bdm::mlognorm Class Reference

Log-Normal random walk. More...


Detailed Description

Log-Normal random walk.

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

#include <exp_family.h>

List of all members.

Public Member Functions

 mlognorm ()
 Constructor.
void set_parameters (int size, double k)
 Set value of k.
void condition (const vec &val)
 Update iepdf so that it represents this mpdf conditioned on rvc = cond This function provides convenient reimplementation in offsprings.
void from_setting (const Setting &set)
elognorme ()
 access function to iepdf
vec samplecond (const vec &cond)
 Reimplements samplecond using condition().
double evallogcond (const vec &val, const vec &cond)
 Reimplements evallogcond using condition().
virtual vec evallogcond_m (const mat &Dt, const vec &cond)
 Efficient version of evallogcond for matrices.
virtual vec evallogcond_m (const Array< vec > &Dt, const vec &cond)
 Efficient version of evallogcond for Array<vec>.
virtual mat samplecond_m (const vec &cond, int N)
 Efficient version of samplecond.
virtual string to_string ()
 This method returns a basic info about the current instance.
virtual void to_setting (Setting &set) const
 This method save all the instance properties into the Setting structure.
virtual void validate ()
 This method TODO.
Access to attributes



const RV_rv () const
const RV_rvc () const
int dimension () const
int dimensionc ()
Connection to other objects



void set_rvc (const RV &rvc0)
void set_rv (const RV &rv0)
bool isnamed ()

Protected Member Functions

void set_ep (epdf &iepdf)
 set internal pointer ep to point to given iepdf
void set_ep (epdf *iepdfp)
 set internal pointer ep to point to given iepdf

Protected Attributes

double sig2
 parameter 1/2*sigma^2
vec & mu
 access
elognorm iepdf
 Internal epdf used for sampling.
int dimc
 dimension of the condition
RV rvc
 random variable in condition

Member Function Documentation

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

Create logNormal random Walk

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

from structure

                class = 'mlognorm';
                k   = 0.1;               // "variance" k
                mu0 = 0.1;               // Initial value of mean
                rv  = RV({'name'})       // description of RV
                rvc = RV({'name'})       // description of RV in condition

Reimplemented from bdm::mpdf.

References condition(), bdm::UI::get(), and set_parameters().


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

Generated on Wed Sep 16 22:33:34 2009 for mixpp by  doxygen 1.6.1