mixpp: bdm::mgamma_fix Class Reference
bdm::mgamma_fix

bdm::mgamma_fix Class Reference

Gamma random walk around a fixed point. More...

#include <exp_family.h>

Inheritance diagram for bdm::mgamma_fix:

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

Public Member Functions

 mgamma_fix ()
 Constructor.
void set_parameters (double k0, vec ref0, double l0)
 Set value of k.
void validate ()
void condition (const vec &val)

Protected Attributes

double l
 parameter l
vec refl
 reference vector

Detailed Description

Gamma random walk around a fixed point.

Mean value, $\mu$, of this density is given by a geometric combination of rvc and given fixed point, $p$. $l$ is the coefficient of the geometric combimation

\[ \mu = \mu_{t-1} ^{l} p^{1-l}\]

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: $\mu/\sqrt(k)$.

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