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69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1mgamma__fix.html">mgamma_fix</a>
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73<h1>bdm::mgamma_fix Class Reference</h1><!-- doxytag: class="bdm::mgamma_fix" --><!-- doxytag: inherits="bdm::mgamma" -->
74<p>Gamma random walk around a fixed point. 
75<a href="#_details">More...</a></p>
76
77<p><code>#include &lt;<a class="el" href="exp__family_8h_source.html">exp_family.h</a>&gt;</code></p>
78
79<p><a href="classbdm_1_1mgamma__fix-members.html">List of all members.</a></p>
80<table border="0" cellpadding="0" cellspacing="0">
81<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
82<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9a31bc9b4b60188a18a2a6b588dc4b2d"></a><!-- doxytag: member="bdm::mgamma_fix::mgamma_fix" ref="a9a31bc9b4b60188a18a2a6b588dc4b2d" args="()" -->
83&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d">mgamma_fix</a> ()</td></tr>
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br/></td></tr>
85<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1bfd30e90db9dc1fbda4a9fbb0b716b2"></a><!-- doxytag: member="bdm::mgamma_fix::set_parameters" ref="a1bfd30e90db9dc1fbda4a9fbb0b716b2" args="(double k0, vec ref0, double l0)" -->
86void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2">set_parameters</a> (double k0, vec ref0, double l0)</td></tr>
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br/></td></tr>
88<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d539591deb7a38bb3403c2b396c8ff7"></a><!-- doxytag: member="bdm::mgamma_fix::condition" ref="a1d539591deb7a38bb3403c2b396c8ff7" args="(const vec &amp;val)" -->
89void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7">condition</a> (const vec &amp;val)</td></tr>
90<tr><td class="mdescLeft">&nbsp;</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>
91<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa0f21c2557b233a85838b497d040ab14"></a><!-- doxytag: member="bdm::mgamma_fix::set_parameters" ref="aa0f21c2557b233a85838b497d040ab14" args="(double k, const vec &amp;beta0)" -->
92void&nbsp;</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 &amp;beta0)</td></tr>
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br/></td></tr>
94<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#ada2af0f327e5452bee71d1bf97452ae4">from_setting</a> (const Setting &amp;set)</td></tr>
95<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6b4d1cb8d7e230e313b4f0c905874d5a"></a><!-- doxytag: member="bdm::mgamma_fix::e" ref="a6b4d1cb8d7e230e313b4f0c905874d5a" args="()" -->
96<a class="el" href="classbdm_1_1egamma.html">egamma</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a">e</a> ()</td></tr>
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function to iepdf <br/></td></tr>
98<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad8e547695d1cc19219b91164d825c930"></a><!-- doxytag: member="bdm::mgamma_fix::samplecond" ref="ad8e547695d1cc19219b91164d825c930" args="(const vec &amp;cond)" -->
99vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#ad8e547695d1cc19219b91164d825c930">samplecond</a> (const vec &amp;cond)</td></tr>
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Reimplements samplecond using <code>condition()</code>. <br/></td></tr>
101<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a89076e62b8d7df7616bad68c94591948"></a><!-- doxytag: member="bdm::mgamma_fix::evallogcond" ref="a89076e62b8d7df7616bad68c94591948" args="(const vec &amp;val, const vec &amp;cond)" -->
102double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a89076e62b8d7df7616bad68c94591948">evallogcond</a> (const vec &amp;val, const vec &amp;cond)</td></tr>
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Reimplements evallogcond using <code>condition()</code>. <br/></td></tr>
104<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae28c214e3063733a6e4d17738941c61c"></a><!-- doxytag: member="bdm::mgamma_fix::evallogcond_m" ref="ae28c214e3063733a6e4d17738941c61c" args="(const mat &amp;Dt, const vec &amp;cond)" -->
105virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#ae28c214e3063733a6e4d17738941c61c">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Efficient version of evallogcond for matrices. <br/></td></tr>
107<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae82db07ce8af02f29cfd81e014edb3db"></a><!-- doxytag: member="bdm::mgamma_fix::evallogcond_m" ref="ae82db07ce8af02f29cfd81e014edb3db" args="(const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)" -->
108virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#ae82db07ce8af02f29cfd81e014edb3db">evallogcond_m</a> (const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)</td></tr>
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Efficient version of evallogcond for Array&lt;vec&gt;. <br/></td></tr>
110<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9554c554054da2d22cb8e908ae9c8823"></a><!-- doxytag: member="bdm::mgamma_fix::samplecond_m" ref="a9554c554054da2d22cb8e908ae9c8823" args="(const vec &amp;cond, int N)" -->
111virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a9554c554054da2d22cb8e908ae9c8823">samplecond_m</a> (const vec &amp;cond, int N)</td></tr>
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Efficient version of samplecond. <br/></td></tr>
113<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mgamma_fix::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" -->
114virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr>
116<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::mgamma_fix::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
117virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr>
119<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mgamma_fix::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
120virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr>
122<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
123<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>
124<br/><br/></div></td></tr>
125<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaa0095f80870f15209bca68a8a7bad8a"></a><!-- doxytag: member="bdm::mgamma_fix::_rv" ref="aaa0095f80870f15209bca68a8a7bad8a" args="() const " -->
126const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> () const </td></tr>
127<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a739d5202899bb56792a547c74e517a11"></a><!-- doxytag: member="bdm::mgamma_fix::_rvc" ref="a739d5202899bb56792a547c74e517a11" args="() const " -->
128const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> () const </td></tr>
129<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeea4a999ed9679181335927e9cb66d28"></a><!-- doxytag: member="bdm::mgamma_fix::dimension" ref="aeea4a999ed9679181335927e9cb66d28" args="() const " -->
130int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr>
131<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma_fix::dimensionc" ref="a35e135910aed187b7290742f50e61bc8" args="()" -->
132int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
133<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
134<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp91e4120baa9617769b7119bfb087c022"></a> </p>
135<br/><br/></div></td></tr>
136<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mgamma_fix::set_rvc" ref="a7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
137void&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>
138<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mgamma_fix::set_rv" ref="a18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
139void&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>
140<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma_fix::isnamed" ref="af8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
141bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
142<tr><td colspan="2"><h2>Protected Member Functions</h2></td></tr>
143<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a147afacb393324bb3f9a7a89e33f835e"></a><!-- doxytag: member="bdm::mgamma_fix::set_ep" ref="a147afacb393324bb3f9a7a89e33f835e" args="(epdf &amp;iepdf)" -->
144void&nbsp;</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> &amp;<a class="el" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468">iepdf</a>)</td></tr>
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set internal pointer <code>ep</code> to point to given <code>iepdf</code> <br/></td></tr>
146<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7555b377f8b5895c9b759c9628ee3e20"></a><!-- doxytag: member="bdm::mgamma_fix::set_ep" ref="a7555b377f8b5895c9b759c9628ee3e20" args="(epdf *iepdfp)" -->
147void&nbsp;</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>
148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set internal pointer <code>ep</code> to point to given <code>iepdf</code> <br/></td></tr>
149<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
150<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1eb701506aabb2e6af007e487212d6fa"></a><!-- doxytag: member="bdm::mgamma_fix::l" ref="a1eb701506aabb2e6af007e487212d6fa" args="" -->
151double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa">l</a></td></tr>
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter l <br/></td></tr>
153<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a018c6f901a04e419455308a07eb3b0b2"></a><!-- doxytag: member="bdm::mgamma_fix::refl" ref="a018c6f901a04e419455308a07eb3b0b2" args="" -->
154vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2">refl</a></td></tr>
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">reference vector <br/></td></tr>
156<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab20cf88cca1fe9b0b8f2a412608bfd09"></a><!-- doxytag: member="bdm::mgamma_fix::k" ref="ab20cf88cca1fe9b0b8f2a412608bfd09" args="" -->
157double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr>
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_84.png"/>. <br/></td></tr>
159<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma_fix::_beta" ref="a3d95f4dde9214ff6dba265e18af60312" args="" -->
160vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr>
161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of iepdf.beta <br/></td></tr>
162<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a47bab632af15120c88aad647ae129468"></a><!-- doxytag: member="bdm::mgamma_fix::iepdf" ref="a47bab632af15120c88aad647ae129468" args="" -->
163<a class="el" href="classbdm_1_1egamma.html">egamma</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#a47bab632af15120c88aad647ae129468">iepdf</a></td></tr>
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal epdf used for sampling. <br/></td></tr>
165<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma_fix::dimc" ref="a7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
166int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br/></td></tr>
168<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma_fix::rvc" ref="a5a5f08950daa08b85b01ddf4e1c36288" args="" -->
169<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#a5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr>
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br/></td></tr>
171</table>
172<hr/><a name="_details"></a><h2>Detailed Description</h2>
173<p>Gamma random walk around a fixed point. </p>
174<p>Mean value, <img class="formulaInl" alt="$\mu$" src="form_83.png"/>, of this density is given by a geometric combination of <code>rvc</code> and given fixed point, <img class="formulaInl" alt="$p$" src="form_74.png"/>. <img class="formulaInl" alt="$l$" src="form_93.png"/> is the coefficient of the geometric combimation </p>
175<p class="formulaDsp">
176<img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_94.png"/>
177</p>
178<p>Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_84.png"/>-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_85.png"/> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_86.png"/>.</p>
179<p>The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_87.png"/>. </p>
180<hr/><h2>Member Function Documentation</h2>
181<a class="anchor" id="ada2af0f327e5452bee71d1bf97452ae4"></a><!-- doxytag: member="bdm::mgamma_fix::from_setting" ref="ada2af0f327e5452bee71d1bf97452ae4" 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, inherited]</code></td>
192        </tr>
193      </table>
194</div>
195<div class="memdoc">
196<p>Load from structure with elements: </p>
197<div class="fragment"><pre class="fragment"> { alpha = [...];         <span class="comment">// vector of alpha</span>
198   <a class="code" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09" title="Constant .">k</a> = 1.1;               <span class="comment">// multiplicative constant k</span>
199   rv = {<span class="keyword">class</span>=<span class="stringliteral">&quot;RV&quot;</span>,...}  <span class="comment">// description of RV</span>
200   <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = {<span class="keyword">class</span>=<span class="stringliteral">&quot;RV&quot;</span>,...} <span class="comment">// description of RV in condition</span>
201 }
202</pre></div> 
203<p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#a30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p>
204
205<p>References <a class="el" href="user__info_8h_source.html#l00443">bdm::UI::get()</a>, <a class="el" href="exp__family_8h_source.html#l00717">bdm::mgamma::k</a>, and <a class="el" href="exp__family_8cpp_source.html#l00216">bdm::mgamma::set_parameters()</a>.</p>
206
207</div>
208</div>
209<hr/>The documentation for this class was generated from the following file:<ul>
210<li><a class="el" href="exp__family_8h_source.html">exp_family.h</a></li>
211</ul>
212</div>
213<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by&nbsp;
214<a href="http://www.doxygen.org/index.html">
215<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
216</body>
217</html>
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