Changeset 270 for doc/latex/classbdm_1_1mgamma.tex
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doc/latex/classbdm_1_1mgamma.tex
r269 r270 3 3 \label{classbdm_1_1mgamma}\index{bdm::mgamma@{bdm::mgamma}} 4 4 } 5 Gamma random walk.6 7 8 5 {\tt \#include $<$libEF.h$>$} 9 6 … … 15 12 \end{center} 16 13 \end{figure} 17 Collaboration diagram for bdm::mgamma:\nopagebreak 18 \begin{figure}[H] 19 \ begin{center}20 \leavevmode 21 \includegraphics[height=400pt]{classbdm_1_1mgamma__coll__graph} 22 \end{center} 23 \end{figure} 24 \subsection*{Public Member Functions}14 15 16 \subsection{Detailed Description} 17 Gamma random walk. 18 19 Mean value, $\mu$, of this density is given by {\tt rvc} . Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting $\alpha=k$ and $\beta=k/\mu$. 20 21 The standard deviation of the walk is then: $\mu/\sqrt(k)$. \subsection*{Public Member Functions} 25 22 \begin{CompactItemize} 26 23 \item 27 \hypertarget{classbdm_1_1mgamma_ 2f6425cd966191b0be4c6ea91a40b6d9}{28 \hyperlink{classbdm_1_1mgamma_ 2f6425cd966191b0be4c6ea91a40b6d9}{mgamma} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}, const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc})}29 \label{classbdm_1_1mgamma_ 2f6425cd966191b0be4c6ea91a40b6d9}24 \hypertarget{classbdm_1_1mgamma_1a9dc8661e5b214a8185d6e6b9956eb1}{ 25 \hyperlink{classbdm_1_1mgamma_1a9dc8661e5b214a8185d6e6b9956eb1}{mgamma} ()} 26 \label{classbdm_1_1mgamma_1a9dc8661e5b214a8185d6e6b9956eb1} 30 27 31 28 \begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item … … 39 36 \label{classbdm_1_1mgamma_8996500f1885e39cde30221b20900bff} 40 37 41 \begin{CompactList}\small\item\em Update {\tt ep} so that it represents this \hyperlink{classbdm_1_1mpdf}{mpdf} conditioned on {\tt rvc} = cond. \item\end{CompactList}\item 38 \begin{CompactList}\small\item\em Update {\tt ep} so that it represents this \hyperlink{classbdm_1_1mpdf}{mpdf} conditioned on {\tt rvc} = cond. \item\end{CompactList}\end{CompactItemize} 39 \begin{Indent}{\bf Matematical operations}\par 40 \begin{CompactItemize} 41 \item 42 42 virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) 43 43 \begin{CompactList}\small\item\em Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item\end{CompactList}\item 44 virtual mat \hyperlink{classbdm_1_1mpdf_ ee26963a637b2ea1fb1933652981e652}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N)44 virtual mat \hyperlink{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{samplecond\_\-m} (const vec \&cond, int N) 45 45 \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item 46 46 \hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{ … … 53 53 \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} 54 54 55 \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item 56 \hypertarget{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{ 57 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{\_\-rvc} () const } 58 \label{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8} 55 \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\end{CompactItemize} 56 \end{Indent} 57 \begin{Indent}{\bf Access to attributes}\par 58 \begin{CompactItemize} 59 \item 60 \hypertarget{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10}{ 61 \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rv} ()} 62 \label{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10} 59 63 60 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item61 \hypertarget{classbdm_1_1mpdf_2 22d5280e309c5a053ba73841e98c151}{62 \hyperlink{classbdm_1_1RV}{RV} \ hyperlink{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{\_\-rv} () const}63 \label{classbdm_1_1mpdf_2 22d5280e309c5a053ba73841e98c151}64 \item 65 \hypertarget{classbdm_1_1mpdf_26001264236846897bd11e4baad47245}{ 66 \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rvc} ()} 67 \label{classbdm_1_1mpdf_26001264236846897bd11e4baad47245} 64 68 65 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 69 \item 70 \hypertarget{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed}{ 71 int \textbf{dimension} ()} 72 \label{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed} 73 74 \item 75 \hypertarget{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8}{ 76 int \textbf{dimensionc} ()} 77 \label{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8} 78 79 \item 66 80 \hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ 67 \hyperlink{classbdm_1_1epdf}{epdf} \& \ hyperlink{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{\_\-epdf} ()}81 \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} ()} 68 82 \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} 69 83 70 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item84 \item 71 85 \hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ 72 \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \ hyperlink{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{\_\-e} ()}86 \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} ()} 73 87 \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} 74 88 75 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 89 \end{CompactItemize} 90 \end{Indent} 91 \begin{Indent}{\bf Connection to other objects}\par 92 \begin{CompactItemize} 93 \item 94 \hypertarget{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401}{ 95 void \textbf{set\_\-rvc} (const \hyperlink{classbdm_1_1RV}{RV} \&rvc0)} 96 \label{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401} 97 98 \item 99 \hypertarget{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75}{ 100 void \textbf{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} 101 \label{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75} 102 103 \item 104 \hypertarget{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045}{ 105 bool \textbf{isnamed} ()} 106 \label{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045} 107 108 \end{CompactItemize} 109 \end{Indent} 76 110 \subsection*{Protected Attributes} 77 111 \begin{CompactItemize} … … 87 121 88 122 \begin{CompactList}\small\item\em Constant $k$. \item\end{CompactList}\item 89 \hypertarget{classbdm_1_1mgamma_ f6a652ce70fa2eb4d2c7ba6d5a6ae343}{90 vec $\ast$ \hyperlink{classbdm_1_1mgamma_f6a652ce70fa2eb4d2c7ba6d5a6ae343}{\_\-beta}}91 \label{classbdm_1_1mgamma_ f6a652ce70fa2eb4d2c7ba6d5a6ae343}123 \hypertarget{classbdm_1_1mgamma_3d95f4dde9214ff6dba265e18af60312}{ 124 vec \& \hyperlink{classbdm_1_1mgamma_3d95f4dde9214ff6dba265e18af60312}{\_\-beta}} 125 \label{classbdm_1_1mgamma_3d95f4dde9214ff6dba265e18af60312} 92 126 93 127 \begin{CompactList}\small\item\em cache of epdf.beta \item\end{CompactList}\item 94 \hypertarget{classbdm_1_1mpdf_ 9bcfb45435d30983f436d41c298cbb51}{95 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}}96 \label{classbdm_1_1mpdf_ 9bcfb45435d30983f436d41c298cbb51}128 \hypertarget{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{ 129 int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} 130 \label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} 97 131 98 \begin{CompactList}\small\item\em modeled random variable\item\end{CompactList}\item132 \begin{CompactList}\small\item\em dimension of the condition \item\end{CompactList}\item 99 133 \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ 100 134 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} … … 108 142 \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} 109 143 110 111 \subsection{Detailed Description}112 Gamma random walk.113 114 Mean value, $\mu$, of this density is given by {\tt rvc} . Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting $\alpha=k$ and $\beta=k/\mu$.115 116 The standard deviation of the walk is then: $\mu/\sqrt(k)$.117 144 118 145 \subsection{Member Function Documentation} … … 135 162 References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). 136 163 137 Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ ee26963a637b2ea1fb1933652981e652}{164 Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ 138 165 \index{bdm::mgamma@{bdm::mgamma}!samplecond\_\-m@{samplecond\_\-m}} 139 166 \index{samplecond\_\-m@{samplecond\_\-m}!bdm::mgamma@{bdm::mgamma}} 140 \subsubsection[samplecond\_\-m]{\setlength{\rightskip}{0pt plus 5cm}virtual mat bdm::mpdf::samplecond\_\-m (const vec \& {\em cond}, \/ vec \& {\em ll}, \/int {\em N})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}}141 \label{classbdm_1_1mpdf_ ee26963a637b2ea1fb1933652981e652}167 \subsubsection[samplecond\_\-m]{\setlength{\rightskip}{0pt plus 5cm}virtual mat bdm::mpdf::samplecond\_\-m (const vec \& {\em cond}, \/ int {\em N})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} 168 \label{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005} 142 169 143 170 … … 151 178 152 179 153 References bdm::mpdf::condition(), bdm:: RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample().180 References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample(). 154 181 155 182 The documentation for this class was generated from the following files:\begin{CompactItemize}