mixpp: bdm::mDirich Class Reference

bdm::mDirich Class Reference

Random Walk on Dirichlet. More...

#include <exp_family.h>

List of all members.

Detailed Description

Random Walk on Dirichlet.

Using simple assignment

\[ \beta = rvc / k + \beta_c \]

hence, 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::mDirich::from_setting (const Setting & set ) 

Create object from the following structure 

    class = 'mDirich';
    k = 1;                      % multiplicative constant k
    --- optional ---
    beta0 = [...];              % initial values of beta
    betac = [...];              % initial values of beta stabilizing coefficients
    --- inherited fields ---
    bdm::pdf::from_setting

fulfilling form

\[ f(rv|rvc) = Di(rvc*k) \]

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

    beta0 = [1,1,1,...];
    betac = 0.1 * [1,1,1,...];

References _beta, betac, bdm::RV::copy_t(), bdm::UI::get(), and bdm::pdf::rvc.

The documentation for this class was generated from the following files:
Generated on Fri Aug 27 16:54:41 2010 for mixpp by  doxygen 1.6.0