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06/02/09 10:24:26 (15 years ago)
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doc - oprava

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  • doc/html/classbdm_1_1mgamma__fix.html

    r353 r354  
    103103 
    104104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> 
    105 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a80210bbe266bf26f100f342460a313f"></a><!-- doxytag: member="bdm::mgamma_fix::to_setting" ref="a80210bbe266bf26f100f342460a313f" args="(Setting &amp;root)" --> 
    106 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#a80210bbe266bf26f100f342460a313f">to_setting</a> (Setting &amp;root)</td></tr> 
     105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::mgamma_fix::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &amp;root) const " --> 
     106virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &amp;root) const </td></tr> 
    107107 
    108108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 
     
    110110<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#f0c1db6fcbb3aae2dd6123884457a367">samplecond</a> (const vec &amp;cond)</td></tr> 
    111111 
    112 <tr><td class="mdescLeft">&nbsp;</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> 
     112<tr><td class="mdescLeft">&nbsp;</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_49.png">.  <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> 
    113113<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mpdf.html#afe4185b26baeb03688202e254d3b005">samplecond_m</a> (const vec &amp;cond, int N)</td></tr> 
    114114 
     
    167167double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#b20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr> 
    168168 
    169 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_69.png">. <br></td></tr> 
     169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_68.png">. <br></td></tr> 
    170170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma_fix::_beta" ref="3d95f4dde9214ff6dba265e18af60312" args="" --> 
    171171vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr> 
     
    188188Gamma random walk around a fixed point.  
    189189<p> 
    190 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"> 
    191 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_79.png"> 
    192 <p> 
    193 <p> 
    194 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> 
    195 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> 
     190Mean value, <img class="formulaInl" alt="$\mu$" src="form_67.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_58.png">. <img class="formulaInl" alt="$l$" src="form_77.png"> is the coefficient of the geometric combimation <p class="formulaDsp"> 
     191<img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_78.png"> 
     192<p> 
     193<p> 
     194Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_68.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_69.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_70.png">.<p> 
     195The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_71.png">. <hr><h2>Member Function Documentation</h2> 
    196196<a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::mgamma_fix::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &amp;cond)" --> 
    197197<div class="memitem"> 
     
    211211 
    212212<p> 
    213 Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_50.png">.  
     213Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_49.png">.  
    214214<p> 
    215215<dl compact><dt><b>Parameters:</b></dt><dd> 
     
    221221<p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p> 
    222222 
    223 <p>References <a class="el" href="libBM_8h-source.html#l00352">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00325">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00265">bdm::epdf::sample()</a>.</p> 
     223<p>References <a class="el" href="libBM_8h-source.html#l00353">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00326">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00266">bdm::epdf::sample()</a>.</p> 
    224224 
    225225<p>Referenced by <a class="el" href="libPF_8h-source.html#l00207">bdm::MPF&lt; BM_T &gt;::bayes()</a>, <a class="el" href="libPF_8cpp-source.html#l00007">bdm::PF::bayes()</a>, and <a class="el" href="libDS_8cpp-source.html#l00042">bdm::ArxDS::step()</a>.</p> 
     
    257257<dl compact><dt><b>Parameters:</b></dt><dd> 
    258258  <table border="0" cellspacing="2" cellpadding="0"> 
    259     <tr><td valign="top"></td><td valign="top"><em>N</em>&nbsp;</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> 
     259    <tr><td valign="top"></td><td valign="top"><em>N</em>&nbsp;</td><td>samples from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_49.png">. </td></tr> 
    260260    <tr><td valign="top"></td><td valign="top"><em>cond</em>&nbsp;</td><td>is numeric value of <code>rv</code> </td></tr> 
    261261  </table> 
    262262</dl> 
    263263 
    264 <p>References <a class="el" href="libBM_8h-source.html#l00352">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00309">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00325">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00265">bdm::epdf::sample()</a>.</p> 
     264<p>References <a class="el" href="libBM_8h-source.html#l00353">bdm::mpdf::condition()</a>, <a class="el" href="libBM_8h-source.html#l00310">bdm::epdf::dimension()</a>, <a class="el" href="libBM_8h-source.html#l00326">bdm::mpdf::ep</a>, and <a class="el" href="libBM_8h-source.html#l00266">bdm::epdf::sample()</a>.</p> 
    265265 
    266266</div> 
     
    269269<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
    270270</div> 
    271 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:18 2009 for mixpp by&nbsp; 
     271<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:11:01 2009 for mixpp by&nbsp; 
    272272<a href="http://www.doxygen.org/index.html"> 
    273273<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>