Changeset 85 for bdm/stat/libEF.h
- Timestamp:
- 04/28/08 10:21:21 (16 years ago)
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- 1 modified
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bdm/stat/libEF.h
r77 r85 191 191 \brief Normal distributed linear function with linear function of mean value; 192 192 193 Mean value $mu=A*rvc$.193 Mean value \f$mu=A*rvc\f$. 194 194 */ 195 195 template<class sq_T> … … 197 197 //! Internal epdf that arise by conditioning on \c rvc 198 198 enorm<sq_T> epdf; 199 mat A; 199 200 vec& _mu; //cached epdf.mu; 200 mat A;201 201 public: 202 202 //! Constructor … … 216 216 217 217 Mean value, \f$\mu\f$, of this density is given by \c rvc . 218 Standard deviation of the random walk is proportional to one $k$-th the mean.218 Standard deviation of the random walk is proportional to one \f$k\f$-th the mean. 219 219 This is achieved by setting \f$\alpha=k\f$ and \f$\beta=k/\mu\f$. 220 220 … … 225 225 //! Internal epdf that arise by conditioning on \c rvc 226 226 egamma epdf; 227 //! Constant $k$227 //! Constant \f$k\f$ 228 228 double k; 229 229 //! cache of epdf.beta … … 245 245 \brief Gamma random walk around a fixed point 246 246 247 Mean value, \f$\mu\f$, of this density is given by a geometric combination of \c rvc and given fixed point, $p$. $k$ is the coefficient of the geometric combimation247 Mean value, \f$\mu\f$, of this density is given by a geometric combination of \c rvc and given fixed point, \f$p\f$. \f$l\f$ is the coefficient of the geometric combimation 248 248 \f[ \mu = \mu_{t-1} ^{l} p^{1-l}\f] 249 249 250 Standard deviation of the random walk is proportional to one $k$-th the mean.250 Standard deviation of the random walk is proportional to one \f$k\f$-th the mean. 251 251 This is achieved by setting \f$\alpha=k\f$ and \f$\beta=k/\mu\f$. 252 252 … … 280 280 //! Number of particles 281 281 int n; 282 //! Sample weights $w$282 //! Sample weights \f$w\f$ 283 283 vec w; 284 284 //! Samples \f$x^{(i)}, i=1..n\f$