code>ep</code> so that it represents this <a class="el" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> conditioned on <code>rvc</code> = cond. <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#3f172b79ec4a5ebc87898a5381141f1b">samplecond</a> (const vec &amp;cond, double &amp;ll)</td></tr>
63
64<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="#3f172b79ec4a5ebc87898a5381141f1b"></a><br></td></tr>
65<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#0e37163660f93df2a4d723cedb1da89c">samplecond</a> (const vec &amp;cond, vec &amp;ll, int N)</td></tr>
66
67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#0e37163660f93df2a4d723cedb1da89c"></a><br></td></tr>
68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b738ece5bd4f8c4edaee4b38906f91"></a><!-- doxytag: member="mgamma::evalcond" ref="80b738ece5bd4f8c4edaee4b38906f91" args="(const vec &amp;dt, const vec &amp;cond)" -->
69virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#80b738ece5bd4f8c4edaee4b38906f91">evalcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr>
70
71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Shortcut for conditioning and evaluation of the internal <a class="el" href="classepdf.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>
72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec9c850305984582548e8deb64f0ffe8"></a><!-- doxytag: member="mgamma::_rvc" ref="ec9c850305984582548e8deb64f0ffe8" args="()" -->
73<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#ec9c850305984582548e8deb64f0ffe8">_rvc</a> ()</td></tr>
74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1e71ad4c66d5884c82d4a3b06b42fe32"></a><!-- doxytag: member="mgamma::_rv" ref="1e71ad4c66d5884c82d4a3b06b42fe32" args="()" -->
77<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#1e71ad4c66d5884c82d4a3b06b42fe32">_rv</a> ()</td></tr>
78
79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="mgamma::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" -->
81<a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#e17780ee5b2cfe05922a6c56af1462f8">_epdf</a> ()</td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
84<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="612dbf35c770a780027619aaac2c443e"></a><!-- doxytag: member="mgamma::epdf" ref="612dbf35c770a780027619aaac2c443e" args="" -->
86<a class="el" href="classegamma.html">egamma</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#612dbf35c770a780027619aaac2c443e">epdf</a></td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal <a class="el" href="classepdf.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>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="43f733cce0245a52363d566099add687"></a><!-- doxytag: member="mgamma::k" ref="43f733cce0245a52363d566099add687" args="" -->
90double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#43f733cce0245a52363d566099add687">k</a></td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_41.png">. <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e90652837448bcc29707e7412f99691"></a><!-- doxytag: member="mgamma::_beta" ref="5e90652837448bcc29707e7412f99691" args="" -->
94vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#5e90652837448bcc29707e7412f99691">_beta</a></td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of epdf.beta <br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mgamma::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" -->
98<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">rv</a></td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mgamma::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" -->
102<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">rvc</a></td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mgamma::ep" ref="7aa894208a32f3487827df6d5054424c" args="" -->
106<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">ep</a></td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer to internal <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <br></td></tr>
109</table>
110<hr><a name="_details"></a><h2>Detailed Description</h2>
111Gamma random walk.
112<p>
113Mean 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="$\alpha=k$" src="form_11.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_12.png">.<p>
114The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_13.png">. <hr><h2>Member Function Documentation</h2>
115<a class="anchor" name="3f172b79ec4a5ebc87898a5381141f1b"></a><!-- doxytag: member="mgamma::samplecond" ref="3f172b79ec4a5ebc87898a5381141f1b" args="(const vec &amp;cond, double &amp;ll)" -->
116<div class="memitem">
117<div class="memproto">
118      <table class="memname">
119        <tr>
120          <td class="memname">virtual vec mpdf::samplecond           </td>
121          <td>(</td>
122          <td class="paramtype">const vec &amp;&nbsp;</td>
123          <td class="paramname"> <em>cond</em>, </td>
124        </tr>
125        <tr>
126          <td class="paramkey"></td>
127          <td></td>
128          <td class="paramtype">double &amp;&nbsp;</td>
129          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td>
130        </tr>
131        <tr>
132          <td></td>
133          <td>)</td>
134          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
135        </tr>
136      </table>
137</div>
138<div class="memdoc">
139
140<p>
141Returns the required moment of the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>.
142<p>
143Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">. <dl compact><dt><b>Parameters:</b></dt><dd>
144  <table border="0" cellspacing="2" cellpadding="0">
145    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
146    <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>
147  </table>
148</dl>
149
150<p>References <a class="el" href="libBM_8h-source.html#l00195">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00178">mpdf::ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p>
151
152<p>Referenced by <a class="el" href="libPF_8h-source.html#l00137">MPF&lt; BM_T &gt;::bayes()</a>, and <a class="el" href="libPF_8cpp-source.html#l00007">PF::bayes()</a>.</p>
153
154</div>
155</div><p>
156<a class="anchor" name="0e37163660f93df2a4d723cedb1da89c"></a><!-- doxytag: member="mgamma::samplecond" ref="0e37163660f93df2a4d723cedb1da89c" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
157<div class="memitem">
158<div class="memproto">
159      <table class="memname">
160        <tr>
161          <td class="memname">virtual mat mpdf::samplecond           </td>
162          <td>(</td>
163          <td class="paramtype">const vec &amp;&nbsp;</td>
164          <td class="paramname"> <em>cond</em>, </td>
165        </tr>
166        <tr>
167          <td class="paramkey"></td>
168          <td></td>
169          <td class="paramtype">vec &amp;&nbsp;</td>
170          <td class="paramname"> <em>ll</em>, </td>
171        </tr>
172        <tr>
173          <td class="paramkey"></td>
174          <td></td>
175          <td class="paramtype">int&nbsp;</td>
176          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
177        </tr>
178        <tr>
179          <td></td>
180          <td>)</td>
181          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
182        </tr>
183      </table>
184</div>
185<div class="memdoc">
186
187<p>
188Returns.
189<p>
190<dl compact><dt><b>Parameters:</b></dt><dd>
191  <table border="0" cellspacing="2" cellpadding="0">
192    <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>
193    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
194    <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>
195  </table>
196</dl>
197
198<p>References <a class="el" href="libBM_8h-source.html#l00195">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00069">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00178">mpdf::ep</a>, <a class="el" href="classepdf.html#6aef3eca74899692503769c18add1a4c">epdf::evalpdflog()</a>, <a class="el" href="libBM_8h-source.html#l00174">mpdf::rv</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p>
199
200</div>
201</div><p>
202<hr>The documentation for this class was generated from the following files:<ul>
203<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>
204</div>
205<hr size="1"><address style="text-align: right;"><small>Generated on Thu Sep 4 19:28:12 2008 for mixpp by&nbsp;
206<a href="http://www.doxygen.org/index.html">
207<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
208</body>
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