mgamma Class Reference

Gamma random walk. More...

#include <libEF.h>

Collaboration diagram for mgamma:

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List of all members.

Public Member Functions
	mgamma (const RV &rv, const RV &rvc)
	Constructor.
void	set_parameters (double k)
vec	samplecond (vec &cond, double &lik)
	Generate one sample of the posterior.
mat	samplecond (vec &cond, vec &lik, int n)
	Generate matrix of samples of the posterior.
void	condition (const vec &val)

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Detailed Description

Gamma random walk.

Mean value, $$, 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 $=k$ and $=k/$.

The standard deviation of the walk is then: $/(k)$.

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

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

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