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[8]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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3<title>mixpp: BM Class Reference</title>
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11      <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
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19      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
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[8]24</div>
[91]25<div class="contents">
[8]26<h1>BM Class Reference</h1><!-- doxytag: class="BM" -->Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. 
27<a href="#_details">More...</a>
28<p>
29<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
30<p>
31<div class="dynheader">
32Inheritance diagram for BM:</div>
33<div class="dynsection">
[19]34<p><center><img src="classBM__inherit__graph.png" border="0" usemap="#BM__inherit__map" alt="Inheritance graph"></center>
35<map name="BM__inherit__map">
[171]36<area shape="rect" href="classBMEF.html" title="Estimator for Exponential family." alt="" coords="135,48,191,75"><area shape="rect" href="classEKFfixed.html" title="Extended Kalman Filter with full matrices in fixed point arithmetic." alt="" coords="125,99,200,125"><area shape="rect" href="classEKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="132,149,193,176"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="99,309,227,336"><area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" alt="" coords="353,308,489,335"><area shape="rect" href="classKalman.html" title="Kalman\&lt; chmat \&gt;" alt="" coords="352,237,491,264"><area shape="rect" href="classKalman.html" title="Kalman\&lt; fsqmat \&gt;" alt="" coords="349,405,493,432"><area shape="rect" href="classMixEF.html" title="Mixture of Exponential Family Densities." alt="" coords="135,461,191,488"><area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="144,512,181,539"><area shape="rect" href="classARX.html" title="Linear Autoregressive model with Gaussian noise." alt="" coords="399,56,444,83"><area shape="rect" href="classmultiBM.html" title="Estimator for Multinomial density." alt="" coords="385,5,457,32"><area shape="rect" href="classEKFful__unQR.html" title="Extended Kalman filter with unknown Q and R." alt="" coords="372,115,471,141"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="553,344,639,371"><area shape="rect" href="classKFcondR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="559,293,633,320"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="553,237,639,264"><area shape="rect" href="classEKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="699,237,760,264"><area shape="rect" href="classEKF__unQ.html" title="Extended Kalman filter with unknown Q." alt="" coords="811,237,888,264"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="544,405,648,432"><area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="365,512,477,539"></map>
[19]37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
[32]38<div class="dynheader">
39Collaboration diagram for BM:</div>
40<div class="dynsection">
41<p><center><img src="classBM__coll__graph.png" border="0" usemap="#BM__coll__map" alt="Collaboration graph"></center>
42<map name="BM__coll__map">
[91]43<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="7,6,44,30"></map>
[32]44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
[8]45
46<p>
47<a href="classBM-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="43d2ad6a6c9f1bcd22fe8906c477e50e"></a><!-- doxytag: member="BM::BM" ref="43d2ad6a6c9f1bcd22fe8906c477e50e" args="(const RV &amp;rv0, double ll0=0, bool evalll0=true)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#43d2ad6a6c9f1bcd22fe8906c477e50e">BM</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0, double ll0=0, bool evalll0=true)</td></tr>
[22]52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
[171]54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e8fc5fae042f2b46d4d3827f9587d47d"></a><!-- doxytag: member="BM::BM" ref="e8fc5fae042f2b46d4d3827f9587d47d" args="(const BM &amp;B)" -->
55&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#e8fc5fae042f2b46d4d3827f9587d47d">BM</a> (const <a class="el" href="classBM.html">BM</a> &amp;B)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
[28]58<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr>
[8]59
[28]60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr>
[171]61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="BM::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" -->
62virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr>
[8]63
64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
[171]65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8554809fec160bee279bcd5fa14ead5c"></a><!-- doxytag: member="BM::_epdf" ref="8554809fec160bee279bcd5fa14ead5c" args="() const =0" -->
66virtual const <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#8554809fec160bee279bcd5fa14ead5c">_epdf</a> () const =0</td></tr>
[28]67
68<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]69<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a> (const vec &amp;dt) const </td></tr>
70
[180]71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd0660f2a1a344b56ac39802708ff165"></a><!-- doxytag: member="BM::logpred_m" ref="cd0660f2a1a344b56ac39802708ff165" args="(const mat &amp;dt) const " -->
72vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &amp;dt) const </td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a627c5a79cc6f5221b7e09675525e032"></a><!-- doxytag: member="BM::predictor" ref="a627c5a79cc6f5221b7e09675525e032" args="(const RV &amp;rv)" -->
76virtual <a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a627c5a79cc6f5221b7e09675525e032">predictor</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>)</td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
[32]79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0f02b3b4144e0895cc14f7e0374bdd"></a><!-- doxytag: member="BM::~BM" ref="ca0f02b3b4144e0895cc14f7e0374bdd" args="()" -->
80virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a> ()</td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
[33]83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="BM::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
84const <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>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="BM::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
88double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[171]91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="BM::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" -->
92void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classBM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_</a> (bool changerv=false)</td></tr>
96
[32]97<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="BM::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
99<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>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
[8]102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BM::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
103double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
[28]106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="BM::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
107bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
108
[171]109<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>
[8]110</table>
111<hr><a name="_details"></a><h2>Detailed Description</h2>
[91]112Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.
113<p>
114<hr><h2>Member Function Documentation</h2>
[28]115<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="BM::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" -->
[8]116<div class="memitem">
117<div class="memproto">
118      <table class="memname">
119        <tr>
120          <td class="memname">virtual void BM::bayes           </td>
121          <td>(</td>
122          <td class="paramtype">const vec &amp;&nbsp;</td>
[28]123          <td class="paramname"> <em>dt</em>          </td>
124          <td>&nbsp;)&nbsp;</td>
[139]125          <td><code> [pure virtual]</code></td>
[8]126        </tr>
127      </table>
128</div>
129<div class="memdoc">
130
131<p>
132Incremental Bayes rule.
133<p>
134<dl compact><dt><b>Parameters:</b></dt><dd>
135  <table border="0" cellspacing="2" cellpadding="0">
136    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
137  </table>
138</dl>
139
[171]140<p>Implemented in <a class="el" href="classARX.html#ba82c956ca893826811aefe1e4af465d">ARX</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; sq_T &gt;</a>, <a class="el" href="classKalmanCh.html#cca758192846940409822b9bd778d4e1">KalmanCh</a>, <a class="el" href="classEKFfull.html#8ca46f177e395fa714bbd8bd29ea43e0">EKFfull</a>, <a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">EKF&lt; sq_T &gt;</a>, <a class="el" href="classEKFCh.html#96f6edda324a0b7ef8b4e86cc7af60c1">EKFCh</a>, <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>, <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF&lt; BM_T &gt;</a>, <a class="el" href="classMixEF.html#d520fb534aa43f3084ff1568ffe7573d">MixEF</a>, <a class="el" href="classBMEF.html#52b7719312d545215cca1ff87722a35a">BMEF</a>, <a class="el" href="classmultiBM.html#11eeba7e97954e316e959116f90d80e2">multiBM</a>, <a class="el" href="classEKFfixed.html#ddf5334bc1207658fd53698fffbac028">EKFfixed</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; ldmat &gt;</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; chmat &gt;</a>, and <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; fsqmat &gt;</a>.</p>
[32]141
[180]142<p>Referenced by <a class="el" href="libBM_8cpp-source.html#l00218">bayesB()</a>.</p>
[171]143
[8]144</div>
145</div><p>
[171]146<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="BM::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " -->
147<div class="memitem">
148<div class="memproto">
149      <table class="memname">
150        <tr>
151          <td class="memname">virtual double BM::logpred           </td>
152          <td>(</td>
153          <td class="paramtype">const vec &amp;&nbsp;</td>
154          <td class="paramname"> <em>dt</em>          </td>
155          <td>&nbsp;)&nbsp;</td>
156          <td> const<code> [inline, virtual]</code></td>
157        </tr>
158      </table>
[91]159</div>
[171]160<div class="memdoc">
161
162<p>
163Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
164<p>Reimplemented in <a class="el" href="classARX.html#e7f9e7823aec9bf7ddc3b42d9b3304c4">ARX</a>, <a class="el" href="classMixEF.html#424ca64f36d4e41de7a7e7ae921d35ea">MixEF</a>, and <a class="el" href="classmultiBM.html#13e26a61757278981fd8cac9a7ef91eb">multiBM</a>.</p>
165
[180]166<p>Referenced by <a class="el" href="libBM_8h-source.html#l00329">logpred_m()</a>.</p>
167
[171]168</div>
169</div><p>
170<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="BM::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" -->
171<div class="memitem">
172<div class="memproto">
173      <table class="memname">
174        <tr>
175          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td>
176          <td>(</td>
177          <td class="paramtype">bool&nbsp;</td>
178          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
179          <td>&nbsp;)&nbsp;</td>
180          <td><code> [inline, virtual]</code></td>
181        </tr>
182      </table>
183</div>
184<div class="memdoc">
185
186<p>
187Copy function required in vectors, Arrays of <a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: BM* <a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_()</a>{<a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; }
[180]188<p>Reimplemented in <a class="el" href="classARX.html#5de61fbd4f97fa3216760b1f733f5af0">ARX</a>.</p>
[171]189
[180]190<p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00007">MixEF::init()</a>.</p>
[171]191
192</div>
193</div><p>
194<hr>The documentation for this class was generated from the following files:<ul>
195<li>work/git/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a><li>work/git/mixpp/bdm/stat/libBM.cpp</ul>
196</div>
[180]197<hr size="1"><address style="text-align: right;"><small>Generated on Thu Oct 9 21:26:36 2008 for mixpp by&nbsp;
[8]198<a href="http://www.doxygen.org/index.html">
[139]199<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
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