Psi++: BetaPrior Class Reference

beta prior More...

#include <prior.h>

Inheritance diagram for BetaPrior:

Public Member Functions
	BetaPrior (double al, double bt)
	Initialize with parameters alpha=al, beta=bt.
	BetaPrior (const BetaPrior &original)
	copy constructor
double	pdf (double x) const
	return beta pdf
double	dpdf (double x)
	return derivative of beta pdf
double	rand (void)
	draw a random number
PsiPrior *	clone (void) const
	draw a random number using rejection sampling
double	mean (void) const
	return the mean
double	std (void) const
	return the standard deviation
void	shrink (double xmin, double xmax)
	shrink the prior if it is broader than the range between xmin and xmax
int	get_code (void) const
	return the typcode of this prior
double	cdf (double x) const
	return the typcode of this prior
double	getprm (unsigned int prm) const
double	ppf (double p, double start=NULL) const

Detailed Description

beta prior

This defines a beta prior distribution that is defined on an interval. It's pdf is defined by

$f(x) = \frac{x^{\alpha-1} (1-x)^{\beta-1}} {B(\alpha,\beta)},$

if $x\in(0,1)$ . It is zero otherwise.

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