#include <libEF.h>


Public Member Functions | |
| mgamma (const RV &rv, const RV &rvc) | |
| Constructor. | |
| void | set_parameters (double k) |
Set value of k. | |
| vec | samplecond (vec &cond, double &lik) |
| Generate one sample of the posterior. | |
| mat | samplecond (vec &cond, vec &lik, int n) |
| Generate matrix of samples of the posterior. | |
| void | condition (const vec &val) |
Update ep so that it represents this mpdf conditioned on rvc = cond. | |
| virtual double | evalcond (const vec &dt, const vec &cond) |
| Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently. | |
| RV | _rvc () |
| access function | |
| epdf & | _epdf () |
| access function | |
Protected Attributes | |
| RV | rv |
| modeled random variable | |
| RV | rvc |
| random variable in condition | |
| epdf * | ep |
| pointer to internal epdf | |
Mean value,
, of this density is given by rvc . Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting
and
.
The standard deviation of the walk is then:
.
1.5.3