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1\hypertarget{classmgamma__fix}{
2\section{mgamma\_\-fix Class Reference}
3\label{classmgamma__fix}\index{mgamma\_\-fix@{mgamma\_\-fix}}
4}
5Gamma random walk around a fixed point. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for mgamma\_\-fix:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=58pt]{classmgamma__fix__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for mgamma\_\-fix:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=76pt]{classmgamma__fix__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classmgamma__fix_b92c3d2e5fd0381033a072e5ef3bcf80}{
28\hyperlink{classmgamma__fix_b92c3d2e5fd0381033a072e5ef3bcf80}{mgamma\_\-fix} (const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}, const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc})}
29\label{classmgamma__fix_b92c3d2e5fd0381033a072e5ef3bcf80}
30
31\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
32\hypertarget{classmgamma__fix_ec6f846896749e27cb7be9fa48dd1cb1}{
33void \hyperlink{classmgamma__fix_ec6f846896749e27cb7be9fa48dd1cb1}{set\_\-parameters} (double k0, vec ref0, double l0)}
34\label{classmgamma__fix_ec6f846896749e27cb7be9fa48dd1cb1}
35
36\begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\item 
37\hypertarget{classmgamma__fix_6ea3931eec7b7da7b693e45981052460}{
38void \hyperlink{classmgamma__fix_6ea3931eec7b7da7b693e45981052460}{condition} (const vec \&val)}
39\label{classmgamma__fix_6ea3931eec7b7da7b693e45981052460}
40
41\begin{CompactList}\small\item\em Update {\tt ep} so that it represents this \hyperlink{classmpdf}{mpdf} conditioned on {\tt rvc} = cond. \item\end{CompactList}\item 
42\hypertarget{classmgamma_a9d646cf758a70126dde7c48790b6e94}{
43void \hyperlink{classmgamma_a9d646cf758a70126dde7c48790b6e94}{set\_\-parameters} (double \hyperlink{classmgamma_43f733cce0245a52363d566099add687}{k})}
44\label{classmgamma_a9d646cf758a70126dde7c48790b6e94}
45
46\begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\item 
47virtual vec \hyperlink{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{samplecond} (const vec \&cond, double \&ll)
48\begin{CompactList}\small\item\em Returns the required moment of the \hyperlink{classepdf}{epdf}. \item\end{CompactList}\item 
49virtual mat \hyperlink{classmpdf_0e37163660f93df2a4d723cedb1da89c}{samplecond} (const vec \&cond, vec \&ll, int N)
50\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item 
51\hypertarget{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{
52virtual double \hyperlink{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}{evalcond} (const vec \&dt, const vec \&cond)}
53\label{classmpdf_80b738ece5bd4f8c4edaee4b38906f91}
54
55\begin{CompactList}\small\item\em Shortcut for conditioning and evaluation of the internal \hyperlink{classepdf}{epdf}. In some cases, this operation can be implemented efficiently. \item\end{CompactList}\item 
56\hypertarget{classmpdf_ec9c850305984582548e8deb64f0ffe8}{
57\hyperlink{classRV}{RV} \hyperlink{classmpdf_ec9c850305984582548e8deb64f0ffe8}{\_\-rvc} ()}
58\label{classmpdf_ec9c850305984582548e8deb64f0ffe8}
59
60\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
61\hypertarget{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}{
62\hyperlink{classRV}{RV} \hyperlink{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}{\_\-rv} ()}
63\label{classmpdf_1e71ad4c66d5884c82d4a3b06b42fe32}
64
65\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
66\hypertarget{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{
67\hyperlink{classepdf}{epdf} \& \hyperlink{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{\_\-epdf} ()}
68\label{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}
69
70\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
71\subsection*{Protected Attributes}
72\begin{CompactItemize}
73\item 
74\hypertarget{classmgamma__fix_3f48c09caddc298901ad75fe7c0529f6}{
75double \hyperlink{classmgamma__fix_3f48c09caddc298901ad75fe7c0529f6}{l}}
76\label{classmgamma__fix_3f48c09caddc298901ad75fe7c0529f6}
77
78\begin{CompactList}\small\item\em parameter l \item\end{CompactList}\item 
79\hypertarget{classmgamma__fix_81ce49029ecc385418619b200dcafeb0}{
80vec \hyperlink{classmgamma__fix_81ce49029ecc385418619b200dcafeb0}{refl}}
81\label{classmgamma__fix_81ce49029ecc385418619b200dcafeb0}
82
83\begin{CompactList}\small\item\em reference vector \item\end{CompactList}\item 
84\hypertarget{classmgamma_612dbf35c770a780027619aaac2c443e}{
85\hyperlink{classegamma}{egamma} \hyperlink{classmgamma_612dbf35c770a780027619aaac2c443e}{epdf}}
86\label{classmgamma_612dbf35c770a780027619aaac2c443e}
87
88\begin{CompactList}\small\item\em Internal \hyperlink{classepdf}{epdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item 
89\hypertarget{classmgamma_43f733cce0245a52363d566099add687}{
90double \hyperlink{classmgamma_43f733cce0245a52363d566099add687}{k}}
91\label{classmgamma_43f733cce0245a52363d566099add687}
92
93\begin{CompactList}\small\item\em Constant $k$. \item\end{CompactList}\item 
94\hypertarget{classmgamma_5e90652837448bcc29707e7412f99691}{
95vec $\ast$ \hyperlink{classmgamma_5e90652837448bcc29707e7412f99691}{\_\-beta}}
96\label{classmgamma_5e90652837448bcc29707e7412f99691}
97
98\begin{CompactList}\small\item\em cache of epdf.beta \item\end{CompactList}\item 
99\hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{
100\hyperlink{classRV}{RV} \hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}}
101\label{classmpdf_f6687c07ff07d47812dd565368ca59eb}
102
103\begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item 
104\hypertarget{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{
105\hyperlink{classRV}{RV} \hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}}
106\label{classmpdf_acb7dda792b3cd5576f39fa3129abbab}
107
108\begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item 
109\hypertarget{classmpdf_7aa894208a32f3487827df6d5054424c}{
110\hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_7aa894208a32f3487827df6d5054424c}{ep}}
111\label{classmpdf_7aa894208a32f3487827df6d5054424c}
112
113\begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize}
114
115
116\subsection{Detailed Description}
117Gamma random walk around a fixed point.
118
119Mean 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 \[ \mu = \mu_{t-1} ^{l} p^{1-l}\]
120
121Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting $\alpha=k$ and $\beta=k/\mu$.
122
123The standard deviation of the walk is then: $\mu/\sqrt(k)$.
124
125\subsection{Member Function Documentation}
126\hypertarget{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{
127\index{mgamma\_\-fix@{mgamma\_\-fix}!samplecond@{samplecond}}
128\index{samplecond@{samplecond}!mgamma_fix@{mgamma\_\-fix}}
129\subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual vec mpdf::samplecond (const vec \& {\em cond}, \/  double \& {\em ll})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
130\label{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}
131
132
133Returns the required moment of the \hyperlink{classepdf}{epdf}.
134
135Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \begin{Desc}
136\item[Parameters:]
137\begin{description}
138\item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description}
139\end{Desc}
140
141
142Reimplemented in \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{mprod}.
143
144References mpdf::condition(), mpdf::ep, epdf::evalpdflog(), and epdf::sample().
145
146Referenced by MPF$<$ BM\_\-T $>$::bayes(), and PF::bayes().\hypertarget{classmpdf_0e37163660f93df2a4d723cedb1da89c}{
147\index{mgamma\_\-fix@{mgamma\_\-fix}!samplecond@{samplecond}}
148\index{samplecond@{samplecond}!mgamma_fix@{mgamma\_\-fix}}
149\subsubsection[samplecond]{\setlength{\rightskip}{0pt plus 5cm}virtual mat mpdf::samplecond (const vec \& {\em cond}, \/  vec \& {\em ll}, \/  int {\em N})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
150\label{classmpdf_0e37163660f93df2a4d723cedb1da89c}
151
152
153Returns.
154
155\begin{Desc}
156\item[Parameters:]
157\begin{description}
158\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}
159\end{Desc}
160
161
162Reimplemented in \hyperlink{classmprod_e171c40e210539c2af01d6237785620b}{mprod}.
163
164References mpdf::condition(), RV::count(), mpdf::ep, epdf::evalpdflog(), mpdf::rv, and epdf::sample().
165
166The documentation for this class was generated from the following file:\begin{CompactItemize}
167\item 
168work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
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