\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:\nopagebreak \begin{figure}[H] \begin{center} \leavevmode \includegraphics[width=65pt]{classbdm_1_1egamma__inherit__graph} \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_131197f3dfad99355a01d30903279653}{ \hyperlink{classbdm_1_1egamma_131197f3dfad99355a01d30903279653}{egamma} ()} \label{classbdm_1_1egamma_131197f3dfad99355a01d30903279653} \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item \hypertarget{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2}{ void \hyperlink{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2}{set\_\-parameters} (const vec \&a, const vec \&b)} \label{classbdm_1_1egamma_749f82293ff23a8319c1bf52489d2ed2} \begin{CompactList}\small\item\em Sets parameters. \item\end{CompactList}\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 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_46dfe100cd621716ee5c7ee25a20f24b}{ bool \hyperlink{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b}{dimension} () const } \label{classbdm_1_1epdf_46dfe100cd621716ee5c7ee25a20f24b} \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}