Show
Ignore:
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

Files:
1 modified

Legend:

Unmodified
Added
Removed

  • doc/latex/classbdm_1_1mgamma__fix.tex

    r269 r270  
    33\label{classbdm_1_1mgamma__fix}\index{bdm::mgamma\_\-fix@{bdm::mgamma\_\-fix}} 
    44} 
    5 Gamma random walk around a fixed point.   
    6  
    7  
    85{\tt \#include $<$libEF.h$>$} 
    96 
    … …  
    1512\end{center} 
    1613\end{figure} 
    17 Collaboration diagram for bdm::mgamma\_\-fix:\nopagebreak 
    18 \begin{figure}[H] 
    19 \begin{center} 
    20 \leavevmode 
    21 \includegraphics[height=400pt]{classbdm_1_1mgamma__fix__coll__graph} 
    22 \end{center} 
    23 \end{figure} 
    24 \subsection*{Public Member Functions} 
    25 \begin{CompactItemize} 
    26 \item  
    27 \hypertarget{classbdm_1_1mgamma__fix_c73571f45ab2926e5a7fb9c3791b5614}{ 
    28 \hyperlink{classbdm_1_1mgamma__fix_c73571f45ab2926e5a7fb9c3791b5614}{mgamma\_\-fix} (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__fix_c73571f45ab2926e5a7fb9c3791b5614} 
     14 
     15 
     16\subsection{Detailed Description} 
     17Gamma random walk around a fixed point.  
     18 
     19Mean value, $\mu$, of this density is given by a geometric combination of {\tt rvc} and given fixed point, $p$. $l$ is the coefficient of the geometric combimation \[ \mu = \mu_{t-1} ^{l} p^{1-l}\] 
     20 
     21Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting $\alpha=k$ and $\beta=k/\mu$. 
     22 
     23The standard deviation of the walk is then: $\mu/\sqrt(k)$. \subsection*{Public Member Functions} 
     24\begin{CompactItemize} 
     25\item  
     26\hypertarget{classbdm_1_1mgamma__fix_9a31bc9b4b60188a18a2a6b588dc4b2d}{ 
     27\hyperlink{classbdm_1_1mgamma__fix_9a31bc9b4b60188a18a2a6b588dc4b2d}{mgamma\_\-fix} ()} 
     28\label{classbdm_1_1mgamma__fix_9a31bc9b4b60188a18a2a6b588dc4b2d} 
    3029 
    3130\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item  
    … …  
    4443\label{classbdm_1_1mgamma_0b486f7e52a3d8a39adbcbd325461c0d} 
    4544 
    46 \begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\item  
     45\begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\end{CompactItemize} 
     46\begin{Indent}{\bf Matematical operations}\par 
     47\begin{CompactItemize} 
     48\item  
    4749virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) 
    4850\begin{CompactList}\small\item\em Returns a sample from the density conditioned on {\tt cond}, $x \sim epdf(rv|cond)$. \item\end{CompactList}\item  
    49 virtual mat \hyperlink{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{samplecond\_\-m} (const vec \&cond, vec \&ll, int N) 
     51virtual mat \hyperlink{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{samplecond\_\-m} (const vec \&cond, int N) 
    5052\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item  
    5153\hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{ 
    … …  
    5860\label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} 
    5961 
    60 \begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\item  
    61 \hypertarget{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{ 
    62 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8}{\_\-rvc} () const } 
    63 \label{classbdm_1_1mpdf_b3aba7311038bf990d706a64cab60cf8} 
    64  
    65 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    66 \hypertarget{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{ 
    67 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151}{\_\-rv} () const } 
    68 \label{classbdm_1_1mpdf_222d5280e309c5a053ba73841e98c151} 
    69  
    70 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     62\begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\end{CompactItemize} 
     63\end{Indent} 
     64\begin{Indent}{\bf Access to attributes}\par 
     65\begin{CompactItemize} 
     66\item  
     67\hypertarget{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10}{ 
     68\hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rv} ()} 
     69\label{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10} 
     70 
     71\item  
     72\hypertarget{classbdm_1_1mpdf_26001264236846897bd11e4baad47245}{ 
     73\hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rvc} ()} 
     74\label{classbdm_1_1mpdf_26001264236846897bd11e4baad47245} 
     75 
     76\item  
     77\hypertarget{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed}{ 
     78int \textbf{dimension} ()} 
     79\label{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed} 
     80 
     81\item  
     82\hypertarget{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8}{ 
     83int \textbf{dimensionc} ()} 
     84\label{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8} 
     85 
     86\item  
    7187\hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ 
    72 \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{\_\-epdf} ()} 
     88\hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} ()} 
    7389\label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} 
    7490 
    75 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     91\item  
    7692\hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ 
    77 \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{\_\-e} ()} 
     93\hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} ()} 
    7894\label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} 
    7995 
    80 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
     96\end{CompactItemize} 
     97\end{Indent} 
     98\begin{Indent}{\bf Connection to other objects}\par 
     99\begin{CompactItemize} 
     100\item  
     101\hypertarget{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401}{ 
     102void \textbf{set\_\-rvc} (const \hyperlink{classbdm_1_1RV}{RV} \&rvc0)} 
     103\label{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401} 
     104 
     105\item  
     106\hypertarget{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75}{ 
     107void \textbf{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} 
     108\label{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75} 
     109 
     110\item  
     111\hypertarget{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045}{ 
     112bool \textbf{isnamed} ()} 
     113\label{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045} 
     114 
     115\end{CompactItemize} 
     116\end{Indent} 
    81117\subsection*{Protected Attributes} 
    82118\begin{CompactItemize} 
    … …  
    102138 
    103139\begin{CompactList}\small\item\em Constant $k$. \item\end{CompactList}\item  
    104 \hypertarget{classbdm_1_1mgamma_f6a652ce70fa2eb4d2c7ba6d5a6ae343}{ 
    105 vec $\ast$ \hyperlink{classbdm_1_1mgamma_f6a652ce70fa2eb4d2c7ba6d5a6ae343}{\_\-beta}} 
    106 \label{classbdm_1_1mgamma_f6a652ce70fa2eb4d2c7ba6d5a6ae343} 
     140\hypertarget{classbdm_1_1mgamma_3d95f4dde9214ff6dba265e18af60312}{ 
     141vec \& \hyperlink{classbdm_1_1mgamma_3d95f4dde9214ff6dba265e18af60312}{\_\-beta}} 
     142\label{classbdm_1_1mgamma_3d95f4dde9214ff6dba265e18af60312} 
    107143 
    108144\begin{CompactList}\small\item\em cache of epdf.beta \item\end{CompactList}\item  
    109 \hypertarget{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{ 
    110 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}} 
    111 \label{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51} 
    112  
    113 \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item  
     145\hypertarget{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{ 
     146int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} 
     147\label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} 
     148 
     149\begin{CompactList}\small\item\em dimension of the condition \item\end{CompactList}\item  
    114150\hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ 
    115151\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} 
    … …  
    123159\begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} 
    124160 
    125  
    126 \subsection{Detailed Description} 
    127 Gamma random walk around a fixed point.  
    128  
    129 Mean value, $\mu$, of this density is given by a geometric combination of {\tt rvc} and given fixed point, $p$. $l$ is the coefficient of the geometric combimation \[ \mu = \mu_{t-1} ^{l} p^{1-l}\] 
    130  
    131 Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting $\alpha=k$ and $\beta=k/\mu$. 
    132  
    133 The standard deviation of the walk is then: $\mu/\sqrt(k)$.  
    134161 
    135162\subsection{Member Function Documentation} 
    … …  
    152179References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). 
    153180 
    154 Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{ 
     181Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ 
    155182\index{bdm::mgamma\_\-fix@{bdm::mgamma\_\-fix}!samplecond\_\-m@{samplecond\_\-m}} 
    156183\index{samplecond\_\-m@{samplecond\_\-m}!bdm::mgamma_fix@{bdm::mgamma\_\-fix}} 
    157 \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{]}}}} 
    158 \label{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652} 
     184\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{]}}}} 
     185\label{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005} 
    159186 
    160187 
    … …  
    168195 
    169196 
    170 References bdm::mpdf::condition(), bdm::RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample(). 
     197References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample(). 
    171198 
    172199The documentation for this class was generated from the following file:\begin{CompactItemize}