Changeset 354 for doc/html/classbdm_1_1migamma__ref.html
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- 06/02/09 10:24:26 (16 years ago)
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doc/html/classbdm_1_1migamma__ref.html
r353 r354 103 103 104 104 <tr><td class="mdescLeft"> </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::migamma_ref::to_setting" ref="a80210bbe266bf26f100f342460a313f" args="(Setting &root)" -->106 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html# a80210bbe266bf26f100f342460a313f">to_setting</a> (Setting &root)</td></tr>105 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::migamma_ref::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &root) const " --> 106 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &root) const </td></tr> 107 107 108 108 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> … … 110 110 <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> 111 111 112 <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>112 <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_49.png">. <a href="#f0c1db6fcbb3aae2dd6123884457a367"></a><br></td></tr> 113 113 <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> 114 114 … … 167 167 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#dc56bc9da542e0103ec16b9be8e5e38c">k</a></td></tr> 168 168 169 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_6 9.png">. <br></td></tr>169 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_68.png">. <br></td></tr> 170 170 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9847093da59a9ba0ebb68d2c592f5dc"></a><!-- doxytag: member="bdm::migamma_ref::_alpha" ref="c9847093da59a9ba0ebb68d2c592f5dc" args="" --> 171 171 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#c9847093da59a9ba0ebb68d2c592f5dc">_alpha</a></td></tr> … … 192 192 Inverse-Gamma random walk around a fixed point. 193 193 <p> 194 Mean value, <img class="formulaInl" alt="$\mu$" src="form_6 8.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">195 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_7 9.png">196 <p> 197 <p> 198 ==== Check == vv = Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_6 9.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>199 The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_7 2.png">. <hr><h2>Member Function Documentation</h2>194 Mean 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"> 195 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_78.png"> 196 <p> 197 <p> 198 ==== Check == vv = Standard 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> 199 The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_71.png">. <hr><h2>Member Function Documentation</h2> 200 200 <a class="anchor" name="f0c1db6fcbb3aae2dd6123884457a367"></a><!-- doxytag: member="bdm::migamma_ref::samplecond" ref="f0c1db6fcbb3aae2dd6123884457a367" args="(const vec &cond)" --> 201 201 <div class="memitem"> … … 215 215 216 216 <p> 217 Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_ 50.png">.217 Returns a sample from the density conditioned on <code>cond</code>, <img class="formulaInl" alt="$x \sim epdf(rv|cond)$" src="form_49.png">. 218 218 <p> 219 219 <dl compact><dt><b>Parameters:</b></dt><dd> … … 225 225 <p>Reimplemented in <a class="el" href="classbdm_1_1mprod.html#ee715a8013acf9892f6cb489db595555">bdm::mprod</a>.</p> 226 226 227 <p>References <a class="el" href="libBM_8h-source.html#l0035 2">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>227 <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> 228 228 229 229 <p>Referenced by <a class="el" href="libPF_8h-source.html#l00207">bdm::MPF< BM_T >::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> … … 261 261 <dl compact><dt><b>Parameters:</b></dt><dd> 262 262 <table border="0" cellspacing="2" cellpadding="0"> 263 <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>263 <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_49.png">. </td></tr> 264 264 <tr><td valign="top"></td><td valign="top"><em>cond</em> </td><td>is numeric value of <code>rv</code> </td></tr> 265 265 </table> 266 266 </dl> 267 267 268 <p>References <a class="el" href="libBM_8h-source.html#l0035 2">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>268 <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> 269 269 270 270 </div> … … 273 273 <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 274 274 </div> 275 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10: 02:182009 for mixpp by 275 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:11:01 2009 for mixpp by 276 276 <a href="http://www.doxygen.org/index.html"> 277 277 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>