bdm::egamma Class Reference

#include <libEF.h>

Inheritance diagram for bdm::egamma:

[legend]

List of all members.

Detailed Description

Gamma posterior density.

Multivariate Gamma density as product of independent univariate densities.

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

Public Member Functions

egamma ()

Default constructor.

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

Sets parameters.

vec sample () const

Returns a sample, $ x $ from density $ f_x()$ .

double evallog (const vec &val) const

TODO: is it used anywhere?

double lognc () const

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

vec & _alpha ()

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

vec & _beta ()

vec mean () const

return expected value

vec variance () const

return expected variance (not covariance!)

virtual void dupdate (mat &v)

TODO decide if it is really needed.

virtual double evallog_nn (const vec &val) const

Evaluate normalized log-probability.

virtual vec evallog (const mat &Val) const

Evaluate normalized log-probability for many samples.

virtual void pow (double p)

Power of the density, used e.g. to flatten the density.

Matematical Operations

virtual mat sample_m (int N) const

Returns N samples, $[x_1 , x_2 , \ldots \$ from density $ f_x(rv)$ .

virtual vec evallog_m (const mat &Val) const

Compute log-probability of multiple values argument val.

virtual mpdf * condition (const RV &rv) const

Return conditional density on the given RV, the remaining rvs will be in conditioning.

virtual epdf * marginal (const RV &rv) const

Return marginal density on the given RV, the remainig rvs are intergrated out.

Connection to other classes

Description of the random quantity via attribute rv is optional. For operations such as sampling rv does not need to be set. However, for marginalization and conditioning rv has to be set. NB:

void set_rv (const RV &rv0)

Name its rv.

bool isnamed () const

True if rv is assigned.

const RV & _rv () const

Return name (fails when isnamed is false).

Access to attributes

bool dimension () const

Size of the random variable.

Protected Attributes

vec alpha

Vector $\alpha$ .

vec beta

Vector $\beta$ .

int dim

dimension of the random variable

RV rv

Description of the random variable.

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

libEF.h
libEF.cpp


Public Member Functions
	egamma ()
	Default constructor.
void	set_parameters (const vec &a, const vec &b)
	Sets parameters.
vec	sample () const
	Returns a sample, from density .
double	evallog (const vec &val) const
	TODO: is it used anywhere?
double	lognc () const
	logarithm of the normalizing constant, $\mathcal{I}$
vec &	_alpha ()
	Returns poiter to alpha and beta. Potentially dengerous: use with care!
vec &	_beta ()
vec	mean () const
	return expected value
vec	variance () const
	return expected variance (not covariance!)
virtual void	dupdate (mat &v)
	TODO decide if it is really needed.
virtual double	evallog_nn (const vec &val) const
	Evaluate normalized log-probability.
virtual vec	evallog (const mat &Val) const
	Evaluate normalized log-probability for many samples.
virtual void	pow (double p)
	Power of the density, used e.g. to flatten the density.
Matematical Operations
virtual mat	sample_m (int N) const
	Returns N samples, $[x_1 , x_2 , \ldots \$ from density .
virtual vec	evallog_m (const mat &Val) const
	Compute log-probability of multiple values argument `val`.
virtual mpdf *	condition (const RV &rv) const
	Return conditional density on the given RV, the remaining rvs will be in conditioning.
virtual epdf *	marginal (const RV &rv) const
	Return marginal density on the given RV, the remainig rvs are intergrated out.
Connection to other classes
Description of the random quantity via attribute `rv` is optional. For operations such as sampling `rv` does not need to be set. However, for `marginalization` and `conditioning` `rv` has to be set. NB:
void	set_rv (const RV &rv0)
	Name its rv.
bool	isnamed () const
	True if rv is assigned.
const RV &	_rv () const
	Return name (fails when isnamed is false).
Access to attributes
bool	dimension () const
	Size of the random variable.
Protected Attributes
vec	alpha
	Vector $\alpha$ .
vec	beta
	Vector $\beta$ .
int	dim
	dimension of the random variable
RV	rv
	Description of the random variable.