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Timestamp:
02/16/09 10:02:08 (15 years ago)
Author:
smidl
Message:

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

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1 modified

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  • doc/html/classbdm_1_1eigamma.html

    r269 r270  
    2929</div> 
    3030<div class="contents"> 
    31 <h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- doxytag: inherits="bdm::eEF" -->Inverse-Gamma posterior density.   
    32 <a href="#_details">More...</a> 
    33 <p> 
    34 <code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code> 
     31<h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- doxytag: inherits="bdm::eEF" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code> 
    3532<p> 
    3633<div class="dynheader"> 
     
    4138<area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="25,161,105,188"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="23,84,108,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="9,7,121,33"></map> 
    4239<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    43 <div class="dynheader"> 
    44 Collaboration diagram for bdm::eigamma:</div> 
    45 <div class="dynsection"> 
    46 <p><center><img src="classbdm_1_1eigamma__coll__graph.png" border="0" usemap="#bdm_1_1eigamma__coll__map" alt="Collaboration graph"></center> 
    47 <map name="bdm_1_1eigamma__coll__map"> 
    48 <area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="16,263,96,289"><area shape="rect" href="classbdm_1_1egamma.html" title="Gamma posterior density." alt="" coords="77,343,192,369"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="13,183,99,209"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="72,87,147,113"></map> 
    49 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    5040 
    5141<p> 
    52 <a href="classbdm_1_1eigamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
     42<a href="classbdm_1_1eigamma-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
     43Inverse-Gamma posterior density.  
     44<p> 
     45Multivariate inverse-Gamma density as product of independent univariate densities. <p class="formulaDsp"> 
     46<img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_8.png"> 
     47<p> 
     48<p> 
     49Inverse Gamma can be converted to Gamma using <p class="formulaDsp"> 
     50<img class="formulaDsp" alt="\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]" src="form_93.png"> 
     51<p> 
     52 This relation is used in sampling. <table border="0" cellpadding="0" cellspacing="0"> 
    5353<tr><td></td></tr> 
    5454<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    55 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34a8d2cd08399c3449e2efcda6ea2f89"></a><!-- doxytag: member="bdm::eigamma::eigamma" ref="34a8d2cd08399c3449e2efcda6ea2f89" args="(const RV &amp;rv)" --> 
    56 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#34a8d2cd08399c3449e2efcda6ea2f89">eigamma</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>)</td></tr> 
     55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b496396f3511ce87d7ae3830ba94262c"></a><!-- doxytag: member="bdm::eigamma::eigamma" ref="b496396f3511ce87d7ae3830ba94262c" args="()" --> 
     56&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#b496396f3511ce87d7ae3830ba94262c">eigamma</a> ()</td></tr> 
    5757 
    5858<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
     
    6464vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f">sample</a> () const </td></tr> 
    6565 
    66 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$x$" src="form_28.png"> from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> 
     66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_106.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_107.png">. <br></td></tr> 
    6767<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9e26c80c8e6708bfcf2e684958af6f91"></a><!-- doxytag: member="bdm::eigamma::evallog" ref="9e26c80c8e6708bfcf2e684958af6f91" args="(const vec &amp;val) const " --> 
    6868double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#9e26c80c8e6708bfcf2e684958af6f91">evallog</a> (const vec &amp;val) const </td></tr> 
     
    7373 
    7474<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_60.png"> <br></td></tr> 
    75 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="57b9ee79ef5d2cea243bbe6b274a2abe"></a><!-- doxytag: member="bdm::eigamma::_param" ref="57b9ee79ef5d2cea243bbe6b274a2abe" args="(vec *&amp;a, vec *&amp;b)" --> 
    76 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#57b9ee79ef5d2cea243bbe6b274a2abe">_param</a> (vec *&amp;a, vec *&amp;b)</td></tr> 
    77  
    78 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dangerous: use with care! <br></td></tr> 
    7975<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46cecb295edbabd28120cb0f6f572bcb"></a><!-- doxytag: member="bdm::eigamma::mean" ref="46cecb295edbabd28120cb0f6f572bcb" args="() const " --> 
    8076vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb">mean</a> () const </td></tr> 
    8177 
    82 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected value <br></td></tr> 
     78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dangerous: use with care! <br></td></tr> 
    8379<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c2c696f8c668e9f65392c9449f6a5133"></a><!-- doxytag: member="bdm::eigamma::variance" ref="c2c696f8c668e9f65392c9449f6a5133" args="() const " --> 
    8480vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133">variance</a> () const </td></tr> 
    8581 
    8682<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> 
     83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b3693d30bcc8c6bd873f9c49825cdeb"></a><!-- doxytag: member="bdm::eigamma::_alpha" ref="0b3693d30bcc8c6bd873f9c49825cdeb" args="()" --> 
     84vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_alpha</b> ()</td></tr> 
     85 
     86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5aa95bce22824f16b46f8cd3ace9dae"></a><!-- doxytag: member="bdm::eigamma::_beta" ref="d5aa95bce22824f16b46f8cd3ace9dae" args="()" --> 
     87vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_beta</b> ()</td></tr> 
     88 
    8789<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="deef7d6273ba4d5a5cf0bbd91ec7277a"></a><!-- doxytag: member="bdm::eigamma::dupdate" ref="deef7d6273ba4d5a5cf0bbd91ec7277a" args="(mat &amp;v)" --> 
    8890virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#deef7d6273ba4d5a5cf0bbd91ec7277a">dupdate</a> (mat &amp;v)</td></tr> 
     
    101103 
    102104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> 
     105<tr><td colspan="2"><div class="groupHeader">Matematical Operations</div></td></tr> 
    103106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eigamma::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> 
    104107virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> 
    105108 
    106 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples from density <img class="formulaInl" alt="$epdf(rv)$" src="form_59.png">. <br></td></tr> 
     109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_108.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_109.png">. <br></td></tr> 
    107110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34956d4dd3176eeb5937cf48a1546b62"></a><!-- doxytag: member="bdm::eigamma::evallog_m" ref="34956d4dd3176eeb5937cf48a1546b62" args="(const mat &amp;Val) const " --> 
    108111virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#34956d4dd3176eeb5937cf48a1546b62">evallog_m</a> (const mat &amp;Val) const </td></tr> 
     
    117120 
    118121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> 
     122<tr><td colspan="2"><div class="groupHeader">Connection to other classes</div></td></tr> 
     123<tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr> 
     124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eigamma::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &amp;rv0)" --> 
     125void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv0)</td></tr> 
     126 
     127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name its rv. <br></td></tr> 
     128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eigamma::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> 
     129bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> 
     130 
     131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">True if rv is assigned. <br></td></tr> 
    119132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eigamma::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> 
    120133const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> 
    121134 
    122 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function, possibly dangerous! <br></td></tr> 
    123 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62e88cbce0ce77a8692f5e15d76e805f"></a><!-- doxytag: member="bdm::eigamma::_renewrv" ref="62e88cbce0ce77a8692f5e15d76e805f" args="(const RV &amp;in_rv)" --> 
    124 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62e88cbce0ce77a8692f5e15d76e805f">_renewrv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;in_rv)</td></tr> 
     135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> 
     136<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
     137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46dfe100cd621716ee5c7ee25a20f24b"></a><!-- doxytag: member="bdm::eigamma::dimension" ref="46dfe100cd621716ee5c7ee25a20f24b" args="() const " --> 
     138bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#46dfe100cd621716ee5c7ee25a20f24b">dimension</a> () const </td></tr> 
    125139 
    126 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">modifier function - useful when copying epdfs <br></td></tr> 
     140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Size of the random variable. <br></td></tr> 
    127141<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    128 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2c49c77e04a96a9e6a4a628318ceb73"></a><!-- doxytag: member="bdm::eigamma::alpha" ref="e2c49c77e04a96a9e6a4a628318ceb73" args="" --> 
    129 vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#e2c49c77e04a96a9e6a4a628318ceb73">alpha</a></td></tr> 
    130  
    131 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_15.png">. <br></td></tr> 
    132 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2c62f2e869d1304a4055f6a7ac59cde"></a><!-- doxytag: member="bdm::eigamma::beta" ref="b2c62f2e869d1304a4055f6a7ac59cde" args="" --> 
    133 vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#b2c62f2e869d1304a4055f6a7ac59cde">beta</a></td></tr> 
    134  
    135 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_16.png"> (in fact it is 1/beta as used in definition of iG). <br></td></tr> 
    136142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3e5c03201f073033a7db894fa15ddb96"></a><!-- doxytag: member="bdm::eigamma::eg" ref="3e5c03201f073033a7db894fa15ddb96" args="" --> 
    137143<a class="el" href="classbdm_1_1egamma.html">egamma</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#3e5c03201f073033a7db894fa15ddb96">eg</a></td></tr> 
    138144 
    139145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal <a class="el" href="classbdm_1_1egamma.html" title="Gamma posterior density.">egamma</a> <br></td></tr> 
     146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="494fafd76d9448395efe160c9ba11ab6"></a><!-- doxytag: member="bdm::eigamma::alpha" ref="494fafd76d9448395efe160c9ba11ab6" args="" --> 
     147vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#494fafd76d9448395efe160c9ba11ab6">alpha</a></td></tr> 
     148 
     149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_15.png">. <br></td></tr> 
     150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e32ff12ba6b2fdc22068c35dace23fa6"></a><!-- doxytag: member="bdm::eigamma::beta" ref="e32ff12ba6b2fdc22068c35dace23fa6" args="" --> 
     151vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#e32ff12ba6b2fdc22068c35dace23fa6">beta</a></td></tr> 
     152 
     153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_16.png"> (in fact it is 1/beta as used in definition of iG). <br></td></tr> 
     154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eigamma::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> 
     155int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> 
     156 
     157<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the random variable <br></td></tr> 
    140158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eigamma::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> 
    141159<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> 
    142160 
    143 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identified of the random variable. <br></td></tr> 
     161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Description of the random variable. <br></td></tr> 
    144162</table> 
    145 <hr><a name="_details"></a><h2>Detailed Description</h2> 
    146 Inverse-Gamma posterior density.  
    147 <p> 
    148 Multivariate inverse-Gamma density as product of independent univariate densities. <p class="formulaDsp"> 
    149 <img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_8.png"> 
    150 <p> 
    151 <p> 
    152 Inverse Gamma can be converted to Gamma using <p class="formulaDsp"> 
    153 <img class="formulaDsp" alt="\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]" src="form_93.png"> 
    154 <p> 
    155  This relation is used in sampling. <hr>The documentation for this class was generated from the following file:<ul> 
     163<hr>The documentation for this class was generated from the following file:<ul> 
    156164<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
    157165</div> 
    158 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:07 2009 for mixpp by&nbsp; 
     166<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:06 2009 for mixpp by&nbsp; 
    159167<a href="http://www.doxygen.org/index.html"> 
    160168<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>