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3<title>mixpp: BM Class Reference</title>
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22      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
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26<div class="contents">
27<h1>BM Class Reference<br>
28<small>
29[<a class="el" href="group__core.html">Core BDM classes</a>]</small>
30</h1><!-- doxytag: class="BM" -->Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. 
31<a href="#_details">More...</a>
32<p>
33<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
34<p>
35<div class="dynheader">
36Inheritance diagram for BM:</div>
37<div class="dynsection">
38<p><center><img src="classBM__inherit__graph.png" border="0" usemap="#BM__inherit__map" alt="Inheritance graph"></center>
39<map name="BM__inherit__map">
40<area shape="rect" href="classBMEF.html" title="Estimator for Exponential family." alt="" coords="135,65,191,92"><area shape="rect" href="classEKFfixed.html" title="Extended Kalman Filter with full matrices in fixed point arithmetic." alt="" coords="125,132,200,159"><area shape="rect" href="classEKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="132,183,193,209"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="99,301,227,328"><area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" alt="" coords="353,265,489,292"><area shape="rect" href="classKalman.html" title="Kalman\&lt; chmat \&gt;" alt="" coords="352,364,491,391"><area shape="rect" href="classKalman.html" title="Kalman\&lt; fsqmat \&gt;" alt="" coords="349,429,493,456"><area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="144,503,181,529"><area shape="rect" href="classARX.html" title="Linear Autoregressive model with Gaussian noise." alt="" coords="399,5,444,32"><area shape="rect" href="classMixEF.html" title="Mixture of Exponential Family Densities." alt="" coords="393,56,449,83"><area shape="rect" href="classmultiBM.html" title="Estimator for Multinomial density." alt="" coords="385,107,457,133"><area shape="rect" href="classEKFful__unQR.html" title="Extended Kalman filter with unknown Q and R." alt="" coords="372,208,471,235"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="553,241,639,268"><area shape="rect" href="classKFcondR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="559,292,633,319"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="553,364,639,391"><area shape="rect" href="classEKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="699,364,760,391"><area shape="rect" href="classEKF__unQ.html" title="Extended Kalman filter with unknown Q." alt="" coords="811,364,888,391"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="544,429,648,456"><area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="365,503,477,529"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42<div class="dynheader">
43Collaboration diagram for BM:</div>
44<div class="dynsection">
45<p><center><img src="classBM__coll__graph.png" border="0" usemap="#BM__coll__map" alt="Collaboration graph"></center>
46<map name="BM__coll__map">
47<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="7,6,44,30"></map>
48<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
49
50<p>
51<a href="classBM-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
52<tr><td></td></tr>
53<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
54<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)" -->
55&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>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
58<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)" -->
59&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>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
62<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>
63
64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr>
65<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)" -->
66virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8554809fec160bee279bcd5fa14ead5c"></a><!-- doxytag: member="BM::_epdf" ref="8554809fec160bee279bcd5fa14ead5c" args="() const =0" -->
70virtual 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>
71
72<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>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db500c4836f883c175a3cf3ab5a3ce24"></a><!-- doxytag: member="BM::_e" ref="db500c4836f883c175a3cf3ab5a3ce24" args="() const =0" -->
74virtual const <a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#db500c4836f883c175a3cf3ab5a3ce24">_e</a> () const =0</td></tr>
75
76<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>
77<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>
78
79<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 " -->
80vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &amp;dt) const </td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5594d68ee9aa6fc8c1e79019da5c9d56"></a><!-- doxytag: member="BM::predictor" ref="5594d68ee9aa6fc8c1e79019da5c9d56" args="(const RV &amp;rv) const " -->
84virtual <a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5594d68ee9aa6fc8c1e79019da5c9d56">predictor</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>) const </td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0f02b3b4144e0895cc14f7e0374bdd"></a><!-- doxytag: member="BM::~BM" ref="ca0f02b3b4144e0895cc14f7e0374bdd" args="()" -->
88virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a> ()</td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="BM::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
92const <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>
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"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="BM::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
96double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
99<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)" -->
100void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
103<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>
104
105<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="BM::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
107<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>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BM::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
111double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="BM::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
115bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
116
117<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>
118</table>
119<hr><a name="_details"></a><h2>Detailed Description</h2>
120Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.
121<p>
122<hr><h2>Member Function Documentation</h2>
123<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="BM::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" -->
124<div class="memitem">
125<div class="memproto">
126      <table class="memname">
127        <tr>
128          <td class="memname">virtual void BM::bayes           </td>
129          <td>(</td>
130          <td class="paramtype">const vec &amp;&nbsp;</td>
131          <td class="paramname"> <em>dt</em>          </td>
132          <td>&nbsp;)&nbsp;</td>
133          <td><code> [pure virtual]</code></td>
134        </tr>
135      </table>
136</div>
137<div class="memdoc">
138
139<p>
140Incremental Bayes rule.
141<p>
142<dl compact><dt><b>Parameters:</b></dt><dd>
143  <table border="0" cellspacing="2" cellpadding="0">
144    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
145  </table>
146</dl>
147
148<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>
149
150<p>Referenced by <a class="el" href="libBM_8cpp-source.html#l00238">bayesB()</a>.</p>
151
152</div>
153</div><p>
154<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="BM::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " -->
155<div class="memitem">
156<div class="memproto">
157      <table class="memname">
158        <tr>
159          <td class="memname">virtual double BM::logpred           </td>
160          <td>(</td>
161          <td class="paramtype">const vec &amp;&nbsp;</td>
162          <td class="paramname"> <em>dt</em>          </td>
163          <td>&nbsp;)&nbsp;</td>
164          <td> const<code> [inline, virtual]</code></td>
165        </tr>
166      </table>
167</div>
168<div class="memdoc">
169
170<p>
171Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
172<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>
173
174<p>Referenced by <a class="el" href="libBM_8h-source.html#l00436">logpred_m()</a>.</p>
175
176</div>
177</div><p>
178<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="BM::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" -->
179<div class="memitem">
180<div class="memproto">
181      <table class="memname">
182        <tr>
183          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td>
184          <td>(</td>
185          <td class="paramtype">bool&nbsp;</td>
186          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
187          <td>&nbsp;)&nbsp;</td>
188          <td><code> [inline, virtual]</code></td>
189        </tr>
190      </table>
191</div>
192<div class="memdoc">
193
194<p>
195Copy 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; }
196<p>Reimplemented in <a class="el" href="classARX.html#5de61fbd4f97fa3216760b1f733f5af0">ARX</a>, and <a class="el" href="classBMEF.html#97f5312efe4a5bedb86d2daec59d8651">BMEF</a>.</p>
197
198</div>
199</div><p>
200<hr>The documentation for this class was generated from the following files:<ul>
201<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>
202</div>
203<hr size="1"><address style="text-align: right;"><small>Generated on Thu Dec 4 14:42:18 2008 for mixpp by&nbsp;
204<a href="http://www.doxygen.org/index.html">
205<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
206</body>
207</html>
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