Changeset 270 for doc/latex/classbdm_1_1migamma.tex
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doc/latex/classbdm_1_1migamma.tex
r269 r270 3 3 \label{classbdm_1_1migamma}\index{bdm::migamma@{bdm::migamma}} 4 4 } 5 Inverse-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::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} 17 Inverse-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=\mu/k^2+2 $ and $ \beta=\mu(\alpha-1)$. 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_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}{ 25 void \hyperlink{classbdm_1_1migamma_8b10ab922e2a7bae2fb6bb3efc7b6151}{set\_\-parameters} (int len, double k0)} 26 \label{classbdm_1_1migamma_8b10ab922e2a7bae2fb6bb3efc7b6151} 35 27 36 28 \begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\item … … 39 31 \label{classbdm_1_1migamma_7a34b1e2e3aa2250d7c0ed7df1665b8c} 40 32 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 42 51 virtual vec \hyperlink{classbdm_1_1mpdf_f0c1db6fcbb3aae2dd6123884457a367}{samplecond} (const vec \&cond) 43 52 \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)53 virtual mat \hyperlink{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{samplecond\_\-m} (const vec \&cond, int N) 45 54 \begin{CompactList}\small\item\em Returns. \item\end{CompactList}\item 46 55 \hypertarget{classbdm_1_1mpdf_6336a8a72462e2a56a3989a220f18b1b}{ … … 53 62 \label{classbdm_1_1mpdf_0b0ed1ed663071bb7cf4a1349eb94fcb} 54 63 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} 59 72 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}73 \item 74 \hypertarget{classbdm_1_1mpdf_26001264236846897bd11e4baad47245}{ 75 \hyperlink{classbdm_1_1RV}{RV} \textbf{\_\-rvc} ()} 76 \label{classbdm_1_1mpdf_26001264236846897bd11e4baad47245} 64 77 65 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 78 \item 79 \hypertarget{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed}{ 80 int \textbf{dimension} ()} 81 \label{classbdm_1_1mpdf_1c2bae3e1e90874e72941863974ec0ed} 82 83 \item 84 \hypertarget{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8}{ 85 int \textbf{dimensionc} ()} 86 \label{classbdm_1_1mpdf_35e135910aed187b7290742f50e61bc8} 87 88 \item 66 89 \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} ()} 68 91 \label{classbdm_1_1mpdf_1892fe3933488942253679f068e9e7f6} 69 92 70 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item93 \item 71 94 \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} ()} 73 96 \label{classbdm_1_1mpdf_05e843fd11c410a99dad2b88c55aca80} 74 97 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}{ 104 void \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}{ 109 void \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}{ 114 bool \textbf{isnamed} ()} 115 \label{classbdm_1_1mpdf_f8e3798150b42fd1f3e16ddbbe0e7045} 116 117 \end{CompactItemize} 118 \end{Indent} 76 119 \subsection*{Protected Attributes} 77 120 \begin{CompactItemize} … … 87 130 88 131 \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}{ 133 vec \& \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}{ 138 vec \& \hyperlink{classbdm_1_1migamma_0d854c047001b5465cf1ba21f52904b5}{\_\-beta}} 139 \label{classbdm_1_1migamma_0d854c047001b5465cf1ba21f52904b5} 92 140 93 141 \begin{CompactList}\small\item\em cache of epdf.beta \item\end{CompactList}\item 94 \hypertarget{classbdm_1_1m igamma_b6c265b132ff79963bf51dff4c3ef252}{95 vec $\ast$ \hyperlink{classbdm_1_1migamma_b6c265b132ff79963bf51dff4c3ef252}{\_\-alpha}}96 \label{classbdm_1_1m igamma_b6c265b132ff79963bf51dff4c3ef252}142 \hypertarget{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{ 143 int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} 144 \label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} 97 145 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 104 147 \hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ 105 148 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} … … 113 156 \begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} 114 157 115 116 \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: $\mu/\sqrt(k)$.122 158 123 159 \subsection{Member Function Documentation} … … 140 176 References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). 141 177 142 Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ ee26963a637b2ea1fb1933652981e652}{178 Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ 143 179 \index{bdm::migamma@{bdm::migamma}!samplecond\_\-m@{samplecond\_\-m}} 144 180 \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} 147 183 148 184 … … 156 192 157 193 158 References bdm::mpdf::condition(), bdm:: RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample().194 References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample(). 159 195 160 196 The documentation for this class was generated from the following file:\begin{CompactItemize}