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26<h1>mgamma_fix Class Reference</h1><!-- doxytag: class="mgamma_fix" --><!-- doxytag: inherits="mgamma" -->Gamma random walk around a fixed point. 
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_fix:</div>
33<div class="dynsection">
34<p><center><img src="classmgamma__fix__inherit__graph.png" border="0" usemap="#mgamma__fix__inherit__map" alt="Inheritance graph"></center>
35<map name="mgamma__fix__inherit__map">
36<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>
37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for mgamma_fix:</div>
40<div class="dynsection">
41<p><center><img src="classmgamma__fix__coll__graph.png" border="0" usemap="#mgamma__fix__coll__map" alt="Collaboration graph"></center>
42<map name="mgamma__fix__coll__map">
43<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>
44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
45
46<p>
47<a href="classmgamma__fix-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="b92c3d2e5fd0381033a072e5ef3bcf80"></a><!-- doxytag: member="mgamma_fix::mgamma_fix" ref="b92c3d2e5fd0381033a072e5ef3bcf80" args="(const RV &amp;rv, const RV &amp;rvc)" -->
51&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>
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="ec6f846896749e27cb7be9fa48dd1cb1"></a><!-- doxytag: member="mgamma_fix::set_parameters" ref="ec6f846896749e27cb7be9fa48dd1cb1" args="(double k0, vec ref0, double l0)" -->
55void&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>
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="6ea3931eec7b7da7b693e45981052460"></a><!-- doxytag: member="mgamma_fix::condition" ref="6ea3931eec7b7da7b693e45981052460" args="(const vec &amp;val)" -->
59void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma__fix.html#6ea3931eec7b7da7b693e45981052460">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"><a class="anchor" name="a9d646cf758a70126dde7c48790b6e94"></a><!-- doxytag: member="mgamma_fix::set_parameters" ref="a9d646cf758a70126dde7c48790b6e94" args="(double k)" -->
63void&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>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9f40dc43885085fad8e3d6652b79e139"></a><!-- doxytag: member="mgamma_fix::samplecond" ref="9f40dc43885085fad8e3d6652b79e139" args="(vec &amp;cond, double &amp;lik)" -->
67vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#9f40dc43885085fad8e3d6652b79e139">samplecond</a> (vec &amp;cond, double &amp;lik)</td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Generate one sample of the posterior. <br></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9d52749793f40aad85b70c6db4435ae"></a><!-- doxytag: member="mgamma_fix::samplecond" ref="e9d52749793f40aad85b70c6db4435ae" args="(vec &amp;cond, vec &amp;lik, int n)" -->
71mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#e9d52749793f40aad85b70c6db4435ae">samplecond</a> (vec &amp;cond, vec &amp;lik, int n)</td></tr>
72
73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Generate matrix of samples of the posterior. <br></td></tr>
74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80b738ece5bd4f8c4edaee4b38906f91"></a><!-- doxytag: member="mgamma_fix::evalcond" ref="80b738ece5bd4f8c4edaee4b38906f91" args="(const vec &amp;dt, const vec &amp;cond)" -->
75virtual 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>
76
77<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>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec9c850305984582548e8deb64f0ffe8"></a><!-- doxytag: member="mgamma_fix::_rvc" ref="ec9c850305984582548e8deb64f0ffe8" args="()" -->
79<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>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="mgamma_fix::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" -->
83<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>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
86<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3f48c09caddc298901ad75fe7c0529f6"></a><!-- doxytag: member="mgamma_fix::l" ref="3f48c09caddc298901ad75fe7c0529f6" args="" -->
88double&nbsp;</td><td class="memItemRight" valign="bottom"><b>l</b></td></tr>
89
90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81ce49029ecc385418619b200dcafeb0"></a><!-- doxytag: member="mgamma_fix::refl" ref="81ce49029ecc385418619b200dcafeb0" args="" -->
91vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>refl</b></td></tr>
92
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="612dbf35c770a780027619aaac2c443e"></a><!-- doxytag: member="mgamma_fix::epdf" ref="612dbf35c770a780027619aaac2c443e" args="" -->
94<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>
95
96<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>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="43f733cce0245a52363d566099add687"></a><!-- doxytag: member="mgamma_fix::k" ref="43f733cce0245a52363d566099add687" args="" -->
98double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#43f733cce0245a52363d566099add687">k</a></td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_41.png">. <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e90652837448bcc29707e7412f99691"></a><!-- doxytag: member="mgamma_fix::_beta" ref="5e90652837448bcc29707e7412f99691" args="" -->
102vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#5e90652837448bcc29707e7412f99691">_beta</a></td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of epdf.beta <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="mgamma_fix::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" -->
106<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>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="mgamma_fix::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" -->
110<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>
111
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="mgamma_fix::ep" ref="7aa894208a32f3487827df6d5054424c" args="" -->
114<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>
115
116<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>
117</table>
118<hr><a name="_details"></a><h2>Detailed Description</h2>
119Gamma random walk around a fixed point.
120<p>
121Mean 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">
122<img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_18.png">
123<p>
124<p>
125Standard 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>
126The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_13.png">. <hr>The documentation for this class was generated from the following file:<ul>
127<li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
128</div>
129<hr size="1"><address style="text-align: right;"><small>Generated on Tue Apr 29 20:46:56 2008 for mixpp by&nbsp;
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131<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address>
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