egamma Class Reference

Gamma posterior density. More...

#include <libEF.h>

Inheritance diagram for egamma:

Inheritance graph
[legend]
Collaboration diagram for egamma:

Collaboration graph
[legend]

List of all members.

Public Member Functions

 egamma (const RV &rv)
 Default constructor.
void set_parameters (const vec &a, const vec &b)
 Sets parameters.
vec sample () const
 Returns the required moment of the epdf.
mat sample (int N) const
 TODO: is it used anywhere?
double evalpdflog (const vec &val) const
 Compute log-probability of argument val.
void _param (vec *&a, vec *&b)
 Returns poiter to alpha and beta. Potentially dengerous: use with care!
vec mean () const
 return expected value
virtual void tupdate (double phi, mat &vbar, double nubar)
 TODO decide if it is really needed.
virtual void dupdate (mat &v, double nu=1.0)
 TODO decide if it is really needed.
virtual double eval (const vec &val) const
 Compute probability of argument val.
RV _rv () const
 access function

Protected Attributes

vec alpha
 Vector $\alpha$.
vec beta
 Vector $\beta$.
RV rv
 Identified of the random variable.


Detailed Description

Gamma posterior density.

Multvariate Gamma density as product of independent univariate densities.

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


Member Function Documentation

vec egamma::sample (  )  const [virtual]

Returns the required moment of the epdf.

Returns a sample from the density, $x \sim epdf(rv)$

Implements epdf.


The documentation for this class was generated from the following files:
Generated on Fri Apr 18 11:15:18 2008 for mixpp by  doxygen 1.5.3