Changeset 608 for library/doc/html/classbdm_1_1mgamma__fix.html
- Timestamp:
- 09/12/09 11:41:43 (15 years ago)
- Files:
-
- 1 modified
Legend:
- Unmodified
- Added
- Removed
-
library/doc/html/classbdm_1_1mgamma__fix.html
r591 r608 86 86 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a1bfd30e90db9dc1fbda4a9fbb0b716b2">set_parameters</a> (double k0, vec ref0, double l0)</td></tr> 87 87 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set value of <code>k</code>. <br/></td></tr> 88 <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7">condition</a> (const vec &val)</td></tr> 88 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d539591deb7a38bb3403c2b396c8ff7"></a><!-- doxytag: member="bdm::mgamma_fix::condition" ref="a1d539591deb7a38bb3403c2b396c8ff7" args="(const vec &val)" --> 89 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma__fix.html#a1d539591deb7a38bb3403c2b396c8ff7">condition</a> (const vec &val)</td></tr> 90 <tr><td class="mdescLeft"> </td><td class="mdescRight">Update <code>iepdf</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> conditioned on <code>rvc</code> = cond This function provides convenient reimplementation in offsprings. <br/></td></tr> 89 91 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa0f21c2557b233a85838b497d040ab14"></a><!-- doxytag: member="bdm::mgamma_fix::set_parameters" ref="aa0f21c2557b233a85838b497d040ab14" args="(double k, const vec &beta0)" --> 90 92 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#aa0f21c2557b233a85838b497d040ab14">set_parameters</a> (double <a class="el" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">k</a>, const vec &beta0)</td></tr> … … 121 123 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 122 124 <br/><br/></div></td></tr> 123 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a 222d5280e309c5a053ba73841e98c151"></a><!-- doxytag: member="bdm::mgamma_fix::_rv" ref="a222d5280e309c5a053ba73841e98c151" args="() const " -->124 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rv</b> () const </td></tr>125 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a 26001264236846897bd11e4baad47245"></a><!-- doxytag: member="bdm::mgamma_fix::_rvc" ref="a26001264236846897bd11e4baad47245" args="()" -->126 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><b>_rvc</b> ()</td></tr>125 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaa0095f80870f15209bca68a8a7bad8a"></a><!-- doxytag: member="bdm::mgamma_fix::_rv" ref="aaa0095f80870f15209bca68a8a7bad8a" args="() const " --> 126 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_rv</b> () const </td></tr> 127 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a739d5202899bb56792a547c74e517a11"></a><!-- doxytag: member="bdm::mgamma_fix::_rvc" ref="a739d5202899bb56792a547c74e517a11" args="() const " --> 128 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_rvc</b> () const </td></tr> 127 129 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeea4a999ed9679181335927e9cb66d28"></a><!-- doxytag: member="bdm::mgamma_fix::dimension" ref="aeea4a999ed9679181335927e9cb66d28" args="() const " --> 128 130 int </td><td class="memItemRight" valign="bottom"><b>dimension</b> () const </td></tr> … … 154 156 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab20cf88cca1fe9b0b8f2a412608bfd09"></a><!-- doxytag: member="bdm::mgamma_fix::k" ref="ab20cf88cca1fe9b0b8f2a412608bfd09" args="" --> 155 157 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#ab20cf88cca1fe9b0b8f2a412608bfd09">k</a></td></tr> 156 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_ 76.png"/>. <br/></td></tr>158 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_84.png"/>. <br/></td></tr> 157 159 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3d95f4dde9214ff6dba265e18af60312"></a><!-- doxytag: member="bdm::mgamma_fix::_beta" ref="a3d95f4dde9214ff6dba265e18af60312" args="" --> 158 160 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1mgamma.html#a3d95f4dde9214ff6dba265e18af60312">_beta</a></td></tr> … … 170 172 <hr/><a name="_details"></a><h2>Detailed Description</h2> 171 173 <p>Gamma random walk around a fixed point. </p> 172 <p>Mean value, <img class="formulaInl" alt="$\mu$" src="form_ 75.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_66.png"/>. <img class="formulaInl" alt="$l$" src="form_85.png"/> is the coefficient of the geometric combimation </p>174 <p>Mean value, <img class="formulaInl" alt="$\mu$" src="form_83.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_74.png"/>. <img class="formulaInl" alt="$l$" src="form_93.png"/> is the coefficient of the geometric combimation </p> 173 175 <p class="formulaDsp"> 174 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_ 86.png"/>176 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_94.png"/> 175 177 </p> 176 <p>Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_ 76.png"/>-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_77.png"/> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_78.png"/>.</p>177 <p>The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_ 79.png"/>. </p>178 <p>Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_84.png"/>-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_85.png"/> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_86.png"/>.</p> 179 <p>The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_87.png"/>. </p> 178 180 <hr/><h2>Member Function Documentation</h2> 179 <a class="anchor" id="a1d539591deb7a38bb3403c2b396c8ff7"></a><!-- doxytag: member="bdm::mgamma_fix::condition" ref="a1d539591deb7a38bb3403c2b396c8ff7" args="(const vec &val)" -->180 <div class="memitem">181 <div class="memproto">182 <table class="memname">183 <tr>184 <td class="memname">void bdm::mgamma_fix::condition </td>185 <td>(</td>186 <td class="paramtype">const vec & </td>187 <td class="paramname"> <em>cond</em></td>188 <td> ) </td>189 <td><code> [inline, virtual]</code></td>190 </tr>191 </table>192 </div>193 <div class="memdoc">194 <p>Update <code>iepdf</code> so that it represents this <a class="el" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling , where is random variable, rv, and...">mpdf</a> conditioned on <code>rvc</code> = cond This function provides convenient reimplementation in offsprings </p>195 196 <p>Reimplemented from <a class="el" href="classbdm_1_1mgamma.html#a8996500f1885e39cde30221b20900bff">bdm::mgamma</a>.</p>197 198 <p>References <a class="el" href="exp__family_8h_source.html#l00720">bdm::mgamma::_beta</a>, <a class="el" href="exp__family_8h_source.html#l00717">bdm::mgamma::k</a>, <a class="el" href="exp__family_8h_source.html#l00816">l</a>, and <a class="el" href="exp__family_8h_source.html#l00818">refl</a>.</p>199 200 </div>201 </div>202 181 <a class="anchor" id="ada2af0f327e5452bee71d1bf97452ae4"></a><!-- doxytag: member="bdm::mgamma_fix::from_setting" ref="ada2af0f327e5452bee71d1bf97452ae4" args="(const Setting &set)" --> 203 182 <div class="memitem"> … … 232 211 </ul> 233 212 </div> 234 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:512009 for mixpp by 213 <hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by 235 214 <a href="http://www.doxygen.org/index.html"> 236 215 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>