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27<h1>migamma_fix Class Reference</h1><!-- doxytag: class="migamma_fix" --><!-- doxytag: inherits="migamma" -->Inverse-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 migamma_fix:</div>
34<div class="dynsection">
35<p><center><img src="classmigamma__fix__inherit__graph.png" border="0" usemap="#migamma__fix__inherit__map" alt="Inheritance graph"></center>
36<map name="migamma__fix__inherit__map">
37<area shape="rect" href="classmigamma.html" title="Inverse&#45;Gamma random walk." alt="" coords="15,161,103,188"><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_fix:</div>
41<div class="dynsection">
42<p><center><img src="classmigamma__fix__coll__graph.png" border="0" usemap="#migamma__fix__coll__map" alt="Collaboration graph"></center>
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44<area shape="rect" href="classmigamma.html" title="Inverse&#45;Gamma random walk." alt="" coords="19,487,107,513"><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__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="85ff4fae4d3faefed060c515f255207e"></a><!-- doxytag: member="migamma_fix::migamma_fix" ref="85ff4fae4d3faefed060c515f255207e" args="(const RV &amp;rv, const RV &amp;rvc)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma__fix.html#85ff4fae4d3faefed060c515f255207e">migamma_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="6266e14eb59fe36f494cfb5934a8e987"></a><!-- doxytag: member="migamma_fix::set_parameters" ref="6266e14eb59fe36f494cfb5934a8e987" args="(double k0, vec ref0, double l0)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma__fix.html#6266e14eb59fe36f494cfb5934a8e987">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="a69739eebfe05835db11bc3544cec6a1"></a><!-- doxytag: member="migamma_fix::condition" ref="a69739eebfe05835db11bc3544cec6a1" args="(const vec &amp;val)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma__fix.html#a69739eebfe05835db11bc3544cec6a1">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="6cf801c0319ffcfc6317e9f2ecef4cf8"></a><!-- doxytag: member="migamma_fix::set_parameters" ref="6cf801c0319ffcfc6317e9f2ecef4cf8" args="(double k0)" -->
64void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#6cf801c0319ffcfc6317e9f2ecef4cf8">set_parameters</a> (double k0)</td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
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>
68
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>
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>
71
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="migamma_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>
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>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95fcff214848f66f1b489459370573fa"></a><!-- doxytag: member="migamma_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>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15ef062183b1ccdf794732d5fa0b77cd"></a><!-- doxytag: member="migamma_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<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="71256ffb5fbd08f41d650e606a5bd585"></a><!-- doxytag: member="migamma_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>
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="e17780ee5b2cfe05922a6c56af1462f8"></a><!-- doxytag: member="migamma_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>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="75ded3b0f657cd7da6590691a810963c"></a><!-- doxytag: member="migamma_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>
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="13e0b9e3faf370a5ac24f2d8534047ec"></a><!-- doxytag: member="migamma_fix::l" ref="13e0b9e3faf370a5ac24f2d8534047ec" args="" -->
99double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma__fix.html#13e0b9e3faf370a5ac24f2d8534047ec">l</a></td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter l <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7d0576daba2a1de5dc040dbfbd7dd446"></a><!-- doxytag: member="migamma_fix::refl" ref="7d0576daba2a1de5dc040dbfbd7dd446" args="" -->
103vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma__fix.html#7d0576daba2a1de5dc040dbfbd7dd446">refl</a></td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">reference vector <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74712a98f587efdf35da540f7f5b5d0d"></a><!-- doxytag: member="migamma_fix::epdf" ref="74712a98f587efdf35da540f7f5b5d0d" args="" -->
107<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>
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="8425bc642c6f7876b578e666c841fa9c"></a><!-- doxytag: member="migamma_fix::k" ref="8425bc642c6f7876b578e666c841fa9c" args="" -->
111double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#8425bc642c6f7876b578e666c841fa9c">k</a></td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_41.png">. <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="92c2e81705d8edb58181b61af75574e0"></a><!-- doxytag: member="migamma_fix::_beta" ref="92c2e81705d8edb58181b61af75574e0" args="" -->
115vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#92c2e81705d8edb58181b61af75574e0">_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="fb9bf89eb2c15fc267c97eef2218ebfa"></a><!-- doxytag: member="migamma_fix::_alpha" ref="fb9bf89eb2c15fc267c97eef2218ebfa" args="" -->
119vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmigamma.html#fb9bf89eb2c15fc267c97eef2218ebfa">_alpha</a></td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">chaceh of epdf.alpha <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6687c07ff07d47812dd565368ca59eb"></a><!-- doxytag: member="migamma_fix::rv" ref="f6687c07ff07d47812dd565368ca59eb" args="" -->
123<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>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modeled random variable <br></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acb7dda792b3cd5576f39fa3129abbab"></a><!-- doxytag: member="migamma_fix::rvc" ref="acb7dda792b3cd5576f39fa3129abbab" args="" -->
127<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>
128
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aa894208a32f3487827df6d5054424c"></a><!-- doxytag: member="migamma_fix::ep" ref="7aa894208a32f3487827df6d5054424c" args="" -->
131<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>
132
133<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>
134</table>
135<hr><a name="_details"></a><h2>Detailed Description</h2>
136Inverse-Gamma random walk around a fixed point.
137<p>
138Mean 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">
139<img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_18.png">
140<p>
141<p>
142==== Check == vv = 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>
143The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_13.png">. <hr><h2>Member Function Documentation</h2>
144<a class="anchor" name="3f172b79ec4a5ebc87898a5381141f1b"></a><!-- doxytag: member="migamma_fix::samplecond" ref="3f172b79ec4a5ebc87898a5381141f1b" args="(const vec &amp;cond, double &amp;ll)" -->
145<div class="memitem">
146<div class="memproto">
147      <table class="memname">
148        <tr>
149          <td class="memname">virtual vec mpdf::samplecond           </td>
150          <td>(</td>
151          <td class="paramtype">const vec &amp;&nbsp;</td>
152          <td class="paramname"> <em>cond</em>, </td>
153        </tr>
154        <tr>
155          <td class="paramkey"></td>
156          <td></td>
157          <td class="paramtype">double &amp;&nbsp;</td>
158          <td class="paramname"> <em>ll</em></td><td>&nbsp;</td>
159        </tr>
160        <tr>
161          <td></td>
162          <td>)</td>
163          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
164        </tr>
165      </table>
166</div>
167<div class="memdoc">
168
169<p>
170Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_10.png">.
171<p>
172<dl compact><dt><b>Parameters:</b></dt><dd>
173  <table border="0" cellspacing="2" cellpadding="0">
174    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
175    <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>
176  </table>
177</dl>
178
179<p>Reimplemented in <a class="el" href="classmprod.html#a48887eb8738a9e5550bfc38eb8e9d68">mprod</a>.</p>
180
181<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>
182
183<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>
184
185</div>
186</div><p>
187<a class="anchor" name="b1dae6171ee39a6a05976c7b1007a3c5"></a><!-- doxytag: member="migamma_fix::samplecond_m" ref="b1dae6171ee39a6a05976c7b1007a3c5" args="(const vec &amp;cond, vec &amp;ll, int N)" -->
188<div class="memitem">
189<div class="memproto">
190      <table class="memname">
191        <tr>
192          <td class="memname">virtual mat mpdf::samplecond_m           </td>
193          <td>(</td>
194          <td class="paramtype">const vec &amp;&nbsp;</td>
195          <td class="paramname"> <em>cond</em>, </td>
196        </tr>
197        <tr>
198          <td class="paramkey"></td>
199          <td></td>
200          <td class="paramtype">vec &amp;&nbsp;</td>
201          <td class="paramname"> <em>ll</em>, </td>
202        </tr>
203        <tr>
204          <td class="paramkey"></td>
205          <td></td>
206          <td class="paramtype">int&nbsp;</td>
207          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
208        </tr>
209        <tr>
210          <td></td>
211          <td>)</td>
212          <td></td><td></td><td><code> [inline, virtual, inherited]</code></td>
213        </tr>
214      </table>
215</div>
216<div class="memdoc">
217
218<p>
219Returns.
220<p>
221<dl compact><dt><b>Parameters:</b></dt><dd>
222  <table border="0" cellspacing="2" cellpadding="0">
223    <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>
224    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
225    <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>
226  </table>
227</dl>
228
229<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>
230
231</div>
232</div><p>
233<hr>The documentation for this class was generated from the following file:<ul>
234<li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
235</div>
236<hr size="1"><address style="text-align: right;"><small>Generated on Thu Jan 15 10:51:23 2009 for mixpp by&nbsp;
237<a href="http://www.doxygen.org/index.html">
238<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
239</body>
240</html>
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