| 1 | \section{egamma Class Reference} |
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| 2 | \label{classegamma}\index{egamma@{egamma}} |
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| 3 | Gamma posterior density. |
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| 4 | |
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| 5 | |
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| 6 | {\tt \#include $<$libEF.h$>$} |
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| 7 | |
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| 8 | Inheritance diagram for egamma:\nopagebreak |
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| 9 | \begin{figure}[H] |
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| 10 | \begin{center} |
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| 11 | \leavevmode |
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| 12 | \includegraphics[width=49pt]{classegamma__inherit__graph} |
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| 13 | \end{center} |
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| 14 | \end{figure} |
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| 15 | Collaboration diagram for egamma:\nopagebreak |
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| 16 | \begin{figure}[H] |
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| 17 | \begin{center} |
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| 18 | \leavevmode |
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| 19 | \includegraphics[width=49pt]{classegamma__coll__graph} |
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| 20 | \end{center} |
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| 21 | \end{figure} |
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| 22 | \subsection*{Public Member Functions} |
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| 23 | \begin{CompactItemize} |
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| 24 | \item |
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| 25 | {\bf egamma} (const {\bf RV} \&{\bf rv})\label{classegamma_4b1d34f3b244ea51a58ec10c468788c1} |
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| 26 | |
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| 27 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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| 28 | void {\bf set\_\-parameters} (const vec \&a, const vec \&b)\label{classegamma_8e348b89be82b70471fe8c5630f61339} |
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| 29 | |
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| 30 | \begin{CompactList}\small\item\em Sets parameters. \item\end{CompactList}\item |
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| 31 | vec {\bf sample} () const |
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| 32 | \begin{CompactList}\small\item\em Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. \item\end{CompactList}\item |
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| 33 | double {\bf evalpdflog} (const vec \&val) const \label{classegamma_de84faac8f9799dfe2777ddbedf997ef} |
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| 34 | |
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| 35 | \begin{CompactList}\small\item\em TODO: is it used anywhere? \item\end{CompactList}\item |
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| 36 | double {\bf lognc} () const \label{classegamma_d6dbbdb72360f9e54d64501f80318bb6} |
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| 37 | |
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| 38 | \begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item |
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| 39 | void {\bf \_\-param} (vec $\ast$\&a, vec $\ast$\&b)\label{classegamma_44445c56e60b91b377f207f8d5089790} |
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| 40 | |
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| 41 | \begin{CompactList}\small\item\em Returns poiter to alpha and beta. Potentially dengerous: use with care! \item\end{CompactList}\item |
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| 42 | vec {\bf mean} () const \label{classegamma_6ab5ba56f7cdb2e5921c3e77524fa50a} |
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| 43 | |
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| 44 | \begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item |
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| 45 | virtual void {\bf tupdate} (double phi, mat \&vbar, double nubar)\label{classeEF_fd88bc35550ec8fe9281d358216d0fcf} |
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| 46 | |
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| 47 | \begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item |
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| 48 | virtual void {\bf dupdate} (mat \&v, double nu=1.0)\label{classeEF_5863718c3b2fb1496dece10c5b745d5c} |
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| 49 | |
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| 50 | \begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item |
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| 51 | virtual mat {\bf sampleN} (int N) const \label{classepdf_54d7dd53a641b618771cd9bee135181f} |
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| 52 | |
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| 53 | \begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item |
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| 54 | virtual double {\bf eval} (const vec \&val) const \label{classepdf_3ea597362e11a0040fe7c990269d072c} |
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| 55 | |
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| 56 | \begin{CompactList}\small\item\em Compute probability of argument {\tt val}. \item\end{CompactList}\item |
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| 57 | {\bf RV} {\bf \_\-rv} () const \label{classepdf_b89143f12c9b49282e30841e4fb5f337} |
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| 58 | |
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| 59 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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| 60 | \subsection*{Protected Attributes} |
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| 61 | \begin{CompactItemize} |
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| 62 | \item |
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| 63 | vec {\bf alpha}\label{classegamma_376cebd8932546c440f21b182910b01b} |
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| 64 | |
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| 65 | \begin{CompactList}\small\item\em Vector $\alpha$. \item\end{CompactList}\item |
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| 66 | vec {\bf beta}\label{classegamma_cfc5f136467488a421ab22f886323790} |
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| 67 | |
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| 68 | \begin{CompactList}\small\item\em Vector $\beta$. \item\end{CompactList}\item |
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| 69 | {\bf RV} {\bf rv}\label{classepdf_74da992e3f5d598da8850b646b79b9d9} |
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| 70 | |
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| 71 | \begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize} |
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| 72 | |
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| 73 | |
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| 74 | \subsection{Detailed Description} |
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| 75 | Gamma posterior density. |
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| 76 | |
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| 77 | Multvariate Gamma density as product of independent univariate densities. \[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \] |
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| 78 | |
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| 79 | \subsection{Member Function Documentation} |
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| 80 | \index{egamma@{egamma}!sample@{sample}} |
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| 81 | \index{sample@{sample}!egamma@{egamma}} |
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| 82 | \subsubsection[sample]{\setlength{\rightskip}{0pt plus 5cm}vec egamma::sample () const\hspace{0.3cm}{\tt [virtual]}}\label{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425} |
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| 83 | |
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| 84 | |
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| 85 | Returns the required moment of the \doxyref{epdf}{p.}{classepdf}. |
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| 86 | |
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| 87 | Returns a sample, $x$ from density $epdf(rv)$ |
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| 88 | |
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| 89 | Implements {\bf epdf} \doxyref{}{p.}{classepdf_8019654e494bf5e458f6fb947e11b262}. |
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| 90 | |
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| 91 | References alpha, beta, RV::count(), epdf::rv, and itpp::Gamma\_\-RNG::setup(). |
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| 92 | |
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| 93 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
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| 94 | \item |
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| 95 | work/git/mixpp/bdm/stat/{\bf libEF.h}\item |
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| 96 | work/git/mixpp/bdm/stat/libEF.cpp\end{CompactItemize} |
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