root/library/doc/html/classbdm_1_1migamma__ref.html @ 472

Revision 472, 24.5 kB (checked in by mido, 16 years ago)

obnovena dokumentace, vcetne pridani mnoha novych doc-souboru do svn

Line 
1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: bdm::migamma_ref Class Reference</title>
4<link href="tabs.css" rel="stylesheet" type="text/css">
5<link href="doxygen.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.9 -->
8<script type="text/javascript">
9<!--
10function changeDisplayState (e){
11  var num=this.id.replace(/[^[0-9]/g,'');
12  var button=this.firstChild;
13  var sectionDiv=document.getElementById('dynsection'+num);
14  if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){
15    sectionDiv.style.display='block';
16    button.src='open.gif';
17  }else{
18    sectionDiv.style.display='none';
19    button.src='closed.gif';
20  }
21}
22function initDynSections(){
23  var divs=document.getElementsByTagName('div');
24  var sectionCounter=1;
25  for(var i=0;i<divs.length-1;i++){
26    if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){
27      var header=divs[i];
28      var section=divs[i+1];
29      var button=header.firstChild;
30      if (button!='IMG'){
31        divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild);
32        button=document.createElement('img');
33        divs[i].insertBefore(button,divs[i].firstChild);
34      }
35      header.style.cursor='pointer';
36      header.onclick=changeDisplayState;
37      header.id='dynheader'+sectionCounter;
38      button.src='closed.gif';
39      section.id='dynsection'+sectionCounter;
40      section.style.display='none';
41      section.style.marginLeft='14px';
42      sectionCounter++;
43    }
44  }
45}
46window.onload = initDynSections;
47-->
48</script>
49<div class="navigation" id="top">
50  <div class="tabs">
51    <ul>
52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
53      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
54      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
55      <li><a href="files.html"><span>Files</span></a></li>
56    </ul>
57  </div>
58  <div class="tabs">
59    <ul>
60      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
61      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li>
62      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
63      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
64    </ul>
65  </div>
66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1migamma__ref.html">migamma_ref</a>
67  </div>
68</div>
69<div class="contents">
70<h1>bdm::migamma_ref Class Reference</h1><!-- doxytag: class="bdm::migamma_ref" --><!-- doxytag: inherits="bdm::migamma" -->Inverse-Gamma random walk around a fixed point. 
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__ref-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="f45b15a10f084991ba6b48295f10421f"></a><!-- doxytag: member="bdm::migamma_ref::migamma_ref" ref="f45b15a10f084991ba6b48295f10421f" args="()" -->
81&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#f45b15a10f084991ba6b48295f10421f">migamma_ref</a> ()</td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructor. <br></td></tr>
84<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)" -->
85void&nbsp;</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>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
88<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 &amp;val)" -->
89void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#ae86b2e4ff963d62e05d4e130514634a">condition</a> (const vec &amp;val)</td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</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>
92<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">from_setting</a> (const Setting &amp;set)</td></tr>
93
94<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)" -->
95void&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>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr>
98<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="()" -->
99virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
102<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 &amp;set) const " -->
103virtual 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>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::migamma_ref::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
107virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
110<tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#b024f2e636e5507c755de4a6df1f1e99">samplecond</a> (const vec &amp;cond)</td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</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="#b024f2e636e5507c755de4a6df1f1e99"></a><br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#6e497d501331057309d2fddf63259d1a">samplecond_m</a> (const vec &amp;cond, int N)</td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns.  <a href="#6e497d501331057309d2fddf63259d1a"></a><br></td></tr>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cfcbb897bf42015a7979b17d891fd9b5"></a><!-- doxytag: member="bdm::migamma_ref::evallogcond" ref="cfcbb897bf42015a7979b17d891fd9b5" args="(const vec &amp;dt, const vec &amp;cond)" -->
118virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#cfcbb897bf42015a7979b17d891fd9b5">evallogcond</a> (const vec &amp;dt, const vec &amp;cond)</td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</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>
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f97c61ecfb1f44ef6f08dee7bc15eab3"></a><!-- doxytag: member="bdm::migamma_ref::evallogcond_m" ref="f97c61ecfb1f44ef6f08dee7bc15eab3" args="(const mat &amp;Dt, const vec &amp;cond)" -->
122virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f97c61ecfb1f44ef6f08dee7bc15eab3">evallogcond_m</a> (const mat &amp;Dt, const vec &amp;cond)</td></tr>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d7d3c23e3273e97c12c396dcc06b606"></a><!-- doxytag: member="bdm::migamma_ref::evallogcond_m" ref="2d7d3c23e3273e97c12c396dcc06b606" args="(const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)" -->
126virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#2d7d3c23e3273e97c12c396dcc06b606">evallogcond_m</a> (const Array&lt; vec &gt; &amp;Dt, const vec &amp;cond)</td></tr>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Array&lt;vec&gt; version of evallogcond. <br></td></tr>
129<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::migamma_ref::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" -->
131<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr>
132
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::migamma_ref::_rvc" ref="26001264236846897bd11e4baad47245" args="()" -->
134<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>
135
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::migamma_ref::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" -->
137int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr>
138
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::migamma_ref::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" -->
140int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr>
141
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c2d7d3d1d75cca84993e77867d1ffbe"></a><!-- doxytag: member="bdm::migamma_ref::e" ref="4c2d7d3d1d75cca84993e77867d1ffbe" args="()" -->
143<a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>e</b> ()</td></tr>
144
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ba1b384c9c1cb18422a8ba32a5d019"></a><!-- doxytag: member="bdm::migamma_ref::set_ep" ref="a4ba1b384c9c1cb18422a8ba32a5d019" args="(shared_ptr&lt; epdf &gt; ep)" -->
146void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_ep</b> (<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> &gt; ep)</td></tr>
147
148<tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr>
149<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 &amp;rvc0)" -->
150void&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>
151
152<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 &amp;rv0)" -->
153void&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>
154
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::migamma_ref::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" -->
156bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr>
157
158<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cdc1345ba8375fbdb18a69322d2f841d"></a><!-- doxytag: member="bdm::migamma_ref::l" ref="cdc1345ba8375fbdb18a69322d2f841d" args="" -->
160double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d">l</a></td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameter l <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3692dc67caf4367e15564d37f45476f6"></a><!-- doxytag: member="bdm::migamma_ref::refl" ref="3692dc67caf4367e15564d37f45476f6" args="" -->
164vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#3692dc67caf4367e15564d37f45476f6">refl</a></td></tr>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">reference vector <br></td></tr>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f1636dbded763fecbd1c6a22dc6971fa"></a><!-- doxytag: member="bdm::migamma_ref::iepdf" ref="f1636dbded763fecbd1c6a22dc6971fa" args="" -->
168<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1eigamma.html">eigamma</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#f1636dbded763fecbd1c6a22dc6971fa">iepdf</a></td></tr>
169
170<tr><td class="mdescLeft">&nbsp;</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>
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc56bc9da542e0103ec16b9be8e5e38c"></a><!-- doxytag: member="bdm::migamma_ref::k" ref="dc56bc9da542e0103ec16b9be8e5e38c" args="" -->
172double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c">k</a></td></tr>
173
174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_76.png">. <br></td></tr>
175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9847093da59a9ba0ebb68d2c592f5dc"></a><!-- doxytag: member="bdm::migamma_ref::_alpha" ref="c9847093da59a9ba0ebb68d2c592f5dc" args="" -->
176vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc">_alpha</a></td></tr>
177
178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of iepdf.alpha <br></td></tr>
179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0d854c047001b5465cf1ba21f52904b5"></a><!-- doxytag: member="bdm::migamma_ref::_beta" ref="0d854c047001b5465cf1ba21f52904b5" args="" -->
180vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#0d854c047001b5465cf1ba21f52904b5">_beta</a></td></tr>
181
182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of iepdf.beta <br></td></tr>
183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::migamma_ref::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_ref::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 around a fixed point.
194<p>
195Mean 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">
196<img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_86.png">
197<p>
198<p>
199==== 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>
200The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_79.png">. <hr><h2>Member Function Documentation</h2>
201<a class="anchor" name="9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d"></a><!-- doxytag: member="bdm::migamma_ref::from_setting" ref="9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d" args="(const Setting &amp;set)" -->
202<div class="memitem">
203<div class="memproto">
204      <table class="memname">
205        <tr>
206          <td class="memname">void bdm::migamma_ref::from_setting           </td>
207          <td>(</td>
208          <td class="paramtype">const Setting &amp;&nbsp;</td>
209          <td class="paramname"> <em>set</em>          </td>
210          <td>&nbsp;)&nbsp;</td>
211          <td><code> [virtual]</code></td>
212        </tr>
213      </table>
214</div>
215<div class="memdoc">
216
217<p>
218<a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class which collects all the auxiliary functions useful to prepare...">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>
219The <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 = {
220                                type = <span class="stringliteral">"migamma_ref"</span>;
221                                ref = [1e-5; 1e-5; 1e-2 1e-3];            <span class="comment">// reference vector</span>
222                                <a class="code" href="classbdm_1_1migamma__ref.html#cdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = 0.999;                                <span class="comment">// constant l</span>
223                                <a class="code" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = 0.1;                                  <span class="comment">// constant k</span>
224                               
225                                <span class="comment">// == OPTIONAL ==</span>
226                                <span class="comment">// description of y variables</span>
227                                y = {type=<span class="stringliteral">"rv"</span>; names=[<span class="stringliteral">"y"</span>, <span class="stringliteral">"u"</span>];};
228                                <span class="comment">// description of u variable</span>
229                                u = {type=<span class="stringliteral">"rv"</span>; names=[];}
230                        };
231</pre></div><p>
232Result if
233<p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p>
234
235<p>References <a class="el" href="user__info_8h_source.html#l00387">bdm::UI::get()</a>, and <a class="el" href="exp__family_8h_source.html#l00849">set_parameters()</a>.</p>
236
237</div>
238</div><p>
239<a class="anchor" name="b024f2e636e5507c755de4a6df1f1e99"></a><!-- doxytag: member="bdm::migamma_ref::samplecond" ref="b024f2e636e5507c755de4a6df1f1e99" args="(const vec &amp;cond)" -->
240<div class="memitem">
241<div class="memproto">
242      <table class="memname">
243        <tr>
244          <td class="memname">vec bdm::mpdf::samplecond           </td>
245          <td>(</td>
246          <td class="paramtype">const vec &amp;&nbsp;</td>
247          <td class="paramname"> <em>cond</em>          </td>
248          <td>&nbsp;)&nbsp;</td>
249          <td><code> [virtual, inherited]</code></td>
250        </tr>
251      </table>
252</div>
253<div class="memdoc">
254
255<p>
256Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_11.png">.
257<p>
258<dl compact><dt><b>Parameters:</b></dt><dd>
259  <table border="0" cellspacing="2" cellpadding="0">
260    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
261  </table>
262</dl>
263
264<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p>
265
266<p>References <a class="el" href="bdmbase_8h_source.html#l00376">bdm::mpdf::condition()</a>.</p>
267
268<p>Referenced by <a class="el" href="particles_8h_source.html#l00207">bdm::MPF&lt; BM_T &gt;::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>
269
270</div>
271</div><p>
272<a class="anchor" name="6e497d501331057309d2fddf63259d1a"></a><!-- doxytag: member="bdm::migamma_ref::samplecond_m" ref="6e497d501331057309d2fddf63259d1a" args="(const vec &amp;cond, int N)" -->
273<div class="memitem">
274<div class="memproto">
275      <table class="memname">
276        <tr>
277          <td class="memname">mat bdm::mpdf::samplecond_m           </td>
278          <td>(</td>
279          <td class="paramtype">const vec &amp;&nbsp;</td>
280          <td class="paramname"> <em>cond</em>, </td>
281        </tr>
282        <tr>
283          <td class="paramkey"></td>
284          <td></td>
285          <td class="paramtype">int&nbsp;</td>
286          <td class="paramname"> <em>N</em></td><td>&nbsp;</td>
287        </tr>
288        <tr>
289          <td></td>
290          <td>)</td>
291          <td></td><td></td><td><code> [virtual, inherited]</code></td>
292        </tr>
293      </table>
294</div>
295<div class="memdoc">
296
297<p>
298Returns.
299<p>
300<dl compact><dt><b>Parameters:</b></dt><dd>
301  <table border="0" cellspacing="2" cellpadding="0">
302    <tr><td valign="top"></td><td valign="top"><em>N</em>&nbsp;</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>
303    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr>
304  </table>
305</dl>
306
307<p>References <a class="el" href="bdmbase_8h_source.html#l00376">bdm::mpdf::condition()</a>.</p>
308
309</div>
310</div><p>
311<hr>The documentation for this class was generated from the following files:<ul>
312<li><a class="el" href="exp__family_8h_source.html">exp_family.h</a><li>exp_family.cpp</ul>
313</div>
314<hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:07:02 2009 for mixpp by&nbsp;
315<a href="http://www.doxygen.org/index.html">
316<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
317</body>
318</html>
Note: See TracBrowser for help on using the browser.