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| 71 | </div> |
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| 72 | <div class="contents"> |
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| 73 | <h1>bdm::mgamma Class Reference</h1><!-- doxytag: class="bdm::mgamma" --><!-- doxytag: inherits="mpdf_internal< egamma >" --> |
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| 74 | <p>Gamma random walk. |
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| 75 | <a href="#_details">More...</a></p> |
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| 76 | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
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| 77 | <p>Gamma random walk. </p> |
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| 78 | <p>Mean value, <img class="formulaInl" alt="$\mu$" src="form_86.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_87.png"/>-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_88.png"/> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_89.png"/>.</p> |
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| 79 | <p>The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_90.png"/>. </p> |
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| 80 | |
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| 81 | <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> |
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| 82 | |
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| 83 | <p><a href="classbdm_1_1mgamma-members.html">List of all members.</a></p> |
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| 84 | <table border="0" cellpadding="0" cellspacing="0"> |
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| 85 | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
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| 86 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1a9dc8661e5b214a8185d6e6b9956eb1"></a><!-- doxytag: member="bdm::mgamma::mgamma" ref="a1a9dc8661e5b214a8185d6e6b9956eb1" args="()" --> |
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| 87 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1">mgamma</a> ()</td></tr> |
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| 88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br/></td></tr> |
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| 89 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa0f21c2557b233a85838b497d040ab14"></a><!-- doxytag: member="bdm::mgamma::set_parameters" ref="aa0f21c2557b233a85838b497d040ab14" args="(double k, const vec &beta0)" --> |
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| 90 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#aa0f21c2557b233a85838b497d040ab14">set_parameters</a> (double <a class="el" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">k</a>, const vec &beta0)</td></tr> |
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| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set value of <code>k</code>. <br/></td></tr> |
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| 92 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8996500f1885e39cde30221b20900bff"></a><!-- doxytag: member="bdm::mgamma::condition" ref="a8996500f1885e39cde30221b20900bff" args="(const vec &val)" --> |
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| 93 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff">condition</a> (const vec &val)</td></tr> |
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| 94 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Update <code>iepdf</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> conditioned on <code>rvc</code> = cond This function provides convenient reimplementation in offsprings. <br/></td></tr> |
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| 95 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">from_setting</a> (const Setting &set)</td></tr> |
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| 96 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6b4d1cb8d7e230e313b4f0c905874d5a"></a><!-- doxytag: member="bdm::mgamma::e" ref="a6b4d1cb8d7e230e313b4f0c905874d5a" args="()" --> |
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| 97 | <a class="el" href="classbdm_1_1egamma.html">egamma</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a">e</a> ()</td></tr> |
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| 98 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function to iepdf <br/></td></tr> |
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| 99 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad8e547695d1cc19219b91164d825c930"></a><!-- doxytag: member="bdm::mgamma::samplecond" ref="ad8e547695d1cc19219b91164d825c930" args="(const vec &cond)" --> |
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| 100 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#ad8e547695d1cc19219b91164d825c930">samplecond</a> (const vec &cond)</td></tr> |
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| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplements samplecond using <code>condition()</code>. <br/></td></tr> |
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| 102 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a89076e62b8d7df7616bad68c94591948"></a><!-- doxytag: member="bdm::mgamma::evallogcond" ref="a89076e62b8d7df7616bad68c94591948" args="(const vec &val, const vec &cond)" --> |
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| 103 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a89076e62b8d7df7616bad68c94591948">evallogcond</a> (const vec &val, const vec &cond)</td></tr> |
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| 104 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplements evallogcond using <code>condition()</code>. <br/></td></tr> |
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| 105 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae28c214e3063733a6e4d17738941c61c"></a><!-- doxytag: member="bdm::mgamma::evallogcond_m" ref="ae28c214e3063733a6e4d17738941c61c" args="(const mat &Dt, const vec &cond)" --> |
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| 106 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#ae28c214e3063733a6e4d17738941c61c">evallogcond_m</a> (const mat &Dt, const vec &cond)</td></tr> |
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| 107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of evallogcond for matrices. <br/></td></tr> |
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| 108 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae82db07ce8af02f29cfd81e014edb3db"></a><!-- doxytag: member="bdm::mgamma::evallogcond_m" ref="ae82db07ce8af02f29cfd81e014edb3db" args="(const Array< vec > &Dt, const vec &cond)" --> |
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| 109 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#ae82db07ce8af02f29cfd81e014edb3db">evallogcond_m</a> (const Array< vec > &Dt, const vec &cond)</td></tr> |
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| 110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of evallogcond for Array<vec>. <br/></td></tr> |
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| 111 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9554c554054da2d22cb8e908ae9c8823"></a><!-- doxytag: member="bdm::mgamma::samplecond_m" ref="a9554c554054da2d22cb8e908ae9c8823" args="(const vec &cond, int N)" --> |
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| 112 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">samplecond_m</a> (const vec &cond, int N)</td></tr> |
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| 113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of samplecond. <br/></td></tr> |
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| 114 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mgamma::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
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| 115 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
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| 116 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> |
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| 117 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::mgamma::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
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| 118 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
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| 119 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> |
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| 120 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mgamma::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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| 121 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
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| 122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
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| 123 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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| 124 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> |
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| 125 | <br/><br/></div></td></tr> |
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| 126 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaa0095f80870f15209bca68a8a7bad8a"></a><!-- doxytag: member="bdm::mgamma::_rv" ref="aaa0095f80870f15209bca68a8a7bad8a" args="() const " --> |
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| 127 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_rv</b> () const </td></tr> |
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| 128 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a739d5202899bb56792a547c74e517a11"></a><!-- doxytag: member="bdm::mgamma::_rvc" ref="a739d5202899bb56792a547c74e517a11" args="() const " --> |
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| 129 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_rvc</b> () const </td></tr> |
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| 130 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeea4a999ed9679181335927e9cb66d28"></a><!-- doxytag: member="bdm::mgamma::dimension" ref="aeea4a999ed9679181335927e9cb66d28" args="() const " --> |
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| 131 | int </td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr> |
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| 132 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma::dimensionc" ref="a35e135910aed187b7290742f50e61bc8" args="()" --> |
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| 133 | int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> |
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| 134 | <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> |
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| 135 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp91e4120baa9617769b7119bfb087c022"></a> </p> |
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| 136 | <br/><br/></div></td></tr> |
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| 137 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mgamma::set_rvc" ref="a7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> |
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| 138 | void </td><td class="memItemRight" valign="bottom"><b>set_rvc</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rvc0)</td></tr> |
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| 139 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mgamma::set_rv" ref="a18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> |
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| 140 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
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| 141 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma::isnamed" ref="af8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> |
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| 142 | bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> |
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| 143 | <tr><td colspan="2"><h2>Protected Member Functions</h2></td></tr> |
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| 144 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a147afacb393324bb3f9a7a89e33f835e"></a><!-- doxytag: member="bdm::mgamma::set_ep" ref="a147afacb393324bb3f9a7a89e33f835e" args="(epdf &iepdf)" --> |
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| 145 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a147afacb393324bb3f9a7a89e33f835e">set_ep</a> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> &<a class="el" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468">iepdf</a>)</td></tr> |
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| 146 | <tr><td class="mdescLeft"> </td><td class="mdescRight">set internal pointer <code>ep</code> to point to given <code>iepdf</code> <br/></td></tr> |
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| 147 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7555b377f8b5895c9b759c9628ee3e20"></a><!-- doxytag: member="bdm::mgamma::set_ep" ref="a7555b377f8b5895c9b759c9628ee3e20" args="(epdf *iepdfp)" --> |
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| 148 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a7555b377f8b5895c9b759c9628ee3e20">set_ep</a> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> *iepdfp)</td></tr> |
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| 149 | <tr><td class="mdescLeft"> </td><td class="mdescRight">set internal pointer <code>ep</code> to point to given <code>iepdf</code> <br/></td></tr> |
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| 150 | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
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| 151 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab20cf88cca1fe9b0b8f2a412608bfd09"></a><!-- doxytag: member="bdm::mgamma::k" ref="ab20cf88cca1fe9b0b8f2a412608bfd09" args="" --> |
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| 152 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr> |
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| 153 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_87.png"/>. <br/></td></tr> |
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| 154 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma::_beta" ref="a3d95f4dde9214ff6dba265e18af60312" args="" --> |
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| 155 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr> |
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| 156 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of iepdf.beta <br/></td></tr> |
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| 157 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a47bab632af15120c88aad647ae129468"></a><!-- doxytag: member="bdm::mgamma::iepdf" ref="a47bab632af15120c88aad647ae129468" args="" --> |
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| 158 | <a class="el" href="classbdm_1_1egamma.html">egamma</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468">iepdf</a></td></tr> |
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| 159 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal epdf used for sampling. <br/></td></tr> |
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| 160 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma::dimc" ref="a7c1900976ff13dbc09c9729b3bbff9e6" args="" --> |
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| 161 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> |
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| 162 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br/></td></tr> |
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| 163 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma::rvc" ref="a5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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| 164 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr> |
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| 165 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br/></td></tr> |
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| 166 | </table> |
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| 167 | <hr/><h2>Member Function Documentation</h2> |
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| 168 | <a class="anchor" id="ada2af0f327e5452bee71d1bf97452ae4"></a><!-- doxytag: member="bdm::mgamma::from_setting" ref="ada2af0f327e5452bee71d1bf97452ae4" args="(const Setting &set)" --> |
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| 169 | <div class="memitem"> |
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| 170 | <div class="memproto"> |
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| 171 | <table class="memname"> |
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| 172 | <tr> |
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| 173 | <td class="memname">void bdm::mgamma::from_setting </td> |
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| 174 | <td>(</td> |
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| 175 | <td class="paramtype">const Setting & </td> |
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| 176 | <td class="paramname"> <em>set</em></td> |
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| 177 | <td> ) </td> |
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| 178 | <td><code> [inline, virtual]</code></td> |
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| 179 | </tr> |
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| 180 | </table> |
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| 181 | </div> |
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| 182 | <div class="memdoc"> |
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| 183 | <p>Create Gamma density with conditional mean value </p> |
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| 184 | <p class="formulaDsp"> |
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| 185 | <img class="formulaDsp" alt="\[ f(rv|rvc) = \Gamma(k, k/rvc) \]" src="form_113.png"/> |
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| 186 | </p> |
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| 187 | <p> from structure </p> |
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| 188 | <div class="fragment"><pre class="fragment"> <span class="keyword">class </span>= '<a class="code" href="classbdm_1_1mgamma.html#a1a9dc8661e5b214a8185d6e6b9956eb1" title="Constructor.">mgamma</a>'; |
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| 189 | beta = [...]; <span class="comment">// vector of initial alpha</span> |
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| 190 | <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> = 1.1; <span class="comment">// multiplicative constant k</span> |
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| 191 | rv = RV({<span class="stringliteral">'name'</span>}) <span class="comment">// description of RV</span> |
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| 192 | <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = RV({<span class="stringliteral">'name'</span>}) <span class="comment">// description of RV in condition</span> |
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| 193 | </pre></div> |
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| 194 | <p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#a30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p> |
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| 195 | |
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| 196 | <p>References <a class="el" href="user__info_8h_source.html#l00451">bdm::UI::get()</a>, <a class="el" href="exp__family_8h_source.html#l00831">k</a>, and <a class="el" href="exp__family_8cpp_source.html#l00259">set_parameters()</a>.</p> |
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| 197 | |
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| 198 | </div> |
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| 199 | </div> |
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| 200 | <hr/>The documentation for this class was generated from the following files:<ul> |
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| 201 | <li><a class="el" href="exp__family_8h_source.html">exp_family.h</a></li> |
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| 202 | <li>exp_family.cpp</li> |
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| 203 | </ul> |
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| 204 | </div> |
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| 205 | <hr size="1"/><address style="text-align: right;"><small>Generated on Mon Oct 12 19:37:22 2009 for mixpp by |
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| 206 | <a href="http://www.doxygen.org/index.html"> |
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| 207 | <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> |
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| 208 | </body> |
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| 209 | </html> |
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