ConjugateShapePrior

java.lang.Object

org.drip.measure.bayesian.ConjugateParameterPrior

org.drip.measure.gamma.ConjugateShapePrior

public class ConjugateShapePrior
extends ConjugateParameterPrior

ConjugateShapePrior implements the Determinants of the Parameters of the Conjugate Prior for the Shape Parameter. The References are:

Devroye, L. (1986): Non-Uniform Random Variate Generation Springer-Verlag New York
Gamma Distribution (2019): Gamma Distribution https://en.wikipedia.org/wiki/Chi-squared_distribution
Louzada, F., P. L. Ramos, and E. Ramos (2019): A Note on Bias of Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations The American Statistician 73 (2) 195-199
Minka, T. (2002): Estimating a Gamma distribution https://tminka.github.io/papers/minka-gamma.pdf
Ye, Z. S., and N. Chen (2017): Closed-Form Estimators for the Gamma Distribution Derived from Likelihood Equations The American Statistician 71 (2) 177-181

Module = Computational Core Module
Library = Numerical Analysis Library
Project = R^d Continuous/Discrete Probability Measures
Package = R¹ Gamma Distribution Implementation/Properties

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

ConjugateShapePrior(double parameterEstimate, int observationCount, double observationProduct)
ConjugateShapePrior Constructor

Method Summary

Modifier and Type	Method	Description
`boolean`	`bayesUpdate(Sample sample)`	Perform an Bayes' Update of the Conjugate Prior from the Sample
`double`	`observationProduct()`	Retrieve the Product of the Observation Suite

Methods inherited from class org.drip.measure.bayesian.ConjugateParameterPrior

observationCount, parameterEstimate

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- ConjugateShapePrior
  
  public ConjugateShapePrior(double parameterEstimate, int observationCount, double observationProduct) throws java.lang.Exception
  
  ConjugateShapePrior Constructor
  
  Parameters:
  
  parameterEstimate - Parameter Estimate
  
  observationCount - Count of Observations
  
  observationProduct - Product of the Observations
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- observationProduct
  
  public double observationProduct()
  
  Retrieve the Product of the Observation Suite
  
  Returns:
  
  Product of the Observation Suite
- bayesUpdate
  
  public boolean bayesUpdate(Sample sample)
  
  Description copied from class: ConjugateParameterPrior
  
  Perform an Bayes' Update of the Conjugate Prior from the Sample
  
  Overrides:
  
  bayesUpdate in class ConjugateParameterPrior
  
  Parameters:
  
  sample - The Sample
  
  Returns:
  
  TRUE - Bayes' Update of the Conjugate Prior from the Sample completed successfully