Log-Normal random walk. More...
Log-Normal random walk.
Mean value, , is...
#include <exp_family.h>
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) |
elognorm & | e () |
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 |
void bdm::mlognorm::from_setting | ( | const Setting & | set | ) | [virtual] |
Create logNormal random Walk
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().