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23<h1>ARX Class Reference</h1><!-- doxytag: class="ARX" --><!-- doxytag: inherits="BM" -->Ligear-Gaussian autoregressive model. 
24<a href="#_details">More...</a>
25<p>
26<code>#include &lt;<a class="el" href="arx_8h-source.html">arx.h</a>&gt;</code>
27<p>
28<div class="dynheader">
29Inheritance diagram for ARX:</div>
30<div class="dynsection">
31<p><center><img src="classARX__inherit__graph.png" border="0" usemap="#ARX__inherit__map" alt="Inheritance graph"></center>
32<map name="ARX__inherit__map">
33<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="8,7,51,33"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for ARX:</div>
37<div class="dynsection">
38<p><center><img src="classARX__coll__graph.png" border="0" usemap="#ARX__coll__map" alt="Collaboration graph"></center>
39<map name="ARX__coll__map">
40<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="8,103,51,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="11,7,48,33"><area shape="rect" title="rv" alt="" coords="25,31,33,39"><area shape="rect" title="rv" alt="" coords="25,99,33,107"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42
43<p>
44<a href="classARX-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
45<tr><td></td></tr>
46<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9c85cefb7342bced83f38e12913bb68"></a><!-- doxytag: member="ARX::ARX" ref="e9c85cefb7342bced83f38e12913bb68" args="(const RV &amp;rv0)" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#e9c85cefb7342bced83f38e12913bb68">ARX</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0)</td></tr>
49
50<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#ec6ab76ea10fc8c61006e15c7013b1ff">bayes</a> (const vec &amp;dt)=0</td></tr>
52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#ec6ab76ea10fc8c61006e15c7013b1ff"></a><br></td></tr>
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="abeb6918ae4c445c31ad340de1279bfa"></a><!-- doxytag: member="ARX::bayes" ref="abeb6918ae4c445c31ad340de1279bfa" args="(mat Dt)" -->
55void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#abeb6918ae4c445c31ad340de1279bfa">bayes</a> (mat Dt)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dbd59b76615ff2d2cd623b3107b58c5e"></a><!-- doxytag: member="ARX::_epdf" ref="dbd59b76615ff2d2cd623b3107b58c5e" args="()=0" -->
59virtual <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#dbd59b76615ff2d2cd623b3107b58c5e">_epdf</a> ()=0</td></tr>
60
61<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>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="ARX::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
63const <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>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="ARX::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
67double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
70<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89e4fe48c9953307855b372351d290ab"></a><!-- doxytag: member="ARX::V" ref="89e4fe48c9953307855b372351d290ab" args="" -->
72mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#89e4fe48c9953307855b372351d290ab">V</a></td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sufficient statistics. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62641ea852a7eb275acfc291898b8fce"></a><!-- doxytag: member="ARX::epdf" ref="62641ea852a7eb275acfc291898b8fce" args="" -->
76egiw&nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b></td></tr>
77
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="ARX::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
79<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>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="ARX::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
83double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="ARX::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
87bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
88
89<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 time. <br></td></tr>
90</table>
91<hr><a name="_details"></a><h2>Detailed Description</h2>
92Ligear-Gaussian autoregressive model. <hr><h2>Member Function Documentation</h2>
93<a class="anchor" name="ec6ab76ea10fc8c61006e15c7013b1ff"></a><!-- doxytag: member="ARX::bayes" ref="ec6ab76ea10fc8c61006e15c7013b1ff" args="(const vec &amp;dt)=0" -->
94<div class="memitem">
95<div class="memproto">
96      <table class="memname">
97        <tr>
98          <td class="memname">virtual void ARX::bayes           </td>
99          <td>(</td>
100          <td class="paramtype">const vec &amp;&nbsp;</td>
101          <td class="paramname"> <em>dt</em>          </td>
102          <td>&nbsp;)&nbsp;</td>
103          <td width="100%"><code> [pure virtual]</code></td>
104        </tr>
105      </table>
106</div>
107<div class="memdoc">
108
109<p>
110Incremental Bayes rule.
111<p>
112<dl compact><dt><b>Parameters:</b></dt><dd>
113  <table border="0" cellspacing="2" cellpadding="0">
114    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
115  </table>
116</dl>
117
118<p>Implements <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>.</p>
119
120</div>
121</div><p>
122<hr>The documentation for this class was generated from the following file:<ul>
123<li>work/mixpp/bdm/stat/<a class="el" href="arx_8h-source.html">arx.h</a></ul>
124<hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:17 2008 for mixpp by&nbsp;
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126<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
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