mixpp: bdm::migamma_ref Class Reference
bdm::migamma_ref

bdm::migamma_ref Class Reference

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

#include <exp_family.h>

Inheritance diagram for bdm::migamma_ref:

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

Public Member Functions

 migamma_ref ()
 Constructor.
void set_parameters (double k0, vec ref0, double l0)
 Set value of k.
void validate ()
void condition (const vec &val)
void from_setting (const Setting &set)
void to_setting (Setting &set) const

Protected Attributes

double l
 parameter l
vec refl
 reference vector

Detailed Description

Inverse-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

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

==== Check == vv = 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::migamma_ref::from_setting ( const Setting &  set  )  [virtual]

Create object from the following structure 

    class = 'migamma_ref';
    ref = [...];           % reference vector
    l = [];                % constant scalar l
    k = [];                % constant scalar k
    --- inherited fields ---
    bdm::migamma::from_setting
fulfilling form

\[ f(rv|rvc) = i\Gamma(k, k/(rvc^l \circ ref^{(1-l)}) \]

Reimplemented from bdm::pdf.

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