Psi++: GammaPrior Class Reference

gamma prior More...

#include <prior.h>

Inheritance diagram for GammaPrior:

Public Member Functions
	GammaPrior (double shape, double scale)
	Initialize a gamma prior.
	GammaPrior (const GammaPrior &original)
	copy constructor
virtual double	pdf (double x) const
	return pdf at position x
virtual double	dpdf (double x)
	return derivative of pdf
virtual double	rand (void)
	draw a random number
PsiPrior *	clone (void) const
	clone by value
virtual 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
virtual int	get_code (void) const
	return the typcode of this prior
virtual double	cdf (double x) const
	return the typcode of this prior
double	getprm (unsigned int prm) const
virtual double	ppf (double p, double start=NULL) const

Detailed Description

gamma prior

This defines a gamma prior that is defined for the positive axis. It's pdf is defined by

$f(x) = x^{k-1} \frac{\exp(-x/\theta)}{\theta^k\Gamma(k)},$

for positive numbers and it is zero otherwise.

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