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3<title>mixpp: bdm::migamma Class Reference</title>
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66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1migamma.html">migamma</a>
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70<h1>bdm::migamma Class Reference</h1><!-- doxytag: class="bdm::migamma" --><!-- doxytag: inherits="mpdf_internal&lt; eigamma &gt;" -->Inverse-Gamma random walk. 
71<a href="#_details">More...</a>
72<p>
73<code>#include &lt;<a class="el" href="exp__family_8h_source.html">exp_family.h</a>&gt;</code>
74<p>
75
76<p>
77<a href="classbdm_1_1migamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
78<tr><td></td></tr>
79<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8b10ab922e2a7bae2fb6bb3efc7b6151"></a><!-- doxytag: member="bdm::migamma::set_parameters" ref="8b10ab922e2a7bae2fb6bb3efc7b6151" args="(int len, double k0)" -->
81void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#8b10ab922e2a7bae2fb6bb3efc7b6151">set_parameters</a> (int len, double k0)</td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a34b1e2e3aa2250d7c0ed7df1665b8c"></a><!-- doxytag: member="bdm::migamma::condition" ref="7a34b1e2e3aa2250d7c0ed7df1665b8c" args="(const vec &amp;val)" -->
85void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#7a34b1e2e3aa2250d7c0ed7df1665b8c">condition</a> (const vec &amp;val)</td></tr>
86
87<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>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b4d1cb8d7e230e313b4f0c905874d5a"></a><!-- doxytag: member="bdm::migamma::e" ref="6b4d1cb8d7e230e313b4f0c905874d5a" args="()" -->
89<a class="el" href="classbdm_1_1eigamma.html">eigamma</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#6b4d1cb8d7e230e313b4f0c905874d5a">e</a> ()</td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function to iepdf <br></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8e547695d1cc19219b91164d825c930"></a><!-- doxytag: member="bdm::migamma::samplecond" ref="d8e547695d1cc19219b91164d825c930" args="(const vec &amp;cond)" -->
93vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#d8e547695d1cc19219b91164d825c930">samplecond</a> (const vec &amp;cond)</td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Reimplements samplecond using <code>condition()</code>. <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89076e62b8d7df7616bad68c94591948"></a><!-- doxytag: member="bdm::migamma::evallogcond" ref="89076e62b8d7df7616bad68c94591948" args="(const vec &amp;val, const vec &amp;cond)" -->
97double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#89076e62b8d7df7616bad68c94591948">evallogcond</a> (const vec &amp;val, const vec &amp;cond)</td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Reimplements evallogcond using <code>condition()</code>. <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e28c214e3063733a6e4d17738941c61c"></a><!-- doxytag: member="bdm::migamma::evallogcond_m" ref="e28c214e3063733a6e4d17738941c61c" args="(const mat &amp;Dt, const vec &amp;cond)" -->
101virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#e28c214e3063733a6e4d17738941c61c">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Efficient version of evallogcond for matrices. <br></td></tr>
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e82db07ce8af02f29cfd81e014edb3db"></a><!-- doxytag: member="bdm::migamma::evallogcond_m" ref="e82db07ce8af02f29cfd81e014edb3db" args="(const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)" -->
105virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#e82db07ce8af02f29cfd81e014edb3db">evallogcond_m</a> (const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)</td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Efficient version of evallogcond for Array&lt;vec&gt;. <br></td></tr>
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9554c554054da2d22cb8e908ae9c8823"></a><!-- doxytag: member="bdm::migamma::samplecond_m" ref="9554c554054da2d22cb8e908ae9c8823" args="(const vec &amp;cond, int N)" -->
109virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#9554c554054da2d22cb8e908ae9c8823">samplecond_m</a> (const vec &amp;cond, int N)</td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Efficient version of samplecond. <br></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#30a0bceb948e287d497c578e371b1667">from_setting</a> (const Setting &amp;set)</td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Load from structure with elements:.  <a href="#30a0bceb948e287d497c578e371b1667"></a><br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::migamma::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
116virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::migamma::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
120virtual 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>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::migamma::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
124virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
127<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b109fa502a9ab521dfb48412fd45fca7"></a><!-- doxytag: member="bdm::migamma::migamma" ref="b109fa502a9ab521dfb48412fd45fca7" args="()" -->
129&nbsp;</td><td class="memItemRight" valign="bottom"><b>migamma</b> ()</td></tr>
130
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0126f741c6d2b6016df95a2410071e3"></a><!-- doxytag: member="bdm::migamma::migamma" ref="a0126f741c6d2b6016df95a2410071e3" args="(const migamma &amp;m)" -->
132&nbsp;</td><td class="memItemRight" valign="bottom"><b>migamma</b> (const <a class="el" href="classbdm_1_1migamma.html">migamma</a> &amp;m)</td></tr>
133
134<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aa0095f80870f15209bca68a8a7bad8a"></a><!-- doxytag: member="bdm::migamma::_rv" ref="aa0095f80870f15209bca68a8a7bad8a" args="() const " -->
136const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> () const </td></tr>
137
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="739d5202899bb56792a547c74e517a11"></a><!-- doxytag: member="bdm::migamma::_rvc" ref="739d5202899bb56792a547c74e517a11" args="() const " -->
139const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> () const </td></tr>
140
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eea4a999ed9679181335927e9cb66d28"></a><!-- doxytag: member="bdm::migamma::dimension" ref="eea4a999ed9679181335927e9cb66d28" args="() const " -->
142int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr>
143
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::migamma::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
145int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
146
147<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::migamma::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &amp;rvc0)" -->
149void&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>
150
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::migamma::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &amp;rv0)" -->
152void&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>
153
154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::migamma::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
155bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
156
157<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="147afacb393324bb3f9a7a89e33f835e"></a><!-- doxytag: member="bdm::migamma::set_ep" ref="147afacb393324bb3f9a7a89e33f835e" args="(epdf &amp;iepdf)" -->
159void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#147afacb393324bb3f9a7a89e33f835e">set_ep</a> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;<a class="el" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468">iepdf</a>)</td></tr>
160
161<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>
162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7555b377f8b5895c9b759c9628ee3e20"></a><!-- doxytag: member="bdm::migamma::set_ep" ref="7555b377f8b5895c9b759c9628ee3e20" args="(epdf *iepdfp)" -->
163void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7555b377f8b5895c9b759c9628ee3e20">set_ep</a> (<a class="el" href="classbdm_1_1epdf.html">epdf</a> *iepdfp)</td></tr>
164
165<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>
166<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc56bc9da542e0103ec16b9be8e5e38c"></a><!-- doxytag: member="bdm::migamma::k" ref="dc56bc9da542e0103ec16b9be8e5e38c" args="" -->
168double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c">k</a></td></tr>
169
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_84.png">. <br></td></tr>
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9847093da59a9ba0ebb68d2c592f5dc"></a><!-- doxytag: member="bdm::migamma::_alpha" ref="c9847093da59a9ba0ebb68d2c592f5dc" args="" -->
172vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc">_alpha</a></td></tr>
173
174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of iepdf.alpha <br></td></tr>
175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0d854c047001b5465cf1ba21f52904b5"></a><!-- doxytag: member="bdm::migamma::_beta" ref="0d854c047001b5465cf1ba21f52904b5" args="" -->
176vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5">_beta</a></td></tr>
177
178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of iepdf.beta <br></td></tr>
179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="47bab632af15120c88aad647ae129468"></a><!-- doxytag: member="bdm::migamma::iepdf" ref="47bab632af15120c88aad647ae129468" args="" -->
180<a class="el" href="classbdm_1_1eigamma.html">eigamma</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf__internal.html#47bab632af15120c88aad647ae129468">iepdf</a></td></tr>
181
182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal epdf used for sampling. <br></td></tr>
183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::migamma::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" -->
184int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr>
185
186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the condition <br></td></tr>
187<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::migamma::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" -->
188<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>
189
190<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br></td></tr>
191</table>
192<hr><a name="_details"></a><h2>Detailed Description</h2>
193Inverse-Gamma random walk.
194<p>
195Mean value, <img class="formulaInl" alt="$ \mu $" src="form_88.png">, of this density is given by <code>rvc</code> . Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$ k $" src="form_89.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$ \alpha=\mu/k^2+2 $" src="form_90.png"> and <img class="formulaInl" alt="$ \beta=\mu(\alpha-1)$" src="form_91.png">.<p>
196The standard deviation of the walk is then: <img class="formulaInl" alt="$ \mu/\sqrt(k)$" src="form_92.png">. <hr><h2>Member Function Documentation</h2>
197<a class="anchor" name="30a0bceb948e287d497c578e371b1667"></a><!-- doxytag: member="bdm::migamma::from_setting" ref="30a0bceb948e287d497c578e371b1667" args="(const Setting &amp;set)" -->
198<div class="memitem">
199<div class="memproto">
200      <table class="memname">
201        <tr>
202          <td class="memname">void bdm::mpdf::from_setting           </td>
203          <td>(</td>
204          <td class="paramtype">const Setting &amp;&nbsp;</td>
205          <td class="paramname"> <em>set</em>          </td>
206          <td>&nbsp;)&nbsp;</td>
207          <td><code> [virtual, inherited]</code></td>
208        </tr>
209      </table>
210</div>
211<div class="memdoc">
212
213<p>
214Load from structure with elements:.
215<p>
216<div class="fragment"><pre class="fragment">         { <span class="keyword">class </span>= "mpdf_offspring",
217           rv = {<span class="keyword">class</span>=<span class="stringliteral">"RV"</span>, names=(...),}; <span class="comment">// RV describing meaning of random variable</span>
218           <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>, names=(...),}; <span class="comment">// RV describing meaning of random variable in condition</span>
219           <span class="comment">// elements of offsprings</span>
220         }
221</pre></div> 
222<p>Reimplemented from <a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">bdm::root</a>.</p>
223
224<p>Reimplemented in <a class="el" href="classbdm_1_1mepdf.html#27ef18a3e3b1b5de02739d1324bf25fb">bdm::mepdf</a>, <a class="el" href="classbdm_1_1mprod.html#bfa7478f8df1de6d8cd4c349db512831">bdm::mprod</a>, <a class="el" href="classbdm_1_1mDirich.html#c1e6f42277b97f700ea1b6045cb6b2d7">bdm::mDirich</a>, <a class="el" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">bdm::mlnorm&lt; sq_T, TEpdf &gt;</a>, <a class="el" href="classbdm_1_1mgnorm.html#d717dacc6a9eb967f8410994dc6dc6f9">bdm::mgnorm&lt; sq_T &gt;</a>, <a class="el" href="classbdm_1_1mgamma.html#da2af0f327e5452bee71d1bf97452ae4">bdm::mgamma</a>, <a class="el" href="classbdm_1_1migamma__ref.html#9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">bdm::migamma_ref</a>, <a class="el" href="classbdm_1_1mlognorm.html#49e45ea13a869da607ef9be7a229128a">bdm::mlognorm</a>, <a class="el" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">bdm::mlnorm&lt; chmat &gt;</a>, and <a class="el" href="classbdm_1_1mlnorm.html#52980f13d80162d00b30d5864343f564">bdm::mlnorm&lt; ldmat, enorm &gt;</a>.</p>
225
226</div>
227</div><p>
228<hr>The documentation for this class was generated from the following file:<ul>
229<li><a class="el" href="exp__family_8h_source.html">exp_family.h</a></ul>
230</div>
231<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:49 2009 for mixpp by&nbsp;
232<a href="http://www.doxygen.org/index.html">
233<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
234</body>
235</html>
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