bdm::eigamma Class Reference
Inverse-Gamma posterior density. More...
#include <exp_family.h>
Inheritance diagram for bdm::eigamma:
Public Member Functions | |
All constructors are inherited | |
| vec | sample () const |
| vec | mean () const |
| Returns poiter to alpha and beta. Potentially dangerous: use with care! | |
| vec | variance () const |
Detailed Description
Inverse-Gamma posterior density.Multivariate inverse-Gamma density as product of independent univariate densities.
![\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]](form_81.png)
Vector 
has different meaning (in fact it is 1/beta as used in definition of iG)
Inverse Gamma can be converted to Gamma using
![\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]](form_83.png)
This relation is used in sampling.
The documentation for this class was generated from the following file:
Generated on 2 Dec 2013 for mixpp by
1.4.7
