Changeset 270 for doc/html/classbdm_1_1mgamma__fix.html
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doc/html/classbdm_1_1mgamma__fix.html
r269 r270 29 29 </div> 30 30 <div class="contents"> 31 <h1>bdm::mgamma_fix Class Reference</h1><!-- doxytag: class="bdm::mgamma_fix" --><!-- doxytag: inherits="bdm::mgamma" -->Gamma random walk around a fixed point. 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_fix Class Reference</h1><!-- doxytag: class="bdm::mgamma_fix" --><!-- doxytag: inherits="bdm::mgamma" --><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.html" title="Gamma random walk." alt="" coords="16,239,136,265"><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_fix:</div> 45 <div class="dynsection"> 46 <p><center><img src="classbdm_1_1mgamma__fix__coll__graph.png" border="0" usemap="#bdm_1_1mgamma__fix__coll__map" alt="Collaboration graph"></center> 47 <map name="bdm_1_1mgamma__fix__coll__map"> 48 <area shape="rect" href="classbdm_1_1mgamma.html" title="Gamma random walk." alt="" coords="60,460,180,487"><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__fix-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 40 41 <p> 42 <a href="classbdm_1_1mgamma__fix-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 43 Gamma random walk around a fixed point. 44 <p> 45 Mean value, <img class="formulaInl" alt="$\mu$" src="form_14.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_42.png">. <img class="formulaInl" alt="$l$" src="form_43.png"> is the coefficient of the geometric combimation <p class="formulaDsp"> 46 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_18.png"> 47 <p> 48 <p> 49 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> 50 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 51 <tr><td></td></tr> 54 52 <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=" c73571f45ab2926e5a7fb9c3791b5614"></a><!-- doxytag: member="bdm::mgamma_fix::mgamma_fix" ref="c73571f45ab2926e5a7fb9c3791b5614" args="(const RV &rv, const RV &rvc)" -->56 </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html# c73571f45ab2926e5a7fb9c3791b5614">mgamma_fix</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>53 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a31bc9b4b60188a18a2a6b588dc4b2d"></a><!-- doxytag: member="bdm::mgamma_fix::mgamma_fix" ref="9a31bc9b4b60188a18a2a6b588dc4b2d" args="()" --> 54 </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#9a31bc9b4b60188a18a2a6b588dc4b2d">mgamma_fix</a> ()</td></tr> 57 55 58 56 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor. <br></td></tr> … … 69 67 70 68 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set value of <code>k</code>. <br></td></tr> 69 <tr><td colspan="2"><div class="groupHeader">Matematical operations</div></td></tr> 71 70 <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> 72 71 73 72 <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> 74 <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>75 76 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="# ee26963a637b2ea1fb1933652981e652"></a><br></td></tr>73 <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> 74 75 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns. <a href="#afe4185b26baeb03688202e254d3b005"></a><br></td></tr> 77 76 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6336a8a72462e2a56a3989a220f18b1b"></a><!-- doxytag: member="bdm::mgamma_fix::evallogcond" ref="6336a8a72462e2a56a3989a220f18b1b" args="(const vec &dt, const vec &cond)" --> 78 77 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> … … 83 82 84 83 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of evallogcond. <br></td></tr> 85 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3aba7311038bf990d706a64cab60cf8"></a><!-- doxytag: member="bdm::mgamma_fix::_rvc" ref="b3aba7311038bf990d706a64cab60cf8" 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#b3aba7311038bf990d706a64cab60cf8">_rvc</a> () const </td></tr> 87 88 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 89 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mgamma_fix::_rv" ref="222d5280e309c5a053ba73841e98c151" args="() const " --> 90 <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> 91 92 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 84 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 85 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5571482d150fbcb72cc36f6694ce1a10"></a><!-- doxytag: member="bdm::mgamma_fix::_rv" ref="5571482d150fbcb72cc36f6694ce1a10" args="()" --> 86 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rv</b> ()</td></tr> 87 88 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mgamma_fix::_rvc" ref="26001264236846897bd11e4baad47245" args="()" --> 89 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr> 90 91 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c2bae3e1e90874e72941863974ec0ed"></a><!-- doxytag: member="bdm::mgamma_fix::dimension" ref="1c2bae3e1e90874e72941863974ec0ed" args="()" --> 92 int </td><td class="memItemRight" valign="bottom"><b>dimension</b> ()</td></tr> 93 94 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="35e135910aed187b7290742f50e61bc8"></a><!-- doxytag: member="bdm::mgamma_fix::dimensionc" ref="35e135910aed187b7290742f50e61bc8" args="()" --> 95 int </td><td class="memItemRight" valign="bottom"><b>dimensionc</b> ()</td></tr> 96 93 97 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1892fe3933488942253679f068e9e7f6"></a><!-- doxytag: member="bdm::mgamma_fix::_epdf" ref="1892fe3933488942253679f068e9e7f6" 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#1892fe3933488942253679f068e9e7f6">_epdf</a> ()</td></tr> 95 96 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 98 <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>_epdf</b> ()</td></tr> 99 97 100 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05e843fd11c410a99dad2b88c55aca80"></a><!-- doxytag: member="bdm::mgamma_fix::_e" ref="05e843fd11c410a99dad2b88c55aca80" args="()" --> 98 <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> 99 100 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 101 <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> ()</td></tr> 102 103 <tr><td colspan="2"><div class="groupHeader">Connection to other objects</div></td></tr> 104 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7631a5570e4ade1420065e8df78f4401"></a><!-- doxytag: member="bdm::mgamma_fix::set_rvc" ref="7631a5570e4ade1420065e8df78f4401" args="(const RV &rvc0)" --> 105 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> 106 107 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18ac26bc2f96ae01ef4eb06178abbd75"></a><!-- doxytag: member="bdm::mgamma_fix::set_rv" ref="18ac26bc2f96ae01ef4eb06178abbd75" args="(const RV &rv0)" --> 108 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> 109 110 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f8e3798150b42fd1f3e16ddbbe0e7045"></a><!-- doxytag: member="bdm::mgamma_fix::isnamed" ref="f8e3798150b42fd1f3e16ddbbe0e7045" args="()" --> 111 bool </td><td class="memItemRight" valign="bottom"><b>isnamed</b> ()</td></tr> 112 101 113 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 102 114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1eb701506aabb2e6af007e487212d6fa"></a><!-- doxytag: member="bdm::mgamma_fix::l" ref="1eb701506aabb2e6af007e487212d6fa" args="" --> … … 116 128 117 129 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_41.png">. <br></td></tr> 118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" f6a652ce70fa2eb4d2c7ba6d5a6ae343"></a><!-- doxytag: member="bdm::mgamma_fix::_beta" ref="f6a652ce70fa2eb4d2c7ba6d5a6ae343" args="" -->119 vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#f6a652ce70fa2eb4d2c7ba6d5a6ae343">_beta</a></td></tr>130 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma_fix::_beta" ref="3d95f4dde9214ff6dba265e18af60312" args="" --> 131 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr> 120 132 121 133 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of epdf.beta <br></td></tr> 122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 9bcfb45435d30983f436d41c298cbb51"></a><!-- doxytag: member="bdm::mgamma_fix::rv" ref="9bcfb45435d30983f436d41c298cbb51" args="" -->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#9bcfb45435d30983f436d41c298cbb51">rv</a></td></tr>124 125 <tr><td class="mdescLeft"> </td><td class="mdescRight"> modeled random variable<br></td></tr>134 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c1900976ff13dbc09c9729b3bbff9e6"></a><!-- doxytag: member="bdm::mgamma_fix::dimc" ref="7c1900976ff13dbc09c9729b3bbff9e6" args="" --> 135 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#7c1900976ff13dbc09c9729b3bbff9e6">dimc</a></td></tr> 136 137 <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the condition <br></td></tr> 126 138 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a5f08950daa08b85b01ddf4e1c36288"></a><!-- doxytag: member="bdm::mgamma_fix::rvc" ref="5a5f08950daa08b85b01ddf4e1c36288" args="" --> 127 139 <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> … … 133 145 <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> 134 146 </table> 135 <hr><a name="_details"></a><h2>Detailed Description</h2> 136 Gamma random walk around a fixed point. 137 <p> 138 Mean value, <img class="formulaInl" alt="$\mu$" src="form_14.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_42.png">. <img class="formulaInl" alt="$l$" src="form_43.png"> is the coefficient of the geometric combimation <p class="formulaDsp"> 139 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_18.png"> 140 <p> 141 <p> 142 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> 143 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> 147 <hr><h2>Member Function Documentation</h2> 144 148 <a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mgamma_fix::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &cond)" --> 145 149 <div class="memitem"> … … 167 171 </dl> 168 172 169 <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>173 <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> 170 174 171 175 <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> … … 173 177 </div> 174 178 </div><p> 175 <a class="anchor" name=" ee26963a637b2ea1fb1933652981e652"></a><!-- doxytag: member="bdm::mgamma_fix::samplecond_m" ref="ee26963a637b2ea1fb1933652981e652" args="(const vec &cond, vec &ll, int N)" -->179 <a class="anchor" name="afe4185b26baeb03688202e254d3b005"></a><!-- doxytag: member="bdm::mgamma_fix::samplecond_m" ref="afe4185b26baeb03688202e254d3b005" args="(const vec &cond, int N)" --> 176 180 <div class="memitem"> 177 181 <div class="memproto"> … … 182 186 <td class="paramtype">const vec & </td> 183 187 <td class="paramname"> <em>cond</em>, </td> 184 </tr>185 <tr>186 <td class="paramkey"></td>187 <td></td>188 <td class="paramtype">vec & </td>189 <td class="paramname"> <em>ll</em>, </td>190 188 </tr> 191 189 <tr> … … 215 213 </dl> 216 214 217 <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>215 <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> 218 216 219 217 </div> … … 222 220 <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 223 221 </div> 224 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:07 2009 for mixpp by 222 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:07 2009 for mixpp by 225 223 <a href="http://www.doxygen.org/index.html"> 226 224 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>