Changeset 275 for doc/html/classbdm_1_1mgamma__fix.html
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doc/html/classbdm_1_1mgamma__fix.html
r271 r275 88 88 Gamma random walk around a fixed point. 89 89 <p> 90 Mean value, <img class="formulaInl" alt="$\mu$" src="form_ 14.png">, of this density is given by a geometric combination of <code>rvc</code> and given fixed point, <img class="formulaInl" alt="$p$" src="form_42.png">. <img class="formulaInl" alt="$l$" src="form_43.png"> is the coefficient of the geometric combimation <p class="formulaDsp">91 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_ 18.png">92 <p> 93 <p> 94 Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_ 41.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_11.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_12.png">.<p>95 The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_ 13.png">. <table border="0" cellpadding="0" cellspacing="0">90 Mean value, <img class="formulaInl" alt="$\mu$" src="form_62.png">, of this density is given by a geometric combination of <code>rvc</code> and given fixed point, <img class="formulaInl" alt="$p$" src="form_54.png">. <img class="formulaInl" alt="$l$" src="form_72.png"> is the coefficient of the geometric combimation <p class="formulaDsp"> 91 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_73.png"> 92 <p> 93 <p> 94 Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_63.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_64.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_65.png">.<p> 95 The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_66.png">. <table border="0" cellpadding="0" cellspacing="0"> 96 96 <tr><td></td></tr> 97 97 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> … … 115 115 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &cond)</td></tr> 116 116 117 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_ 10.png">. <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr>117 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">. <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> 118 118 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &cond, int N)</td></tr> 119 119 … … 172 172 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr> 173 173 174 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_ 41.png">. <br></td></tr>174 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_63.png">. <br></td></tr> 175 175 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma_fix::_beta" ref="3d95f4dde9214ff6dba265e18af60312" args="" --> 176 176 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr> … … 208 208 209 209 <p> 210 Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_ 10.png">.210 Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">. 211 211 <p> 212 212 <dl compact><dt><b>Parameters:</b></dt><dd> … … 254 254 <dl compact><dt><b>Parameters:</b></dt><dd> 255 255 <table border="0" cellspacing="2" cellpadding="0"> 256 <tr><td valign="top"></td><td valign="top"><em>N</em> </td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_ 10.png">. </td></tr>256 <tr><td valign="top"></td><td valign="top"><em>N</em> </td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_46.png">. </td></tr> 257 257 <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> 258 258 <tr><td valign="top"></td><td valign="top"><em>ll</em> </td><td>is a return value of log-likelihood of the sample. </td></tr> … … 267 267 <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 268 268 </div> 269 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:552009 for mixpp by 269 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 16 10:06:47 2009 for mixpp by 270 270 <a href="http://www.doxygen.org/index.html"> 271 271 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>