root/doc/latex/classbdm_1_1mgamma__fix.tex @ 269

Revision 269, 9.7 kB (checked in by smidl, 17 years ago)

doc

RevLine 
[261]1\hypertarget{classbdm_1_1mgamma__fix}{
2\section{bdm::mgamma\_\-fix Class Reference}
3\label{classbdm_1_1mgamma__fix}\index{bdm::mgamma\_\-fix@{bdm::mgamma\_\-fix}}
4}
5Gamma random walk around a fixed point. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for bdm::mgamma\_\-fix:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=75pt]{classbdm_1_1mgamma__fix__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for bdm::mgamma\_\-fix:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[height=400pt]{classbdm_1_1mgamma__fix__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classbdm_1_1mgamma__fix_c73571f45ab2926e5a7fb9c3791b5614}{
28\hyperlink{classbdm_1_1mgamma__fix_c73571f45ab2926e5a7fb9c3791b5614}{mgamma\_\-fix} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}, const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc})}
29\label{classbdm_1_1mgamma__fix_c73571f45ab2926e5a7fb9c3791b5614}
30
31\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
32\hypertarget{classbdm_1_1mgamma__fix_1bfd30e90db9dc1fbda4a9fbb0b716b2}{
33void \hyperlink{classbdm_1_1mgamma__fix_1bfd30e90db9dc1fbda4a9fbb0b716b2}{set\_\-parameters} (double k0, vec ref0, double l0)}
34\label{classbdm_1_1mgamma__fix_1bfd30e90db9dc1fbda4a9fbb0b716b2}
35
36\begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\item 
37\hypertarget{classbdm_1_1mgamma__fix_1d539591deb7a38bb3403c2b396c8ff7}{
38void \hyperlink{classbdm_1_1mgamma__fix_1d539591deb7a38bb3403c2b396c8ff7}{condition} (const vec \&val)}
39\label{classbdm_1_1mgamma__fix_1d539591deb7a38bb3403c2b396c8ff7}
40
41\begin{CompactList}\small\item\em Update {\tt ep} so that it represents this \hyperlink{classbdm_1_1mpdf}{mpdf} conditioned on {\tt rvc} = cond. \item\end{CompactList}\item 
42\hypertarget{classbdm_1_1mgamma_0b486f7e52a3d8a39adbcbd325461c0d}{
43void \hyperlink{classbdm_1_1mgamma_0b486f7e52a3d8a39adbcbd325461c0d}{set\_\-parameters} (double \hyperlink{classbdm_1_1mgamma_b20cf88cca1fe9b0b8f2a412608bfd09}{k})}
44\label{classbdm_1_1mgamma_0b486f7e52a3d8a39adbcbd325461c0d}
45
46\begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\item 
[269]47virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond)
[261]48\begin{CompactList}\small\item\em Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item\end{CompactList}\item 
49virtual mat \hyperlink{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N)
50\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item 
51\hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{
52virtual double \hyperlink{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{evallogcond} (const vec \&dt, const vec \&cond)}
53\label{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}
54
55\begin{CompactList}\small\item\em Shortcut for conditioning and evaluation of the internal \hyperlink{classbdm_1_1epdf}{epdf}. In some cases, this operation can be implemented efficiently. \item\end{CompactList}\item 
56\hypertarget{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{
57virtual vec \hyperlink{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)}
58\label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb}
59
60\begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item 
61\hypertarget{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{
62\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{\_\-rvc} () const }
63\label{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}
64
65\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
66\hypertarget{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{
67\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{\_\-rv} () const }
68\label{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}
69
70\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
71\hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{
72\hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{\_\-epdf} ()}
73\label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}
74
75\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
76\hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{
77\hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{\_\-e} ()}
78\label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}
79
80\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
81\subsection*{Protected Attributes}
82\begin{CompactItemize}
83\item 
84\hypertarget{classbdm_1_1mgamma__fix_1eb701506aabb2e6af007e487212d6fa}{
85double \hyperlink{classbdm_1_1mgamma__fix_1eb701506aabb2e6af007e487212d6fa}{l}}
86\label{classbdm_1_1mgamma__fix_1eb701506aabb2e6af007e487212d6fa}
87
88\begin{CompactList}\small\item\em parameter l \item\end{CompactList}\item 
89\hypertarget{classbdm_1_1mgamma__fix_018c6f901a04e419455308a07eb3b0b2}{
90vec \hyperlink{classbdm_1_1mgamma__fix_018c6f901a04e419455308a07eb3b0b2}{refl}}
91\label{classbdm_1_1mgamma__fix_018c6f901a04e419455308a07eb3b0b2}
92
93\begin{CompactList}\small\item\em reference vector \item\end{CompactList}\item 
94\hypertarget{classbdm_1_1mgamma_bdc9f1e9e03c09e91103fee269864438}{
95\hyperlink{classbdm_1_1egamma}{egamma} \hyperlink{classbdm_1_1mgamma_bdc9f1e9e03c09e91103fee269864438}{epdf}}
96\label{classbdm_1_1mgamma_bdc9f1e9e03c09e91103fee269864438}
97
98\begin{CompactList}\small\item\em Internal \hyperlink{classbdm_1_1epdf}{epdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item 
99\hypertarget{classbdm_1_1mgamma_b20cf88cca1fe9b0b8f2a412608bfd09}{
100double \hyperlink{classbdm_1_1mgamma_b20cf88cca1fe9b0b8f2a412608bfd09}{k}}
101\label{classbdm_1_1mgamma_b20cf88cca1fe9b0b8f2a412608bfd09}
102
103\begin{CompactList}\small\item\em Constant $k$. \item\end{CompactList}\item 
104\hypertarget{classbdm_1_1mgamma_f6a652ce70fa2eb4d2c7ba6d5a6ae343}{
105vec $\ast$ \hyperlink{classbdm_1_1mgamma_f6a652ce70fa2eb4d2c7ba6d5a6ae343}{\_\-beta}}
106\label{classbdm_1_1mgamma_f6a652ce70fa2eb4d2c7ba6d5a6ae343}
107
108\begin{CompactList}\small\item\em cache of epdf.beta \item\end{CompactList}\item 
109\hypertarget{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{
110\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}}
111\label{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}
112
113\begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item 
114\hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{
115\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}}
116\label{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}
117
118\begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item 
119\hypertarget{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{
120\hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}{ep}}
121\label{classbdm_1_1mpdf_5eea43c56d38e4441bfb30270db949c0}
122
123\begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize}
124
125
126\subsection{Detailed Description}
127Gamma random walk around a fixed point.
128
129Mean value, $\mu$, of this density is given by a geometric combination of {\tt rvc} and given fixed point, $p$. $l$ is the coefficient of the geometric combimation \[ \mu = \mu_{t-1} ^{l} p^{1-l}\]
130
131Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting $\alpha=k$ and $\beta=k/\mu$.
132
133The standard deviation of the walk is then: $\mu/\sqrt(k)$.
134
135\subsection{Member Function Documentation}
[269]136\hypertarget{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{
[261]137\index{bdm::mgamma\_\-fix@{bdm::mgamma\_\-fix}!samplecond@{samplecond}}
138\index{samplecond@{samplecond}!bdm::mgamma_fix@{bdm::mgamma\_\-fix}}
[269]139\subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual vec bdm::mpdf::samplecond (const vec \& {\em cond})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
140\label{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}
[261]141
142
143Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$.
144
145\begin{Desc}
146\item[Parameters:]
147\begin{description}
[269]148\item[{\em cond}]is numeric value of {\tt rv} \end{description}
[261]149\end{Desc}
150
151
[269]152References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample().
[261]153
154Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{
155\index{bdm::mgamma\_\-fix@{bdm::mgamma\_\-fix}!samplecond\_\-m@{samplecond\_\-m}}
156\index{samplecond\_\-m@{samplecond\_\-m}!bdm::mgamma_fix@{bdm::mgamma\_\-fix}}
157\subsubsection[samplecond\_\-m]{\setlength{\rightskip}{0pt plus 5cm}virtual mat bdm::mpdf::samplecond\_\-m (const vec \& {\em cond}, \/  vec \& {\em ll}, \/  int {\em N})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
158\label{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}
159
160
161Returns.
162
163\begin{Desc}
164\item[Parameters:]
165\begin{description}
166\item[{\em N}]samples from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description}
167\end{Desc}
168
169
170References bdm::mpdf::condition(), bdm::RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample().
171
172The documentation for this class was generated from the following file:\begin{CompactItemize}
173\item 
174\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
Note: See TracBrowser for help on using the browser.