mixpp: bdm::mBeta Class Reference

bdm::mBeta Class Reference

Random Walk with vector Beta distribution. More...

#include <exp_family.h>

List of all members.

Detailed Description

Random Walk with vector Beta distribution.

Using simple assignment

\begin{eqnarray*} \alpha & = & rvc / k + \beta_c \\ \beta & = &(1-rvc) / k + \beta_c \\ \end{eqnarray*}

for each element of alpha and beta, mean value = rvc, variance = (k+1)*mean*mean;

The greater $ k $ is, the greater is the variance of the random walk;

$ \beta_c $ is used as regularizing element to avoid corner cases, i.e. when one element of rvc is zero. By default is it set to 0.1;

Member Function Documentation

void bdm::mBeta::from_setting (const Setting & set ) 

Create object from the following structure 

    class = 'mBeta';
    k = [...];          % vector of multiplicative constants k
    --- optional fields ---
    beta  = [...];      % initial values of beta
    betac = [...];      % initial values of beta stabilizing constants
    --- inherited fields ---
    bdm::pdf::from_setting

fulfilling form

\[ f(rv|rvc) = \prod Beta(rvc,k) \]

If the optional fields are not given, they will be filled as follows: 

    beta  = [1,1,1,...];
    betac = 0.1 * [1,1,1,...];

References bdm::eBeta::alpha, bdm::eBeta::beta, bdm::RV::copy_t(), bdm::UI::get(), bdm::pdf_internal< eBeta >::iepdf, and bdm::pdf::rvc.

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