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Timestamp:
03/06/09 15:03:45 (15 years ago)
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smidl
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correction of ARX tutorial

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  • doc/html/classbdm_1_1migamma__ref.html

    r287 r290  
    22<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> 
    33<title>mixpp: bdm::migamma_ref Class Reference</title> 
     4<link href="tabs.css" rel="stylesheet" type="text/css"> 
    45<link href="doxygen.css" rel="stylesheet" type="text/css"> 
    5 <link href="tabs.css" rel="stylesheet" type="text/css"> 
    66</head><body> 
    7 <!-- Generated by Doxygen 1.5.6 --> 
     7<!-- Generated by Doxygen 1.5.8 --> 
    88<script type="text/javascript"> 
    99<!-- 
     
    5353      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    5454      <li><a href="modules.html"><span>Modules</span></a></li> 
    55       <li class="current"><a href="classes.html"><span>Classes</span></a></li> 
     55      <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    5656      <li><a href="files.html"><span>Files</span></a></li> 
    5757    </ul> 
     
    5959  <div class="tabs"> 
    6060    <ul> 
    61       <li><a href="classes.html"><span>Alphabetical&nbsp;List</span></a></li> 
    6261      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li> 
     62      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li> 
    6363      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li> 
    6464      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li> 
     
    6969</div> 
    7070<div class="contents"> 
    71 <h1>bdm::migamma_ref Class Reference</h1><!-- doxytag: class="bdm::migamma_ref" --><!-- doxytag: inherits="bdm::migamma" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</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 &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</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"> 
    9679<tr><td></td></tr> 
    9780<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
     
    194177<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer to internal <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> <br></td></tr> 
    195178</table> 
    196 <hr><h2>Member Function Documentation</h2> 
     179<hr><a name="_details"></a><h2>Detailed Description</h2> 
     180Inverse-Gamma random walk around a fixed point.  
     181<p> 
     182Mean 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> 
     187The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_66.png">. <hr><h2>Member Function Documentation</h2> 
    197188<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::migamma_ref::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" --> 
    198189<div class="memitem"> 
     
    271262<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
    272263</div> 
    273 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:24 2009 for mixpp by&nbsp; 
     264<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:39 2009 for mixpp by&nbsp; 
    274265<a href="http://www.doxygen.org/index.html"> 
    275 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> 
     266<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    276267</body> 
    277268</html>