73 | | <h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- doxytag: inherits="bdm::egamma" --> |
74 | | <p>Inverse-Gamma posterior density. |
75 | | <a href="#_details">More...</a></p> |
76 | | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
77 | | <p>Inverse-Gamma posterior density. </p> |
78 | | <p>Multivariate inverse-Gamma density as product of independent univariate densities. </p> |
79 | | <p class="formulaDsp"> |
80 | | <img class="formulaDsp" alt="\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]" src="form_79.png"/> |
81 | | </p> |
82 | | <p>Vector <img class="formulaInl" alt="$\beta$" src="form_80.png"/> has different meaning (in fact it is 1/beta as used in definition of iG)</p> |
83 | | <p>Inverse Gamma can be converted to Gamma using </p> |
84 | | <p class="formulaDsp"> |
85 | | <img class="formulaDsp" alt="\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]" src="form_81.png"/> |
86 | | </p> |
87 | | <p> This relation is used in sampling. </p> |
88 | | |
89 | | <p><code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code></p> |
90 | | |
91 | | <p><a href="classbdm_1_1eigamma-members.html">List of all members.</a></p> |
92 | | <table border="0" cellpadding="0" cellspacing="0"> |
93 | | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
94 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa8e11e5a580ff42a1b205974c60768c6"></a><!-- doxytag: member="bdm::eigamma::evallog" ref="aa8e11e5a580ff42a1b205974c60768c6" args="(const vec &val) const " --> |
95 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#aa8e11e5a580ff42a1b205974c60768c6">evallog</a> (const vec &val) const </td></tr> |
96 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr> |
97 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9a66cbd100e8520c769ccb3c451f86f8"></a><!-- doxytag: member="bdm::eigamma::lognc" ref="a9a66cbd100e8520c769ccb3c451f86f8" args="() const " --> |
98 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a9a66cbd100e8520c769ccb3c451f86f8">lognc</a> () const </td></tr> |
99 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_97.png"/> <br/></td></tr> |
100 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0865cb3d6339fdc7410806cf70a329ed"></a><!-- doxytag: member="bdm::eigamma::_alpha" ref="a0865cb3d6339fdc7410806cf70a329ed" args="()" --> |
101 | | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a0865cb3d6339fdc7410806cf70a329ed">_alpha</a> ()</td></tr> |
102 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns pointer to internal alpha. Potentially dengerous: use with care! <br/></td></tr> |
103 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac42cadd9cbd344caaa69b0b433cd16ca"></a><!-- doxytag: member="bdm::eigamma::_beta" ref="ac42cadd9cbd344caaa69b0b433cd16ca" args="()" --> |
104 | | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#ac42cadd9cbd344caaa69b0b433cd16ca">_beta</a> ()</td></tr> |
105 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns pointer to internal beta. Potentially dengerous: use with care! <br/></td></tr> |
106 | | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a8a6fd1a1c0190f3e0d95a2a1f99aafc1">from_setting</a> (const Setting &set)</td></tr> |
107 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3a8d8ae8ba79d0fb35036711fa7d127"></a><!-- doxytag: member="bdm::eigamma::validate" ref="ac3a8d8ae8ba79d0fb35036711fa7d127" args="()" --> |
108 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#ac3a8d8ae8ba79d0fb35036711fa7d127">validate</a> ()</td></tr> |
109 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
110 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4135778ecd9ab774762936c82a097c6"></a><!-- doxytag: member="bdm::eigamma::evallog_nn" ref="aa4135778ecd9ab774762936c82a097c6" args="(const vec &val) const " --> |
111 | | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#aa4135778ecd9ab774762936c82a097c6">evallog_nn</a> (const vec &val) const </td></tr> |
112 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br/></td></tr> |
113 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::eigamma::evallog_m" ref="a6886c60b6b690e503913240db5de0c6f" args="(const mat &Val) const " --> |
114 | | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a6886c60b6b690e503913240db5de0c6f">evallog_m</a> (const mat &Val) const </td></tr> |
115 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr> |
116 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::eigamma::evallog_m" ref="ad793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array< vec > &Val) const " --> |
117 | | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#ad793f4fd6d0dcec5f16bff0ae45fc7d5">evallog_m</a> (const Array< vec > &Val) const </td></tr> |
118 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br/></td></tr> |
119 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::eigamma::pow" ref="acf38af29e8e3d650c640509a52396053" args="(double p)" --> |
120 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#acf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
121 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br/></td></tr> |
122 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::eigamma::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> |
123 | | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
124 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr> |
125 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::eigamma::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
126 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
127 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> |
| 70 | <h1>bdm::eigamma Class Reference</h1><!-- doxytag: class="bdm::eigamma" --><!-- doxytag: inherits="bdm::egamma" -->Inverse-Gamma posterior density. |
| 71 | <a href="#_details">More...</a> |
| 72 | <p> |
| 73 | <code>#include <<a class="el" href="exp__family_8h_source.html">exp_family.h</a>></code> |
| 74 | <p> |
| 75 | |
| 76 | <p> |
| 77 | <a href="classbdm_1_1eigamma-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
| 78 | <tr><td></td></tr> |
| 79 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
| 80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8e11e5a580ff42a1b205974c60768c6"></a><!-- doxytag: member="bdm::eigamma::evallog" ref="a8e11e5a580ff42a1b205974c60768c6" args="(const vec &val) const " --> |
| 81 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a8e11e5a580ff42a1b205974c60768c6">evallog</a> (const vec &val) const </td></tr> |
| 82 | |
| 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a66cbd100e8520c769ccb3c451f86f8"></a><!-- doxytag: member="bdm::eigamma::lognc" ref="9a66cbd100e8520c769ccb3c451f86f8" args="() const " --> |
| 85 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#9a66cbd100e8520c769ccb3c451f86f8">lognc</a> () const </td></tr> |
| 86 | |
| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">logarithm of the normalizing constant, <img class="formulaInl" alt="$\mathcal{I}$" src="form_97.png"> <br></td></tr> |
| 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0865cb3d6339fdc7410806cf70a329ed"></a><!-- doxytag: member="bdm::eigamma::_alpha" ref="0865cb3d6339fdc7410806cf70a329ed" args="()" --> |
| 89 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0865cb3d6339fdc7410806cf70a329ed">_alpha</a> ()</td></tr> |
| 90 | |
| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns pointer to internal alpha. Potentially dengerous: use with care! <br></td></tr> |
| 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c42cadd9cbd344caaa69b0b433cd16ca"></a><!-- doxytag: member="bdm::eigamma::_beta" ref="c42cadd9cbd344caaa69b0b433cd16ca" args="()" --> |
| 93 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#c42cadd9cbd344caaa69b0b433cd16ca">_beta</a> ()</td></tr> |
| 94 | |
| 95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns pointer to internal beta. Potentially dengerous: use with care! <br></td></tr> |
| 96 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#8a6fd1a1c0190f3e0d95a2a1f99aafc1">from_setting</a> (const Setting &set)</td></tr> |
| 97 | |
| 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3a8d8ae8ba79d0fb35036711fa7d127"></a><!-- doxytag: member="bdm::eigamma::validate" ref="c3a8d8ae8ba79d0fb35036711fa7d127" args="()" --> |
| 99 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#c3a8d8ae8ba79d0fb35036711fa7d127">validate</a> ()</td></tr> |
| 100 | |
| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
| 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4135778ecd9ab774762936c82a097c6"></a><!-- doxytag: member="bdm::eigamma::evallog_nn" ref="a4135778ecd9ab774762936c82a097c6" args="(const vec &val) const " --> |
| 103 | virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#a4135778ecd9ab774762936c82a097c6">evallog_nn</a> (const vec &val) const </td></tr> |
| 104 | |
| 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability. <br></td></tr> |
| 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6886c60b6b690e503913240db5de0c6f"></a><!-- doxytag: member="bdm::eigamma::evallog_m" ref="6886c60b6b690e503913240db5de0c6f" args="(const mat &Val) const " --> |
| 107 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#6886c60b6b690e503913240db5de0c6f">evallog_m</a> (const mat &Val) const </td></tr> |
| 108 | |
| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
| 110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d793f4fd6d0dcec5f16bff0ae45fc7d5"></a><!-- doxytag: member="bdm::eigamma::evallog_m" ref="d793f4fd6d0dcec5f16bff0ae45fc7d5" args="(const Array< vec > &Val) const " --> |
| 111 | virtual vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#d793f4fd6d0dcec5f16bff0ae45fc7d5">evallog_m</a> (const Array< vec > &Val) const </td></tr> |
| 112 | |
| 113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Evaluate normalized log-probability for many samples. <br></td></tr> |
| 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf38af29e8e3d650c640509a52396053"></a><!-- doxytag: member="bdm::eigamma::pow" ref="cf38af29e8e3d650c640509a52396053" args="(double p)" --> |
| 115 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eEF.html#cf38af29e8e3d650c640509a52396053">pow</a> (double p)</td></tr> |
| 116 | |
| 117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Power of the density, used e.g. to flatten the density. <br></td></tr> |
| 118 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::eigamma::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
| 119 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
| 120 | |
| 121 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
| 122 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::eigamma::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
| 123 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
| 124 | |
| 125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
129 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpd41d8cd98f00b204e9800998ecf8427e"></a> All constructors are inherited </p> |
130 | | <br/><br/></div></td></tr> |
131 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3aff7bf25ddac27731c60826fcfd878f"></a><!-- doxytag: member="bdm::eigamma::sample" ref="a3aff7bf25ddac27731c60826fcfd878f" args="() const " --> |
132 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#a3aff7bf25ddac27731c60826fcfd878f">sample</a> () const </td></tr> |
133 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_3.png"/> from density <img class="formulaInl" alt="$ f_x()$" src="form_13.png"/>. <br/></td></tr> |
134 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a46cecb295edbabd28120cb0f6f572bcb"></a><!-- doxytag: member="bdm::eigamma::mean" ref="a46cecb295edbabd28120cb0f6f572bcb" args="() const " --> |
135 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#a46cecb295edbabd28120cb0f6f572bcb">mean</a> () const </td></tr> |
136 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dangerous: use with care! <br/></td></tr> |
137 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac2c696f8c668e9f65392c9449f6a5133"></a><!-- doxytag: member="bdm::eigamma::variance" ref="ac2c696f8c668e9f65392c9449f6a5133" args="() const " --> |
138 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#ac2c696f8c668e9f65392c9449f6a5133">variance</a> () const </td></tr> |
139 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br/></td></tr> |
| 127 | <tr><td colspan="2"><div class="groupText">All constructors are inherited <br><br></div></td></tr> |
| 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3aff7bf25ddac27731c60826fcfd878f"></a><!-- doxytag: member="bdm::eigamma::sample" ref="3aff7bf25ddac27731c60826fcfd878f" args="() const " --> |
| 129 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#3aff7bf25ddac27731c60826fcfd878f">sample</a> () const </td></tr> |
| 130 | |
| 131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a sample, <img class="formulaInl" alt="$ x $" src="form_3.png"> from density <img class="formulaInl" alt="$ f_x()$" src="form_13.png">. <br></td></tr> |
| 132 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="46cecb295edbabd28120cb0f6f572bcb"></a><!-- doxytag: member="bdm::eigamma::mean" ref="46cecb295edbabd28120cb0f6f572bcb" args="() const " --> |
| 133 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#46cecb295edbabd28120cb0f6f572bcb">mean</a> () const </td></tr> |
| 134 | |
| 135 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns poiter to alpha and beta. Potentially dangerous: use with care! <br></td></tr> |
| 136 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c2c696f8c668e9f65392c9449f6a5133"></a><!-- doxytag: member="bdm::eigamma::variance" ref="c2c696f8c668e9f65392c9449f6a5133" args="() const " --> |
| 137 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1eigamma.html#c2c696f8c668e9f65392c9449f6a5133">variance</a> () const </td></tr> |
| 138 | |
| 139 | <tr><td class="mdescLeft"> </td><td class="mdescRight">return expected variance (not covariance!) <br></td></tr> |
161 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp96552c993870a5dd6bb0ea321f1ceb78"></a> </p> |
162 | | <br/><br/></div></td></tr> |
163 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eigamma::sample_m" ref="ab4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
164 | | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ab4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
165 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_14.png"/> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_15.png"/>. <br/></td></tr> |
166 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::eigamma::condition" ref="a1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> |
167 | | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
168 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br/></td></tr> |
169 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::eigamma::marginal" ref="aa84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> |
170 | | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#aa84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
171 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br/></td></tr> |
172 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::eigamma::qbounds" ref="a0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
173 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
174 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br/></td></tr> |
| 158 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4cf45fd83cc7573ede9fe1215256058"></a><!-- doxytag: member="bdm::eigamma::sample_m" ref="b4cf45fd83cc7573ede9fe1215256058" args="(int N) const " --> |
| 159 | virtual mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#b4cf45fd83cc7573ede9fe1215256058">sample_m</a> (int N) const </td></tr> |
| 160 | |
| 161 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns N samples, <img class="formulaInl" alt="$ [x_1 , x_2 , \ldots \ $" src="form_14.png"> from density <img class="formulaInl" alt="$ f_x(rv)$" src="form_15.png">. <br></td></tr> |
| 162 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1499d35b79bce0cfa64fc5cafb9c03b2"></a><!-- doxytag: member="bdm::eigamma::condition" ref="1499d35b79bce0cfa64fc5cafb9c03b2" args="(const RV &rv) const " --> |
| 163 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#1499d35b79bce0cfa64fc5cafb9c03b2">condition</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
| 164 | |
| 165 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return conditional density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remaining rvs will be in conditioning. <br></td></tr> |
| 166 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a84b05f5293cab2aeb4e07faffa60906"></a><!-- doxytag: member="bdm::eigamma::marginal" ref="a84b05f5293cab2aeb4e07faffa60906" args="(const RV &rv) const " --> |
| 167 | virtual <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1epdf.html">epdf</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a84b05f5293cab2aeb4e07faffa60906">marginal</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a>) const </td></tr> |
| 168 | |
| 169 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return marginal density on the given <a class="el" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>, the remainig rvs are intergrated out. <br></td></tr> |
| 170 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a7705e80601957f7226d333a0a6d539"></a><!-- doxytag: member="bdm::eigamma::qbounds" ref="0a7705e80601957f7226d333a0a6d539" args="(vec &lb, vec &ub, double percentage=0.95) const " --> |
| 171 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#0a7705e80601957f7226d333a0a6d539">qbounds</a> (vec &lb, vec &ub, double percentage=0.95) const </td></tr> |
| 172 | |
| 173 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Lower and upper bounds of <code>percentage</code> % quantile, returns mean-2*sigma as default. <br></td></tr> |
176 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp14fc6e1cb822e9dfc5edc16c20fabe11"></a>Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: </p> |
177 | | <br/><br/></div></td></tr> |
178 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eigamma::set_rv" ref="af423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
179 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#af423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
180 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br/></td></tr> |
181 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eigamma::isnamed" ref="ac4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
182 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#ac4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
183 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br/></td></tr> |
184 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eigamma::_rv" ref="aa4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
185 | | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#aa4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
186 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br/></td></tr> |
| 175 | <tr><td colspan="2"><div class="groupText">Description of the random quantity via attribute <code>rv</code> is optional. For operations such as sampling <code>rv</code> does not need to be set. However, for <code>marginalization</code> and <code>conditioning</code> <code>rv</code> has to be set. NB: <br><br></div></td></tr> |
| 176 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f423e28448dbb69ef4905295ec8de8ff"></a><!-- doxytag: member="bdm::eigamma::set_rv" ref="f423e28448dbb69ef4905295ec8de8ff" args="(const RV &rv0)" --> |
| 177 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#f423e28448dbb69ef4905295ec8de8ff">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv0)</td></tr> |
| 178 | |
| 179 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name its rv. <br></td></tr> |
| 180 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4b863ff84c7a4882fb3ad18556027f9"></a><!-- doxytag: member="bdm::eigamma::isnamed" ref="c4b863ff84c7a4882fb3ad18556027f9" args="() const " --> |
| 181 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#c4b863ff84c7a4882fb3ad18556027f9">isnamed</a> () const </td></tr> |
| 182 | |
| 183 | <tr><td class="mdescLeft"> </td><td class="mdescRight">True if rv is assigned. <br></td></tr> |
| 184 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4ab378d5e004c3ff3e2d4e64f7bba21"></a><!-- doxytag: member="bdm::eigamma::_rv" ref="a4ab378d5e004c3ff3e2d4e64f7bba21" args="() const " --> |
| 185 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a4ab378d5e004c3ff3e2d4e64f7bba21">_rv</a> () const </td></tr> |
| 186 | |
| 187 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Return name (fails when isnamed is false). <br></td></tr> |
188 | | <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> |
189 | | <br/><br/></div></td></tr> |
190 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eigamma::dimension" ref="a7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
191 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
192 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br/></td></tr> |
193 | | <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> |
194 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0901ec983e66b8337aaa506e13b122fa"></a><!-- doxytag: member="bdm::eigamma::alpha" ref="a0901ec983e66b8337aaa506e13b122fa" args="" --> |
195 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a0901ec983e66b8337aaa506e13b122fa">alpha</a></td></tr> |
196 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_99.png"/>. <br/></td></tr> |
197 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a457bfb1ccb2057df85073e519a15ccc1"></a><!-- doxytag: member="bdm::eigamma::beta" ref="a457bfb1ccb2057df85073e519a15ccc1" args="" --> |
198 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#a457bfb1ccb2057df85073e519a15ccc1">beta</a></td></tr> |
199 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_80.png"/>. <br/></td></tr> |
200 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eigamma::dim" ref="a16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
201 | | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
202 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br/></td></tr> |
203 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eigamma::rv" ref="a62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
204 | | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#a62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
205 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br/></td></tr> |
| 189 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7083a65f7b7a0d0d13b2c516bd2ec29c"></a><!-- doxytag: member="bdm::eigamma::dimension" ref="7083a65f7b7a0d0d13b2c516bd2ec29c" args="() const " --> |
| 190 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#7083a65f7b7a0d0d13b2c516bd2ec29c">dimension</a> () const </td></tr> |
| 191 | |
| 192 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Size of the random variable. <br></td></tr> |
| 193 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
| 194 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0901ec983e66b8337aaa506e13b122fa"></a><!-- doxytag: member="bdm::eigamma::alpha" ref="0901ec983e66b8337aaa506e13b122fa" args="" --> |
| 195 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#0901ec983e66b8337aaa506e13b122fa">alpha</a></td></tr> |
| 196 | |
| 197 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\alpha$" src="form_99.png">. <br></td></tr> |
| 198 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="457bfb1ccb2057df85073e519a15ccc1"></a><!-- doxytag: member="bdm::eigamma::beta" ref="457bfb1ccb2057df85073e519a15ccc1" args="" --> |
| 199 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1egamma.html#457bfb1ccb2057df85073e519a15ccc1">beta</a></td></tr> |
| 200 | |
| 201 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Vector <img class="formulaInl" alt="$\beta$" src="form_80.png">. <br></td></tr> |
| 202 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16adac20ec7fe07e1ea0b27d917788ce"></a><!-- doxytag: member="bdm::eigamma::dim" ref="16adac20ec7fe07e1ea0b27d917788ce" args="" --> |
| 203 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#16adac20ec7fe07e1ea0b27d917788ce">dim</a></td></tr> |
| 204 | |
| 205 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the random variable <br></td></tr> |
| 206 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62c5b8ff71d9ebe6cd58d3c342eb1dc8"></a><!-- doxytag: member="bdm::eigamma::rv" ref="62c5b8ff71d9ebe6cd58d3c342eb1dc8" args="" --> |
| 207 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1epdf.html#62c5b8ff71d9ebe6cd58d3c342eb1dc8">rv</a></td></tr> |
| 208 | |
| 209 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Description of the random variable. <br></td></tr> |