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[290] | 62 | <li><a href="classes.html"><span>Class Index</span></a></li> |
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[259] | 63 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> |
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| 64 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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[287] | 67 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1migamma__ref.html">migamma_ref</a> |
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[259] | 68 | </div> |
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| 69 | </div> |
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| 70 | <div class="contents"> |
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[290] | 71 | <h1>bdm::migamma_ref Class Reference</h1><!-- doxytag: class="bdm::migamma_ref" --><!-- doxytag: inherits="bdm::migamma" -->Inverse-Gamma random walk around a fixed point. |
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| 72 | <a href="#_details">More...</a> |
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[259] | 73 | <p> |
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[397] | 74 | <code>#include <<a class="el" href="exp__family_8h-source.html">exp_family.h</a>></code> |
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[290] | 75 | <p> |
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[259] | 76 | |
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| 77 | <p> |
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[290] | 78 | <a href="classbdm_1_1migamma__ref-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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[259] | 79 | <tr><td></td></tr> |
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| 80 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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[287] | 81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f45b15a10f084991ba6b48295f10421f"></a><!-- doxytag: member="bdm::migamma_ref::migamma_ref" ref="f45b15a10f084991ba6b48295f10421f" args="()" --> |
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| 82 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#f45b15a10f084991ba6b48295f10421f">migamma_ref</a> ()</td></tr> |
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[259] | 83 | |
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| 84 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br></td></tr> |
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[287] | 85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b0b4eb278ef5d0831ec4954ba7bd2800"></a><!-- doxytag: member="bdm::migamma_ref::set_parameters" ref="b0b4eb278ef5d0831ec4954ba7bd2800" args="(double k0, vec ref0, double l0)" --> |
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| 86 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#b0b4eb278ef5d0831ec4954ba7bd2800">set_parameters</a> (double k0, vec ref0, double l0)</td></tr> |
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[259] | 87 | |
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| 88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr> |
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[287] | 89 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae86b2e4ff963d62e05d4e130514634a"></a><!-- doxytag: member="bdm::migamma_ref::condition" ref="ae86b2e4ff963d62e05d4e130514634a" args="(const vec &val)" --> |
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| 90 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a">condition</a> (const vec &val)</td></tr> |
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[259] | 91 | |
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| 92 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Update <code>ep</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> conditioned on <code>rvc</code> = cond. <br></td></tr> |
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[396] | 93 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">from_setting</a> (const Setting &set)</td></tr> |
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[368] | 94 | |
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[287] | 95 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8b10ab922e2a7bae2fb6bb3efc7b6151"></a><!-- doxytag: member="bdm::migamma_ref::set_parameters" ref="8b10ab922e2a7bae2fb6bb3efc7b6151" args="(int len, double k0)" --> |
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| 96 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#8b10ab922e2a7bae2fb6bb3efc7b6151">set_parameters</a> (int len, double k0)</td></tr> |
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[259] | 97 | |
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| 98 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr> |
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[396] | 99 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::migamma_ref::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
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| 100 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
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[353] | 101 | |
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| 102 | <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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[396] | 103 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::migamma_ref::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
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| 104 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
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[353] | 105 | |
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| 106 | <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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[396] | 107 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::migamma_ref::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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| 108 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
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[368] | 109 | |
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| 110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
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[270] | 111 | <tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr> |
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[269] | 112 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &cond)</td></tr> |
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[259] | 113 | |
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[397] | 114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png">. <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> |
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[270] | 115 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &cond, int N)</td></tr> |
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[259] | 116 | |
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[270] | 117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr> |
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[287] | 118 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::migamma_ref::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &dt, const vec &cond)" --> |
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[259] | 119 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6336a8a72462e2a56a3989a220f18b1b">evallogcond</a> (const vec &dt, const vec &cond)</td></tr> |
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| 120 | |
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| 121 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Shortcut for conditioning and evaluation of the internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>. In some cases, this operation can be implemented efficiently. <br></td></tr> |
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[287] | 122 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b0ed1ed663071bb7cf4a1349eb94fcb"></a><!-- doxytag: member="bdm::migamma_ref::evallogcond_m" ref="0b0ed1ed663071bb7cf4a1349eb94fcb" args="(const mat &Dt, const vec &cond)" --> |
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[259] | 123 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#0b0ed1ed663071bb7cf4a1349eb94fcb">evallogcond_m</a> (const mat &Dt, const vec &cond)</td></tr> |
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| 124 | |
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| 125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> |
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[396] | 126 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2a0d03756f59924fd038980ee60bd904"></a><!-- doxytag: member="bdm::migamma_ref::evallogcond_m" ref="2a0d03756f59924fd038980ee60bd904" args="(const Array< vec > &Dt, const vec &cond)" --> |
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| 127 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#2a0d03756f59924fd038980ee60bd904">evallogcond_m</a> (const Array< vec > &Dt, const vec &cond)</td></tr> |
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| 128 | |
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| 129 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Array<vec> version of evallogcond. <br></td></tr> |
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[270] | 130 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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[287] | 131 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::migamma_ref::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" --> |
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[270] | 132 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr> |
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[259] | 133 | |
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[287] | 134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::migamma_ref::_rvc" ref="26001264236846897bd11e4baad47245" args="()" --> |
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[270] | 135 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr> |
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[259] | 136 | |
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[287] | 137 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::migamma_ref::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" --> |
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[270] | 138 | int </td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr> |
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| 139 | |
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[287] | 140 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::migamma_ref::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" --> |
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[270] | 141 | int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> |
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| 142 | |
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[287] | 143 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::migamma_ref::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" --> |
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[270] | 144 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr> |
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[259] | 145 | |
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[287] | 146 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::migamma_ref::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" --> |
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[270] | 147 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr> |
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[259] | 148 | |
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[270] | 149 | <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> |
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[287] | 150 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::migamma_ref::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> |
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[270] | 151 | 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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| 152 | |
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[287] | 153 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::migamma_ref::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> |
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[270] | 154 | 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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| 155 | |
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[287] | 156 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::migamma_ref::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> |
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[270] | 157 | bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> |
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| 158 | |
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[259] | 159 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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[287] | 160 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cdc1345ba8375fbdb18a69322d2f841d"></a><!-- doxytag: member="bdm::migamma_ref::l" ref="cdc1345ba8375fbdb18a69322d2f841d" args="" --> |
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| 161 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d">l</a></td></tr> |
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[259] | 162 | |
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| 163 | <tr><td class="mdescLeft"> </td><td class="mdescRight">parameter l <br></td></tr> |
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[287] | 164 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3692dc67caf4367e15564d37f45476f6"></a><!-- doxytag: member="bdm::migamma_ref::refl" ref="3692dc67caf4367e15564d37f45476f6" args="" --> |
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| 165 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6">refl</a></td></tr> |
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[259] | 166 | |
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| 167 | <tr><td class="mdescLeft"> </td><td class="mdescRight">reference vector <br></td></tr> |
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[287] | 168 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a31b39d4179551b593c9e0d7d756783a"></a><!-- doxytag: member="bdm::migamma_ref::epdf" ref="a31b39d4179551b593c9e0d7d756783a" args="" --> |
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| 169 | <a class="el" href="classbdm_1_1eigamma.html">eigamma</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#a31b39d4179551b593c9e0d7d756783a">epdf</a></td></tr> |
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[259] | 170 | |
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| 171 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> that arise by conditioning on <code>rvc</code>. <br></td></tr> |
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[287] | 172 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc56bc9da542e0103ec16b9be8e5e38c"></a><!-- doxytag: member="bdm::migamma_ref::k" ref="dc56bc9da542e0103ec16b9be8e5e38c" args="" --> |
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| 173 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c">k</a></td></tr> |
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[259] | 174 | |
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[397] | 175 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_76.png">. <br></td></tr> |
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[287] | 176 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9847093da59a9ba0ebb68d2c592f5dc"></a><!-- doxytag: member="bdm::migamma_ref::_alpha" ref="c9847093da59a9ba0ebb68d2c592f5dc" args="" --> |
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| 177 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc">_alpha</a></td></tr> |
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[259] | 178 | |
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[287] | 179 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of epdf.alpha <br></td></tr> |
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| 180 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0d854c047001b5465cf1ba21f52904b5"></a><!-- doxytag: member="bdm::migamma_ref::_beta" ref="0d854c047001b5465cf1ba21f52904b5" args="" --> |
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| 181 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5">_beta</a></td></tr> |
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| 182 | |
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[259] | 183 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of epdf.beta <br></td></tr> |
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[287] | 184 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::migamma_ref::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" --> |
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[270] | 185 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> |
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[259] | 186 | |
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[270] | 187 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br></td></tr> |
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[287] | 188 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::migamma_ref::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> |
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[259] | 189 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a></td></tr> |
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| 190 | |
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| 191 | <tr><td class="mdescLeft"> </td><td class="mdescRight">random variable in condition <br></td></tr> |
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[287] | 192 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5eea43c56d38e4441bfb30270db949c0"></a><!-- doxytag: member="bdm::migamma_ref::ep" ref="5eea43c56d38e4441bfb30270db949c0" args="" --> |
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[259] | 193 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#5eea43c56d38e4441bfb30270db949c0">ep</a></td></tr> |
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| 194 | |
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| 195 | <tr><td class="mdescLeft"> </td><td class="mdescRight">pointer to internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <br></td></tr> |
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| 196 | </table> |
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[290] | 197 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 198 | Inverse-Gamma random walk around a fixed point. |
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| 199 | <p> |
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[397] | 200 | Mean value, <img class="formulaInl" alt="$\mu$" src="form_75.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_66.png">. <img class="formulaInl" alt="$l$" src="form_85.png"> is the coefficient of the geometric combimation <p class="formulaDsp"> |
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| 201 | <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_86.png"> |
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[290] | 202 | <p> |
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| 203 | <p> |
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[397] | 204 | ==== Check == vv = Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_76.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_77.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_78.png">.<p> |
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| 205 | The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_79.png">. <hr><h2>Member Function Documentation</h2> |
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[396] | 206 | <a class="anchor" name="9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d"></a><!-- doxytag: member="bdm::migamma_ref::from_setting" ref="9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d" args="(const Setting &set)" --> |
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[368] | 207 | <div class="memitem"> |
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| 208 | <div class="memproto"> |
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| 209 | <table class="memname"> |
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| 210 | <tr> |
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| 211 | <td class="memname">void bdm::migamma_ref::from_setting </td> |
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| 212 | <td>(</td> |
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| 213 | <td class="paramtype">const Setting & </td> |
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[396] | 214 | <td class="paramname"> <em>set</em> </td> |
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[368] | 215 | <td> ) </td> |
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| 216 | <td><code> [virtual]</code></td> |
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| 217 | </tr> |
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| 218 | </table> |
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| 219 | </div> |
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| 220 | <div class="memdoc"> |
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| 221 | |
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| 222 | <p> |
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[396] | 223 | <a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class and it is intended for internal purposes only.">UI</a> for <a class="el" href="classbdm_1_1migamma__ref.html" title="Inverse-Gamma random walk around a fixed point.">migamma_ref</a><p> |
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[368] | 224 | The <a class="el" href="classbdm_1_1migamma__ref.html" title="Inverse-Gamma random walk around a fixed point.">migamma_ref</a> is constructed from a structure with fields: <div class="fragment"><pre class="fragment"> system = { |
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| 225 | type = <span class="stringliteral">"migamma_ref"</span>; |
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| 226 | ref = [1e-5; 1e-5; 1e-2 1e-3]; <span class="comment">// reference vector</span> |
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| 227 | <a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = 0.999; <span class="comment">// constant l</span> |
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| 228 | <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = 0.1; <span class="comment">// constant k</span> |
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| 229 | |
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| 230 | <span class="comment">// == OPTIONAL ==</span> |
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| 231 | <span class="comment">// description of y variables</span> |
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| 232 | y = {type=<span class="stringliteral">"rv"</span>; names=[<span class="stringliteral">"y"</span>, <span class="stringliteral">"u"</span>];}; |
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| 233 | <span class="comment">// description of u variable</span> |
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| 234 | u = {type=<span class="stringliteral">"rv"</span>; names=[];} |
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| 235 | }; |
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| 236 | </pre></div><p> |
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| 237 | Result if |
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[396] | 238 | <p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p> |
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[368] | 239 | |
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[401] | 240 | <p>References <a class="el" href="user__info_8h-source.html#l00359">bdm::UI::get()</a>, and <a class="el" href="exp__family_8h-source.html#l00820">set_parameters()</a>.</p> |
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[368] | 241 | |
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| 242 | </div> |
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| 243 | </div><p> |
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[287] | 244 | <a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::migamma_ref::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &cond)" --> |
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[259] | 245 | <div class="memitem"> |
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| 246 | <div class="memproto"> |
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| 247 | <table class="memname"> |
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| 248 | <tr> |
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| 249 | <td class="memname">virtual vec bdm::mpdf::samplecond </td> |
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| 250 | <td>(</td> |
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| 251 | <td class="paramtype">const vec & </td> |
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[269] | 252 | <td class="paramname"> <em>cond</em> </td> |
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| 253 | <td> ) </td> |
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| 254 | <td><code> [inline, virtual, inherited]</code></td> |
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[259] | 255 | </tr> |
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| 256 | </table> |
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| 257 | </div> |
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| 258 | <div class="memdoc"> |
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| 259 | |
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| 260 | <p> |
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[397] | 261 | Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png">. |
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[259] | 262 | <p> |
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| 263 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 264 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 265 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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| 266 | </table> |
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| 267 | </dl> |
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| 268 | |
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[271] | 269 | <p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p> |
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[259] | 270 | |
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[397] | 271 | <p>References <a class="el" href="bdmbase_8h-source.html#l00376">bdm::mpdf::condition()</a>, <a class="el" href="bdmbase_8h-source.html#l00348">bdm::mpdf::ep</a>, and <a class="el" href="bdmbase_8h-source.html#l00263">bdm::epdf::sample()</a>.</p> |
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[271] | 272 | |
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[397] | 273 | <p>Referenced by <a class="el" href="particles_8h-source.html#l00207">bdm::MPF< BM_T >::bayes()</a>, <a class="el" href="particles_8cpp-source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="datasources_8cpp-source.html#l00043">bdm::ArxDS::step()</a>.</p> |
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| 274 | |
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[259] | 275 | </div> |
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| 276 | </div><p> |
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[287] | 277 | <a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::migamma_ref::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &cond, int N)" --> |
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[259] | 278 | <div class="memitem"> |
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| 279 | <div class="memproto"> |
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| 280 | <table class="memname"> |
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| 281 | <tr> |
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| 282 | <td class="memname">virtual mat bdm::mpdf::samplecond_m </td> |
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| 283 | <td>(</td> |
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| 284 | <td class="paramtype">const vec & </td> |
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| 285 | <td class="paramname"> <em>cond</em>, </td> |
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| 286 | </tr> |
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| 287 | <tr> |
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| 288 | <td class="paramkey"></td> |
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| 289 | <td></td> |
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| 290 | <td class="paramtype">int </td> |
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| 291 | <td class="paramname"> <em>N</em></td><td> </td> |
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| 292 | </tr> |
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| 293 | <tr> |
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| 294 | <td></td> |
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| 295 | <td>)</td> |
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| 296 | <td></td><td></td><td><code> [inline, virtual, inherited]</code></td> |
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| 297 | </tr> |
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| 298 | </table> |
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| 299 | </div> |
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| 300 | <div class="memdoc"> |
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| 301 | |
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| 302 | <p> |
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| 303 | Returns. |
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| 304 | <p> |
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| 305 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 306 | <table border="0" cellspacing="2" cellpadding="0"> |
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[397] | 307 | <tr><td valign="top"></td><td valign="top"><em>N</em> </td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png">. </td></tr> |
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[259] | 308 | <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> |
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| 309 | </table> |
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| 310 | </dl> |
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| 311 | |
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[397] | 312 | <p>References <a class="el" href="bdmbase_8h-source.html#l00376">bdm::mpdf::condition()</a>, <a class="el" href="bdmbase_8h-source.html#l00318">bdm::epdf::dimension()</a>, <a class="el" href="bdmbase_8h-source.html#l00348">bdm::mpdf::ep</a>, and <a class="el" href="bdmbase_8h-source.html#l00263">bdm::epdf::sample()</a>.</p> |
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[259] | 313 | |
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| 314 | </div> |
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| 315 | </div><p> |
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[368] | 316 | <hr>The documentation for this class was generated from the following files:<ul> |
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[397] | 317 | <li><a class="el" href="exp__family_8h-source.html">exp_family.h</a><li>exp_family.cpp</ul> |
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| 318 | </div> |
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[401] | 319 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jul 1 13:05:57 2009 for mixpp by |
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[259] | 320 | <a href="http://www.doxygen.org/index.html"> |
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[398] | 321 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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[259] | 322 | </body> |
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| 323 | </html> |
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