71 | | <h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- doxytag: inherits="bdm::egamma" --><code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
72 | | <p> |
73 | | <div class="dynheader"> |
74 | | Inheritance diagram for bdm::eigamma:</div> |
75 | | <div class="dynsection"> |
76 | | |
77 | | <p><center><img src="classbdm_1_1eigamma.png" usemap="#bdm::eigamma_map" border="0" alt=""></center> |
78 | | <map name="bdm::eigamma_map"> |
79 | | <area href="classbdm_1_1egamma.html" alt="bdm::egamma" shape="rect" coords="0,168,90,192"> |
80 | | <area href="classbdm_1_1eEF.html" alt="bdm::eEF" shape="rect" coords="0,112,90,136"> |
81 | | <area href="classbdm_1_1epdf.html" alt="bdm::epdf" shape="rect" coords="0,56,90,80"> |
82 | | <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,90,24"> |
83 | | </map> |
84 | | </div> |
85 | | |
86 | | <p> |
87 | | <a href="classbdm_1_1eigamma-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> |
88 | | Inverse-Gamma posterior density. |
89 | | <p> |
90 | | Multivariate inverse-Gamma density as product of independent univariate densities. <p class="formulaDsp"> |
91 | | <img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_59.png"> |
92 | | <p> |
93 | | <p> |
94 | | Vector <img class="formulaInl" alt="$\beta$" src="form_76.png"> has different meaning (in fact it is 1/beta as used in definition of iG)<p> |
95 | | Inverse Gamma can be converted to Gamma using <p class="formulaDsp"> |
96 | | <img class="formulaDsp" alt="\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]" src="form_60.png"> |
97 | | <p> |
98 | | This relation is used in sampling. <table border="0" cellpadding="0" cellspacing="0"> |
| 71 | <h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- doxytag: inherits="bdm::egamma" -->Inverse-Gamma posterior density. |
| 72 | <a href="#_details">More...</a> |
| 73 | <p> |
| 74 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
| 75 | <p> |
| 76 | |
| 77 | <p> |
| 78 | <a href="classbdm_1_1eigamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
221 | | <hr>The documentation for this class was generated from the following file:<ul> |
| 201 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
| 202 | Inverse-Gamma posterior density. |
| 203 | <p> |
| 204 | Multivariate inverse-Gamma density as product of independent univariate densities. <p class="formulaDsp"> |
| 205 | <img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_59.png"> |
| 206 | <p> |
| 207 | <p> |
| 208 | Vector <img class="formulaInl" alt="$\beta$" src="form_76.png"> has different meaning (in fact it is 1/beta as used in definition of iG)<p> |
| 209 | Inverse Gamma can be converted to Gamma using <p class="formulaDsp"> |
| 210 | <img class="formulaDsp" alt="\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]" src="form_60.png"> |
| 211 | <p> |
| 212 | This relation is used in sampling. <hr>The documentation for this class was generated from the following file:<ul> |