root/doc/latex/classbdm_1_1egamma.tex @ 271

\hypertarget{classbdm_1_1egamma}{
\section{bdm::egamma Class Reference}
\label{classbdm_1_1egamma}\index{bdm::egamma@{bdm::egamma}}
}
{\tt \#include $<$libEF.h$>$}

Inheritance diagram for bdm::egamma::\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[height=4cm]{classbdm_1_1egamma}
\end{center}
\end{figure}


\subsection{Detailed Description}
Gamma posterior density. 

Multivariate Gamma density as product of independent univariate densities. \[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \] \subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1egamma_6ed82f0fd05f6002487256d8e75a0bbd}{
vec \hyperlink{classbdm_1_1egamma_6ed82f0fd05f6002487256d8e75a0bbd}{sample} () const }
\label{classbdm_1_1egamma_6ed82f0fd05f6002487256d8e75a0bbd}

\begin{CompactList}\small\item\em Returns a sample, $ x $ from density $ f_x()$. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1egamma_a8e11e5a580ff42a1b205974c60768c6}{
double \hyperlink{classbdm_1_1egamma_a8e11e5a580ff42a1b205974c60768c6}{evallog} (const vec \&val) const }
\label{classbdm_1_1egamma_a8e11e5a580ff42a1b205974c60768c6}

\begin{CompactList}\small\item\em TODO: is it used anywhere? \item\end{CompactList}\item 
\hypertarget{classbdm_1_1egamma_9a66cbd100e8520c769ccb3c451f86f8}{
double \hyperlink{classbdm_1_1egamma_9a66cbd100e8520c769ccb3c451f86f8}{lognc} () const }
\label{classbdm_1_1egamma_9a66cbd100e8520c769ccb3c451f86f8}

\begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item 
\hypertarget{classbdm_1_1egamma_0865cb3d6339fdc7410806cf70a329ed}{
vec \& \hyperlink{classbdm_1_1egamma_0865cb3d6339fdc7410806cf70a329ed}{\_\-alpha} ()}
\label{classbdm_1_1egamma_0865cb3d6339fdc7410806cf70a329ed}

\begin{CompactList}\small\item\em Returns poiter to alpha and beta. Potentially dengerous: use with care! \item\end{CompactList}\item 
\hypertarget{classbdm_1_1egamma_c42cadd9cbd344caaa69b0b433cd16ca}{
vec \& \textbf{\_\-beta} ()}
\label{classbdm_1_1egamma_c42cadd9cbd344caaa69b0b433cd16ca}

\item 
\hypertarget{classbdm_1_1egamma_49d256c42cce14c6faa56ec242b57e85}{
vec \hyperlink{classbdm_1_1egamma_49d256c42cce14c6faa56ec242b57e85}{mean} () const }
\label{classbdm_1_1egamma_49d256c42cce14c6faa56ec242b57e85}

\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
\hypertarget{classbdm_1_1egamma_36986cc01917cd0796fadc17125bdec1}{
vec \hyperlink{classbdm_1_1egamma_36986cc01917cd0796fadc17125bdec1}{variance} () const }
\label{classbdm_1_1egamma_36986cc01917cd0796fadc17125bdec1}

\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item 
\hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{
virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)}
\label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}

\begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{
virtual double \hyperlink{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{evallog\_\-nn} (const vec \&val) const }
\label{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}

\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{
virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const }
\label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}

\begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{
virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)}
\label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}

\begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\end{CompactItemize}
\begin{Indent}{\bf Constructors}\par
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1egamma_131197f3dfad99355a01d30903279653}{
\textbf{egamma} ()}
\label{classbdm_1_1egamma_131197f3dfad99355a01d30903279653}

\item 
\hypertarget{classbdm_1_1egamma_d1a84564098230d31b9af762209400ae}{
\textbf{egamma} (const vec \&a, const vec \&b)}
\label{classbdm_1_1egamma_d1a84564098230d31b9af762209400ae}

\item 
\hypertarget{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2}{
void \textbf{set\_\-parameters} (const vec \&a, const vec \&b)}
\label{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2}

\end{CompactItemize}
\end{Indent}
\begin{Indent}{\bf Constructors}\par
{\em Construction of each \hyperlink{classbdm_1_1epdf}{epdf} should support two types of constructors: \begin{itemize}
\item empty constructor, \item copy constructor,\end{itemize}
The following constructors should be supported for convenience: \begin{itemize}
\item constructor followed by calling {\tt set\_\-parameters()} \item constructor accepting random variables calling {\tt \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv()}} \end{itemize}
All internal data structures are constructed as empty. Their values (including sizes) will be set by method {\tt set\_\-parameters()}. This way references can be initialized in constructors. }\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8}{
void \textbf{set\_\-parameters} (int dim0)}
\label{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8}

\end{CompactItemize}
\end{Indent}
\begin{Indent}{\bf Matematical Operations}\par
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{
virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const }
\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}

\begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{
virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const }
\label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}

\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{
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 }
\label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}

\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 
\hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{
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 }
\label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}

\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}\end{CompactItemize}
\end{Indent}
\begin{Indent}{\bf Connection to other classes}\par
{\em Description of the random quantity via attribute {\tt rv} is optional. For operations such as sampling {\tt rv} does not need to be set. However, for {\tt marginalization} and {\tt conditioning} {\tt rv} has to be set. NB: }\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{
void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)}
\label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}

\begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{
bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const }
\label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}

\begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{
const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const }
\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}

\begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize}
\end{Indent}
\begin{Indent}{\bf Access to attributes}\par
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{
int \hyperlink{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{dimension} () const }
\label{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}

\begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize}
\end{Indent}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1egamma_0901ec983e66b8337aaa506e13b122fa}{
vec \hyperlink{classbdm_1_1egamma_0901ec983e66b8337aaa506e13b122fa}{alpha}}
\label{classbdm_1_1egamma_0901ec983e66b8337aaa506e13b122fa}

\begin{CompactList}\small\item\em Vector $\alpha$. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1egamma_457bfb1ccb2057df85073e519a15ccc1}{
vec \hyperlink{classbdm_1_1egamma_457bfb1ccb2057df85073e519a15ccc1}{beta}}
\label{classbdm_1_1egamma_457bfb1ccb2057df85073e519a15ccc1}

\begin{CompactList}\small\item\em Vector $\beta$. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{
int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}}
\label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}

\begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item 
\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{
\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}}
\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}

\begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize}


The documentation for this class was generated from the following files:\begin{CompactItemize}
\item 
\hyperlink{libEF_8h}{libEF.h}\item 
libEF.cpp\end{CompactItemize}