| 71 | | <h1>bdm::migamma_ref Class Reference</h1><!-- doxytag: class="bdm::migamma_ref" --><!-- doxytag: inherits="bdm::migamma" --><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::migamma_ref:</div> |
| 75 | | <div class="dynsection"> |
| 76 | | |
| 77 | | <p><center><img src="classbdm_1_1migamma__ref.png" usemap="#bdm::migamma_ref_map" border="0" alt=""></center> |
| 78 | | <map name="bdm::migamma_ref_map"> |
| 79 | | <area href="classbdm_1_1migamma.html" alt="bdm::migamma" shape="rect" coords="0,168,115,192"> |
| 80 | | <area href="classbdm_1_1mEF.html" alt="bdm::mEF" shape="rect" coords="0,112,115,136"> |
| 81 | | <area href="classbdm_1_1mpdf.html" alt="bdm::mpdf" shape="rect" coords="0,56,115,80"> |
| 82 | | <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,115,24"> |
| 83 | | </map> |
| 84 | | </div> |
| 85 | | |
| 86 | | <p> |
| 87 | | <a href="classbdm_1_1migamma__ref-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> |
| 88 | | Inverse-Gamma random walk around a fixed point. |
| 89 | | <p> |
| 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 | | ==== Check == vv = 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"> |
| | 71 | <h1>bdm::migamma_ref Class Reference</h1><!-- doxytag: class="bdm::migamma_ref" --><!-- doxytag: inherits="bdm::migamma" -->Inverse-Gamma random walk around a fixed point. |
| | 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_1migamma__ref-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
| 196 | | <hr><h2>Member Function Documentation</h2> |
| | 179 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
| | 180 | Inverse-Gamma random walk around a fixed point. |
| | 181 | <p> |
| | 182 | 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"> |
| | 183 | <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_73.png"> |
| | 184 | <p> |
| | 185 | <p> |
| | 186 | ==== Check == vv = 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> |
| | 187 | The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_66.png">. <hr><h2>Member Function Documentation</h2> |
