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3<title>mixpp: migamma Class Reference</title>
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26<div class="contents">
27<h1>migamma Class Reference</h1><!-- doxytag: class="migamma" --><!-- doxytag: inherits="mEF" -->Inverse-Gamma random walk. 
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 migamma:</div>
34<div class="dynsection">
35<p><center><img src="classmigamma__inherit__graph.png" border="0" usemap="#migamma__inherit__map" alt="Inheritance graph"></center>
36<map name="migamma__inherit__map">
37<area shape="rect" href="classmigamma__fix.html" title="Inverse&#45;Gamma random walk around a fixed point." alt="" coords="5,239,112,265"><area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="35,84,83,111"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="32,7,85,33"></map>
38<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
39<div class="dynheader">
40Collaboration diagram for migamma:</div>
41<div class="dynsection">
42<p><center><img src="classmigamma__coll__graph.png" border="0" usemap="#migamma__coll__map" alt="Collaboration graph"></center>
43<map name="migamma__coll__map">
44<area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="8,337,56,364"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="5,204,59,231"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="36,7,73,33"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="71,105,119,132"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="87,204,129,231"><area shape="rect" href="classeigamma.html" title="Inverse&#45;Gamma posterior density." alt="" coords="69,391,152,417"><area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="133,284,213,311"></map>
45<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
46
47<p>
48<a href="classmigamma-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="81d6f9fe46acec656ccde245220b7090"></a><!-- doxytag: member="migamma::migamma" ref="81d6f9fe46acec656ccde245220b7090" args="(const RV &amp;rv, const RV &amp;rvc)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#81d6f9fe46acec656ccde245220b7090">migamma</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="6cf801c0319ffcfc6317e9f2ecef4cf8"></a><!-- doxytag: member="migamma::set_parameters" ref="6cf801c0319ffcfc6317e9f2ecef4cf8" args="(double k0)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#6cf801c0319ffcfc6317e9f2ecef4cf8">set_parameters</a> (double k0)</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="739c196dfcc586dec49043150da6ed0d"></a><!-- doxytag: member="migamma::condition" ref="739c196dfcc586dec49043150da6ed0d" args="(const vec &amp;val)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#739c196dfcc586dec49043150da6ed0d">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">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>
64
65<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>
66<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>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#b1dae6171ee39a6a05976c7b1007a3c5"></a><br></td></tr>
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2ef8a6374029d990a678782f6decebbe"></a><!-- doxytag: member="migamma::evallogcond" ref="2ef8a6374029d990a678782f6decebbe" args="(const vec &amp;dt, const vec &amp;cond)" -->
70virtual 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>
71
72<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>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95fcff214848f66f1b489459370573fa"></a><!-- doxytag: member="migamma::evallogcond_m" ref="95fcff214848f66f1b489459370573fa" args="(const mat &amp;Dt, const vec &amp;cond)" -->
74virtual 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>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15ef062183b1ccdf794732d5fa0b77cd"></a><!-- doxytag: member="migamma::_rvc" ref="15ef062183b1ccdf794732d5fa0b77cd" args="() const " -->
78<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>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71256ffb5fbd08f41d650e606a5bd585"></a><!-- doxytag: member="migamma::_rv" ref="71256ffb5fbd08f41d650e606a5bd585" args="() const " -->
82<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>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="migamma::_epdf" ref="e17780ee5b2cfe05922a6c56af1462f8" args="()" -->
86<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>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ded3b0f657cd7da6590691a810963c"></a><!-- doxytag: member="migamma::_e" ref="75ded3b0f657cd7da6590691a810963c" args="()" -->
90<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>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
93<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74712a98f587efdf35da540f7f5b5d0d"></a><!-- doxytag: member="migamma::epdf" ref="74712a98f587efdf35da540f7f5b5d0d" args="" -->
95<a class="el" href="classeigamma.html">eigamma</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#74712a98f587efdf35da540f7f5b5d0d">epdf</a></td></tr>
96
97<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>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8425bc642c6f7876b578e666c841fa9c"></a><!-- doxytag: member="migamma::k" ref="8425bc642c6f7876b578e666c841fa9c" args="" -->
99double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#8425bc642c6f7876b578e666c841fa9c">k</a></td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_41.png">. <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="92c2e81705d8edb58181b61af75574e0"></a><!-- doxytag: member="migamma::_beta" ref="92c2e81705d8edb58181b61af75574e0" args="" -->
103vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#92c2e81705d8edb58181b61af75574e0">_beta</a></td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of epdf.beta <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb9bf89eb2c15fc267c97eef2218ebfa"></a><!-- doxytag: member="migamma::_alpha" ref="fb9bf89eb2c15fc267c97eef2218ebfa" args="" -->
107vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#fb9bf89eb2c15fc267c97eef2218ebfa">_alpha</a></td></tr>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">chaceh of epdf.alpha <br></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="migamma::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" -->
111<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>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="migamma::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" -->
115<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>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="migamma::ep" ref="7aa894208a32f3487827df6d5054424c" args="" -->
119<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>
120
121<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>
122</table>
123<hr><a name="_details"></a><h2>Detailed Description</h2>
124Inverse-Gamma random walk.
125<p>
126Mean 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="$\alpha=\mu/k+2$" src="form_87.png"> and <img class="formulaInl" alt="$\beta=\mu(\alpha-1)$" src="form_88.png">.<p>
127The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_13.png">. <hr><h2>Member Function Documentation</h2>
128<a class="anchor" name="3f172b79ec4a5ebc87898a5381141f1b"></a><!-- doxytag: member="migamma::samplecond" ref="3f172b79ec4a5ebc87898a5381141f1b" args="(const vec &amp;cond, double &amp;ll)" -->
129<div class="memitem">
130<div class="memproto">
131      <table class="memname">
132        <tr>
133          <td class="memname">virtual vec mpdf::samplecond           </td>
134          <td>(</td>
135          <td class="paramtype">const vec &amp;&nbsp;</td>
136          <td class="paramname"> <em>cond</em>, </td>
137        </tr>
138        <tr>
139          <td class="paramkey"></td>
140          <td></td>
141          <td class="paramtype">double &amp;&nbsp;</td>
142          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td>
143        </tr>
144        <tr>
145          <td></td>
146          <td>)</td>
147          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
148        </tr>
149      </table>
150</div>
151<div class="memdoc">
152
153<p>
154Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
155<p>
156<dl compact><dt><b>Parameters:</b></dt><dd>
157  <table border="0" cellspacing="2" cellpadding="0">
158    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
159    <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>
160  </table>
161</dl>
162
163<p>Reimplemented in <a class="el" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">mprod</a>.</p>
164
165<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>
166
167<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>
168
169</div>
170</div><p>
171<a class="anchor" name="b1dae6171ee39a6a05976c7b1007a3c5"></a><!-- doxytag: member="migamma::samplecond_m" ref="b1dae6171ee39a6a05976c7b1007a3c5" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
172<div class="memitem">
173<div class="memproto">
174      <table class="memname">
175        <tr>
176          <td class="memname">virtual mat mpdf::samplecond_m           </td>
177          <td>(</td>
178          <td class="paramtype">const vec &amp;&nbsp;</td>
179          <td class="paramname"> <em>cond</em>, </td>
180        </tr>
181        <tr>
182          <td class="paramkey"></td>
183          <td></td>
184          <td class="paramtype">vec &amp;&nbsp;</td>
185          <td class="paramname"> <em>ll</em>, </td>
186        </tr>
187        <tr>
188          <td class="paramkey"></td>
189          <td></td>
190          <td class="paramtype">int&nbsp;</td>
191          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
192        </tr>
193        <tr>
194          <td></td>
195          <td>)</td>
196          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
197        </tr>
198      </table>
199</div>
200<div class="memdoc">
201
202<p>
203Returns.
204<p>
205<dl compact><dt><b>Parameters:</b></dt><dd>
206  <table border="0" cellspacing="2" cellpadding="0">
207    <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>
208    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
209    <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>
210  </table>
211</dl>
212
213<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>
214
215</div>
216</div><p>
217<hr>The documentation for this class was generated from the following file:<ul>
218<li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
219</div>
220<hr size="1"><address style="text-align: right;"><small>Generated on Thu Jan 15 10:51:21 2009 for mixpp by&nbsp;
221<a href="http://www.doxygen.org/index.html">
222<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
223</body>
224</html>
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