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[91]26<div class="contents">
[84]27<h1>mgamma_fix Class Reference</h1><!-- doxytag: class="mgamma_fix" --><!-- doxytag: inherits="mgamma" -->Gamma random walk around a fixed point. 
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 mgamma_fix:</div>
34<div class="dynsection">
35<p><center><img src="classmgamma__fix__inherit__graph.png" border="0" usemap="#mgamma__fix__inherit__map" alt="Inheritance graph"></center>
36<map name="mgamma__fix__inherit__map">
[91]37<area shape="rect" href="classmgamma.html" title="Gamma random walk." alt="" coords="16,156,91,180"><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>
[84]38<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
39<div class="dynheader">
40Collaboration diagram for mgamma_fix:</div>
41<div class="dynsection">
42<p><center><img src="classmgamma__fix__coll__graph.png" border="0" usemap="#mgamma__fix__coll__map" alt="Collaboration graph"></center>
43<map name="mgamma__fix__coll__map">
[91]44<area shape="rect" href="classmgamma.html" title="Gamma random walk." alt="" coords="23,351,97,375"><area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="5,263,53,287"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="8,186,59,210"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="41,7,79,31"><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="88,186,133,210"><area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="77,263,149,287"></map>
[84]45<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
46
47<p>
48<a href="classmgamma__fix-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="b92c3d2e5fd0381033a072e5ef3bcf80"></a><!-- doxytag: member="mgamma_fix::mgamma_fix" ref="b92c3d2e5fd0381033a072e5ef3bcf80" args="(const RV &amp;rv, const RV &amp;rvc)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma__fix.html#b92c3d2e5fd0381033a072e5ef3bcf80">mgamma_fix</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>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec6f846896749e27cb7be9fa48dd1cb1"></a><!-- doxytag: member="mgamma_fix::set_parameters" ref="ec6f846896749e27cb7be9fa48dd1cb1" args="(double k0, vec ref0, double l0)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma__fix.html#ec6f846896749e27cb7be9fa48dd1cb1">set_parameters</a> (double k0, vec ref0, double l0)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ea3931eec7b7da7b693e45981052460"></a><!-- doxytag: member="mgamma_fix::condition" ref="6ea3931eec7b7da7b693e45981052460" args="(const vec &amp;val)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma__fix.html#6ea3931eec7b7da7b693e45981052460">condition</a> (const vec &amp;val)</td></tr>
61
62<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>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a9d646cf758a70126dde7c48790b6e94"></a><!-- doxytag: member="mgamma_fix::set_parameters" ref="a9d646cf758a70126dde7c48790b6e94" args="(double k)" -->
64void&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>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
[162]67<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>
[84]68
[234]69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.  <a href="#3f172b79ec4a5ebc87898a5381141f1b"></a><br></td></tr>
[219]70<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#b1dae6171ee39a6a05976c7b1007a3c5">samplecond_m</a> (const vec &amp;cond, vec &amp;ll, int N)</td></tr>
[84]71
[219]72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#b1dae6171ee39a6a05976c7b1007a3c5"></a><br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ef8a6374029d990a678782f6decebbe"></a><!-- doxytag: member="mgamma_fix::evallogcond" ref="2ef8a6374029d990a678782f6decebbe" args="(const vec &amp;dt, const vec &amp;cond)" -->
74virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#2ef8a6374029d990a678782f6decebbe">evallogcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr>
[84]75
76<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>
[219]77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95fcff214848f66f1b489459370573fa"></a><!-- doxytag: member="mgamma_fix::evallogcond_m" ref="95fcff214848f66f1b489459370573fa" args="(const mat &amp;Dt, const vec &amp;cond)" -->
78virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#95fcff214848f66f1b489459370573fa">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
[84]79
[219]80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
[210]81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15ef062183b1ccdf794732d5fa0b77cd"></a><!-- doxytag: member="mgamma_fix::_rvc" ref="15ef062183b1ccdf794732d5fa0b77cd" args="() const " -->
82<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#15ef062183b1ccdf794732d5fa0b77cd">_rvc</a> () const </td></tr>
83
[84]84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[210]85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71256ffb5fbd08f41d650e606a5bd585"></a><!-- doxytag: member="mgamma_fix::_rv" ref="71256ffb5fbd08f41d650e606a5bd585" args="() const " -->
86<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#71256ffb5fbd08f41d650e606a5bd585">_rv</a> () const </td></tr>
[162]87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[84]89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="mgamma_fix::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" -->
90<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>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[234]93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ded3b0f657cd7da6590691a810963c"></a><!-- doxytag: member="mgamma_fix::_e" ref="75ded3b0f657cd7da6590691a810963c" args="()" -->
94<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmpdf.html#75ded3b0f657cd7da6590691a810963c">_e</a> ()</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[84]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="3f48c09caddc298901ad75fe7c0529f6"></a><!-- doxytag: member="mgamma_fix::l" ref="3f48c09caddc298901ad75fe7c0529f6" args="" -->
[99]99double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma__fix.html#3f48c09caddc298901ad75fe7c0529f6">l</a></td></tr>
[84]100
[99]101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter l <br></td></tr>
[84]102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81ce49029ecc385418619b200dcafeb0"></a><!-- doxytag: member="mgamma_fix::refl" ref="81ce49029ecc385418619b200dcafeb0" args="" -->
[99]103vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma__fix.html#81ce49029ecc385418619b200dcafeb0">refl</a></td></tr>
[84]104
[99]105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">reference vector <br></td></tr>
[84]106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="612dbf35c770a780027619aaac2c443e"></a><!-- doxytag: member="mgamma_fix::epdf" ref="612dbf35c770a780027619aaac2c443e" args="" -->
107<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>
108
109<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>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="43f733cce0245a52363d566099add687"></a><!-- doxytag: member="mgamma_fix::k" ref="43f733cce0245a52363d566099add687" args="" -->
111double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#43f733cce0245a52363d566099add687">k</a></td></tr>
112
[91]113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_41.png">. <br></td></tr>
[84]114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e90652837448bcc29707e7412f99691"></a><!-- doxytag: member="mgamma_fix::_beta" ref="5e90652837448bcc29707e7412f99691" args="" -->
115vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#5e90652837448bcc29707e7412f99691">_beta</a></td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of epdf.beta <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mgamma_fix::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" -->
119<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>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mgamma_fix::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" -->
123<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>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mgamma_fix::ep" ref="7aa894208a32f3487827df6d5054424c" args="" -->
127<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>
128
129<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>
130</table>
131<hr><a name="_details"></a><h2>Detailed Description</h2>
132Gamma random walk around a fixed point.
133<p>
[91]134Mean value, <img class="formulaInl" alt="$\mu$" src="form_14.png">, of this density is given by a geometric combination of <code>rvc</code> and given fixed point, <img class="formulaInl" alt="$p$" src="form_42.png">. <img class="formulaInl" alt="$l$" src="form_43.png"> is the coefficient of the geometric combimation <p class="formulaDsp">
[84]135<img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_18.png">
136<p>
137<p>
[91]138Standard 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>
[162]139The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_13.png">. <hr><h2>Member Function Documentation</h2>
140<a class="anchor" name="3f172b79ec4a5ebc87898a5381141f1b"></a><!-- doxytag: member="mgamma_fix::samplecond" ref="3f172b79ec4a5ebc87898a5381141f1b" args="(const vec &amp;cond, double &amp;ll)" -->
141<div class="memitem">
142<div class="memproto">
143      <table class="memname">
144        <tr>
145          <td class="memname">virtual vec mpdf::samplecond           </td>
146          <td>(</td>
147          <td class="paramtype">const vec &amp;&nbsp;</td>
148          <td class="paramname"> <em>cond</em>, </td>
149        </tr>
150        <tr>
151          <td class="paramkey"></td>
152          <td></td>
153          <td class="paramtype">double &amp;&nbsp;</td>
154          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td>
155        </tr>
156        <tr>
157          <td></td>
158          <td>)</td>
159          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
160        </tr>
161      </table>
162</div>
163<div class="memdoc">
164
165<p>
[234]166Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
[162]167<p>
[234]168<dl compact><dt><b>Parameters:</b></dt><dd>
[162]169  <table border="0" cellspacing="2" cellpadding="0">
170    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
171    <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>
172  </table>
173</dl>
174
[210]175<p>Reimplemented in <a class="el" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">mprod</a>.</p>
[162]176
[234]177<p>References <a class="el" href="libBM_8h-source.html#l00239">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00222">mpdf::ep</a>, <a class="el" href="classepdf.html#e1996af1da1fa1214270066a96ca113e">epdf::evallog()</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p>
[171]178
[234]179<p>Referenced by <a class="el" href="libPF_8h-source.html#l00147">MPF&lt; BM_T &gt;::bayes()</a>, and <a class="el" href="libPF_8cpp-source.html#l00007">PF::bayes()</a>.</p>
[162]180
181</div>
182</div><p>
[219]183<a class="anchor" name="b1dae6171ee39a6a05976c7b1007a3c5"></a><!-- doxytag: member="mgamma_fix::samplecond_m" ref="b1dae6171ee39a6a05976c7b1007a3c5" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
[162]184<div class="memitem">
185<div class="memproto">
186      <table class="memname">
187        <tr>
[219]188          <td class="memname">virtual mat mpdf::samplecond_m           </td>
[162]189          <td>(</td>
190          <td class="paramtype">const vec &amp;&nbsp;</td>
191          <td class="paramname"> <em>cond</em>, </td>
192        </tr>
193        <tr>
194          <td class="paramkey"></td>
195          <td></td>
196          <td class="paramtype">vec &amp;&nbsp;</td>
197          <td class="paramname"> <em>ll</em>, </td>
198        </tr>
199        <tr>
200          <td class="paramkey"></td>
201          <td></td>
202          <td class="paramtype">int&nbsp;</td>
203          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
204        </tr>
205        <tr>
206          <td></td>
207          <td>)</td>
208          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
209        </tr>
210      </table>
211</div>
212<div class="memdoc">
213
214<p>
215Returns.
216<p>
217<dl compact><dt><b>Parameters:</b></dt><dd>
218  <table border="0" cellspacing="2" cellpadding="0">
219    <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>
220    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
221    <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>
222  </table>
223</dl>
224
[234]225<p>References <a class="el" href="libBM_8h-source.html#l00239">mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00077">RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00222">mpdf::ep</a>, <a class="el" href="classepdf.html#e1996af1da1fa1214270066a96ca113e">epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00218">mpdf::rv</a>, and <a class="el" href="classepdf.html#8019654e494bf5e458f6fb947e11b262">epdf::sample()</a>.</p>
[162]226
227</div>
228</div><p>
229<hr>The documentation for this class was generated from the following file:<ul>
[145]230<li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
[91]231</div>
[234]232<hr size="1"><address style="text-align: right;"><small>Generated on Thu Jan 15 10:51:19 2009 for mixpp by&nbsp;
[84]233<a href="http://www.doxygen.org/index.html">
[139]234<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
[84]235</body>
236</html>
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