mgamma Class Reference

Gamma random walk. More...

#include <libEF.h>

Inheritance diagram for mgamma:

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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)
	Set value of 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)
	Update ep so that it represents this mpdf conditioned on rvc = cond.
virtual double	evalcond (const vec &dt, const vec &cond)
	Shortcut for conditioning and evaluation of the internal epdf. In some cases, this operation can be implemented efficiently.
RV	_rvc ()
	access function
epdf &	_epdf ()
	access function
Protected Attributes
RV	rv
	modeled random variable
RV	rvc
	random variable in condition
epdf *	ep
	pointer to internal epdf

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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 and .

The standard deviation of the walk is then: .

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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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