mixpp: bdm::mlognorm Class Reference

bdm::mlognorm Class Reference

Log-Normal random walk. More...

#include <exp_family.h>

Inheritance diagram for bdm::mlognorm:

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

Public Member Functions

 mlognorm ()
 Constructor.
void set_parameters (int size, double k)
 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 sig2
 parameter 1/2*sigma^2
vec & mu
 access

Detailed Description

Log-Normal random walk.

Mean value, $\mu$, is...


Member Function Documentation

void bdm::mlognorm::from_setting ( const Setting &  set  )  [virtual]

Create object from the following structure

    class = 'mlognorm';
    k   = [];               % "variance" k
    mu0 = [];               % initial value of mean
    --- inherited fields ---
    bdm::pdf_internal<elognorm>::from_setting
fulfilling form

\[ f(rv|rvc) = log\mathcal{N}( \log(rvc)-0.5\log(k^2+1), k I) \]

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