mixpp: bdm::mgamma Class Reference

bdm::mgamma Class Reference

Gamma random walk. More...

#include <exp_family.h>

List of all members.

Detailed Description

Gamma random walk.

Mean value, $\mu$, 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 $\alpha=k$ and $\beta=k/\mu$.

The standard deviation of the walk is then: $\mu/\sqrt(k)$.

Member Function Documentation

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

Create object from the following structure 

    class = 'mgamma';
    beta = [...];      % vector of initial beta
    k = x;             %  multiplicative scalar constant k
    --- inherited fields ---
    bdm::pdf::from_setting

fulfilling form

\[ f(rv|rvc) = \Gamma(k, k/rvc) \]

References bdm::UI::get(), k, and set_parameters().

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