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3<title>mixpp: bdm::mgamma Class Reference</title>
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[271]66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mgamma.html">mgamma</a>
[259]67  </div>
68</div>
69<div class="contents">
[290]70<h1>bdm::mgamma Class Reference</h1><!-- doxytag: class="bdm::mgamma" --><!-- doxytag: inherits="bdm::mEF" -->Gamma random walk. 
71<a href="#_details">More...</a>
[259]72<p>
[472]73<code>#include &lt;<a class="el" href="exp__family_8h_source.html">exp_family.h</a>&gt;</code>
[290]74<p>
[259]75
76<p>
[290]77<a href="classbdm_1_1mgamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
[259]78<tr><td></td></tr>
79<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[270]80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a9dc8661e5b214a8185d6e6b9956eb1"></a><!-- doxytag: member="bdm::mgamma::mgamma" ref="1a9dc8661e5b214a8185d6e6b9956eb1" args="()" -->
81&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#1a9dc8661e5b214a8185d6e6b9956eb1">mgamma</a> ()</td></tr>
[259]82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
[271]84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0f21c2557b233a85838b497d040ab14"></a><!-- doxytag: member="bdm::mgamma::set_parameters" ref="a0f21c2557b233a85838b497d040ab14" args="(double k, const vec &amp;beta0)" -->
85void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#a0f21c2557b233a85838b497d040ab14">set_parameters</a> (double <a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a>, const vec &amp;beta0)</td></tr>
[259]86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8996500f1885e39cde30221b20900bff"></a><!-- doxytag: member="bdm::mgamma::condition" ref="8996500f1885e39cde30221b20900bff" args="(const vec &amp;val)" -->
89void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#8996500f1885e39cde30221b20900bff">condition</a> (const vec &amp;val)</td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Update <code>ep</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> conditioned on <code>rvc</code> = cond. <br></td></tr>
[396]92<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#da2af0f327e5452bee71d1bf97452ae4">from_setting</a> (const Setting &amp;set)</td></tr>
[353]93
[396]94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mgamma::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
95virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
96
[353]97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
[396]98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::mgamma::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
99virtual 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]100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
[396]102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mgamma::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
103virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
[368]104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
[270]106<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
[472]107<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#b024f2e636e5507c755de4a6df1f1e99">samplecond</a> (const vec &amp;cond)</td></tr>
[259]108
[472]109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png">.  <a href="#b024f2e636e5507c755de4a6df1f1e99"></a><br></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6e497d501331057309d2fddf63259d1a">samplecond_m</a> (const vec &amp;cond, int N)</td></tr>
[259]111
[472]112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#6e497d501331057309d2fddf63259d1a"></a><br></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfcbb897bf42015a7979b17d891fd9b5"></a><!-- doxytag: member="bdm::mgamma::evallogcond" ref="cfcbb897bf42015a7979b17d891fd9b5" args="(const vec &amp;dt, const vec &amp;cond)" -->
114virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#cfcbb897bf42015a7979b17d891fd9b5">evallogcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr>
[259]115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Shortcut for conditioning and evaluation of the internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. In some cases, this operation can be implemented efficiently. <br></td></tr>
[472]117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f97c61ecfb1f44ef6f08dee7bc15eab3"></a><!-- doxytag: member="bdm::mgamma::evallogcond_m" ref="f97c61ecfb1f44ef6f08dee7bc15eab3" args="(const mat &amp;Dt, const vec &amp;cond)" -->
118virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f97c61ecfb1f44ef6f08dee7bc15eab3">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
[259]119
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
[472]121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d7d3c23e3273e97c12c396dcc06b606"></a><!-- doxytag: member="bdm::mgamma::evallogcond_m" ref="2d7d3c23e3273e97c12c396dcc06b606" args="(const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)" -->
122virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#2d7d3c23e3273e97c12c396dcc06b606">evallogcond_m</a> (const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)</td></tr>
[396]123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Array&lt;vec&gt; version of evallogcond. <br></td></tr>
[270]125<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mgamma::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
127<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
[259]128
[270]129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mgamma::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
130<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
[259]131
[270]132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mgamma::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
133int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
136int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
137
[472]138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c2d7d3d1d75cca84993e77867d1ffbe"></a><!-- doxytag: member="bdm::mgamma::e" ref="4c2d7d3d1d75cca84993e77867d1ffbe" args="()" -->
139<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>e</b> ()</td></tr>
[259]140
[472]141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ba1b384c9c1cb18422a8ba32a5d019"></a><!-- doxytag: member="bdm::mgamma::set_ep" ref="a4ba1b384c9c1cb18422a8ba32a5d019" args="(shared_ptr&lt; epdf &gt; ep)" -->
142void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_ep</b> (<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> &gt; ep)</td></tr>
[259]143
[270]144<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mgamma::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
146void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvc0)</td></tr>
147
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mgamma::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
149void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr>
150
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
152bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
153
[259]154<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[472]155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="413aa1c71b58a71d64c08da3aa642c08"></a><!-- doxytag: member="bdm::mgamma::iepdf" ref="413aa1c71b58a71d64c08da3aa642c08" args="" -->
156<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1egamma.html">egamma</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#413aa1c71b58a71d64c08da3aa642c08">iepdf</a></td></tr>
[259]157
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> that arise by conditioning on <code>rvc</code>. <br></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b20cf88cca1fe9b0b8f2a412608bfd09"></a><!-- doxytag: member="bdm::mgamma::k" ref="b20cf88cca1fe9b0b8f2a412608bfd09" args="" -->
160double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr>
161
[397]162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_76.png">. <br></td></tr>
[270]163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma::_beta" ref="3d95f4dde9214ff6dba265e18af60312" args="" -->
164vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr>
[259]165
[472]166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of iepdf.beta <br></td></tr>
[270]167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
168int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
[259]169
[270]170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
[259]171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
172<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr>
173
174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
175</table>
[290]176<hr><a name="_details"></a><h2>Detailed Description</h2>
177Gamma random walk.
178<p>
[397]179Mean value, <img class="formulaInl" alt="$\mu$" src="form_75.png">, of this density is given by <code>rvc</code> . Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_76.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_77.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_78.png">.<p>
180The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_79.png">. <hr><h2>Member Function Documentation</h2>
[396]181<a class="anchor" name="da2af0f327e5452bee71d1bf97452ae4"></a><!-- doxytag: member="bdm::mgamma::from_setting" ref="da2af0f327e5452bee71d1bf97452ae4" args="(const Setting &amp;set)" -->
182<div class="memitem">
183<div class="memproto">
184      <table class="memname">
185        <tr>
186          <td class="memname">void bdm::mgamma::from_setting           </td>
187          <td>(</td>
188          <td class="paramtype">const Setting &amp;&nbsp;</td>
189          <td class="paramname"> <em>set</em>          </td>
190          <td>&nbsp;)&nbsp;</td>
191          <td><code> [inline, virtual]</code></td>
192        </tr>
193      </table>
194</div>
195<div class="memdoc">
196
197<p>
198Load from structure with elements: <div class="fragment"><pre class="fragment"> { alpha = [...];         <span class="comment">// vector of alpha</span>
199   <a class="code" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> = 1.1;               <span class="comment">// multiplicative constant k</span>
200   rv = {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>,...}  <span class="comment">// description of RV</span>
201   <a class="code" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>,...} <span class="comment">// description of RV in condition</span>
202 }
203</pre></div> 
204<p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p>
205
[472]206<p>References <a class="el" href="user__info_8h_source.html#l00387">bdm::UI::get()</a>, <a class="el" href="exp__family_8h_source.html#l00702">k</a>, and <a class="el" href="exp__family_8cpp_source.html#l00213">set_parameters()</a>.</p>
[396]207
208</div>
209</div><p>
[472]210<a class="anchor" name="b024f2e636e5507c755de4a6df1f1e99"></a><!-- doxytag: member="bdm::mgamma::samplecond" ref="b024f2e636e5507c755de4a6df1f1e99" args="(const vec &amp;cond)" -->
[259]211<div class="memitem">
212<div class="memproto">
213      <table class="memname">
214        <tr>
[472]215          <td class="memname">vec bdm::mpdf::samplecond           </td>
[259]216          <td>(</td>
217          <td class="paramtype">const vec &amp;&nbsp;</td>
[269]218          <td class="paramname"> <em>cond</em>          </td>
219          <td>&nbsp;)&nbsp;</td>
[472]220          <td><code> [virtual, inherited]</code></td>
[259]221        </tr>
222      </table>
223</div>
224<div class="memdoc">
225
226<p>
[397]227Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png">.
[259]228<p>
229<dl compact><dt><b>Parameters:</b></dt><dd>
230  <table border="0" cellspacing="2" cellpadding="0">
231    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
232  </table>
233</dl>
234
[271]235<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
[259]236
[472]237<p>References <a class="el" href="bdmbase_8h_source.html#l00376">bdm::mpdf::condition()</a>.</p>
[271]238
[472]239<p>Referenced by <a class="el" href="particles_8h_source.html#l00207">bdm::MPF&lt; BM_T &gt;::bayes()</a>, <a class="el" href="particles_8cpp_source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="datasources_8cpp_source.html#l00043">bdm::ArxDS::step()</a>.</p>
[397]240
[259]241</div>
242</div><p>
[472]243<a class="anchor" name="6e497d501331057309d2fddf63259d1a"></a><!-- doxytag: member="bdm::mgamma::samplecond_m" ref="6e497d501331057309d2fddf63259d1a" args="(const vec &amp;cond, int N)" -->
[259]244<div class="memitem">
245<div class="memproto">
246      <table class="memname">
247        <tr>
[472]248          <td class="memname">mat bdm::mpdf::samplecond_m           </td>
[259]249          <td>(</td>
250          <td class="paramtype">const vec &amp;&nbsp;</td>
251          <td class="paramname"> <em>cond</em>, </td>
252        </tr>
253        <tr>
254          <td class="paramkey"></td>
255          <td></td>
256          <td class="paramtype">int&nbsp;</td>
257          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
258        </tr>
259        <tr>
260          <td></td>
261          <td>)</td>
[472]262          <td></td><td></td><td><code> [virtual, inherited]</code></td>
[259]263        </tr>
264      </table>
265</div>
266<div class="memdoc">
267
268<p>
269Returns.
270<p>
271<dl compact><dt><b>Parameters:</b></dt><dd>
272  <table border="0" cellspacing="2" cellpadding="0">
[397]273    <tr><td valign="top"></td><td valign="top"><em>N</em>&nbsp;</td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png">. </td></tr>
[259]274    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
275  </table>
276</dl>
277
[472]278<p>References <a class="el" href="bdmbase_8h_source.html#l00376">bdm::mpdf::condition()</a>.</p>
[259]279
280</div>
281</div><p>
282<hr>The documentation for this class was generated from the following files:<ul>
[472]283<li><a class="el" href="exp__family_8h_source.html">exp_family.h</a><li>exp_family.cpp</ul>
[397]284</div>
[472]285<hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:07:02 2009 for mixpp by&nbsp;
[259]286<a href="http://www.doxygen.org/index.html">
[472]287<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
[259]288</body>
289</html>
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