mixpp: bdm::mgamma Class Reference
bdm::mgamma

bdm::mgamma Class Reference

Gamma random walk. More...

#include <exp_family.h>

Inheritance diagram for bdm::mgamma:

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

Public Member Functions

 mgamma ()
 Constructor.
void set_parameters (double k, const vec &beta0)
 Set value of k.
void condition (const vec &val)
void from_setting (const Setting &set)
void to_setting (Setting &set) const
void validate ()

Protected Attributes

double k
 Constant $k$.
vec & _beta
 cache of iepdf.beta

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  )  [virtual]

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

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

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