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26<h1>ARX Class Reference</h1><!-- doxytag: class="ARX" --><!-- doxytag: inherits="BM" -->Ligear-Gaussian autoregressive model. 
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">
36<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="9,7,49,31"></map>
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">
43<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="9,95,49,119"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="11,7,48,31"></map>
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>
50<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)" -->
51&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>
52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
54<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>
55
56<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#ec6ab76ea10fc8c61006e15c7013b1ff"></a><br></td></tr>
57<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="abeb6918ae4c445c31ad340de1279bfa"></a><!-- doxytag: member="ARX::bayes" ref="abeb6918ae4c445c31ad340de1279bfa" args="(mat Dt)" -->
58void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#abeb6918ae4c445c31ad340de1279bfa">bayes</a> (mat Dt)</td></tr>
59
60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dbd59b76615ff2d2cd623b3107b58c5e"></a><!-- doxytag: member="ARX::_epdf" ref="dbd59b76615ff2d2cd623b3107b58c5e" args="()=0" -->
62virtual <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>
63
64<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>
65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="ARX::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
66const <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>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="ARX::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
70double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
73<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89e4fe48c9953307855b372351d290ab"></a><!-- doxytag: member="ARX::V" ref="89e4fe48c9953307855b372351d290ab" args="" -->
75mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classARX.html#89e4fe48c9953307855b372351d290ab">V</a></td></tr>
76
77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sufficient statistics. <br></td></tr>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62641ea852a7eb275acfc291898b8fce"></a><!-- doxytag: member="ARX::epdf" ref="62641ea852a7eb275acfc291898b8fce" args="" -->
79egiw&nbsp;</td><td class="memItemRight" valign="bottom"><b>epdf</b></td></tr>
80
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="ARX::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
82<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>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="ARX::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
86double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="ARX::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
90bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
91
92<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>
93</table>
94<hr><a name="_details"></a><h2>Detailed Description</h2>
95Ligear-Gaussian autoregressive model.
96<p>
97<hr><h2>Member Function Documentation</h2>
98<a class="anchor" name="ec6ab76ea10fc8c61006e15c7013b1ff"></a><!-- doxytag: member="ARX::bayes" ref="ec6ab76ea10fc8c61006e15c7013b1ff" args="(const vec &amp;dt)=0" -->
99<div class="memitem">
100<div class="memproto">
101      <table class="memname">
102        <tr>
103          <td class="memname">virtual void ARX::bayes           </td>
104          <td>(</td>
105          <td class="paramtype">const vec &amp;&nbsp;</td>
106          <td class="paramname"> <em>dt</em>          </td>
107          <td>&nbsp;)&nbsp;</td>
108          <td width="100%"><code> [pure virtual]</code></td>
109        </tr>
110      </table>
111</div>
112<div class="memdoc">
113
114<p>
115Incremental Bayes rule.
116<p>
117<dl compact><dt><b>Parameters:</b></dt><dd>
118  <table border="0" cellspacing="2" cellpadding="0">
119    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
120  </table>
121</dl>
122
123<p>Implements <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>.</p>
124
125</div>
126</div><p>
127<hr>The documentation for this class was generated from the following file:<ul>
128<li>work/mixpp/bdm/stat/<a class="el" href="arx_8h-source.html">arx.h</a></ul>
129</div>
130<hr size="1"><address style="text-align: right;"><small>Generated on Tue Apr 29 20:46:35 2008 for mixpp by&nbsp;
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