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[171]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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3<title>mixpp: BMEF Class Reference</title>
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26<div class="contents">
27<h1>BMEF Class Reference</h1><!-- doxytag: class="BMEF" --><!-- doxytag: inherits="BM" -->Estimator for Exponential family. 
28<a href="#_details">More...</a>
29<p>
30<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
31<p>
32<div class="dynheader">
33Inheritance diagram for BMEF:</div>
34<div class="dynsection">
35<p><center><img src="classBMEF__inherit__graph.png" border="0" usemap="#BMEF__inherit__map" alt="Inheritance graph"></center>
36<map name="BMEF__inherit__map">
[210]37<area shape="rect" href="classARX.html" title="Linear Autoregressive model with Gaussian noise." alt="" coords="5,161,51,188"><area shape="rect" href="classMixEF.html" title="Mixture of Exponential Family Densities." alt="" coords="75,161,131,188"><area shape="rect" href="classmultiBM.html" title="Estimator for Multinomial density." alt="" coords="155,161,227,188"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="83,7,123,33"></map>
[171]38<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
39<div class="dynheader">
40Collaboration diagram for BMEF:</div>
41<div class="dynsection">
42<p><center><img src="classBMEF__coll__graph.png" border="0" usemap="#BMEF__coll__map" alt="Collaboration graph"></center>
43<map name="BMEF__coll__map">
44<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>
45<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
46
47<p>
48<a href="classBMEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
49<tr><td></td></tr>
50<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
51<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)" -->
52&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>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
55<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)" -->
56&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>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
59<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)" -->
60virtual 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>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr>
63<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)" -->
64virtual 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>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr>
67<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>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#52b7719312d545215cca1ff87722a35a"></a><br></td></tr>
[181]70<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)" -->
71virtual 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]72
[181]73<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>
[210]74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="97f5312efe4a5bedb86d2daec59d8651"></a><!-- doxytag: member="BMEF::_copy_" ref="97f5312efe4a5bedb86d2daec59d8651" args="(bool changerv=false)" -->
75<a class="el" href="classBMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#97f5312efe4a5bedb86d2daec59d8651">_copy_</a> (bool changerv=false)</td></tr>
[181]76
77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr>
[171]78<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)" -->
79virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8554809fec160bee279bcd5fa14ead5c"></a><!-- doxytag: member="BMEF::_epdf" ref="8554809fec160bee279bcd5fa14ead5c" args="() const =0" -->
83virtual 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>
84
[210]85<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>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db500c4836f883c175a3cf3ab5a3ce24"></a><!-- doxytag: member="BMEF::_e" ref="db500c4836f883c175a3cf3ab5a3ce24" args="() const =0" -->
87virtual 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>
88
[171]89<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>
90<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>
91
[180]92<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 " -->
93vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &amp;dt) const </td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[210]96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5594d68ee9aa6fc8c1e79019da5c9d56"></a><!-- doxytag: member="BMEF::predictor" ref="5594d68ee9aa6fc8c1e79019da5c9d56" args="(const RV &amp;rv) const " -->
97virtual <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>
[180]98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
[171]100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="BMEF::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
101const <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>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="BMEF::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
105double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
108<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)" -->
109void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
112<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="538d632e59f9afa8daa1de74da12ce71"></a><!-- doxytag: member="BMEF::frg" ref="538d632e59f9afa8daa1de74da12ce71" args="" -->
114double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#538d632e59f9afa8daa1de74da12ce71">frg</a></td></tr>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="308cf5d4133cd471fdf1ecd5dfa09d02"></a><!-- doxytag: member="BMEF::last_lognc" ref="308cf5d4133cd471fdf1ecd5dfa09d02" args="" -->
118double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMEF.html#308cf5d4133cd471fdf1ecd5dfa09d02">last_lognc</a></td></tr>
119
120<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>
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="BMEF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
122<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>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BMEF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
126double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="BMEF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
130bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
131
132<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>
133</table>
134<hr><a name="_details"></a><h2>Detailed Description</h2>
135Estimator for Exponential family. <hr><h2>Member Function Documentation</h2>
136<a class="anchor" name="52b7719312d545215cca1ff87722a35a"></a><!-- doxytag: member="BMEF::bayes" ref="52b7719312d545215cca1ff87722a35a" args="(const vec &amp;dt)" -->
137<div class="memitem">
138<div class="memproto">
139      <table class="memname">
140        <tr>
141          <td class="memname">void BMEF::bayes           </td>
142          <td>(</td>
143          <td class="paramtype">const vec &amp;&nbsp;</td>
144          <td class="paramname"> <em>dt</em>          </td>
145          <td>&nbsp;)&nbsp;</td>
146          <td><code> [virtual]</code></td>
147        </tr>
148      </table>
149</div>
150<div class="memdoc">
151
152<p>
153Incremental Bayes rule.
154<p>
155<dl compact><dt><b>Parameters:</b></dt><dd>
156  <table border="0" cellspacing="2" cellpadding="0">
157    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
158  </table>
159</dl>
160
161<p>Implements <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>.</p>
162
[210]163<p>Reimplemented in <a class="el" href="classARX.html#ba82c956ca893826811aefe1e4af465d">ARX</a>, <a class="el" href="classMixEF.html#d520fb534aa43f3084ff1568ffe7573d">MixEF</a>, and <a class="el" href="classmultiBM.html#11eeba7e97954e316e959116f90d80e2">multiBM</a>.</p>
[171]164
165<p>References <a class="el" href="libEF_8h-source.html#l00089">bayes()</a>.</p>
166
167</div>
168</div><p>
169<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="BMEF::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " -->
170<div class="memitem">
171<div class="memproto">
172      <table class="memname">
173        <tr>
174          <td class="memname">virtual double BM::logpred           </td>
175          <td>(</td>
176          <td class="paramtype">const vec &amp;&nbsp;</td>
177          <td class="paramname"> <em>dt</em>          </td>
178          <td>&nbsp;)&nbsp;</td>
179          <td> const<code> [inline, virtual, inherited]</code></td>
180        </tr>
181      </table>
182</div>
183<div class="memdoc">
184
185<p>
186Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
187<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>
188
[224]189<p>Referenced by <a class="el" href="libBM_8h-source.html#l00439">BM::logpred_m()</a>.</p>
[180]190
[171]191</div>
192</div><p>
193<hr>The documentation for this class was generated from the following files:<ul>
194<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>
195</div>
[224]196<hr size="1"><address style="text-align: right;"><small>Generated on Mon Jan 5 19:29:14 2009 for mixpp by&nbsp;
[171]197<a href="http://www.doxygen.org/index.html">
198<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
199</body>
200</html>
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