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  <compounddef id="classmgamma" kind="class" prot="public">
    <compoundname>mgamma</compoundname>
    <basecompoundref refid="classmEF" prot="public" virt="non-virtual">mEF</basecompoundref>
    <derivedcompoundref refid="classmgamma__fix" prot="public" virt="non-virtual">mgamma_fix</derivedcompoundref>
    <includes refid="libEF_8h" local="no">libEF.h</includes>
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        <type><ref refid="classegamma" kindref="compound">egamma</ref></type>
        <definition>egamma mgamma::epdf</definition>
        <argsstring></argsstring>
        <name>epdf</name>
        <briefdescription>
<para>Internal <ref refid="classepdf" kindref="compound">epdf</ref> that arise by conditioning on <computeroutput>rvc</computeroutput>. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <type>double</type>
        <definition>double mgamma::k</definition>
        <argsstring></argsstring>
        <name>k</name>
        <briefdescription>
<para>Constant <formula id="41">$k$</formula>. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <type>vec *</type>
        <definition>vec* mgamma::_beta</definition>
        <argsstring></argsstring>
        <name>_beta</name>
        <briefdescription>
<para>cache of epdf.beta </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <type><ref refid="classRV" kindref="compound">RV</ref></type>
        <definition>RV mpdf::rv</definition>
        <argsstring></argsstring>
        <name>rv</name>
        <briefdescription>
<para>modeled random variable </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <type><ref refid="classRV" kindref="compound">RV</ref></type>
        <definition>RV mpdf::rvc</definition>
        <argsstring></argsstring>
        <name>rvc</name>
        <briefdescription>
<para>random variable in condition </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <referencedby refid="classmprod_1419b303581a91ad85200bdcb4b3186f4" compoundref="emix_8h" startline="90" endline="115">mprod::mprod</referencedby>
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      <memberdef kind="variable" id="classmpdf_17aa894208a32f3487827df6d5054424c" prot="protected" static="no" mutable="no">
        <type><ref refid="classepdf" kindref="compound">epdf</ref> *</type>
        <definition>epdf* mpdf::ep</definition>
        <argsstring></argsstring>
        <name>ep</name>
        <briefdescription>
<para>pointer to internal <ref refid="classepdf" kindref="compound">epdf</ref> </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <referencedby refid="classmmix_16769a962f1f4d0ecc5b903b5f7d26ad3" compoundref="emix_8h" startline="178" endline="178">mmix::mmix</referencedby>
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        <type></type>
        <definition>mgamma::mgamma</definition>
        <argsstring>(const RV &amp;rv, const RV &amp;rvc)</argsstring>
        <name>mgamma</name>
        <param>
          <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
          <declname>rv</declname>
        </param>
        <param>
          <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
          <declname>rvc</declname>
        </param>
        <briefdescription>
<para>Constructor. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classmgamma_15e90652837448bcc29707e7412f99691" compoundref="libEF_8h" startline="265">_beta</references>
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        <type>void</type>
        <definition>void mgamma::set_parameters</definition>
        <argsstring>(double k)</argsstring>
        <name>set_parameters</name>
        <param>
          <type>double</type>
          <declname>k</declname>
        </param>
        <briefdescription>
<para>Set value of <computeroutput>k</computeroutput>. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classRV_1f5c7b8bd589eef09ccdf3329a0addea0" compoundref="libBM_8h" startline="69" endline="69">RV::count</references>
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        <type>void</type>
        <definition>void mgamma::condition</definition>
        <argsstring>(const vec &amp;val)</argsstring>
        <name>condition</name>
        <reimplements refid="classmpdf_10f95a0cc6ab40611f46804682446ed83">condition</reimplements>
        <reimplementedby refid="classmgamma__fix_16ea3931eec7b7da7b693e45981052460">condition</reimplementedby>
        <param>
          <type>const vec &amp;</type>
          <declname>cond</declname>
        </param>
        <briefdescription>
<para>Update <computeroutput>ep</computeroutput> so that it represents this <ref refid="classmpdf" kindref="compound">mpdf</ref> conditioned on <computeroutput>rvc</computeroutput> = cond. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classmgamma_15e90652837448bcc29707e7412f99691" compoundref="libEF_8h" startline="265">_beta</references>
        <references refid="classmgamma_143f733cce0245a52363d566099add687" compoundref="libEF_8h" startline="263">k</references>
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        <type>vec</type>
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        <argsstring>(const vec &amp;cond, double &amp;ll)</argsstring>
        <name>samplecond</name>
        <param>
          <type>const vec &amp;</type>
          <declname>cond</declname>
        </param>
        <param>
          <type>double &amp;</type>
          <declname>ll</declname>
        </param>
        <briefdescription>
<para>Returns the required moment of the <ref refid="classepdf" kindref="compound">epdf</ref>. </para>        </briefdescription>
        <detaileddescription>
<para>Returns a sample from the density conditioned on <computeroutput>cond</computeroutput>, <formula id="10">$x \sim epdf(rv|cond)$</formula>. <parameterlist kind="param"><parameteritem>
<parameternamelist>
<parametername>cond</parametername>
</parameternamelist>
<parameterdescription>
<para>is numeric value of <computeroutput>rv</computeroutput> </para></parameterdescription>
</parameteritem>
<parameteritem>
<parameternamelist>
<parametername>ll</parametername>
</parameternamelist>
<parameterdescription>
<para>is a return value of log-likelihood of the sample. </para></parameterdescription>
</parameteritem>
</parameterlist>
</para>        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <type>mat</type>
        <definition>virtual mat mpdf::samplecond</definition>
        <argsstring>(const vec &amp;cond, vec &amp;ll, int N)</argsstring>
        <name>samplecond</name>
        <param>
          <type>const vec &amp;</type>
          <declname>cond</declname>
        </param>
        <param>
          <type>vec &amp;</type>
          <declname>ll</declname>
        </param>
        <param>
          <type>int</type>
          <declname>N</declname>
        </param>
        <briefdescription>
<para>Returns. </para>        </briefdescription>
        <detaileddescription>
<para><parameterlist kind="param"><parameteritem>
<parameternamelist>
<parametername>N</parametername>
</parameternamelist>
<parameterdescription>
<para>samples from the density conditioned on <computeroutput>cond</computeroutput>, <formula id="10">$x \sim epdf(rv|cond)$</formula>. </para></parameterdescription>
</parameteritem>
<parameteritem>
<parameternamelist>
<parametername>cond</parametername>
</parameternamelist>
<parameterdescription>
<para>is numeric value of <computeroutput>rv</computeroutput> </para></parameterdescription>
</parameteritem>
<parameteritem>
<parameternamelist>
<parametername>ll</parametername>
</parameternamelist>
<parameterdescription>
<para>is a return value of log-likelihood of the sample. </para></parameterdescription>
</parameteritem>
</parameterlist>
</para>        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classRV_1f5c7b8bd589eef09ccdf3329a0addea0" compoundref="libBM_8h" startline="69" endline="69">RV::count</references>
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        <type>double</type>
        <definition>virtual double mpdf::evalcond</definition>
        <argsstring>(const vec &amp;dt, const vec &amp;cond)</argsstring>
        <name>evalcond</name>
        <param>
          <type>const vec &amp;</type>
          <declname>dt</declname>
        </param>
        <param>
          <type>const vec &amp;</type>
          <declname>cond</declname>
        </param>
        <briefdescription>
<para>Shortcut for conditioning and evaluation of the internal <ref refid="classepdf" kindref="compound">epdf</ref>. In some cases, this operation can be implemented efficiently. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classmpdf_10f95a0cc6ab40611f46804682446ed83" compoundref="libBM_8h" startline="195" endline="195">mpdf::condition</references>
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        <references refid="classepdf_13ea597362e11a0040fe7c990269d072c" compoundref="libBM_8h" startline="153" endline="153">epdf::eval</references>
        <referencedby refid="classPF_164f636bbd63bea9efd778214e6b631d3" compoundref="libPF_8cpp" startline="7" endline="33">PF::bayes</referencedby>
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        <type><ref refid="classRV" kindref="compound">RV</ref></type>
        <definition>RV mpdf::_rvc</definition>
        <argsstring>()</argsstring>
        <name>_rvc</name>
        <briefdescription>
<para>access function </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classmpdf_1acb7dda792b3cd5576f39fa3129abbab" compoundref="libBM_8h" startline="176">mpdf::rvc</references>
        <referencedby refid="classmerger_11a6a721294321c2e412ca0084c636b69" compoundref="merger_8h" startline="36" endline="38">merger::merger</referencedby>
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        <type><ref refid="classRV" kindref="compound">RV</ref></type>
        <definition>RV mpdf::_rv</definition>
        <argsstring>()</argsstring>
        <name>_rv</name>
        <briefdescription>
<para>access function </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <referencedby refid="classmprod_1419b303581a91ad85200bdcb4b3186f4" compoundref="emix_8h" startline="90" endline="115">mprod::mprod</referencedby>
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        <type><ref refid="classepdf" kindref="compound">epdf</ref> &amp;</type>
        <definition>epdf&amp; mpdf::_epdf</definition>
        <argsstring>()</argsstring>
        <name>_epdf</name>
        <briefdescription>
<para>access function </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classmpdf_17aa894208a32f3487827df6d5054424c" compoundref="libBM_8h" startline="178">mpdf::ep</references>
      </memberdef>
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    <briefdescription>
<para>Gamma random walk. </para>    </briefdescription>
    <detaileddescription>
<para>Mean value, <formula id="14">$\mu$</formula>, of this density is given by <computeroutput>rvc</computeroutput> . Standard deviation of the random walk is proportional to one <formula id="41">$k$</formula>-th the mean. This is achieved by setting <formula id="11">$\alpha=k$</formula> and <formula id="12">$\beta=k/\mu$</formula>.</para><para>The standard deviation of the walk is then: <formula id="13">$\mu/\sqrt(k)$</formula>. </para>    </detaileddescription>
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</doxygen>
