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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" --> |
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74 | <p>Gamma random walk around a fixed point. |
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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 around a fixed point. </p> |
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78 | <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> |
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79 | <p class="formulaDsp"> |
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80 | <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_94.png"/> |
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81 | </p> |
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82 | <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> |
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83 | <p>The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_87.png"/>. </p> |
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84 | |
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85 | <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> |
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86 | |
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87 | <p><a href="classbdm_1_1mgamma__fix-members.html">List of all members.</a></p> |
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88 | <table border="0" cellpadding="0" cellspacing="0"> |
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89 | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
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90 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9a31bc9b4b60188a18a2a6b588dc4b2d"></a><!-- doxytag: member="bdm::mgamma_fix::mgamma_fix" ref="a9a31bc9b4b60188a18a2a6b588dc4b2d" args="()" --> |
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91 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a9a31bc9b4b60188a18a2a6b588dc4b2d">mgamma_fix</a> ()</td></tr> |
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92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br/></td></tr> |
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93 | <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)" --> |
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94 | void </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> |
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95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set value of <code>k</code>. <br/></td></tr> |
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96 | <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 &val)" --> |
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97 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7">condition</a> (const vec &val)</td></tr> |
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98 | <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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99 | <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 &beta0)" --> |
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100 | 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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101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set value of <code>k</code>. <br/></td></tr> |
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102 | <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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103 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6b4d1cb8d7e230e313b4f0c905874d5a"></a><!-- doxytag: member="bdm::mgamma_fix::e" ref="a6b4d1cb8d7e230e313b4f0c905874d5a" args="()" --> |
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104 | <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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105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function to iepdf <br/></td></tr> |
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106 | <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 &cond)" --> |
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107 | 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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108 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplements samplecond using <code>condition()</code>. <br/></td></tr> |
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109 | <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 &val, const vec &cond)" --> |
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110 | 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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111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Reimplements evallogcond using <code>condition()</code>. <br/></td></tr> |
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112 | <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 &Dt, const vec &cond)" --> |
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113 | 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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114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of evallogcond for matrices. <br/></td></tr> |
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115 | <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< vec > &Dt, const vec &cond)" --> |
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116 | 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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117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of evallogcond for Array<vec>. <br/></td></tr> |
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118 | <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 &cond, int N)" --> |
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119 | 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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120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Efficient version of samplecond. <br/></td></tr> |
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121 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::mgamma_fix::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
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122 | 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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123 | <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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124 | <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 &set) const " --> |
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125 | 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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126 | <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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127 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::mgamma_fix::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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128 | 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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129 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
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130 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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131 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> |
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132 | <br/><br/></div></td></tr> |
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133 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaa0095f80870f15209bca68a8a7bad8a"></a><!-- doxytag: member="bdm::mgamma_fix::_rv" ref="aaa0095f80870f15209bca68a8a7bad8a" args="() const " --> |
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134 | 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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135 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a739d5202899bb56792a547c74e517a11"></a><!-- doxytag: member="bdm::mgamma_fix::_rvc" ref="a739d5202899bb56792a547c74e517a11" args="() const " --> |
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136 | 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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137 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeea4a999ed9679181335927e9cb66d28"></a><!-- doxytag: member="bdm::mgamma_fix::dimension" ref="aeea4a999ed9679181335927e9cb66d28" args="() const " --> |
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138 | int </td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr> |
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139 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma_fix::dimensionc" ref="a35e135910aed187b7290742f50e61bc8" args="()" --> |
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140 | int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> |
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141 | <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> |
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142 | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp91e4120baa9617769b7119bfb087c022"></a> </p> |
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143 | <br/><br/></div></td></tr> |
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144 | <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 &rvc0)" --> |
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145 | 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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146 | <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 &rv0)" --> |
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147 | 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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148 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma_fix::isnamed" ref="af8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> |
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149 | bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> |
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150 | <tr><td colspan="2"><h2>Protected Member Functions</h2></td></tr> |
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151 | <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 &iepdf)" --> |
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152 | 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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153 | <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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154 | <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)" --> |
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155 | 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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156 | <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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157 | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
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158 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1eb701506aabb2e6af007e487212d6fa"></a><!-- doxytag: member="bdm::mgamma_fix::l" ref="a1eb701506aabb2e6af007e487212d6fa" args="" --> |
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159 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a1eb701506aabb2e6af007e487212d6fa">l</a></td></tr> |
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160 | <tr><td class="mdescLeft"> </td><td class="mdescRight">parameter l <br/></td></tr> |
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161 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a018c6f901a04e419455308a07eb3b0b2"></a><!-- doxytag: member="bdm::mgamma_fix::refl" ref="a018c6f901a04e419455308a07eb3b0b2" args="" --> |
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162 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a018c6f901a04e419455308a07eb3b0b2">refl</a></td></tr> |
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163 | <tr><td class="mdescLeft"> </td><td class="mdescRight">reference vector <br/></td></tr> |
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164 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab20cf88cca1fe9b0b8f2a412608bfd09"></a><!-- doxytag: member="bdm::mgamma_fix::k" ref="ab20cf88cca1fe9b0b8f2a412608bfd09" args="" --> |
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165 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr> |
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166 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_84.png"/>. <br/></td></tr> |
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167 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma_fix::_beta" ref="a3d95f4dde9214ff6dba265e18af60312" args="" --> |
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168 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr> |
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169 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of iepdf.beta <br/></td></tr> |
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170 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a47bab632af15120c88aad647ae129468"></a><!-- doxytag: member="bdm::mgamma_fix::iepdf" ref="a47bab632af15120c88aad647ae129468" args="" --> |
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171 | <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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172 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal epdf used for sampling. <br/></td></tr> |
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173 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma_fix::dimc" ref="a7c1900976ff13dbc09c9729b3bbff9e6" args="" --> |
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174 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#a7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> |
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175 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br/></td></tr> |
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176 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma_fix::rvc" ref="a5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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177 | <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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178 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br/></td></tr> |
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179 | </table> |
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180 | <hr/><h2>Member Function Documentation</h2> |
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181 | <a class="anchor" id="ada2af0f327e5452bee71d1bf97452ae4"></a><!-- doxytag: member="bdm::mgamma_fix::from_setting" ref="ada2af0f327e5452bee71d1bf97452ae4" args="(const Setting &set)" --> |
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182 | <div class="memitem"> |
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183 | <div class="memproto"> |
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184 | <table class="memname"> |
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185 | <tr> |
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186 | <td class="memname">void bdm::mgamma::from_setting </td> |
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187 | <td>(</td> |
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188 | <td class="paramtype">const Setting & </td> |
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189 | <td class="paramname"> <em>set</em></td> |
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190 | <td> ) </td> |
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191 | <td><code> [inline, virtual, inherited]</code></td> |
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192 | </tr> |
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193 | </table> |
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194 | </div> |
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195 | <div class="memdoc"> |
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196 | <p>Load from structure with elements: </p> |
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197 | <div class="fragment"><pre class="fragment"> { alpha = [...]; <span class="comment">// vector of alpha</span> |
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198 | <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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199 | rv = {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>,...} <span class="comment">// description of RV</span> |
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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">"RV"</span>,...} <span class="comment">// description of RV in condition</span> |
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201 | } |
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202 | </pre></div> |
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203 | <p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#a30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p> |
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204 | |
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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#l00725">bdm::mgamma::k</a>, and <a class="el" href="exp__family_8cpp_source.html#l00216">bdm::mgamma::set_parameters()</a>.</p> |
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206 | |
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207 | </div> |
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208 | </div> |
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209 | <hr/>The documentation for this class was generated from the following file:<ul> |
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210 | <li><a class="el" href="exp__family_8h_source.html">exp_family.h</a></li> |
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211 | </ul> |
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212 | </div> |
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213 | <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 23:08:56 2009 for mixpp by |
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214 | <a href="http://www.doxygen.org/index.html"> |
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215 | <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> |
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216 | </body> |
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217 | </html> |
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