mixpp: bdm::migamma Class Reference
bdm::migamma

bdm::migamma Class Reference

Inverse-Gamma random walk. More...

#include <exp_family.h>

Inheritance diagram for bdm::migamma:

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

Public Member Functions

void set_parameters (int len, double k0)
 Set value of k.
void validate ()
void condition (const vec &val)
Constructors
 migamma (const migamma &m)

Protected Attributes

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

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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