mixpp: bdm::mBeta Class Reference
bdm::mBeta

bdm::mBeta Class Reference

Random Walk with vector Beta distribution. More...

#include <exp_family.h>

Inheritance diagram for bdm::mBeta:

bdm::pdf_internal< EPDF > bdm::pdf bdm::root List of all members.

Public Member Functions

void condition (const vec &val)
void from_setting (const Setting &set)
void to_setting (Setting &set) const
void validate ()

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  )  [virtual]

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,...];

Reimplemented from bdm::pdf.

The documentation for this class was generated from the following files:
Generated on 2 Dec 2013 for mixpp by  doxygen 1.4.7