root/library/doc/html/classbdm_1_1eigamma.html @ 401

Revision 401, 23.9 kB (checked in by smidl, 16 years ago)

doc

RevLine 
[259]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: bdm::eigamma Class Reference</title>
4<link href="tabs.css" rel="stylesheet" type="text/css">
[290]5<link href="doxygen.css" rel="stylesheet" type="text/css">
[259]6</head><body>
[398]7<!-- Generated by Doxygen 1.5.8 -->
[271]8<script type="text/javascript">
9<!--
10function changeDisplayState (e){
11  var num=this.id.replace(/[^[0-9]/g,'');
12  var button=this.firstChild;
13  var sectionDiv=document.getElementById('dynsection'+num);
14  if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){
15    sectionDiv.style.display='block';
16    button.src='open.gif';
17  }else{
18    sectionDiv.style.display='none';
19    button.src='closed.gif';
20  }
21}
22function initDynSections(){
23  var divs=document.getElementsByTagName('div');
24  var sectionCounter=1;
25  for(var i=0;i<divs.length-1;i++){
26    if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){
27      var header=divs[i];
28      var section=divs[i+1];
29      var button=header.firstChild;
30      if (button!='IMG'){
31        divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild);
32        button=document.createElement('img');
33        divs[i].insertBefore(button,divs[i].firstChild);
34      }
35      header.style.cursor='pointer';
36      header.onclick=changeDisplayState;
37      header.id='dynheader'+sectionCounter;
38      button.src='closed.gif';
39      section.id='dynsection'+sectionCounter;
40      section.style.display='none';
41      section.style.marginLeft='14px';
42      sectionCounter++;
43    }
44  }
45}
46window.onload = initDynSections;
47-->
48</script>
[259]49<div class="navigation" id="top">
50  <div class="tabs">
51    <ul>
[271]52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
[259]53      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
54      <li><a href="modules.html"><span>Modules</span></a></li>
[290]55      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
[259]56      <li><a href="files.html"><span>Files</span></a></li>
57    </ul>
58  </div>
59  <div class="tabs">
60    <ul>
61      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
[290]62      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li>
[259]63      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
64      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
65    </ul>
66  </div>
[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1eigamma.html">eigamma</a>
[259]68  </div>
69</div>
70<div class="contents">
[290]71<h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- doxytag: inherits="bdm::egamma" -->Inverse-Gamma posterior density. 
72<a href="#_details">More...</a>
[259]73<p>
[397]74<code>#include &lt;<a class="el" href="exp__family_8h-source.html">exp_family.h</a>&gt;</code>
[290]75<p>
[259]76
77<p>
[290]78<a href="classbdm_1_1eigamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[287]81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8e11e5a580ff42a1b205974c60768c6"></a><!-- doxytag: member="bdm::eigamma::evallog" ref="a8e11e5a580ff42a1b205974c60768c6" args="(const vec &amp;val) const " -->
82double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a8e11e5a580ff42a1b205974c60768c6">evallog</a> (const vec &amp;val) const </td></tr>
[259]83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO: is it used anywhere? <br></td></tr>
[287]85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79a7c8ea8c02e45d410bd1d7ffd72b41"></a><!-- doxytag: member="bdm::eigamma::evallog" ref="79a7c8ea8c02e45d410bd1d7ffd72b41" args="(const mat &amp;Val) const " -->
86virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#79a7c8ea8c02e45d410bd1d7ffd72b41">evallog</a> (const mat &amp;Val) const </td></tr>
[259]87
[287]88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a66cbd100e8520c769ccb3c451f86f8"></a><!-- doxytag: member="bdm::eigamma::lognc" ref="9a66cbd100e8520c769ccb3c451f86f8" args="() const " -->
90double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#9a66cbd100e8520c769ccb3c451f86f8">lognc</a> () const </td></tr>
91
[397]92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_89.png"> <br></td></tr>
[287]93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0865cb3d6339fdc7410806cf70a329ed"></a><!-- doxytag: member="bdm::eigamma::_alpha" ref="0865cb3d6339fdc7410806cf70a329ed" args="()" -->
94vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0865cb3d6339fdc7410806cf70a329ed">_alpha</a> ()</td></tr>
[259]95
[287]96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dengerous: use with care! <br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c42cadd9cbd344caaa69b0b433cd16ca"></a><!-- doxytag: member="bdm::eigamma::_beta" ref="c42cadd9cbd344caaa69b0b433cd16ca" args="()" -->
[270]98vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_beta</b> ()</td></tr>
99
[396]100<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">from_setting</a> (const Setting &amp;set)</td></tr>
101
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3a8d8ae8ba79d0fb35036711fa7d127"></a><!-- doxytag: member="bdm::eigamma::validate" ref="c3a8d8ae8ba79d0fb35036711fa7d127" args="()" -->
103void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#c3a8d8ae8ba79d0fb35036711fa7d127">validate</a> ()</td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
[259]106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::eigamma::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &amp;v)" -->
107virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">TODO decide if it is really needed. <br></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4135778ecd9ab774762936c82a097c6"></a><!-- doxytag: member="bdm::eigamma::evallog_nn" ref="a4135778ecd9ab774762936c82a097c6" args="(const vec &amp;val) const " -->
111virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">evallog_nn</a> (const vec &amp;val) const </td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::eigamma::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" -->
115virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr>
[396]118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::eigamma::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
119virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
[353]120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
[396]122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::eigamma::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
123virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
[353]124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
[287]126<tr><td colspan="2"><div class="groupHeader"></div></td></tr>
127<tr><td colspan="2"><div class="groupText">All constructors are inherited <br><br></div></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3aff7bf25ddac27731c60826fcfd878f"></a><!-- doxytag: member="bdm::eigamma::sample" ref="3aff7bf25ddac27731c60826fcfd878f" args="() const " -->
129vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f">sample</a> () const </td></tr>
[271]130
[397]131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_7.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_8.png">. <br></td></tr>
[287]132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46cecb295edbabd28120cb0f6f572bcb"></a><!-- doxytag: member="bdm::eigamma::mean" ref="46cecb295edbabd28120cb0f6f572bcb" args="() const " -->
133vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb">mean</a> () const </td></tr>
[271]134
[287]135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dangerous: use with care! <br></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c2c696f8c668e9f65392c9449f6a5133"></a><!-- doxytag: member="bdm::eigamma::variance" ref="c2c696f8c668e9f65392c9449f6a5133" args="() const " -->
137vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133">variance</a> () const </td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr>
140<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="749f82293ff23a8319c1bf52489d2ed2"></a><!-- doxytag: member="bdm::eigamma::set_parameters" ref="749f82293ff23a8319c1bf52489d2ed2" args="(const vec &amp;a, const vec &amp;b)" -->
[271]142void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;a, const vec &amp;b)</td></tr>
143
144<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
145<tr><td colspan="2"><div class="groupText">Construction of each <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> should support two types of constructors: <ul>
146<li>empty constructor, </li>
147<li>copy constructor,</li>
148</ul>
149The following constructors should be supported for convenience: <ul>
150<li>constructor followed by calling <code>set_parameters()</code> </li>
151<li>constructor accepting random variables calling <code><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff" title="Name its rv.">set_rv()</a></code> </li>
152</ul>
153All internal data structures are constructed as empty. Their values (including sizes) will be set by method <code>set_parameters()</code>. This way references can be initialized in constructors. <br><br></div></td></tr>
154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="840de94aa33cf4f2ebd2427f45a165d8"></a><!-- doxytag: member="bdm::eigamma::set_parameters" ref="840de94aa33cf4f2ebd2427f45a165d8" args="(int dim0)" -->
155void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int dim0)</td></tr>
156
[270]157<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr>
[259]158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eigamma::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " -->
159virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr>
160
[397]161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_9.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_10.png">. <br></td></tr>
[259]162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::eigamma::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " -->
163virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &amp;Val) const </td></tr>
164
165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
[396]166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="512dbf057299e871fbc61ed55acb5888"></a><!-- doxytag: member="bdm::eigamma::evallog_m" ref="512dbf057299e871fbc61ed55acb5888" args="(const Array&lt; vec &gt; &amp;Avec) const " -->
167virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#512dbf057299e871fbc61ed55acb5888">evallog_m</a> (const Array&lt; vec &gt; &amp;Avec) const </td></tr>
168
169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Compute log-probability of multiple values argument <code>val</code>. <br></td></tr>
[259]170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e584eac5579c1b6384947ecf66166c77"></a><!-- doxytag: member="bdm::eigamma::condition" ref="e584eac5579c1b6384947ecf66166c77" args="(const RV &amp;rv) const " -->
171virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#e584eac5579c1b6384947ecf66166c77">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
172
173<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr>
174<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fb2ece54f720b62ad325e61214fa0a1"></a><!-- doxytag: member="bdm::eigamma::marginal" ref="3fb2ece54f720b62ad325e61214fa0a1" args="(const RV &amp;rv) const " -->
175virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#3fb2ece54f720b62ad325e61214fa0a1">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr>
176
177<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr>
[287]178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::eigamma::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &amp;lb, vec &amp;ub, double percentage=0.95) const " -->
179virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &amp;lb, vec &amp;ub, double percentage=0.95) const </td></tr>
180
181<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr>
[270]182<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr>
183<tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr>
184<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eigamma::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" -->
185void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
186
187<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr>
188<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eigamma::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " -->
189bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr>
190
191<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr>
[259]192<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eigamma::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " -->
193const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr>
194
[270]195<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr>
196<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[271]197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eigamma::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " -->
198int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr>
[259]199
[270]200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr>
[259]201<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[287]202<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0901ec983e66b8337aaa506e13b122fa"></a><!-- doxytag: member="bdm::eigamma::alpha" ref="0901ec983e66b8337aaa506e13b122fa" args="" -->
203vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa">alpha</a></td></tr>
[259]204
[397]205<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_91.png">. <br></td></tr>
[287]206<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="457bfb1ccb2057df85073e519a15ccc1"></a><!-- doxytag: member="bdm::eigamma::beta" ref="457bfb1ccb2057df85073e519a15ccc1" args="" -->
207vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1">beta</a></td></tr>
[259]208
[397]209<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_72.png">. <br></td></tr>
[270]210<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eigamma::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" -->
211int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr>
[259]212
[270]213<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr>
[259]214<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eigamma::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" -->
215<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr>
216
[270]217<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr>
[259]218</table>
[290]219<hr><a name="_details"></a><h2>Detailed Description</h2>
220Inverse-Gamma posterior density.
221<p>
222Multivariate inverse-Gamma density as product of independent univariate densities. <p class="formulaDsp">
[397]223<img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_71.png">
[290]224<p>
225<p>
[397]226Vector <img class="formulaInl" alt="$\beta$" src="form_72.png"> has different meaning (in fact it is 1/beta as used in definition of iG)<p>
[290]227Inverse Gamma can be converted to Gamma using <p class="formulaDsp">
[397]228<img class="formulaDsp" alt="\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]" src="form_73.png">
[290]229<p>
[396]230 This relation is used in sampling. <hr><h2>Member Function Documentation</h2>
231<a class="anchor" name="8a6fd1a1c0190f3e0d95a2a1f99aafc1"></a><!-- doxytag: member="bdm::eigamma::from_setting" ref="8a6fd1a1c0190f3e0d95a2a1f99aafc1" args="(const Setting &amp;set)" -->
232<div class="memitem">
233<div class="memproto">
234      <table class="memname">
235        <tr>
236          <td class="memname">void bdm::egamma::from_setting           </td>
237          <td>(</td>
238          <td class="paramtype">const Setting &amp;&nbsp;</td>
239          <td class="paramname"> <em>set</em>          </td>
240          <td>&nbsp;)&nbsp;</td>
241          <td><code> [inline, virtual, inherited]</code></td>
242        </tr>
243      </table>
[259]244</div>
[396]245<div class="memdoc">
246
247<p>
248Load from structure with elements: <div class="fragment"><pre class="fragment"> { <a class="code" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa" title="Vector .">alpha</a> = [...];         <span class="comment">// vector of alpha</span>
249   <a class="code" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1" title="Vector .">beta</a> = [...];          <span class="comment">// vector of beta</span>
250   <a class="code" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8" title="Description of the random variable.">rv</a> = {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>,...}  <span class="comment">// description</span>
251 }
252</pre></div> 
253<p>Reimplemented from <a class="el" href="classbdm_1_1epdf.html#fa9efc98a065b31c630fe18cc418f725">bdm::epdf</a>.</p>
254
[401]255<p>References <a class="el" href="exp__family_8h-source.html#l00370">bdm::egamma::alpha</a>, <a class="el" href="user__info_8h-source.html#l00359">bdm::UI::get()</a>, and <a class="el" href="exp__family_8h-source.html#l00406">bdm::egamma::validate()</a>.</p>
[396]256
257</div>
258</div><p>
259<hr>The documentation for this class was generated from the following file:<ul>
[397]260<li><a class="el" href="exp__family_8h-source.html">exp_family.h</a></ul>
261</div>
[401]262<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jul 1 13:05:57 2009 for mixpp by&nbsp;
[259]263<a href="http://www.doxygen.org/index.html">
[398]264<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
[259]265</body>
266</html>
Note: See TracBrowser for help on using the browser.