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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__fix.tex

    r269 r270  
    33\label{classbdm_1_1migamma__fix}\index{bdm::migamma\_\-fix@{bdm::migamma\_\-fix}} 
    44} 
    5 Inverse-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::migamma\_\-fix:\nopagebreak 
    18 \begin{figure}[H] 
    19 \begin{center} 
    20 \leavevmode 
    21 \includegraphics[height=400pt]{classbdm_1_1migamma__fix__coll__graph} 
    22 \end{center} 
    23 \end{figure} 
    24 \subsection*{Public Member Functions} 
    25 \begin{CompactItemize} 
    26 \item  
    27 \hypertarget{classbdm_1_1migamma__fix_3c6aacebccbe6d73f8d442e82d3cb53a}{ 
    28 \hyperlink{classbdm_1_1migamma__fix_3c6aacebccbe6d73f8d442e82d3cb53a}{migamma\_\-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_1migamma__fix_3c6aacebccbe6d73f8d442e82d3cb53a} 
     14 
     15 
     16\subsection{Detailed Description} 
     17Inverse-Gamma 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 
     21==== Check == vv = Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting $\alpha=k$ and $\beta=k/\mu$. 
     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_1migamma__fix_42a61f9468b2c435386f47ae8a5ddf7e}{ 
     27\hyperlink{classbdm_1_1migamma__fix_42a61f9468b2c435386f47ae8a5ddf7e}{migamma\_\-fix} ()} 
     28\label{classbdm_1_1migamma__fix_42a61f9468b2c435386f47ae8a5ddf7e} 
    3029 
    3130\begin{CompactList}\small\item\em Constructor. \item\end{CompactList}\item  
    … …  
    4039 
    4140\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  
    42 \hypertarget{classbdm_1_1migamma_1d7023b1565551d0260eb1ba832bebaf}{ 
    43 void \hyperlink{classbdm_1_1migamma_1d7023b1565551d0260eb1ba832bebaf}{set\_\-parameters} (double k0)} 
    44 \label{classbdm_1_1migamma_1d7023b1565551d0260eb1ba832bebaf} 
    45  
    46 \begin{CompactList}\small\item\em Set value of {\tt k}. \item\end{CompactList}\item  
     41\hypertarget{classbdm_1_1migamma_8b10ab922e2a7bae2fb6bb3efc7b6151}{ 
     42void \hyperlink{classbdm_1_1migamma_8b10ab922e2a7bae2fb6bb3efc7b6151}{set\_\-parameters} (int len, double k0)} 
     43\label{classbdm_1_1migamma_8b10ab922e2a7bae2fb6bb3efc7b6151} 
     44 
     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_1migamma_4825c0ef11a148bad9b802a496f56f96}{ 
    105 vec $\ast$ \hyperlink{classbdm_1_1migamma_4825c0ef11a148bad9b802a496f56f96}{\_\-beta}} 
    106 \label{classbdm_1_1migamma_4825c0ef11a148bad9b802a496f56f96} 
     140\hypertarget{classbdm_1_1migamma_c9847093da59a9ba0ebb68d2c592f5dc}{ 
     141vec \& \hyperlink{classbdm_1_1migamma_c9847093da59a9ba0ebb68d2c592f5dc}{\_\-alpha}} 
     142\label{classbdm_1_1migamma_c9847093da59a9ba0ebb68d2c592f5dc} 
     143 
     144\begin{CompactList}\small\item\em cache of epdf.alpha \item\end{CompactList}\item  
     145\hypertarget{classbdm_1_1migamma_0d854c047001b5465cf1ba21f52904b5}{ 
     146vec \& \hyperlink{classbdm_1_1migamma_0d854c047001b5465cf1ba21f52904b5}{\_\-beta}} 
     147\label{classbdm_1_1migamma_0d854c047001b5465cf1ba21f52904b5} 
    107148 
    108149\begin{CompactList}\small\item\em cache of epdf.beta \item\end{CompactList}\item  
    109 \hypertarget{classbdm_1_1migamma_b6c265b132ff79963bf51dff4c3ef252}{ 
    110 vec $\ast$ \hyperlink{classbdm_1_1migamma_b6c265b132ff79963bf51dff4c3ef252}{\_\-alpha}} 
    111 \label{classbdm_1_1migamma_b6c265b132ff79963bf51dff4c3ef252} 
    112  
    113 \begin{CompactList}\small\item\em chaceh of epdf.alpha \item\end{CompactList}\item  
    114 \hypertarget{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{ 
    115 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51}{rv}} 
    116 \label{classbdm_1_1mpdf_9bcfb45435d30983f436d41c298cbb51} 
    117  
    118 \begin{CompactList}\small\item\em modeled random variable \item\end{CompactList}\item  
     150\hypertarget{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{ 
     151int \hyperlink{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6}{dimc}} 
     152\label{classbdm_1_1mpdf_7c1900976ff13dbc09c9729b3bbff9e6} 
     153 
     154\begin{CompactList}\small\item\em dimension of the condition \item\end{CompactList}\item  
    119155\hypertarget{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{ 
    120156\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1mpdf_5a5f08950daa08b85b01ddf4e1c36288}{rvc}} 
    … …  
    128164\begin{CompactList}\small\item\em pointer to internal \hyperlink{classbdm_1_1epdf}{epdf} \item\end{CompactList}\end{CompactItemize} 
    129165 
    130  
    131 \subsection{Detailed Description} 
    132 Inverse-Gamma random walk around a fixed point.  
    133  
    134 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 \[ \mu = \mu_{t-1} ^{l} p^{1-l}\] 
    135  
    136 ==== Check == vv = Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting $\alpha=k$ and $\beta=k/\mu$. 
    137  
    138 The standard deviation of the walk is then: $\mu/\sqrt(k)$.  
    139166 
    140167\subsection{Member Function Documentation} 
    … …  
    157184References bdm::mpdf::condition(), bdm::mpdf::ep, and bdm::epdf::sample(). 
    158185 
    159 Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652}{ 
     186Referenced by bdm::MPF$<$ BM\_\-T $>$::bayes(), bdm::PF::bayes(), and bdm::ArxDS::step().\hypertarget{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005}{ 
    160187\index{bdm::migamma\_\-fix@{bdm::migamma\_\-fix}!samplecond\_\-m@{samplecond\_\-m}} 
    161188\index{samplecond\_\-m@{samplecond\_\-m}!bdm::migamma_fix@{bdm::migamma\_\-fix}} 
    162 \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{]}}}} 
    163 \label{classbdm_1_1mpdf_ee26963a637b2ea1fb1933652981e652} 
     189\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{]}}}} 
     190\label{classbdm_1_1mpdf_afe4185b26baeb03688202e254d3b005} 
    164191 
    165192 
    … …  
    173200 
    174201 
    175 References bdm::mpdf::condition(), bdm::RV::count(), bdm::mpdf::ep, bdm::epdf::evallog(), bdm::mpdf::rv, and bdm::epdf::sample(). 
     202References bdm::mpdf::condition(), bdm::epdf::dimension(), bdm::mpdf::ep, and bdm::epdf::sample(). 
    176203 
    177204The documentation for this class was generated from the following file:\begin{CompactItemize}