[261] | 1 | \hypertarget{classbdm_1_1egamma}{ |
---|
| 2 | \section{bdm::egamma Class Reference} |
---|
| 3 | \label{classbdm_1_1egamma}\index{bdm::egamma@{bdm::egamma}} |
---|
| 4 | } |
---|
| 5 | Gamma posterior density. |
---|
| 6 | |
---|
| 7 | |
---|
| 8 | {\tt \#include $<$libEF.h$>$} |
---|
| 9 | |
---|
| 10 | Inheritance diagram for bdm::egamma:\nopagebreak |
---|
| 11 | \begin{figure}[H] |
---|
| 12 | \begin{center} |
---|
| 13 | \leavevmode |
---|
| 14 | \includegraphics[width=65pt]{classbdm_1_1egamma__inherit__graph} |
---|
| 15 | \end{center} |
---|
| 16 | \end{figure} |
---|
| 17 | Collaboration diagram for bdm::egamma:\nopagebreak |
---|
| 18 | \begin{figure}[H] |
---|
| 19 | \begin{center} |
---|
| 20 | \leavevmode |
---|
| 21 | \includegraphics[width=77pt]{classbdm_1_1egamma__coll__graph} |
---|
| 22 | \end{center} |
---|
| 23 | \end{figure} |
---|
| 24 | \subsection*{Public Member Functions} |
---|
| 25 | \begin{CompactItemize} |
---|
| 26 | \item |
---|
| 27 | \hypertarget{classbdm_1_1egamma_4dafabaa0881300b18f791bc614ef487}{ |
---|
| 28 | \hyperlink{classbdm_1_1egamma_4dafabaa0881300b18f791bc614ef487}{egamma} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv})} |
---|
| 29 | \label{classbdm_1_1egamma_4dafabaa0881300b18f791bc614ef487} |
---|
| 30 | |
---|
| 31 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
---|
| 32 | \hypertarget{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2}{ |
---|
| 33 | void \hyperlink{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2}{set\_\-parameters} (const vec \&a, const vec \&b)} |
---|
| 34 | \label{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2} |
---|
| 35 | |
---|
| 36 | \begin{CompactList}\small\item\em Sets parameters. \item\end{CompactList}\item |
---|
| 37 | \hypertarget{classbdm_1_1egamma_6ed82f0fd05f6002487256d8e75a0bbd}{ |
---|
| 38 | vec \hyperlink{classbdm_1_1egamma_6ed82f0fd05f6002487256d8e75a0bbd}{sample} () const } |
---|
| 39 | \label{classbdm_1_1egamma_6ed82f0fd05f6002487256d8e75a0bbd} |
---|
| 40 | |
---|
| 41 | \begin{CompactList}\small\item\em Returns a sample, $x$ from density $epdf(rv)$. \item\end{CompactList}\item |
---|
| 42 | \hypertarget{classbdm_1_1egamma_a8e11e5a580ff42a1b205974c60768c6}{ |
---|
| 43 | double \hyperlink{classbdm_1_1egamma_a8e11e5a580ff42a1b205974c60768c6}{evallog} (const vec \&val) const } |
---|
| 44 | \label{classbdm_1_1egamma_a8e11e5a580ff42a1b205974c60768c6} |
---|
| 45 | |
---|
| 46 | \begin{CompactList}\small\item\em TODO: is it used anywhere? \item\end{CompactList}\item |
---|
| 47 | \hypertarget{classbdm_1_1egamma_9a66cbd100e8520c769ccb3c451f86f8}{ |
---|
| 48 | double \hyperlink{classbdm_1_1egamma_9a66cbd100e8520c769ccb3c451f86f8}{lognc} () const } |
---|
| 49 | \label{classbdm_1_1egamma_9a66cbd100e8520c769ccb3c451f86f8} |
---|
| 50 | |
---|
| 51 | \begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item |
---|
| 52 | \hypertarget{classbdm_1_1egamma_498c1fe5e8382ab2f97d629849741855}{ |
---|
| 53 | void \hyperlink{classbdm_1_1egamma_498c1fe5e8382ab2f97d629849741855}{\_\-param} (vec $\ast$\&a, vec $\ast$\&b)} |
---|
| 54 | \label{classbdm_1_1egamma_498c1fe5e8382ab2f97d629849741855} |
---|
| 55 | |
---|
| 56 | \begin{CompactList}\small\item\em Returns poiter to alpha and beta. Potentially dengerous: use with care! \item\end{CompactList}\item |
---|
| 57 | \hypertarget{classbdm_1_1egamma_49d256c42cce14c6faa56ec242b57e85}{ |
---|
| 58 | vec \hyperlink{classbdm_1_1egamma_49d256c42cce14c6faa56ec242b57e85}{mean} () const } |
---|
| 59 | \label{classbdm_1_1egamma_49d256c42cce14c6faa56ec242b57e85} |
---|
| 60 | |
---|
| 61 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
---|
| 62 | \hypertarget{classbdm_1_1egamma_36986cc01917cd0796fadc17125bdec1}{ |
---|
| 63 | vec \hyperlink{classbdm_1_1egamma_36986cc01917cd0796fadc17125bdec1}{variance} () const } |
---|
| 64 | \label{classbdm_1_1egamma_36986cc01917cd0796fadc17125bdec1} |
---|
| 65 | |
---|
| 66 | \begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item |
---|
| 67 | \hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{ |
---|
| 68 | virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)} |
---|
| 69 | \label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a} |
---|
| 70 | |
---|
| 71 | \begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item |
---|
| 72 | \hypertarget{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{ |
---|
| 73 | virtual double \hyperlink{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{evallog\_\-nn} (const vec \&val) const } |
---|
| 74 | \label{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6} |
---|
| 75 | |
---|
| 76 | \begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item |
---|
| 77 | \hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{ |
---|
| 78 | virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const } |
---|
| 79 | \label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41} |
---|
| 80 | |
---|
| 81 | \begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item |
---|
| 82 | \hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{ |
---|
| 83 | virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)} |
---|
| 84 | \label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053} |
---|
| 85 | |
---|
| 86 | \begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\item |
---|
| 87 | \hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{ |
---|
| 88 | virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const } |
---|
| 89 | \label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058} |
---|
| 90 | |
---|
| 91 | \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item |
---|
| 92 | \hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{ |
---|
| 93 | virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const } |
---|
| 94 | \label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62} |
---|
| 95 | |
---|
| 96 | \begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item |
---|
| 97 | \hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{ |
---|
| 98 | virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{condition} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const } |
---|
| 99 | \label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77} |
---|
| 100 | |
---|
| 101 | \begin{CompactList}\small\item\em Return conditional density on the given \hyperlink{classbdm_1_1RV}{RV}, the remaining rvs will be in conditioning. \item\end{CompactList}\item |
---|
| 102 | \hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{ |
---|
| 103 | virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{marginal} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}) const } |
---|
| 104 | \label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1} |
---|
| 105 | |
---|
| 106 | \begin{CompactList}\small\item\em Return marginal density on the given \hyperlink{classbdm_1_1RV}{RV}, the remainig rvs are intergrated out. \item\end{CompactList}\item |
---|
| 107 | \hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{ |
---|
| 108 | const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const } |
---|
| 109 | \label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21} |
---|
| 110 | |
---|
| 111 | \begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item |
---|
| 112 | \hypertarget{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{ |
---|
| 113 | void \hyperlink{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f}{\_\-renewrv} (const \hyperlink{classbdm_1_1RV}{RV} \&in\_\-rv)} |
---|
| 114 | \label{classbdm_1_1epdf_62e88cbce0ce77a8692f5e15d76e805f} |
---|
| 115 | |
---|
| 116 | \begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize} |
---|
| 117 | \subsection*{Protected Attributes} |
---|
| 118 | \begin{CompactItemize} |
---|
| 119 | \item |
---|
| 120 | \hypertarget{classbdm_1_1egamma_0901ec983e66b8337aaa506e13b122fa}{ |
---|
| 121 | vec \hyperlink{classbdm_1_1egamma_0901ec983e66b8337aaa506e13b122fa}{alpha}} |
---|
| 122 | \label{classbdm_1_1egamma_0901ec983e66b8337aaa506e13b122fa} |
---|
| 123 | |
---|
| 124 | \begin{CompactList}\small\item\em Vector $\alpha$. \item\end{CompactList}\item |
---|
| 125 | \hypertarget{classbdm_1_1egamma_457bfb1ccb2057df85073e519a15ccc1}{ |
---|
| 126 | vec \hyperlink{classbdm_1_1egamma_457bfb1ccb2057df85073e519a15ccc1}{beta}} |
---|
| 127 | \label{classbdm_1_1egamma_457bfb1ccb2057df85073e519a15ccc1} |
---|
| 128 | |
---|
| 129 | \begin{CompactList}\small\item\em Vector $\beta$. \item\end{CompactList}\item |
---|
| 130 | \hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{ |
---|
| 131 | \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}} |
---|
| 132 | \label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8} |
---|
| 133 | |
---|
| 134 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
---|
| 135 | |
---|
| 136 | |
---|
| 137 | \subsection{Detailed Description} |
---|
| 138 | Gamma posterior density. |
---|
| 139 | |
---|
| 140 | Multivariate Gamma density as product of independent univariate densities. \[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \] |
---|
| 141 | |
---|
| 142 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
---|
| 143 | \item |
---|
| 144 | \hyperlink{libEF_8h}{libEF.h}\item |
---|
| 145 | libEF.cpp\end{CompactItemize} |
---|