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3<title>mixpp: BMEF Class Reference</title>
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26<h1>BMEF Class Reference</h1><!-- doxytag: class="BMEF" --><!-- doxytag: inherits="BM" -->Estimator for Exponential family. 
27<a href="#_details">More...</a>
28<p>
29<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
30<p>
31<div class="dynheader">
32Inheritance diagram for BMEF:</div>
33<div class="dynsection">
34<p><center><img src="classBMEF__inherit__graph.png" border="0" usemap="#BMEF__inherit__map" alt="Inheritance graph"></center>
35<map name="BMEF__inherit__map">
36<area shape="rect" href="classARX.html" title="Linear Autoregressive model with Gaussian noise." alt="" coords="5,161,51,188"><area shape="rect" href="classmultiBM.html" title="Estimator for Multinomial density." alt="" coords="75,161,147,188"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="49,7,89,33"></map>
37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for BMEF:</div>
40<div class="dynsection">
41<p><center><img src="classBMEF__coll__graph.png" border="0" usemap="#BMEF__coll__map" alt="Collaboration graph"></center>
42<map name="BMEF__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="13,103,53,129"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="15,7,52,33"></map>
44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
45
46<p>
47<a href="classBMEF-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="46ac5c919ae647f3a6a38d9faba35f5d"></a><!-- doxytag: member="BMEF::BMEF" ref="46ac5c919ae647f3a6a38d9faba35f5d" args="(const RV &amp;rv, double frg0=1.0)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#46ac5c919ae647f3a6a38d9faba35f5d">BMEF</a> (const <a class="el" href="classRV.html">RV</a> &amp;<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>, double frg0=1.0)</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"><a class="anchor" name="3dc6277cafbdc6cbc2db860ff219b33e"></a><!-- doxytag: member="BMEF::BMEF" ref="3dc6277cafbdc6cbc2db860ff219b33e" args="(const BMEF &amp;B)" -->
55&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#3dc6277cafbdc6cbc2db860ff219b33e">BMEF</a> (const <a class="el" href="classBMEF.html">BMEF</a> &amp;B)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="30bb40eb1fd31869b2e62e79e1ecdcb4"></a><!-- doxytag: member="BMEF::set_statistics" ref="30bb40eb1fd31869b2e62e79e1ecdcb4" args="(const BMEF *BM0)" -->
59virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#30bb40eb1fd31869b2e62e79e1ecdcb4">set_statistics</a> (const <a class="el" href="classBMEF.html">BMEF</a> *BM0)</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f4ecb6e2eaf630155a1fa98f35aa6ad"></a><!-- doxytag: member="BMEF::bayes" ref="8f4ecb6e2eaf630155a1fa98f35aa6ad" args="(const vec &amp;data, const double w)" -->
63virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#8f4ecb6e2eaf630155a1fa98f35aa6ad">bayes</a> (const vec &amp;data, const double w)</td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#52b7719312d545215cca1ff87722a35a">bayes</a> (const vec &amp;dt)</td></tr>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#52b7719312d545215cca1ff87722a35a"></a><br></td></tr>
[181]69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3689f3ade328d157aa813384a5b153a"></a><!-- doxytag: member="BMEF::flatten" ref="b3689f3ade328d157aa813384a5b153a" args="(const BMEF *B)" -->
70virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#b3689f3ade328d157aa813384a5b153a">flatten</a> (const <a class="el" href="classBMEF.html">BMEF</a> *B)</td></tr>
[171]71
[181]72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c285f29db290d05428bf1aa2cd7c35ad"></a><!-- doxytag: member="BMEF::flatten" ref="c285f29db290d05428bf1aa2cd7c35ad" args="(double nu0)" -->
74virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#c285f29db290d05428bf1aa2cd7c35ad">flatten</a> (double nu0)</td></tr>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr>
[171]77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="BMEF::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" -->
78virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8554809fec160bee279bcd5fa14ead5c"></a><!-- doxytag: member="BMEF::_epdf" ref="8554809fec160bee279bcd5fa14ead5c" args="() const =0" -->
82virtual 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>
83
84<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>
85<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>
86
[180]87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd0660f2a1a344b56ac39802708ff165"></a><!-- doxytag: member="BMEF::logpred_m" ref="cd0660f2a1a344b56ac39802708ff165" args="(const mat &amp;dt) const " -->
88vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &amp;dt) const </td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a627c5a79cc6f5221b7e09675525e032"></a><!-- doxytag: member="BMEF::predictor" ref="a627c5a79cc6f5221b7e09675525e032" args="(const RV &amp;rv)" -->
92virtual <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>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
[171]95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="BMEF::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
96const <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>
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="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="BMEF::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
100double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </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"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="BMEF::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" -->
104void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
107<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>
108
109<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="538d632e59f9afa8daa1de74da12ce71"></a><!-- doxytag: member="BMEF::frg" ref="538d632e59f9afa8daa1de74da12ce71" args="" -->
111double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#538d632e59f9afa8daa1de74da12ce71">frg</a></td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="308cf5d4133cd471fdf1ecd5dfa09d02"></a><!-- doxytag: member="BMEF::last_lognc" ref="308cf5d4133cd471fdf1ecd5dfa09d02" args="" -->
115double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#308cf5d4133cd471fdf1ecd5dfa09d02">last_lognc</a></td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="BMEF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
119<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>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BMEF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
123double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="BMEF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
127bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
128
129<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>
130</table>
131<hr><a name="_details"></a><h2>Detailed Description</h2>
132Estimator for Exponential family. <hr><h2>Member Function Documentation</h2>
133<a class="anchor" name="52b7719312d545215cca1ff87722a35a"></a><!-- doxytag: member="BMEF::bayes" ref="52b7719312d545215cca1ff87722a35a" args="(const vec &amp;dt)" -->
134<div class="memitem">
135<div class="memproto">
136      <table class="memname">
137        <tr>
138          <td class="memname">void BMEF::bayes           </td>
139          <td>(</td>
140          <td class="paramtype">const vec &amp;&nbsp;</td>
141          <td class="paramname"> <em>dt</em>          </td>
142          <td>&nbsp;)&nbsp;</td>
143          <td><code> [virtual]</code></td>
144        </tr>
145      </table>
146</div>
147<div class="memdoc">
148
149<p>
150Incremental Bayes rule.
151<p>
152<dl compact><dt><b>Parameters:</b></dt><dd>
153  <table border="0" cellspacing="2" cellpadding="0">
154    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
155  </table>
156</dl>
157
158<p>Implements <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>.</p>
159
160<p>Reimplemented in <a class="el" href="classARX.html#ba82c956ca893826811aefe1e4af465d">ARX</a>, and <a class="el" href="classmultiBM.html#11eeba7e97954e316e959116f90d80e2">multiBM</a>.</p>
161
162<p>References <a class="el" href="libEF_8h-source.html#l00089">bayes()</a>.</p>
163
164</div>
165</div><p>
166<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="BMEF::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " -->
167<div class="memitem">
168<div class="memproto">
169      <table class="memname">
170        <tr>
171          <td class="memname">virtual double BM::logpred           </td>
172          <td>(</td>
173          <td class="paramtype">const vec &amp;&nbsp;</td>
174          <td class="paramname"> <em>dt</em>          </td>
175          <td>&nbsp;)&nbsp;</td>
176          <td> const<code> [inline, virtual, inherited]</code></td>
177        </tr>
178      </table>
179</div>
180<div class="memdoc">
181
182<p>
183Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
184<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>
185
[181]186<p>Referenced by <a class="el" href="libBM_8h-source.html#l00344">BM::logpred_m()</a>.</p>
[180]187
[171]188</div>
189</div><p>
190<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="BMEF::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" -->
191<div class="memitem">
192<div class="memproto">
193      <table class="memname">
194        <tr>
195          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td>
196          <td>(</td>
197          <td class="paramtype">bool&nbsp;</td>
198          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
199          <td>&nbsp;)&nbsp;</td>
200          <td><code> [inline, virtual, inherited]</code></td>
201        </tr>
202      </table>
203</div>
204<div class="memdoc">
205
206<p>
207Copy 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]208<p>Reimplemented in <a class="el" href="classARX.html#5de61fbd4f97fa3216760b1f733f5af0">ARX</a>.</p>
[171]209
[180]210<p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00007">MixEF::init()</a>.</p>
[171]211
212</div>
213</div><p>
214<hr>The documentation for this class was generated from the following files:<ul>
215<li>work/git/mixpp/bdm/stat/<a class="el" href="libEF_8h-source.html">libEF.h</a><li>work/git/mixpp/bdm/stat/libEF.cpp</ul>
216</div>
[181]217<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 15 15:57:12 2008 for mixpp by&nbsp;
[171]218<a href="http://www.doxygen.org/index.html">
219<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
220</body>
221</html>
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