Changeset 270 for doc/html/classbdm_1_1mgamma.html
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doc/html/classbdm_1_1mgamma.html
r269 r270 29 29 </div> 30 30 <div class="contents"> 31 <h1>bdm::mgamma Class Reference</h1><!-- doxytag: class="bdm::mgamma" --><!-- doxytag: inherits="bdm::mEF" -->Gamma random walk. 32 <a href="#_details">More...</a> 33 <p> 34 <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> 31 <h1>bdm::mgamma Class Reference</h1><!-- doxytag: class="bdm::mgamma" --><!-- doxytag: inherits="bdm::mEF" --><code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> 35 32 <p> 36 33 <div class="dynheader"> … … 41 38 <area shape="rect" href="classbdm_1_1mgamma__fix.html" title="Gamma random walk around a fixed point." alt="" coords="5,316,147,343"><area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="33,161,119,188"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="31,84,121,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="20,7,132,33"></map> 42 39 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 43 <div class="dynheader"> 44 Collaboration diagram for bdm::mgamma:</div> 45 <div class="dynsection"> 46 <p><center><img src="classbdm_1_1mgamma__coll__graph.png" border="0" usemap="#bdm_1_1mgamma__coll__map" alt="Collaboration graph"></center> 47 <map name="bdm_1_1mgamma__coll__map"> 48 <area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="5,364,91,391"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="8,284,99,311"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="19,7,131,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="37,87,112,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="105,185,191,212"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="129,284,209,311"><area shape="rect" href="classbdm_1_1egamma.html" title="Gamma posterior density." alt="" coords="115,364,229,391"></map> 49 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 50 51 <p> 52 <a href="classbdm_1_1mgamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 40 41 <p> 42 <a href="classbdm_1_1mgamma-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 43 Gamma random walk. 44 <p> 45 Mean value, <img class="formulaInl" alt="$\mu$" src="form_14.png">, of this density is given by <code>rvc</code> . Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_41.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_11.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_12.png">.<p> 46 The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_13.png">. <table border="0" cellpadding="0" cellspacing="0"> 53 47 <tr><td></td></tr> 54 48 <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=" 2f6425cd966191b0be4c6ea91a40b6d9"></a><!-- doxytag: member="bdm::mgamma::mgamma" ref="2f6425cd966191b0be4c6ea91a40b6d9" args="(const RV &rv, const RV &rvc)" -->56 </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html# 2f6425cd966191b0be4c6ea91a40b6d9">mgamma</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51">rv</a>, const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1mpdf.html#5a5f08950daa08b85b01ddf4e1c36288">rvc</a>)</td></tr>49 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a9dc8661e5b214a8185d6e6b9956eb1"></a><!-- doxytag: member="bdm::mgamma::mgamma" ref="1a9dc8661e5b214a8185d6e6b9956eb1" args="()" --> 50 </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#1a9dc8661e5b214a8185d6e6b9956eb1">mgamma</a> ()</td></tr> 57 51 58 52 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br></td></tr> … … 65 59 66 60 <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> 61 <tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr> 67 62 <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> 68 63 69 64 <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_10.png">. <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> 70 <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# ee26963a637b2ea1fb1933652981e652">samplecond_m</a> (const vec &cond, vec &ll, int N)</td></tr>71 72 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="# ee26963a637b2ea1fb1933652981e652"></a><br></td></tr>65 <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> 66 67 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr> 73 68 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mgamma::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &dt, const vec &cond)" --> 74 69 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> … … 79 74 80 75 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> 81 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3aba7311038bf990d706a64cab60cf8"></a><!-- doxytag: member="bdm::mgamma::_rvc" ref="b3aba7311038bf990d706a64cab60cf8" args="() const " --> 82 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#b3aba7311038bf990d706a64cab60cf8">_rvc</a> () const </td></tr> 83 84 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 85 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mgamma::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " --> 86 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#222d5280e309c5a053ba73841e98c151">_rv</a> () const </td></tr> 87 88 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 76 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 77 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mgamma::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" --> 78 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr> 79 80 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mgamma::_rvc" ref="26001264236846897bd11e4baad47245" args="()" --> 81 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr> 82 83 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mgamma::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" --> 84 int </td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr> 85 86 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" --> 87 int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> 88 89 89 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mgamma::_epdf" ref="1892fe3933488942253679f068e9e7f6" args="()" --> 90 <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#1892fe3933488942253679f068e9e7f6">_epdf</a> ()</td></tr> 91 92 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 90 <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr> 91 93 92 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mgamma::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" --> 94 <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#05e843fd11c410a99dad2b88c55aca80">_e</a> ()</td></tr> 95 96 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 93 <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr> 94 95 <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> 96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mgamma::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> 97 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> 98 99 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mgamma::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> 100 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> 101 102 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> 103 bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> 104 97 105 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 98 106 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bdc9f1e9e03c09e91103fee269864438"></a><!-- doxytag: member="bdm::mgamma::epdf" ref="bdc9f1e9e03c09e91103fee269864438" args="" --> … … 104 112 105 113 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_41.png">. <br></td></tr> 106 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" f6a652ce70fa2eb4d2c7ba6d5a6ae343"></a><!-- doxytag: member="bdm::mgamma::_beta" ref="f6a652ce70fa2eb4d2c7ba6d5a6ae343" args="" -->107 vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#f6a652ce70fa2eb4d2c7ba6d5a6ae343">_beta</a></td></tr>114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma::_beta" ref="3d95f4dde9214ff6dba265e18af60312" args="" --> 115 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr> 108 116 109 117 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of epdf.beta <br></td></tr> 110 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::mgamma::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" -->111 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#9bcfb45435d30983f436d41c298cbb51">rv</a></td></tr>112 113 <tr><td class="mdescLeft"> </td><td class="mdescRight"> modeled random variable<br></td></tr>118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" --> 119 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> 120 121 <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br></td></tr> 114 122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> 115 123 <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> … … 121 129 <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> 122 130 </table> 123 <hr><a name="_details"></a><h2>Detailed Description</h2> 124 Gamma random walk. 125 <p> 126 Mean value, <img class="formulaInl" alt="$\mu$" src="form_14.png">, of this density is given by <code>rvc</code> . Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_41.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_11.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_12.png">.<p> 127 The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_13.png">. <hr><h2>Member Function Documentation</h2> 131 <hr><h2>Member Function Documentation</h2> 128 132 <a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mgamma::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &cond)" --> 129 133 <div class="memitem"> … … 151 155 </dl> 152 156 153 <p>References <a class="el" href="libBM_8h-source.html#l00 250">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00233">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>157 <p>References <a class="el" href="libBM_8h-source.html#l00315">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p> 154 158 155 159 <p>Referenced by <a class="el" href="libPF_8h-source.html#l00143">bdm::MPF< BM_T >::bayes()</a>, <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="libDS_8cpp-source.html#l00044">bdm::ArxDS::step()</a>.</p> … … 157 161 </div> 158 162 </div><p> 159 <a class="anchor" name=" ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::mgamma::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &cond, vec &ll, int N)" -->163 <a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mgamma::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &cond, int N)" --> 160 164 <div class="memitem"> 161 165 <div class="memproto"> … … 166 170 <td class="paramtype">const vec & </td> 167 171 <td class="paramname"> <em>cond</em>, </td> 168 </tr>169 <tr>170 <td class="paramkey"></td>171 <td></td>172 <td class="paramtype">vec & </td>173 <td class="paramname"> <em>ll</em>, </td>174 172 </tr> 175 173 <tr> … … 199 197 </dl> 200 198 201 <p>References <a class="el" href="libBM_8h-source.html#l00 250">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00086">bdm::RV::count()</a>, <a class="el" href="libBM_8h-source.html#l00233">bdm::mpdf::ep</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00229">bdm::mpdf::rv</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p>199 <p>References <a class="el" href="libBM_8h-source.html#l00315">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00272">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00288">bdm::mpdf::ep</a>, and <a class="el" href="classbdm_1_1epdf.html#09721eb148bc49d6ec2f1956039f3a10">bdm::epdf::sample()</a>.</p> 202 200 203 201 </div> … … 206 204 <li><a class="el" href="libEF_8h-source.html">libEF.h</a><li>libEF.cpp</ul> 207 205 </div> 208 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:072009 for mixpp by 206 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:06 2009 for mixpp by 209 207 <a href="http://www.doxygen.org/index.html"> 210 208 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>