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1\hypertarget{classegamma}{
2\section{egamma Class Reference}
3\label{classegamma}\index{egamma@{egamma}}
4}
5Gamma posterior density. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for egamma:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=49pt]{classegamma__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for egamma:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=49pt]{classegamma__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classegamma_4b1d34f3b244ea51a58ec10c468788c1}{
28\hyperlink{classegamma_4b1d34f3b244ea51a58ec10c468788c1}{egamma} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv})}
29\label{classegamma_4b1d34f3b244ea51a58ec10c468788c1}
30
31\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
32\hypertarget{classegamma_8e348b89be82b70471fe8c5630f61339}{
33void \hyperlink{classegamma_8e348b89be82b70471fe8c5630f61339}{set\_\-parameters} (const vec \&a, const vec \&b)}
34\label{classegamma_8e348b89be82b70471fe8c5630f61339}
35
36\begin{CompactList}\small\item\em Sets parameters. \item\end{CompactList}\item 
37\hypertarget{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425}{
38vec \hyperlink{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425}{sample} () const }
39\label{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425}
40
41\begin{CompactList}\small\item\em Returns a sample, $x$ from density $epdf(rv)$. \item\end{CompactList}\item 
42\hypertarget{classegamma_74a49a4c696f44e54bb6b0515e155a9b}{
43double \hyperlink{classegamma_74a49a4c696f44e54bb6b0515e155a9b}{evallog} (const vec \&val) const }
44\label{classegamma_74a49a4c696f44e54bb6b0515e155a9b}
45
46\begin{CompactList}\small\item\em TODO: is it used anywhere? \item\end{CompactList}\item 
47\hypertarget{classegamma_d6dbbdb72360f9e54d64501f80318bb6}{
48double \hyperlink{classegamma_d6dbbdb72360f9e54d64501f80318bb6}{lognc} () const }
49\label{classegamma_d6dbbdb72360f9e54d64501f80318bb6}
50
51\begin{CompactList}\small\item\em logarithm of the normalizing constant, $\mathcal{I}$ \item\end{CompactList}\item 
52\hypertarget{classegamma_44445c56e60b91b377f207f8d5089790}{
53void \hyperlink{classegamma_44445c56e60b91b377f207f8d5089790}{\_\-param} (vec $\ast$\&a, vec $\ast$\&b)}
54\label{classegamma_44445c56e60b91b377f207f8d5089790}
55
56\begin{CompactList}\small\item\em Returns poiter to alpha and beta. Potentially dengerous: use with care! \item\end{CompactList}\item 
57\hypertarget{classegamma_6ab5ba56f7cdb2e5921c3e77524fa50a}{
58vec \hyperlink{classegamma_6ab5ba56f7cdb2e5921c3e77524fa50a}{mean} () const }
59\label{classegamma_6ab5ba56f7cdb2e5921c3e77524fa50a}
60
61\begin{CompactList}\small\item\em return expected value \item\end{CompactList}\item 
62\hypertarget{classegamma_1dee6186a084565de4f9ceb3410148e4}{
63vec \hyperlink{classegamma_1dee6186a084565de4f9ceb3410148e4}{variance} () const }
64\label{classegamma_1dee6186a084565de4f9ceb3410148e4}
65
66\begin{CompactList}\small\item\em return expected variance (not covariance!) \item\end{CompactList}\item 
67\hypertarget{classeEF_a89bef8996410609004fa019b5b48964}{
68virtual void \hyperlink{classeEF_a89bef8996410609004fa019b5b48964}{dupdate} (mat \&v)}
69\label{classeEF_a89bef8996410609004fa019b5b48964}
70
71\begin{CompactList}\small\item\em TODO decide if it is really needed. \item\end{CompactList}\item 
72\hypertarget{classeEF_41c70565b4d3fb424599817d008f0c71}{
73virtual double \hyperlink{classeEF_41c70565b4d3fb424599817d008f0c71}{evallog\_\-nn} (const vec \&val) const }
74\label{classeEF_41c70565b4d3fb424599817d008f0c71}
75
76\begin{CompactList}\small\item\em Evaluate normalized log-probability. \item\end{CompactList}\item 
77\hypertarget{classeEF_cff03a658aec11b806c3e3d48f37b81f}{
78virtual vec \hyperlink{classeEF_cff03a658aec11b806c3e3d48f37b81f}{evallog} (const mat \&Val) const }
79\label{classeEF_cff03a658aec11b806c3e3d48f37b81f}
80
81\begin{CompactList}\small\item\em Evaluate normalized log-probability for many samples. \item\end{CompactList}\item 
82\hypertarget{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5}{
83virtual void \hyperlink{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5}{pow} (double p)}
84\label{classeEF_4f8385dd1cc9740522dc373b1dc3cbf5}
85
86\begin{CompactList}\small\item\em Power of the density, used e.g. to flatten the density. \item\end{CompactList}\item 
87\hypertarget{classepdf_76608914c3b19e150292d5c56e93e508}{
88virtual mat \hyperlink{classepdf_76608914c3b19e150292d5c56e93e508}{sample\_\-m} (int N) const }
89\label{classepdf_76608914c3b19e150292d5c56e93e508}
90
91\begin{CompactList}\small\item\em Returns N samples from density $epdf(rv)$. \item\end{CompactList}\item 
92\hypertarget{classepdf_2495a04bbacb9b55fe5a3a59b78affca}{
93virtual vec \hyperlink{classepdf_2495a04bbacb9b55fe5a3a59b78affca}{evallog\_\-m} (const mat \&Val) const }
94\label{classepdf_2495a04bbacb9b55fe5a3a59b78affca}
95
96\begin{CompactList}\small\item\em Compute log-probability of multiple values argument {\tt val}. \item\end{CompactList}\item 
97\hypertarget{classepdf_e87dc8260a5c37bc1b03eb66174741a0}{
98virtual \hyperlink{classmpdf}{mpdf} $\ast$ \hyperlink{classepdf_e87dc8260a5c37bc1b03eb66174741a0}{condition} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}) const }
99\label{classepdf_e87dc8260a5c37bc1b03eb66174741a0}
100
101\begin{CompactList}\small\item\em Return conditional density on the given \hyperlink{classRV}{RV}, the remaining rvs will be in conditioning. \item\end{CompactList}\item 
102\hypertarget{classepdf_38de9f59b65ee06028554f3f74b66025}{
103virtual \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classepdf_38de9f59b65ee06028554f3f74b66025}{marginal} (const \hyperlink{classRV}{RV} \&\hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}) const }
104\label{classepdf_38de9f59b65ee06028554f3f74b66025}
105
106\begin{CompactList}\small\item\em Return marginal density on the given \hyperlink{classRV}{RV}, the remainig rvs are intergrated out. \item\end{CompactList}\item 
107\hypertarget{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{
108const \hyperlink{classRV}{RV} \& \hyperlink{classepdf_ca0d32aabb4cbba347e0c37fe8607562}{\_\-rv} () const }
109\label{classepdf_ca0d32aabb4cbba347e0c37fe8607562}
110
111\begin{CompactList}\small\item\em access function, possibly dangerous! \item\end{CompactList}\item 
112\hypertarget{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{
113void \hyperlink{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}{\_\-renewrv} (const \hyperlink{classRV}{RV} \&in\_\-rv)}
114\label{classepdf_7fb94ce90d1ac7077d29f7d6a6c3e0a5}
115
116\begin{CompactList}\small\item\em modifier function - useful when copying epdfs \item\end{CompactList}\end{CompactItemize}
117\subsection*{Protected Attributes}
118\begin{CompactItemize}
119\item 
120\hypertarget{classegamma_376cebd8932546c440f21b182910b01b}{
121vec \hyperlink{classegamma_376cebd8932546c440f21b182910b01b}{alpha}}
122\label{classegamma_376cebd8932546c440f21b182910b01b}
123
124\begin{CompactList}\small\item\em Vector $\alpha$. \item\end{CompactList}\item 
125\hypertarget{classegamma_cfc5f136467488a421ab22f886323790}{
126vec \hyperlink{classegamma_cfc5f136467488a421ab22f886323790}{beta}}
127\label{classegamma_cfc5f136467488a421ab22f886323790}
128
129\begin{CompactList}\small\item\em Vector $\beta$. \item\end{CompactList}\item 
130\hypertarget{classepdf_74da992e3f5d598da8850b646b79b9d9}{
131\hyperlink{classRV}{RV} \hyperlink{classepdf_74da992e3f5d598da8850b646b79b9d9}{rv}}
132\label{classepdf_74da992e3f5d598da8850b646b79b9d9}
133
134\begin{CompactList}\small\item\em Identified of the random variable. \item\end{CompactList}\end{CompactItemize}
135
136
137\subsection{Detailed Description}
138Gamma posterior density.
139
140Multivariate Gamma density as product of independent univariate densities. \[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \] 
141
142The documentation for this class was generated from the following files:\begin{CompactItemize}
143\item 
144work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\item 
145work/git/mixpp/bdm/stat/libEF.cpp\end{CompactItemize}
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