1 | \section{mgamma Class Reference} |
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2 | \label{classmgamma}\index{mgamma@{mgamma}} |
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3 | Gamma random walk. |
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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 mgamma:\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=62pt]{classmgamma__inherit__graph} |
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13 | \end{center} |
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14 | \end{figure} |
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15 | Collaboration diagram for mgamma:\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=80pt]{classmgamma__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 mgamma} (const {\bf RV} \&{\bf rv}, const {\bf RV} \&{\bf rvc})\label{classmgamma_af43e61b86900c0398d5c0ffc83b94e6} |
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26 | |
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27 | \begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item |
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28 | void {\bf set\_\-parameters} (double {\bf k})\label{classmgamma_a9d646cf758a70126dde7c48790b6e94} |
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29 | |
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30 | \begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\item |
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31 | vec {\bf samplecond} (vec \&cond, double \&lik)\label{classmgamma_9f40dc43885085fad8e3d6652b79e139} |
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32 | |
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33 | \begin{CompactList}\small\item\em Generate one sample of the posterior. \item\end{CompactList}\item |
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34 | mat {\bf samplecond} (vec \&cond, vec \&lik, int n)\label{classmgamma_e9d52749793f40aad85b70c6db4435ae} |
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35 | |
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36 | \begin{CompactList}\small\item\em Generate matrix of samples of the posterior. \item\end{CompactList}\item |
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37 | void {\bf condition} (const vec \&val)\label{classmgamma_a61094c9f7a2d64ea77b130cbc031f97} |
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38 | |
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39 | \begin{CompactList}\small\item\em Update {\tt ep} so that it represents this \doxyref{mpdf}{p.}{classmpdf} conditioned on {\tt rvc} = cond. \item\end{CompactList}\item |
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40 | virtual double {\bf evalcond} (const vec \&dt, const vec \&cond)\label{classmpdf_80b738ece5bd4f8c4edaee4b38906f91} |
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41 | |
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42 | \begin{CompactList}\small\item\em Shortcut for conditioning and evaluation of the internal \doxyref{epdf}{p.}{classepdf}. In some cases, this operation can be implemented efficiently. \item\end{CompactList}\item |
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43 | {\bf RV} {\bf \_\-rvc} ()\label{classmpdf_ec9c850305984582548e8deb64f0ffe8} |
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44 | |
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45 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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46 | {\bf epdf} \& {\bf \_\-epdf} ()\label{classmpdf_e17780ee5b2cfe05922a6c56af1462f8} |
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47 | |
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48 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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49 | \subsection*{Protected Attributes} |
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50 | \begin{CompactItemize} |
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51 | \item |
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52 | {\bf egamma} {\bf epdf}\label{classmgamma_612dbf35c770a780027619aaac2c443e} |
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53 | |
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54 | \begin{CompactList}\small\item\em Internal \doxyref{epdf}{p.}{classepdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item |
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55 | double {\bf k}\label{classmgamma_43f733cce0245a52363d566099add687} |
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56 | |
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57 | \begin{CompactList}\small\item\em Constant \$k\$. \item\end{CompactList}\item |
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58 | vec $\ast$ {\bf \_\-beta}\label{classmgamma_5e90652837448bcc29707e7412f99691} |
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59 | |
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60 | \begin{CompactList}\small\item\em cache of epdf.beta \item\end{CompactList}\item |
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61 | {\bf RV} {\bf rv}\label{classmpdf_f6687c07ff07d47812dd565368ca59eb} |
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62 | |
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63 | \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item |
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64 | {\bf RV} {\bf rvc}\label{classmpdf_acb7dda792b3cd5576f39fa3129abbab} |
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65 | |
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66 | \begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item |
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67 | {\bf epdf} $\ast$ {\bf ep}\label{classmpdf_7aa894208a32f3487827df6d5054424c} |
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68 | |
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69 | \begin{CompactList}\small\item\em pointer to internal \doxyref{epdf}{p.}{classepdf} \item\end{CompactList}\end{CompactItemize} |
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70 | |
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71 | |
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72 | \subsection{Detailed Description} |
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73 | Gamma random walk. |
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74 | |
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75 | Mean value, $\mu$, of this density is given by {\tt rvc} . Standard deviation of the random walk is proportional to one \$k\$-th the mean. This is achieved by setting $\alpha=k$ and $\beta=k/\mu$. |
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76 | |
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77 | The standard deviation of the walk is then: $\mu/\sqrt(k)$. |
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78 | |
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79 | The documentation for this class was generated from the following files:\begin{CompactItemize} |
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80 | \item |
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81 | work/mixpp/bdm/stat/{\bf libEF.h}\item |
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82 | work/mixpp/bdm/stat/libEF.cpp\end{CompactItemize} |
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