Changeset 608 for library/doc/html/classbdm_1_1migamma__ref.html
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- 09/12/09 11:41:43 (15 years ago)
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library/doc/html/classbdm_1_1migamma__ref.html
r591 r608 86 86 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#ab0b4eb278ef5d0831ec4954ba7bd2800">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_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a">condition</a> (const vec &val)</td></tr> 88 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae86b2e4ff963d62e05d4e130514634a"></a><!-- doxytag: member="bdm::migamma_ref::condition" ref="aae86b2e4ff963d62e05d4e130514634a" args="(const vec &val)" --> 89 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#aae86b2e4ff963d62e05d4e130514634a">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">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma__ref.html#a9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d">from_setting</a> (const Setting &set)</td></tr> 90 92 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8b10ab922e2a7bae2fb6bb3efc7b6151"></a><!-- doxytag: member="bdm::migamma_ref::set_parameters" ref="a8b10ab922e2a7bae2fb6bb3efc7b6151" args="(int len, double k0)" --> … … 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::migamma_ref::_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::migamma_ref::_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::migamma_ref::_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::migamma_ref::_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::migamma_ref::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="adc56bc9da542e0103ec16b9be8e5e38c"></a><!-- doxytag: member="bdm::migamma_ref::k" ref="adc56bc9da542e0103ec16b9be8e5e38c" args="" --> 155 157 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c">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="ac9847093da59a9ba0ebb68d2c592f5dc"></a><!-- doxytag: member="bdm::migamma_ref::_alpha" ref="ac9847093da59a9ba0ebb68d2c592f5dc" args="" --> 158 160 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1migamma.html#ac9847093da59a9ba0ebb68d2c592f5dc">_alpha</a></td></tr> … … 173 175 <hr/><a name="_details"></a><h2>Detailed Description</h2> 174 176 <p>Inverse-Gamma random walk around a fixed point. </p> 175 <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>177 <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> 176 178 <p class="formulaDsp"> 177 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_ 86.png"/>179 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_94.png"/> 178 180 </p> 179 <p>==== Check == vv = 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>180 <p>The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_ 79.png"/>. </p>181 <p>==== Check == vv = 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> 182 <p>The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_87.png"/>. </p> 181 183 <hr/><h2>Member Function Documentation</h2> 182 <a class="anchor" id="aae86b2e4ff963d62e05d4e130514634a"></a><!-- doxytag: member="bdm::migamma_ref::condition" ref="aae86b2e4ff963d62e05d4e130514634a" args="(const vec &val)" -->183 <div class="memitem">184 <div class="memproto">185 <table class="memname">186 <tr>187 <td class="memname">void bdm::migamma_ref::condition </td>188 <td>(</td>189 <td class="paramtype">const vec & </td>190 <td class="paramname"> <em>cond</em></td>191 <td> ) </td>192 <td><code> [inline, virtual]</code></td>193 </tr>194 </table>195 </div>196 <div class="memdoc">197 <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>198 199 <p>Reimplemented from <a class="el" href="classbdm_1_1migamma.html#a7a34b1e2e3aa2250d7c0ed7df1665b8c">bdm::migamma</a>.</p>200 201 <p>References <a class="el" href="exp__family_8h_source.html#l00849">l</a>, and <a class="el" href="exp__family_8h_source.html#l00851">refl</a>.</p>202 203 </div>204 </div>205 184 <a class="anchor" id="a9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d"></a><!-- doxytag: member="bdm::migamma_ref::from_setting" ref="a9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d" args="(const Setting &set)" --> 206 185 <div class="memitem"> … … 245 224 </ul> 246 225 </div> 247 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:512009 for mixpp by 226 <hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by 248 227 <a href="http://www.doxygen.org/index.html"> 249 228 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>