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1\hypertarget{classmigamma__fix}{
2\section{migamma\_\-fix Class Reference}
3\label{classmigamma__fix}\index{migamma\_\-fix@{migamma\_\-fix}}
4}
5Inverse-Gamma random walk around a fixed point. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for migamma\_\-fix:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=62pt]{classmigamma__fix__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for migamma\_\-fix:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[height=400pt]{classmigamma__fix__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classmigamma__fix_85ff4fae4d3faefed060c515f255207e}{
28\hyperlink{classmigamma__fix_85ff4fae4d3faefed060c515f255207e}{migamma\_\-fix} (const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}, const \hyperlink{classRV}{RV} \&\hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc})}
29\label{classmigamma__fix_85ff4fae4d3faefed060c515f255207e}
30
31\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item 
32\hypertarget{classmigamma__fix_6266e14eb59fe36f494cfb5934a8e987}{
33void \hyperlink{classmigamma__fix_6266e14eb59fe36f494cfb5934a8e987}{set\_\-parameters} (double k0, vec ref0, double l0)}
34\label{classmigamma__fix_6266e14eb59fe36f494cfb5934a8e987}
35
36\begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\item 
37\hypertarget{classmigamma__fix_a69739eebfe05835db11bc3544cec6a1}{
38void \hyperlink{classmigamma__fix_a69739eebfe05835db11bc3544cec6a1}{condition} (const vec \&val)}
39\label{classmigamma__fix_a69739eebfe05835db11bc3544cec6a1}
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{classmigamma_6cf801c0319ffcfc6317e9f2ecef4cf8}{
43void \hyperlink{classmigamma_6cf801c0319ffcfc6317e9f2ecef4cf8}{set\_\-parameters} (double k0)}
44\label{classmigamma_6cf801c0319ffcfc6317e9f2ecef4cf8}
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 a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item\end{CompactList}\item 
49virtual mat \hyperlink{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N)
50\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item 
51\hypertarget{classmpdf_2ef8a6374029d990a678782f6decebbe}{
52virtual double \hyperlink{classmpdf_2ef8a6374029d990a678782f6decebbe}{evallogcond} (const vec \&dt, const vec \&cond)}
53\label{classmpdf_2ef8a6374029d990a678782f6decebbe}
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_95fcff214848f66f1b489459370573fa}{
57virtual vec \hyperlink{classmpdf_95fcff214848f66f1b489459370573fa}{evallogcond\_\-m} (const mat \&Dt, const vec \&cond)}
58\label{classmpdf_95fcff214848f66f1b489459370573fa}
59
60\begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item 
61\hypertarget{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{
62\hyperlink{classRV}{RV} \hyperlink{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}{\_\-rvc} () const }
63\label{classmpdf_15ef062183b1ccdf794732d5fa0b77cd}
64
65\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
66\hypertarget{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{
67\hyperlink{classRV}{RV} \hyperlink{classmpdf_71256ffb5fbd08f41d650e606a5bd585}{\_\-rv} () const }
68\label{classmpdf_71256ffb5fbd08f41d650e606a5bd585}
69
70\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
71\hypertarget{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{
72\hyperlink{classepdf}{epdf} \& \hyperlink{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}{\_\-epdf} ()}
73\label{classmpdf_e17780ee5b2cfe05922a6c56af1462f8}
74
75\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
76\hypertarget{classmpdf_75ded3b0f657cd7da6590691a810963c}{
77\hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_75ded3b0f657cd7da6590691a810963c}{\_\-e} ()}
78\label{classmpdf_75ded3b0f657cd7da6590691a810963c}
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{classmigamma__fix_13e0b9e3faf370a5ac24f2d8534047ec}{
85double \hyperlink{classmigamma__fix_13e0b9e3faf370a5ac24f2d8534047ec}{l}}
86\label{classmigamma__fix_13e0b9e3faf370a5ac24f2d8534047ec}
87
88\begin{CompactList}\small\item\em parameter l \item\end{CompactList}\item 
89\hypertarget{classmigamma__fix_7d0576daba2a1de5dc040dbfbd7dd446}{
90vec \hyperlink{classmigamma__fix_7d0576daba2a1de5dc040dbfbd7dd446}{refl}}
91\label{classmigamma__fix_7d0576daba2a1de5dc040dbfbd7dd446}
92
93\begin{CompactList}\small\item\em reference vector \item\end{CompactList}\item 
94\hypertarget{classmigamma_74712a98f587efdf35da540f7f5b5d0d}{
95\hyperlink{classeigamma}{eigamma} \hyperlink{classmigamma_74712a98f587efdf35da540f7f5b5d0d}{epdf}}
96\label{classmigamma_74712a98f587efdf35da540f7f5b5d0d}
97
98\begin{CompactList}\small\item\em Internal \hyperlink{classepdf}{epdf} that arise by conditioning on {\tt rvc}. \item\end{CompactList}\item 
99\hypertarget{classmigamma_8425bc642c6f7876b578e666c841fa9c}{
100double \hyperlink{classmigamma_8425bc642c6f7876b578e666c841fa9c}{k}}
101\label{classmigamma_8425bc642c6f7876b578e666c841fa9c}
102
103\begin{CompactList}\small\item\em Constant $k$. \item\end{CompactList}\item 
104\hypertarget{classmigamma_92c2e81705d8edb58181b61af75574e0}{
105vec $\ast$ \hyperlink{classmigamma_92c2e81705d8edb58181b61af75574e0}{\_\-beta}}
106\label{classmigamma_92c2e81705d8edb58181b61af75574e0}
107
108\begin{CompactList}\small\item\em cache of epdf.beta \item\end{CompactList}\item 
109\hypertarget{classmigamma_fb9bf89eb2c15fc267c97eef2218ebfa}{
110vec $\ast$ \hyperlink{classmigamma_fb9bf89eb2c15fc267c97eef2218ebfa}{\_\-alpha}}
111\label{classmigamma_fb9bf89eb2c15fc267c97eef2218ebfa}
112
113\begin{CompactList}\small\item\em chaceh of epdf.alpha \item\end{CompactList}\item 
114\hypertarget{classmpdf_f6687c07ff07d47812dd565368ca59eb}{
115\hyperlink{classRV}{RV} \hyperlink{classmpdf_f6687c07ff07d47812dd565368ca59eb}{rv}}
116\label{classmpdf_f6687c07ff07d47812dd565368ca59eb}
117
118\begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item 
119\hypertarget{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{
120\hyperlink{classRV}{RV} \hyperlink{classmpdf_acb7dda792b3cd5576f39fa3129abbab}{rvc}}
121\label{classmpdf_acb7dda792b3cd5576f39fa3129abbab}
122
123\begin{CompactList}\small\item\em random variable in condition \item\end{CompactList}\item 
124\hypertarget{classmpdf_7aa894208a32f3487827df6d5054424c}{
125\hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classmpdf_7aa894208a32f3487827df6d5054424c}{ep}}
126\label{classmpdf_7aa894208a32f3487827df6d5054424c}
127
128\begin{CompactList}\small\item\em pointer to internal \hyperlink{classepdf}{epdf} \item\end{CompactList}\end{CompactItemize}
129
130
131\subsection{Detailed Description}
132Inverse-Gamma random walk around a fixed point.
133
134Mean 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 \[ \mu = \mu_{t-1} ^{l} p^{1-l}\]
135
136==== Check == vv = Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting $\alpha=k$ and $\beta=k/\mu$.
137
138The standard deviation of the walk is then: $\mu/\sqrt(k)$.
139
140\subsection{Member Function Documentation}
141\hypertarget{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}{
142\index{migamma\_\-fix@{migamma\_\-fix}!samplecond@{samplecond}}
143\index{samplecond@{samplecond}!migamma_fix@{migamma\_\-fix}}
144\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{]}}}}
145\label{classmpdf_3f172b79ec4a5ebc87898a5381141f1b}
146
147
148Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$.
149
150\begin{Desc}
151\item[Parameters:]
152\begin{description}
153\item[{\em cond}]is numeric value of {\tt rv} \item[{\em ll}]is a return value of log-likelihood of the sample. \end{description}
154\end{Desc}
155
156
157Reimplemented in \hyperlink{classmprod_a48887eb8738a9e5550bfc38eb8e9d68}{mprod}.
158
159References mpdf::condition(), mpdf::ep, epdf::evallog(), and epdf::sample().
160
161Referenced by MPF$<$ BM\_\-T $>$::bayes(), and PF::bayes().\hypertarget{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}{
162\index{migamma\_\-fix@{migamma\_\-fix}!samplecond\_\-m@{samplecond\_\-m}}
163\index{samplecond\_\-m@{samplecond\_\-m}!migamma_fix@{migamma\_\-fix}}
164\subsubsection[samplecond\_\-m]{\setlength{\rightskip}{0pt plus 5cm}virtual mat mpdf::samplecond\_\-m (const vec \& {\em cond}, \/  vec \& {\em ll}, \/  int {\em N})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
165\label{classmpdf_b1dae6171ee39a6a05976c7b1007a3c5}
166
167
168Returns.
169
170\begin{Desc}
171\item[Parameters:]
172\begin{description}
173\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}
174\end{Desc}
175
176
177References mpdf::condition(), RV::count(), mpdf::ep, epdf::evallog(), mpdf::rv, and epdf::sample().
178
179The documentation for this class was generated from the following file:\begin{CompactItemize}
180\item 
181work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
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