mixpp: bdm::migamma Class Reference

bdm::migamma Class Reference

Inverse-Gamma random walk. More...

#include <exp_family.h>

List of all members.

Detailed Description

Inverse-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=\mu/k^2+2 $ and $ \beta=\mu(\alpha-1)$.

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

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