- Main Page
- Classes
- Files
- Related Pages

- Class List
- Class Hierarchy
- Class Members

# mgamma Class Reference

Gamma random walk. More...

`#include <libEF.h>`

Inheritance diagram for mgamma:

[legend]
Collaboration diagram for mgamma:

[legend]

List of all members.

## 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
egamma | epdf
| Internal epdf that arise by conditioning on `rvc`.
double | k
| Constant $k$.
vec * | _beta
| cache of epdf.beta
RV | rv
| modeled random variable
RV | rvc
| random variable in condition
epdf * | ep
| pointer to internal epdf

## Detailed Description

Gamma random walk.

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: .

The documentation for this class was generated from the following files:

- work/mixpp/bdm/stat/libEF.h
- work/mixpp/bdm/stat/libEF.cpp