egamma Class Reference

Gamma posterior density. More...

#include <libEF.h>

Inheritance diagram for egamma:

Collaboration diagram for egamma:

List of all members.

Public Member Functions

egamma (const RV &rv)

Default constructor.

void set_parameters (const vec &a, const vec &b)

Sets parameters.

vec sample () const

Returns the required moment of the epdf.

double evalpdflog (const vec &val) const

TODO: is it used anywhere?

double lognc () const

logarithm of the normalizing constant, $\mathcal{I}$

void _param (vec *&a, vec *&b)

Returns poiter to alpha and beta. Potentially dengerous: use with care!

vec mean () const

return expected value

virtual void tupdate (double phi, mat &vbar, double nubar)

TODO decide if it is really needed.

virtual void dupdate (mat &v, double nu=1.0)

TODO decide if it is really needed.

virtual mat sampleN (int N) const

Returns N samples from density $epdf(rv)$ .

virtual double eval (const vec &val) const

Compute probability of argument val.

RV & _rv ()

access function, possibly dangerous!

Protected Attributes

vec alpha

Vector $\alpha$ .

vec beta

Vector $\beta$ .

RV rv

Identified of the random variable.

Detailed Description

Gamma posterior density.

Multvariate Gamma density as product of independent univariate densities.

$f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i)$

Member Function Documentation

vec egamma::sample ( ) const [virtual]

Returns the required moment of the epdf.

Returns a sample, $x$ from density $epdf(rv)$

Implements epdf.

References alpha, beta, RV::count(), epdf::rv, and itpp::Gamma_RNG::setup().

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

work/git/mixpp/bdm/stat/libEF.h
work/git/mixpp/bdm/stat/libEF.cpp


Public Member Functions
	egamma (const RV &rv)
	Default constructor.
void	set_parameters (const vec &a, const vec &b)
	Sets parameters.
vec	sample () const
	Returns the required moment of the epdf.
double	evalpdflog (const vec &val) const
	TODO: is it used anywhere?
double	lognc () const
	logarithm of the normalizing constant, $\mathcal{I}$
void	_param (vec &a, vec &b)
	Returns poiter to alpha and beta. Potentially dengerous: use with care!
vec	mean () const
	return expected value
virtual void	tupdate (double phi, mat &vbar, double nubar)
	TODO decide if it is really needed.
virtual void	dupdate (mat &v, double nu=1.0)
	TODO decide if it is really needed.
virtual mat	sampleN (int N) const
	Returns N samples from density .
virtual double	eval (const vec &val) const
	Compute probability of argument `val`.
RV &	_rv ()
	access function, possibly dangerous!
Protected Attributes
vec	alpha
	Vector $\alpha$ .
vec	beta
	Vector $\beta$ .
RV	rv
	Identified of the random variable.