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3<title>mixpp: ARX Class Reference</title>
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[84]24</div>
[91]25<div class="contents">
[171]26<h1>ARX Class Reference</h1><!-- doxytag: class="ARX" --><!-- doxytag: inherits="BMEF" -->Linear Autoregressive model with Gaussian noise. 
[84]27<a href="#_details">More...</a>
28<p>
29<code>#include &lt;<a class="el" href="arx_8h-source.html">arx.h</a>&gt;</code>
30<p>
31<div class="dynheader">
32Inheritance diagram for ARX:</div>
33<div class="dynsection">
34<p><center><img src="classARX__inherit__graph.png" border="0" usemap="#ARX__inherit__map" alt="Inheritance graph"></center>
35<map name="ARX__inherit__map">
[171]36<area shape="rect" href="classBMEF.html" title="Estimator for Exponential family." alt="" coords="5,84,61,111"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="13,7,53,33"></map>
[84]37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for ARX:</div>
40<div class="dynsection">
41<p><center><img src="classARX__coll__graph.png" border="0" usemap="#ARX__coll__map" alt="Collaboration graph"></center>
42<map name="ARX__coll__map">
[181]43<area shape="rect" href="classBMEF.html" title="Estimator for Exponential family." alt="" coords="5,263,61,289"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="12,156,52,183"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="39,7,76,33"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="69,103,117,129"><area shape="rect" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD)." alt="" coords="139,209,197,236"><area shape="rect" href="classegiw.html" title="Gauss&#45;inverse&#45;Wishart density stored in LD form." alt="" coords="71,316,119,343"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="141,103,203,129"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="72,209,115,236"></map>
[84]44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
45
46<p>
47<a href="classARX-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
48<tr><td></td></tr>
49<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[171]50<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="545e269bf7852c81484cf361b54d9917"></a><!-- doxytag: member="ARX::ARX" ref="545e269bf7852c81484cf361b54d9917" args="(const RV &amp;rv, const mat &amp;V0, const double &amp;nu0, const double frg0=1.0)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#545e269bf7852c81484cf361b54d9917">ARX</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>, const mat &amp;V0, const double &amp;nu0, const double frg0=1.0)</td></tr>
[84]52
[99]53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr>
[171]54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5358883a49b52f50755ad8770c2bbdb"></a><!-- doxytag: member="ARX::ARX" ref="a5358883a49b52f50755ad8770c2bbdb" args="(const ARX &amp;A0)" -->
55&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#a5358883a49b52f50755ad8770c2bbdb">ARX</a> (const <a class="el" href="classARX.html">ARX</a> &amp;A0)</td></tr>
[139]56
[171]57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
[180]58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5de61fbd4f97fa3216760b1f733f5af0"></a><!-- doxytag: member="ARX::_copy_" ref="5de61fbd4f97fa3216760b1f733f5af0" args="(bool changerv=false)" -->
59<a class="el" href="classARX.html">ARX</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#5de61fbd4f97fa3216760b1f733f5af0">_copy_</a> (bool changerv=false)</td></tr>
[171]60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auxiliary function. <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bc8c36399e82b2fc504baed845ed2007"></a><!-- doxytag: member="ARX::set_parameters" ref="bc8c36399e82b2fc504baed845ed2007" args="(const ldmat &amp;V0, const double &amp;nu0)" -->
63void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#bc8c36399e82b2fc504baed845ed2007">set_parameters</a> (const <a class="el" href="classldmat.html">ldmat</a> &amp;V0, const double &amp;nu0)</td></tr>
64
[145]65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br></td></tr>
[171]66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="26925d66dfc366815c497d67b62ee49c"></a><!-- doxytag: member="ARX::set_statistics" ref="26925d66dfc366815c497d67b62ee49c" args="(const BMEF *BM0)" -->
67void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#26925d66dfc366815c497d67b62ee49c">set_statistics</a> (const <a class="el" href="classBMEF.html">BMEF</a> *BM0)</td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr>
[139]70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="29f55b43b8b6f5c4a55f6176aa85c494"></a><!-- doxytag: member="ARX::get_parameters" ref="29f55b43b8b6f5c4a55f6176aa85c494" args="(mat &amp;V0, double &amp;nu0)" -->
[145]71void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#29f55b43b8b6f5c4a55f6176aa85c494">get_parameters</a> (mat &amp;V0, double &amp;nu0)</td></tr>
[139]72
[145]73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns sufficient statistics. <br></td></tr>
[171]74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="14d62abfe355275ea3b8d0c5d40f01a0"></a><!-- doxytag: member="ARX::bayes" ref="14d62abfe355275ea3b8d0c5d40f01a0" args="(const vec &amp;dt, const double w)" -->
75void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#14d62abfe355275ea3b8d0c5d40f01a0">bayes</a> (const vec &amp;dt, const double w)</td></tr>
[84]76
[99]77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here <img class="formulaInl" alt="$dt = [y_t psi_t] $" src="form_58.png">. <br></td></tr>
[171]78<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#ba82c956ca893826811aefe1e4af465d">bayes</a> (const vec &amp;dt)</td></tr>
[84]79
[171]80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#ba82c956ca893826811aefe1e4af465d"></a><br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c13df43e0af87697fda6b457d56a6d45"></a><!-- doxytag: member="ARX::_epdf" ref="c13df43e0af87697fda6b457d56a6d45" args="() const " -->
82const <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#c13df43e0af87697fda6b457d56a6d45">_epdf</a> () const </td></tr>
83
[210]84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a reference to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. <br></td></tr>
[171]85<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#e7f9e7823aec9bf7ddc3b42d9b3304c4">logpred</a> (const vec &amp;dt) const </td></tr>
86
[181]87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d75fadb7f828bf134df30919b8baf6b2"></a><!-- doxytag: member="ARX::flatten" ref="d75fadb7f828bf134df30919b8baf6b2" args="(const BMEF *B)" -->
88void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#d75fadb7f828bf134df30919b8baf6b2">flatten</a> (const <a class="el" href="classBMEF.html">BMEF</a> *B)</td></tr>
[171]89
[181]90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br></td></tr>
[210]91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f91dfaec69c6e10c57d86f0859f34ba5"></a><!-- doxytag: member="ARX::predictor" ref="f91dfaec69c6e10c57d86f0859f34ba5" args="(const RV &amp;rv0, const vec &amp;rgr) const " -->
92<a class="el" href="classenorm.html">enorm</a>&lt; <a class="el" href="classldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#f91dfaec69c6e10c57d86f0859f34ba5">predictor</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0, const vec &amp;rgr) const </td></tr>
[181]93
[210]94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conditional version of the predictor. <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4594754b45de9bde272f62b5a5194c2d"></a><!-- doxytag: member="ARX::predictor" ref="4594754b45de9bde272f62b5a5194c2d" args="(const RV &amp;rv0) const " -->
96<a class="el" href="classenorm.html">enorm</a>&lt; <a class="el" href="classldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#4594754b45de9bde272f62b5a5194c2d">predictor</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0) const </td></tr>
97
[181]98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
[210]99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd346a34d06bb4e2751aa1d877131428"></a><!-- doxytag: member="ARX::predictor" ref="cd346a34d06bb4e2751aa1d877131428" args="(const RV &amp;rv0, const RV &amp;rvc0) const " -->
100<a class="el" href="classmlnorm.html">mlnorm</a>&lt; <a class="el" href="classldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>predictor</b> (const <a class="el" href="classRV.html">RV</a> &amp;rv0, const <a class="el" href="classRV.html">RV</a> &amp;rvc0) const </td></tr>
101
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d5a97701b1896036de15a3d35ac7c08"></a><!-- doxytag: member="ARX::predictor_student" ref="4d5a97701b1896036de15a3d35ac7c08" args="(const RV &amp;rv0, const RV &amp;rvc0) const " -->
103<a class="el" href="classmlstudent.html">mlstudent</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>predictor_student</b> (const <a class="el" href="classRV.html">RV</a> &amp;rv0, const <a class="el" href="classRV.html">RV</a> &amp;rvc0) const </td></tr>
104
[99]105<tr><td class="memItemLeft" nowrap align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#130bb7336aac681ce14b027b8f1409fa">structure_est</a> (<a class="el" href="classegiw.html">egiw</a> Eg0)</td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Brute force structure estimation.  <a href="#130bb7336aac681ce14b027b8f1409fa"></a><br></td></tr>
[210]108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17fa4c274741425cc385748fb97c4735"></a><!-- doxytag: member="ARX::_e" ref="17fa4c274741425cc385748fb97c4735" args="() const " -->
109const <a class="el" href="classegiw.html">egiw</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#17fa4c274741425cc385748fb97c4735">_e</a> () const </td></tr>
[181]110
[210]111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr>
[171]112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="ARX::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" -->
113virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr>
[139]114
[84]115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
[180]116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd0660f2a1a344b56ac39802708ff165"></a><!-- doxytag: member="ARX::logpred_m" ref="cd0660f2a1a344b56ac39802708ff165" args="(const mat &amp;dt) const " -->
117vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &amp;dt) const </td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[84]120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="ARX::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
121const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="ARX::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
125double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[171]128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="ARX::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" -->
129void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[84]132<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[99]133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="691d023662beffa1dda611b416c0e27e"></a><!-- doxytag: member="ARX::est" ref="691d023662beffa1dda611b416c0e27e" args="" -->
134<a class="el" href="classegiw.html">egiw</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#691d023662beffa1dda611b416c0e27e">est</a></td></tr>
[84]135
[99]136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_57.png"> in the form of Normal-inverse Wishart density. <br></td></tr>
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2291297861dd74ca0175a01f910a0ef7"></a><!-- doxytag: member="ARX::V" ref="2291297861dd74ca0175a01f910a0ef7" args="" -->
138<a class="el" href="classldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#2291297861dd74ca0175a01f910a0ef7">V</a></td></tr>
[84]139
[99]140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.V <br></td></tr>
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a4182c281098b2d86b62518a7493d9be"></a><!-- doxytag: member="ARX::nu" ref="a4182c281098b2d86b62518a7493d9be" args="" -->
142double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#a4182c281098b2d86b62518a7493d9be">nu</a></td></tr>
143
144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.nu <br></td></tr>
[171]145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="538d632e59f9afa8daa1de74da12ce71"></a><!-- doxytag: member="ARX::frg" ref="538d632e59f9afa8daa1de74da12ce71" args="" -->
146double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#538d632e59f9afa8daa1de74da12ce71">frg</a></td></tr>
[99]147
148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr>
[171]149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="308cf5d4133cd471fdf1ecd5dfa09d02"></a><!-- doxytag: member="ARX::last_lognc" ref="308cf5d4133cd471fdf1ecd5dfa09d02" args="" -->
150double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#308cf5d4133cd471fdf1ecd5dfa09d02">last_lognc</a></td></tr>
[99]151
[106]152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr>
[84]153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="ARX::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
154<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
155
156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="ARX::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
158double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
159
160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="ARX::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
162bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
163
[171]164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr>
[84]165</table>
166<hr><a name="_details"></a><h2>Detailed Description</h2>
[99]167Linear Autoregressive model with Gaussian noise.
[91]168<p>
[99]169Regression of the following kind: <p class="formulaDsp">
170<img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_61.png">
171<p>
172 where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_51.png">, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_52.png"> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_53.png">. Distrubances <img class="formulaInl" alt="$e_t$" src="form_54.png"> are supposed to be normally distributed: <p class="formulaDsp">
173<img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_62.png">
174<p>
175<p>
176Extension for time-variant parameters <img class="formulaInl" alt="$\theta_t,r_t$" src="form_55.png"> may be achived using exponential forgetting (Kulhavy and Zarrop, 1993). In such a case, the forgetting factor <code>frg</code> <img class="formulaInl" alt="$\in <0,1>$" src="form_56.png"> should be given in the constructor. Time-invariant parameters are estimated for <code>frg</code> = 1. <hr><h2>Member Function Documentation</h2>
[171]177<a class="anchor" name="ba82c956ca893826811aefe1e4af465d"></a><!-- doxytag: member="ARX::bayes" ref="ba82c956ca893826811aefe1e4af465d" args="(const vec &amp;dt)" -->
178<div class="memitem">
179<div class="memproto">
180      <table class="memname">
181        <tr>
182          <td class="memname">void ARX::bayes           </td>
183          <td>(</td>
184          <td class="paramtype">const vec &amp;&nbsp;</td>
185          <td class="paramname"> <em>dt</em>          </td>
186          <td>&nbsp;)&nbsp;</td>
187          <td><code> [inline, virtual]</code></td>
188        </tr>
189      </table>
190</div>
191<div class="memdoc">
192
193<p>
194Incremental Bayes rule.
195<p>
196<dl compact><dt><b>Parameters:</b></dt><dd>
197  <table border="0" cellspacing="2" cellpadding="0">
198    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
199  </table>
200</dl>
201
202<p>Reimplemented from <a class="el" href="classBMEF.html#52b7719312d545215cca1ff87722a35a">BMEF</a>.</p>
203
204<p>References <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00005">bayes()</a>.</p>
205
206</div>
207</div><p>
208<a class="anchor" name="e7f9e7823aec9bf7ddc3b42d9b3304c4"></a><!-- doxytag: member="ARX::logpred" ref="e7f9e7823aec9bf7ddc3b42d9b3304c4" args="(const vec &amp;dt) const " -->
209<div class="memitem">
210<div class="memproto">
211      <table class="memname">
212        <tr>
213          <td class="memname">double ARX::logpred           </td>
214          <td>(</td>
215          <td class="paramtype">const vec &amp;&nbsp;</td>
216          <td class="paramname"> <em>dt</em>          </td>
217          <td>&nbsp;)&nbsp;</td>
218          <td> const<code> [virtual]</code></td>
219        </tr>
220      </table>
221</div>
222<div class="memdoc">
223
224<p>
225Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
226<p>Reimplemented from <a class="el" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">BM</a>.</p>
227
[210]228<p>References <a class="el" href="libEF_8h-source.html#l00204">egiw::_nu()</a>, <a class="el" href="libEF_8h-source.html#l00200">egiw::_V()</a>, <a class="el" href="arx_8h-source.html#l00039">est</a>, <a class="el" href="libBM_8h-source.html#l00403">BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00078">BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00080">BMEF::last_lognc</a>, <a class="el" href="libEF_8cpp-source.html#l00044">egiw::lognc()</a>, <a class="el" href="arx_8h-source.html#l00043">nu</a>, <a class="el" href="libDC_8cpp-source.html#l00058">ldmat::opupdt()</a>, <a class="el" href="libEF_8h-source.html#l00206">egiw::pow()</a>, and <a class="el" href="arx_8h-source.html#l00041">V</a>.</p>
[171]229
230</div>
231</div><p>
[99]232<a class="anchor" name="130bb7336aac681ce14b027b8f1409fa"></a><!-- doxytag: member="ARX::structure_est" ref="130bb7336aac681ce14b027b8f1409fa" args="(egiw Eg0)" -->
[84]233<div class="memitem">
234<div class="memproto">
235      <table class="memname">
236        <tr>
[99]237          <td class="memname">ivec ARX::structure_est           </td>
[84]238          <td>(</td>
[99]239          <td class="paramtype"><a class="el" href="classegiw.html">egiw</a>&nbsp;</td>
240          <td class="paramname"> <em>Eg0</em>          </td>
[84]241          <td>&nbsp;)&nbsp;</td>
[139]242          <td></td>
[84]243        </tr>
244      </table>
245</div>
246<div class="memdoc">
247
248<p>
[99]249Brute force structure estimation.
[84]250<p>
[99]251<dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl>
[84]252
[210]253<p>References <a class="el" href="libBM_8h-source.html#l00073">RV::count()</a>, <a class="el" href="arx_8h-source.html#l00039">est</a>, and <a class="el" href="libEF_8cpp-source.html#l00044">egiw::lognc()</a>.</p>
[84]254
255</div>
256</div><p>
[99]257<hr>The documentation for this class was generated from the following files:<ul>
[145]258<li>work/git/mixpp/bdm/estim/<a class="el" href="arx_8h-source.html">arx.h</a><li>work/git/mixpp/bdm/estim/arx.cpp</ul>
[91]259</div>
[210]260<hr size="1"><address style="text-align: right;"><small>Generated on Wed Nov 12 20:46:09 2008 for mixpp by&nbsp;
[84]261<a href="http://www.doxygen.org/index.html">
[139]262<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
[84]263</body>
264</html>
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