199 | | <p><a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class which collects all the auxiliary functions useful to prepare...">UI</a> for <a class="el" href="classbdm_1_1migamma__ref.html" title="Inverse-Gamma random walk around a fixed point.">migamma_ref</a></p> |
200 | | <p>The <a class="el" href="classbdm_1_1migamma__ref.html" title="Inverse-Gamma random walk around a fixed point.">migamma_ref</a> is constructed from a structure with fields: </p> |
201 | | <div class="fragment"><pre class="fragment"> system = { |
202 | | type = <span class="stringliteral">"migamma_ref"</span>; |
203 | | ref = [1<a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a" title="access function to iepdf">e</a>-5; 1<a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a" title="access function to iepdf">e</a>-5; 1<a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a" title="access function to iepdf">e</a>-2 1<a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a" title="access function to iepdf">e</a>-3]; <span class="comment">// reference vector</span> |
204 | | <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = 0.999; <span class="comment">// constant l</span> |
205 | | <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = 0.1; <span class="comment">// constant k</span> |
206 | | |
207 | | <span class="comment">// == OPTIONAL ==</span> |
208 | | <span class="comment">// description of y variables</span> |
209 | | y = {type=<span class="stringliteral">"rv"</span>; names=[<span class="stringliteral">"y"</span>, <span class="stringliteral">"u"</span>];}; |
210 | | <span class="comment">// description of u variable</span> |
211 | | u = {type=<span class="stringliteral">"rv"</span>; names=[];} |
212 | | }; |
213 | | </pre></div><p>Result if </p> |
214 | | |
| 199 | <p>Create inverse-Gamma density with conditional mean value </p> |
| 200 | <p class="formulaDsp"> |
| 201 | <img class="formulaDsp" alt="\[ f(rv|rvc) = i\Gamma(k, k/(rvc^l \circ ref^{(1-l)}) \]" src="form_171.png"/> |
| 202 | </p> |
| 203 | <p> from structure </p> |
| 204 | <div class="fragment"><pre class="fragment"> <span class="keyword">class </span>= '<a class="code" href="classbdm_1_1migamma__ref.html#af45b15a10f084991ba6b48295f10421f" title="Constructor.">migamma_ref</a>'; |
| 205 | ref = [1<a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a" title="access function to iepdf">e</a>-5; 1<a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a" title="access function to iepdf">e</a>-5; 1<a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a" title="access function to iepdf">e</a>-2 1<a class="code" href="classbdm_1_1mpdf__internal.html#a6b4d1cb8d7e230e313b4f0c905874d5a" title="access function to iepdf">e</a>-3]; <span class="comment">// reference vector</span> |
| 206 | <a class="code" href="classbdm_1_1migamma__ref.html#acdc1345ba8375fbdb18a69322d2f841d" title="parameter l">l</a> = 0.999; <span class="comment">// constant l</span> |
| 207 | <a class="code" href="classbdm_1_1migamma.html#adc56bc9da542e0103ec16b9be8e5e38c" title="Constant .">k</a> = 0.1; <span class="comment">// constant k</span> |
| 208 | rv = RV({<span class="stringliteral">'name'</span>}) <span class="comment">// description of RV</span> |
| 209 | <a class="code" href="classbdm_1_1mpdf.html#a5a5f08950daa08b85b01ddf4e1c36288" title="random variable in condition">rvc</a> = RV({<span class="stringliteral">'name'</span>}) <span class="comment">// description of RV in condition</span> |
| 210 | </pre></div> |