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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_1migamma.tex

    r269 r270  
    33\label{classbdm_1_1migamma}\index{bdm::migamma@{bdm::migamma}} 
    44} 
    5 Inverse-Gamma random walk.   
    6  
    7  
    85{\tt \#include $<$libEF.h$>$} 
    96 
     
    1512\end{center} 
    1613\end{figure} 
    17 Collaboration diagram for bdm::migamma:\nopagebreak 
    18 \begin{figure}[H] 
    19 \begin{center} 
    20 \leavevmode 
    21 \includegraphics[height=400pt]{classbdm_1_1migamma__coll__graph} 
    22 \end{center} 
    23 \end{figure} 
    24 \subsection*{Public Member Functions} 
     14 
     15 
     16\subsection{Detailed Description} 
     17Inverse-Gamma 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=\mu/k^2+2 $ and $ \beta=\mu(\alpha-1)$. 
     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_1migamma_07c5970da0e578ce8a428f1ebf46a459}{ 
    28 \hyperlink{classbdm_1_1migamma_07c5970da0e578ce8a428f1ebf46a459}{migamma} (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_1migamma_07c5970da0e578ce8a428f1ebf46a459} 
    30  
    31 \begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item  
    32 \hypertarget{classbdm_1_1migamma_1d7023b1565551d0260eb1ba832bebaf}{ 
    33 void \hyperlink{classbdm_1_1migamma_1d7023b1565551d0260eb1ba832bebaf}{set\_\-parameters} (double k0)} 
    34 \label{classbdm_1_1migamma_1d7023b1565551d0260eb1ba832bebaf} 
     24\hypertarget{classbdm_1_1migamma_8b10ab922e2a7bae2fb6bb3efc7b6151}{ 
     25void \hyperlink{classbdm_1_1migamma_8b10ab922e2a7bae2fb6bb3efc7b6151}{set\_\-parameters} (int len, double k0)} 
     26\label{classbdm_1_1migamma_8b10ab922e2a7bae2fb6bb3efc7b6151} 
    3527 
    3628\begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\item  
     
    3931\label{classbdm_1_1migamma_7a34b1e2e3aa2250d7c0ed7df1665b8c} 
    4032 
    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  
     33\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} 
     34\begin{Indent}{\bf Constructors}\par 
     35\begin{CompactItemize} 
     36\item  
     37\hypertarget{classbdm_1_1migamma_b109fa502a9ab521dfb48412fd45fca7}{ 
     38\textbf{migamma} ()} 
     39\label{classbdm_1_1migamma_b109fa502a9ab521dfb48412fd45fca7} 
     40 
     41\item  
     42\hypertarget{classbdm_1_1migamma_a0126f741c6d2b6016df95a2410071e3}{ 
     43\textbf{migamma} (const \hyperlink{classbdm_1_1migamma}{migamma} \&m)} 
     44\label{classbdm_1_1migamma_a0126f741c6d2b6016df95a2410071e3} 
     45 
     46\end{CompactItemize} 
     47\end{Indent} 
     48\begin{Indent}{\bf Matematical operations}\par 
     49\begin{CompactItemize} 
     50\item  
    4251virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) 
    4352\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) 
     53virtual mat \hyperlink{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{samplecond\_\-m} (const vec \&cond, int N) 
    4554\begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item  
    4655\hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{ 
     
    5362\label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} 
    5463 
    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} 
     64\begin{CompactList}\small\item\em Matrix version of evallogcond. \item\end{CompactList}\end{CompactItemize} 
     65\end{Indent} 
     66\begin{Indent}{\bf Access to attributes}\par 
     67\begin{CompactItemize} 
     68\item  
     69\hypertarget{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10}{ 
     70\hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rv} ()} 
     71\label{classbdm_1_1mpdf_5571482d150fbcb72cc36f6694ce1a10} 
    5972 
    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} 
     73\item  
     74\hypertarget{classbdm_1_1mpdf_26001264236846897bd11e4baad47245}{ 
     75\hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rvc} ()} 
     76\label{classbdm_1_1mpdf_26001264236846897bd11e4baad47245} 
    6477 
    65 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     78\item  
     79\hypertarget{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed}{ 
     80int \textbf{dimension} ()} 
     81\label{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed} 
     82 
     83\item  
     84\hypertarget{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8}{ 
     85int \textbf{dimensionc} ()} 
     86\label{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8} 
     87 
     88\item  
    6689\hypertarget{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{ 
    67 \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6}{\_\-epdf} ()} 
     90\hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} ()} 
    6891\label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} 
    6992 
    70 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     93\item  
    7194\hypertarget{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{ 
    72 \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80}{\_\-e} ()} 
     95\hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} ()} 
    7396\label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} 
    7497 
    75 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
     98\end{CompactItemize} 
     99\end{Indent} 
     100\begin{Indent}{\bf Connection to other objects}\par 
     101\begin{CompactItemize} 
     102\item  
     103\hypertarget{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401}{ 
     104void \textbf{set\_\-rvc} (const \hyperlink{classbdm_1_1RV}{RV} \&rvc0)} 
     105\label{classbdm_1_1mpdf_7631a5570e4ade1420065e8df78f4401} 
     106 
     107\item  
     108\hypertarget{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75}{ 
     109void \textbf{set\_\-rv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0)} 
     110\label{classbdm_1_1mpdf_18ac26bc2f96ae01ef4eb06178abbd75} 
     111 
     112\item  
     113\hypertarget{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045}{ 
     114bool \textbf{isnamed} ()} 
     115\label{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045} 
     116 
     117\end{CompactItemize} 
     118\end{Indent} 
    76119\subsection*{Protected Attributes} 
    77120\begin{CompactItemize} 
     
    87130 
    88131\begin{CompactList}\small\item\em Constant $k$. \item\end{CompactList}\item  
    89 \hypertarget{classbdm_1_1migamma_4825c0ef11a148bad9b802a496f56f96}{ 
    90 vec $\ast$ \hyperlink{classbdm_1_1migamma_4825c0ef11a148bad9b802a496f56f96}{\_\-beta}} 
    91 \label{classbdm_1_1migamma_4825c0ef11a148bad9b802a496f56f96} 
     132\hypertarget{classbdm_1_1migamma_c9847093da59a9ba0ebb68d2c592f5dc}{ 
     133vec \& \hyperlink{classbdm_1_1migamma_c9847093da59a9ba0ebb68d2c592f5dc}{\_\-alpha}} 
     134\label{classbdm_1_1migamma_c9847093da59a9ba0ebb68d2c592f5dc} 
     135 
     136\begin{CompactList}\small\item\em cache of epdf.alpha \item\end{CompactList}\item  
     137\hypertarget{classbdm_1_1migamma_0d854c047001b5465cf1ba21f52904b5}{ 
     138vec \& \hyperlink{classbdm_1_1migamma_0d854c047001b5465cf1ba21f52904b5}{\_\-beta}} 
     139\label{classbdm_1_1migamma_0d854c047001b5465cf1ba21f52904b5} 
    92140 
    93141\begin{CompactList}\small\item\em cache of epdf.beta \item\end{CompactList}\item  
    94 \hypertarget{classbdm_1_1migamma_b6c265b132ff79963bf51dff4c3ef252}{ 
    95 vec $\ast$ \hyperlink{classbdm_1_1migamma_b6c265b132ff79963bf51dff4c3ef252}{\_\-alpha}} 
    96 \label{classbdm_1_1migamma_b6c265b132ff79963bf51dff4c3ef252} 
     142\hypertarget{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{ 
     143int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} 
     144\label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} 
    97145 
    98 \begin{CompactList}\small\item\em chaceh of epdf.alpha \item\end{CompactList}\item  
    99 \hypertarget{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{ 
    100 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}} 
    101 \label{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51} 
    102  
    103 \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item  
     146\begin{CompactList}\small\item\em dimension of the condition \item\end{CompactList}\item  
    104147\hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ 
    105148\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} 
     
    113156\begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} 
    114157 
    115  
    116 \subsection{Detailed Description} 
    117 Inverse-Gamma random walk.  
    118  
    119 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 $\alpha=\mu/k+2$ and $\beta=\mu(\alpha-1)$. 
    120  
    121 The standard deviation of the walk is then: $\mu/\sqrt(k)$.  
    122158 
    123159\subsection{Member Function Documentation} 
     
    140176References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). 
    141177 
    142 Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{ 
     178Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ 
    143179\index{bdm::migamma@{bdm::migamma}!samplecond\_\-m@{samplecond\_\-m}} 
    144180\index{samplecond\_\-m@{samplecond\_\-m}!bdm::migamma@{bdm::migamma}} 
    145 \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{]}}}} 
    146 \label{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652} 
     181\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{]}}}} 
     182\label{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005} 
    147183 
    148184 
     
    156192 
    157193 
    158 References bdm::mpdf::condition(), bdm::RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample(). 
     194References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample(). 
    159195 
    160196The documentation for this class was generated from the following file:\begin{CompactItemize}