Changeset 323 for doc/html/classbdm_1_1migamma__ref.html
- Timestamp:
- 04/23/09 21:12:23 (16 years ago)
- Files:
-
- 1 modified
Legend:
- Unmodified
- Added
- Removed
-
doc/html/classbdm_1_1migamma__ref.html
r312 r323 98 98 <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> 99 99 100 <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>100 <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_50.png">. <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> 101 101 <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> 102 102 … … 155 155 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c">k</a></td></tr> 156 156 157 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_6 3.png">. <br></td></tr>157 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_69.png">. <br></td></tr> 158 158 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9847093da59a9ba0ebb68d2c592f5dc"></a><!-- doxytag: member="bdm::migamma_ref::_alpha" ref="c9847093da59a9ba0ebb68d2c592f5dc" args="" --> 159 159 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc">_alpha</a></td></tr> … … 180 180 Inverse-Gamma random walk around a fixed point. 181 181 <p> 182 Mean value, <img class="formulaInl" alt="$\mu$" src="form_6 2.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_7 3.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_6 3.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>182 Mean value, <img class="formulaInl" alt="$\mu$" src="form_68.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_59.png">. <img class="formulaInl" alt="$l$" src="form_78.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_79.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_69.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_70.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_71.png">.<p> 187 The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_72.png">. <hr><h2>Member Function Documentation</h2> 188 188 <a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::migamma_ref::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &cond)" --> 189 189 <div class="memitem"> … … 203 203 204 204 <p> 205 Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_ 46.png">.205 Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_50.png">. 206 206 <p> 207 207 <dl compact><dt><b>Parameters:</b></dt><dd> … … 249 249 <dl compact><dt><b>Parameters:</b></dt><dd> 250 250 <table border="0" cellspacing="2" cellpadding="0"> 251 <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>251 <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_50.png">. </td></tr> 252 252 <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> 253 253 </table> … … 261 261 <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 262 262 </div> 263 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 9 14:33:212009 for mixpp by 263 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Apr 23 21:06:46 2009 for mixpp by 264 264 <a href="http://www.doxygen.org/index.html"> 265 265 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>