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  • library/doc/html/classbdm_1_1migamma__ref.html

    r614 r616  
    7474<p>Inverse-Gamma random walk around a fixed point.   
    7575<a href="#_details">More...</a></p> 
     76<hr/><a name="_details"></a><h2>Detailed Description</h2> 
     77<p>Inverse-Gamma random walk around a fixed point. </p> 
     78<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> 
     79<p class="formulaDsp"> 
     80<img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_94.png"/> 
     81</p> 
     82<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> 
     83<p>The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_87.png"/>. </p> 
    7684 
    7785<p><code>#include &lt;<a class="el" href="exp__family_8h_source.html">exp_family.h</a>&gt;</code></p> 
    … …  
    173181<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">random variable in condition <br/></td></tr> 
    174182</table> 
    175 <hr/><a name="_details"></a><h2>Detailed Description</h2> 
    176 <p>Inverse-Gamma random walk around a fixed point. </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> 
    178 <p class="formulaDsp"> 
    179 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_94.png"/> 
    180 </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> 
    183183<hr/><h2>Member Function Documentation</h2> 
    184184<a class="anchor" id="a9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d"></a><!-- doxytag: member="bdm::migamma_ref::from_setting" ref="a9e7e0f7d2aa9ecca8ec1af8cbcb5ef1d" args="(const Setting &amp;set)" --> 
    … …  
    224224</ul> 
    225225</div> 
    226 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 22:40:44 2009 for mixpp by&nbsp; 
     226<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 23:08:56 2009 for mixpp by&nbsp; 
    227227<a href="http://www.doxygen.org/index.html"> 
    228228<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>