Changeset 91 for doc/html/classmgamma__fix.html
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r84 r91 5 5 <link href="tabs.css" rel="stylesheet" type="text/css"> 6 6 </head><body> 7 <!-- Generated by Doxygen 1.5.3 --> 8 <div class="tabs"> 9 <ul> 10 <li><a href="index.html"><span>Main Page</span></a></li> 11 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 12 <li><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 14 </ul> 7 <!-- Generated by Doxygen 1.5.5 --> 8 <div class="navigation" id="top"> 9 <div class="tabs"> 10 <ul> 11 <li><a href="index.html"><span>Main Page</span></a></li> 12 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 14 <li><a href="files.html"><span>Files</span></a></li> 15 </ul> 16 </div> 17 <div class="tabs"> 18 <ul> 19 <li><a href="annotated.html"><span>Class List</span></a></li> 20 <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> 21 <li><a href="functions.html"><span>Class Members</span></a></li> 22 </ul> 23 </div> 15 24 </div> 16 <div class="tabs"> 17 <ul> 18 <li><a href="annotated.html"><span>Class List</span></a></li> 19 <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> 20 <li><a href="functions.html"><span>Class Members</span></a></li> 21 </ul> 22 </div> 25 <div class="contents"> 23 26 <h1>mgamma_fix Class Reference</h1><!-- doxytag: class="mgamma_fix" --><!-- doxytag: inherits="mgamma" -->Gamma random walk around a fixed point. 24 27 <a href="#_details">More...</a> … … 31 34 <p><center><img src="classmgamma__fix__inherit__graph.png" border="0" usemap="#mgamma__fix__inherit__map" alt="Inheritance graph"></center> 32 35 <map name="mgamma__fix__inherit__map"> 33 <area shape="rect" href="classmgamma.html" title="Gamma random walk." alt="" coords="16,1 61,101,188"><area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="33,84,84,111"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="31,7,87,33"></map>36 <area shape="rect" href="classmgamma.html" title="Gamma random walk." alt="" coords="16,156,91,180"><area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="29,81,77,105"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="28,6,79,30"></map> 34 37 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 35 38 <div class="dynheader"> … … 38 41 <p><center><img src="classmgamma__fix__coll__graph.png" border="0" usemap="#mgamma__fix__coll__map" alt="Collaboration graph"></center> 39 42 <map name="mgamma__fix__coll__map"> 40 <area shape="rect" href="classmgamma.html" title="Gamma random walk." alt="" coords="2 0,380,105,407"><area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="5,284,56,311"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="8,204,64,231"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="45,7,83,33"><area shape="rect" title="rv\nrvc" alt="" coords="57,31,65,39"><area shape="rect" title="rv\nrvc" alt="" coords="33,200,41,208"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="80,105,131,132"><area shape="rect" title="rv" alt="" coords="67,31,75,39"><area shape="rect" title="rv" alt="" coords="96,101,104,109"><area shape="rect" title="ep" alt="" coords="91,129,99,137"><area shape="rect" title="ep" alt="" coords="41,200,49,208"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="93,204,139,231"><area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="80,284,160,311"><area shape="rect" title="epdf" alt="" coords="107,308,115,316"><area shape="rect" title="epdf" alt="" coords="67,376,75,384"></map>43 <area shape="rect" href="classmgamma.html" title="Gamma random walk." alt="" coords="23,351,97,375"><area shape="rect" href="classmEF.html" title="Exponential family model." alt="" coords="5,263,53,287"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="8,186,59,210"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="41,7,79,31"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="75,96,120,120"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="88,186,133,210"><area shape="rect" href="classegamma.html" title="Gamma posterior density." alt="" coords="77,263,149,287"></map> 41 44 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 42 45 … … 95 98 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#43f733cce0245a52363d566099add687">k</a></td></tr> 96 99 97 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant $k$. <br></td></tr>100 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constant <img class="formulaInl" alt="$k$" src="form_41.png">. <br></td></tr> 98 101 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e90652837448bcc29707e7412f99691"></a><!-- doxytag: member="mgamma_fix::_beta" ref="5e90652837448bcc29707e7412f99691" args="" --> 99 102 vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classmgamma.html#5e90652837448bcc29707e7412f99691">_beta</a></td></tr> … … 116 119 Gamma random walk around a fixed point. 117 120 <p> 118 Mean value, <img class="formulaInl" alt="$\mu$" src="form_14.png">, of this density is given by a geometric combination of <code>rvc</code> and given fixed point, $p$. $k$is the coefficient of the geometric combimation <p class="formulaDsp">121 Mean value, <img class="formulaInl" alt="$\mu$" src="form_14.png">, of this density is given by a geometric combination of <code>rvc</code> and given fixed point, <img class="formulaInl" alt="$p$" src="form_42.png">. <img class="formulaInl" alt="$l$" src="form_43.png"> is the coefficient of the geometric combimation <p class="formulaDsp"> 119 122 <img class="formulaDsp" alt="\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]" src="form_18.png"> 120 123 <p> 121 124 <p> 122 Standard deviation of the random walk is proportional to one $k$-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_11.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_12.png">.<p>125 Standard deviation of the random walk is proportional to one <img class="formulaInl" alt="$k$" src="form_41.png">-th the mean. This is achieved by setting <img class="formulaInl" alt="$\alpha=k$" src="form_11.png"> and <img class="formulaInl" alt="$\beta=k/\mu$" src="form_12.png">.<p> 123 126 The standard deviation of the walk is then: <img class="formulaInl" alt="$\mu/\sqrt(k)$" src="form_13.png">. <hr>The documentation for this class was generated from the following file:<ul> 124 127 <li>work/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 125 <hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:21 2008 for mixpp by 128 </div> 129 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Apr 29 20:46:56 2008 for mixpp by 126 130 <a href="http://www.doxygen.org/index.html"> 127 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5. 3</small></address>131 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address> 128 132 </body> 129 133 </html>