root/doc/latex/classbdm_1_1eigamma.tex @ 271

Revision 271, 10.8 kB (checked in by smidl, 16 years ago)

Next major revision

Line 
1\hypertarget{classbdm_1_1eigamma}{
2\section{bdm::eigamma Class Reference}
3\label{classbdm_1_1eigamma}\index{bdm::eigamma@{bdm::eigamma}}
4}
5{\tt \#include $<$libEF.h$>$}
6
7Inheritance diagram for bdm::eigamma::\begin{figure}[H]
8\begin{center}
9\leavevmode
10\includegraphics[height=4cm]{classbdm_1_1eigamma}
11\end{center}
12\end{figure}
13
14
15\subsection{Detailed Description}
16Inverse-Gamma posterior density.
17
18Multivariate inverse-Gamma density as product of independent univariate densities. \[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]
19
20Inverse Gamma can be converted to Gamma using \[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \] This relation is used in sampling. \subsection*{Public Member Functions}
21\begin{CompactItemize}
22\item 
23\hypertarget{classbdm_1_1eigamma_3aff7bf25ddac27731c60826fcfd878f}{
24vec \hyperlink{classbdm_1_1eigamma_3aff7bf25ddac27731c60826fcfd878f}{sample} () const }
25\label{classbdm_1_1eigamma_3aff7bf25ddac27731c60826fcfd878f}
26
27\begin{CompactList}\small\item\em Returns a sample, $ x $ from density $ f_x()$. \item\end{CompactList}\item 
28\hypertarget{classbdm_1_1eigamma_9e26c80c8e6708bfcf2e684958af6f91}{
29double \hyperlink{classbdm_1_1eigamma_9e26c80c8e6708bfcf2e684958af6f91}{evallog} (const vec \&val) const }
30\label{classbdm_1_1eigamma_9e26c80c8e6708bfcf2e684958af6f91}
31
32\begin{CompactList}\small\item\em TODO: is it used anywhere? \item\end{CompactList}\item 
33\hypertarget{classbdm_1_1eigamma_a52ac6d523e2fe05642d1f50fe66aec2}{
34double \hyperlink{classbdm_1_1eigamma_a52ac6d523e2fe05642d1f50fe66aec2}{lognc} () const }
35\label{classbdm_1_1eigamma_a52ac6d523e2fe05642d1f50fe66aec2}
36
37\begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item 
38\hypertarget{classbdm_1_1eigamma_46cecb295edbabd28120cb0f6f572bcb}{
39vec \hyperlink{classbdm_1_1eigamma_46cecb295edbabd28120cb0f6f572bcb}{mean} () const }
40\label{classbdm_1_1eigamma_46cecb295edbabd28120cb0f6f572bcb}
41
42\begin{CompactList}\small\item\em Returns poiter to alpha and beta. Potentially dangerous: use with care! \item\end{CompactList}\item 
43\hypertarget{classbdm_1_1eigamma_c2c696f8c668e9f65392c9449f6a5133}{
44vec \hyperlink{classbdm_1_1eigamma_c2c696f8c668e9f65392c9449f6a5133}{variance} () const }
45\label{classbdm_1_1eigamma_c2c696f8c668e9f65392c9449f6a5133}
46
47\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item 
48\hypertarget{classbdm_1_1eigamma_0b3693d30bcc8c6bd873f9c49825cdeb}{
49vec \& \textbf{\_\-alpha} ()}
50\label{classbdm_1_1eigamma_0b3693d30bcc8c6bd873f9c49825cdeb}
51
52\item 
53\hypertarget{classbdm_1_1eigamma_d5aa95bce22824f16b46f8cd3ace9dae}{
54vec \& \textbf{\_\-beta} ()}
55\label{classbdm_1_1eigamma_d5aa95bce22824f16b46f8cd3ace9dae}
56
57\item 
58\hypertarget{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{
59virtual void \hyperlink{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}{dupdate} (mat \&v)}
60\label{classbdm_1_1eEF_deef7d6273ba4d5a5cf0bbd91ec7277a}
61
62\begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item 
63\hypertarget{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{
64virtual double \hyperlink{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}{evallog\_\-nn} (const vec \&val) const }
65\label{classbdm_1_1eEF_a4135778ecd9ab774762936c82a097c6}
66
67\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
68\hypertarget{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{
69virtual vec \hyperlink{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}{evallog} (const mat \&Val) const }
70\label{classbdm_1_1eEF_79a7c8ea8c02e45d410bd1d7ffd72b41}
71
72\begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item 
73\hypertarget{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{
74virtual void \hyperlink{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}{pow} (double p)}
75\label{classbdm_1_1eEF_cf38af29e8e3d650c640509a52396053}
76
77\begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\end{CompactItemize}
78\begin{Indent}{\bf Constructors}\par
79\begin{CompactItemize}
80\item 
81\hypertarget{classbdm_1_1eigamma_b496396f3511ce87d7ae3830ba94262c}{
82\textbf{eigamma} ()}
83\label{classbdm_1_1eigamma_b496396f3511ce87d7ae3830ba94262c}
84
85\item 
86\hypertarget{classbdm_1_1eigamma_2870f6a8ffda9eb2fbaf9f85ea04c05f}{
87\textbf{eigamma} (const vec \&a, const vec \&b)}
88\label{classbdm_1_1eigamma_2870f6a8ffda9eb2fbaf9f85ea04c05f}
89
90\item 
91\hypertarget{classbdm_1_1eigamma_09e616c95f31acddf7dfef96d1c5d645}{
92void \textbf{set\_\-parameters} (const vec \&a, const vec \&b)}
93\label{classbdm_1_1eigamma_09e616c95f31acddf7dfef96d1c5d645}
94
95\end{CompactItemize}
96\end{Indent}
97\begin{Indent}{\bf Constructors}\par
98{\em Construction of each \hyperlink{classbdm_1_1epdf}{epdf} should support two types of constructors: \begin{itemize}
99\item empty constructor, \item copy constructor,\end{itemize}
100The following constructors should be supported for convenience: \begin{itemize}
101\item constructor followed by calling {\tt set\_\-parameters()} \item constructor accepting random variables calling {\tt \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv()}} \end{itemize}
102All 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}
103\item 
104\hypertarget{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8}{
105void \textbf{set\_\-parameters} (int dim0)}
106\label{classbdm_1_1epdf_840de94aa33cf4f2ebd2427f45a165d8}
107
108\end{CompactItemize}
109\end{Indent}
110\begin{Indent}{\bf Matematical Operations}\par
111\begin{CompactItemize}
112\item 
113\hypertarget{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{
114virtual mat \hyperlink{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}{sample\_\-m} (int N) const }
115\label{classbdm_1_1epdf_b4cf45fd83cc7573ede9fe1215256058}
116
117\begin{CompactList}\small\item\em Returns N samples, $ [x_1 , x_2 , \ldots \ $ from density $ f_x(rv)$. \item\end{CompactList}\item 
118\hypertarget{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{
119virtual vec \hyperlink{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}{evallog\_\-m} (const mat \&Val) const }
120\label{classbdm_1_1epdf_34956d4dd3176eeb5937cf48a1546b62}
121
122\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
123\hypertarget{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}{
124virtual \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 }
125\label{classbdm_1_1epdf_e584eac5579c1b6384947ecf66166c77}
126
127\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 
128\hypertarget{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}{
129virtual \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 }
130\label{classbdm_1_1epdf_3fb2ece54f720b62ad325e61214fa0a1}
131
132\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}
133\end{Indent}
134\begin{Indent}{\bf Connection to other classes}\par
135{\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}
136\item 
137\hypertarget{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{
138void \hyperlink{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)}
139\label{classbdm_1_1epdf_f423e28448dbb69ef4905295ec8de8ff}
140
141\begin{CompactList}\small\item\em Name its rv. \item\end{CompactList}\item 
142\hypertarget{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{
143bool \hyperlink{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}{isnamed} () const }
144\label{classbdm_1_1epdf_c4b863ff84c7a4882fb3ad18556027f9}
145
146\begin{CompactList}\small\item\em True if rv is assigned. \item\end{CompactList}\item 
147\hypertarget{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{
148const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}{\_\-rv} () const }
149\label{classbdm_1_1epdf_a4ab378d5e004c3ff3e2d4e64f7bba21}
150
151\begin{CompactList}\small\item\em Return name (fails when isnamed is false). \item\end{CompactList}\end{CompactItemize}
152\end{Indent}
153\begin{Indent}{\bf Access to attributes}\par
154\begin{CompactItemize}
155\item 
156\hypertarget{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{
157int \hyperlink{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}{dimension} () const }
158\label{classbdm_1_1epdf_7083a65f7b7a0d0d13b2c516bd2ec29c}
159
160\begin{CompactList}\small\item\em Size of the random variable. \item\end{CompactList}\end{CompactItemize}
161\end{Indent}
162\subsection*{Protected Attributes}
163\begin{CompactItemize}
164\item 
165\hypertarget{classbdm_1_1eigamma_3e5c03201f073033a7db894fa15ddb96}{
166\hyperlink{classbdm_1_1egamma}{egamma} \hyperlink{classbdm_1_1eigamma_3e5c03201f073033a7db894fa15ddb96}{eg}}
167\label{classbdm_1_1eigamma_3e5c03201f073033a7db894fa15ddb96}
168
169\begin{CompactList}\small\item\em internal \hyperlink{classbdm_1_1egamma}{egamma} \item\end{CompactList}\item 
170\hypertarget{classbdm_1_1eigamma_494fafd76d9448395efe160c9ba11ab6}{
171vec \& \hyperlink{classbdm_1_1eigamma_494fafd76d9448395efe160c9ba11ab6}{alpha}}
172\label{classbdm_1_1eigamma_494fafd76d9448395efe160c9ba11ab6}
173
174\begin{CompactList}\small\item\em Vector $\alpha$. \item\end{CompactList}\item 
175\hypertarget{classbdm_1_1eigamma_e32ff12ba6b2fdc22068c35dace23fa6}{
176vec \& \hyperlink{classbdm_1_1eigamma_e32ff12ba6b2fdc22068c35dace23fa6}{beta}}
177\label{classbdm_1_1eigamma_e32ff12ba6b2fdc22068c35dace23fa6}
178
179\begin{CompactList}\small\item\em Vector $\beta$ (in fact it is 1/beta as used in definition of iG). \item\end{CompactList}\item 
180\hypertarget{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{
181int \hyperlink{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}{dim}}
182\label{classbdm_1_1epdf_16adac20ec7fe07e1ea0b27d917788ce}
183
184\begin{CompactList}\small\item\em dimension of the random variable \item\end{CompactList}\item 
185\hypertarget{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{
186\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}{rv}}
187\label{classbdm_1_1epdf_62c5b8ff71d9ebe6cd58d3c342eb1dc8}
188
189\begin{CompactList}\small\item\em Description of the random variable. \item\end{CompactList}\end{CompactItemize}
190
191
192The documentation for this class was generated from the following file:\begin{CompactItemize}
193\item 
194\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
Note: See TracBrowser for help on using the browser.