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Timestamp:
02/16/09 10:02:08 (16 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/latex/classbdm_1_1mgamma.tex

    r269 r270  
    33\label{classbdm_1_1mgamma}\index{bdm::mgamma@{bdm::mgamma}} 
    44} 
    5 Gamma random walk.   
    6  
    7  
    85{\tt \#include $<$libEF.h$>$} 
    96 
     
    1512\end{center} 
    1613\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} 
     17Gamma random walk.  
     18 
     19Mean 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 
     21The standard deviation of the walk is then: $\mu/\sqrt(k)$. \subsection*{Public Member Functions} 
    2522\begin{CompactItemize} 
    2623\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} 
    3027 
    3128\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item  
     
    3936\label{classbdm_1_1mgamma_8996500f1885e39cde30221b20900bff} 
    4037 
    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  
    4242virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) 
    4343\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) 
     44virtual mat \hyperlink{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{samplecond\_\-m} (const vec \&cond, int N) 
    4545\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item  
    4646\hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{ 
     
    5353\label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} 
    5454 
    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} 
    5963 
    60 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    61 \hypertarget{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{ 
    62 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{\_\-rv} () const } 
    63 \label{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151} 
     64\item  
     65\hypertarget{classbdm_1_1mpdf_26001264236846897bd11e4baad47245}{ 
     66\hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rvc} ()} 
     67\label{classbdm_1_1mpdf_26001264236846897bd11e4baad47245} 
    6468 
    65 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     69\item  
     70\hypertarget{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed}{ 
     71int \textbf{dimension} ()} 
     72\label{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed} 
     73 
     74\item  
     75\hypertarget{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8}{ 
     76int \textbf{dimensionc} ()} 
     77\label{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8} 
     78 
     79\item  
    6680\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} ()} 
    6882\label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} 
    6983 
    70 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     84\item  
    7185\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} ()} 
    7387\label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} 
    7488 
    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}{ 
     95void \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}{ 
     100void \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}{ 
     105bool \textbf{isnamed} ()} 
     106\label{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045} 
     107 
     108\end{CompactItemize} 
     109\end{Indent} 
    76110\subsection*{Protected Attributes} 
    77111\begin{CompactItemize} 
     
    87121 
    88122\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}{ 
     124vec \& \hyperlink{classbdm_1_1mgamma_3d95f4dde9214ff6dba265e18af60312}{\_\-beta}} 
     125\label{classbdm_1_1mgamma_3d95f4dde9214ff6dba265e18af60312} 
    92126 
    93127\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}{ 
     129int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} 
     130\label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} 
    97131 
    98 \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item  
     132\begin{CompactList}\small\item\em dimension of the condition \item\end{CompactList}\item  
    99133\hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ 
    100134\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} 
     
    108142\begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} 
    109143 
    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: $\mu/\sqrt(k)$.  
    117144 
    118145\subsection{Member Function Documentation} 
     
    135162References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). 
    136163 
    137 Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{ 
     164Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ 
    138165\index{bdm::mgamma@{bdm::mgamma}!samplecond\_\-m@{samplecond\_\-m}} 
    139166\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} 
    142169 
    143170 
     
    151178 
    152179 
    153 References bdm::mpdf::condition(), bdm::RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample(). 
     180References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample(). 
    154181 
    155182The documentation for this class was generated from the following files:\begin{CompactItemize}