Changeset 621 for library/doc/html/classbdm_1_1mlognorm.html
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- 09/16/09 22:52:42 (15 years ago)
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library/doc/html/classbdm_1_1mlognorm.html
r617 r621 76 76 <hr/><a name="_details"></a><h2>Detailed Description</h2> 77 77 <p>Log-Normal random walk. </p> 78 <p>Mean value, <img class="formulaInl" alt="$\mu$" src="form_83.png"/>, is...</p> 79 <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> 80 <p>The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_87.png"/>. </p> 78 <p>Mean value, <img class="formulaInl" alt="$\mu$" src="form_83.png"/>, is... </p> 81 79 82 80 <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> … … 182 180 </div> 183 181 <div class="memdoc"> 184 <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_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a></p> 185 <p>The <a class="el" href="classbdm_1_1mlognorm.html" title="Log-Normal random walk.">mlognorm</a> is constructed from a structure with fields: </p> 186 <div class="fragment"><pre class="fragment"> system = { 187 type = <span class="stringliteral">"mlognorm"</span>; 188 k = 0.1; <span class="comment">// constant k</span> 189 mu0 = [1., 1.]; 190 191 <span class="comment">// == OPTIONAL ==</span> 192 <span class="comment">// description of y variables</span> 193 y = {type=<span class="stringliteral">"rv"</span>; names=[<span class="stringliteral">"y"</span>, <span class="stringliteral">"u"</span>];}; 194 <span class="comment">// description of u variable</span> 195 u = {type=<span class="stringliteral">"rv"</span>; names=[];} 196 }; 182 <p>Create logNormal random Walk </p> 183 <p class="formulaDsp"> 184 <img class="formulaDsp" alt="\[ f(rv|rvc) = log\mathcal{N}( \log(rvc)-0.5\log(k^2+1), k I) \]" src="form_172.png"/> 185 </p> 186 <p> from structure </p> 187 <div class="fragment"><pre class="fragment"> <span class="keyword">class </span>= '<a class="code" href="classbdm_1_1mlognorm.html#aa5d6eb2688d02e0348b96c4fbd7bde41" title="Constructor.">mlognorm</a>'; 188 k = 0.1; <span class="comment">// "variance" k</span> 189 mu0 = 0.1; <span class="comment">// Initial value of mean</span> 190 rv = RV({<span class="stringliteral">'name'</span>}) <span class="comment">// description of RV</span> 191 <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> 197 192 </pre></div> 198 193 <p>Reimplemented from <a class="el" href="classbdm_1_1mpdf.html#a30a0bceb948e287d497c578e371b1667">bdm::mpdf</a>.</p> 199 194 200 <p>References <a class="el" href="exp__family_8h_source.html#l009 56">condition()</a>, <a class="el" href="user__info_8h_source.html#l00443">bdm::UI::get()</a>, and <a class="el" href="exp__family_8h_source.html#l00949">set_parameters()</a>.</p>195 <p>References <a class="el" href="exp__family_8h_source.html#l00982">condition()</a>, <a class="el" href="user__info_8h_source.html#l00443">bdm::UI::get()</a>, and <a class="el" href="exp__family_8h_source.html#l00975">set_parameters()</a>.</p> 201 196 202 197 </div> … … 207 202 </ul> 208 203 </div> 209 <hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 15 23:42:492009 for mixpp by 204 <hr size="1"/><address style="text-align: right;"><small>Generated on Wed Sep 16 22:33:34 2009 for mixpp by 210 205 <a href="http://www.doxygen.org/index.html"> 211 206 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>