ARX Class Reference

Ligear-Gaussian autoregressive model. More...

#include <arx.h>

Inheritance diagram for ARX:

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Collaboration diagram for ARX:

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List of all members.

Public Member Functions
	ARX (const RV &rv0)
	Default constructor.
virtual void	bayes (const vec &dt)=0
	Incremental Bayes rule.
void	bayes (mat Dt)
	Batch Bayes rule (columns of Dt are observations).
virtual epdf &	_epdf ()=0
	Returns a pointer to the epdf representing posterior density on parameters. Use with care!
const RV &	_rv () const
	access function
double	_ll () const
	access function
Protected Attributes
mat	V
	Sufficient statistics.
egiw	epdf
RV	rv
	Random variable of the posterior.
double	ll
	Logarithm of marginalized data likelihood.
bool	evalll
	If true, the filter will compute likelihood of the data record and store it in ll . Set to false if you want to save time.

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Detailed Description

Ligear-Gaussian autoregressive model.

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Member Function Documentation

virtual void ARX::bayes

(

const vec &

dt

)

[pure virtual]

Incremental Bayes rule.

Parameters:

dt

vector of input data

Implements BM.

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

• work/mixpp/bdm/stat/arx.h

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