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3<title>mixpp: EKFful_unQR Class Reference</title>
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26<h1>EKFful_unQR Class Reference</h1><!-- doxytag: class="EKFful_unQR" --><!-- doxytag: inherits="EKFfull,BMcond" -->Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. 
27<a href="#_details">More...</a>
28<p>
29<code>#include &lt;<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>&gt;</code>
30<p>
31<div class="dynheader">
32Inheritance diagram for EKFful_unQR:</div>
33<div class="dynsection">
34<p><center><img src="classEKFful__unQR__inherit__graph.png" border="0" usemap="#EKFful__unQR__inherit__map" alt="Inheritance graph"></center>
35<map name="EKFful__unQR__inherit__map">
36<area shape="rect" href="classEKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="63,84,124,111"><area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,7,93,33"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="117,7,157,33"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="148,84,220,111"></map>
37<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
38<div class="dynheader">
39Collaboration diagram for EKFful_unQR:</div>
40<div class="dynsection">
41<p><center><img src="classEKFful__unQR__coll__graph.png" border="0" usemap="#EKFful__unQR__coll__map" alt="Collaboration graph"></center>
42<map name="EKFful__unQR__coll__map">
43<area shape="rect" href="classEKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="199,529,260,556"><area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="48,433,136,460"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="148,172,188,199"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="271,7,308,33"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="299,119,363,145"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="224,119,272,145"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="380,279,452,305"><area shape="rect" href="classfnc.html" title="Class representing function &#160;of variable &#160;represented by rv." alt="" coords="424,7,464,33"><area shape="rect" href="classenorm.html" title="enorm\&lt; fsqmat \&gt;" alt="" coords="160,433,299,460"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="193,225,236,252"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="184,335,307,361"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="43,335,109,361"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="45,225,107,252"></map>
44<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
45
46<p>
47<a href="classEKFful__unQR-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="873e3a72264f6e777c4443220db15d79"></a><!-- doxytag: member="EKFful_unQR::EKFful_unQR" ref="873e3a72264f6e777c4443220db15d79" args="(RV rx, RV ry, RV ru, RV rQR)" -->
51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFful__unQR.html#873e3a72264f6e777c4443220db15d79">EKFful_unQR</a> (<a class="el" href="classRV.html">RV</a> rx, <a class="el" href="classRV.html">RV</a> ry, <a class="el" href="classRV.html">RV</a> ru, <a class="el" href="classRV.html">RV</a> rQR)</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="b586e534c8a8d219561b0c020329d412"></a><!-- doxytag: member="EKFful_unQR::condition" ref="b586e534c8a8d219561b0c020329d412" args="(const vec &amp;QR0)" -->
55void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFful__unQR.html#b586e534c8a8d219561b0c020329d412">condition</a> (const vec &amp;QR0)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc753106e0d4cf68e4f2160fd54458c0"></a><!-- doxytag: member="EKFful_unQR::set_parameters" ref="fc753106e0d4cf68e4f2160fd54458c0" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" -->
59void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#fc753106e0d4cf68e4f2160fd54458c0">set_parameters</a> (<a class="el" href="classdiffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> *phxu, const mat Q0, const mat R0)</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8ca46f177e395fa714bbd8bd29ea43e0"></a><!-- doxytag: member="EKFful_unQR::bayes" ref="8ca46f177e395fa714bbd8bd29ea43e0" args="(const vec &amp;dt)" -->
63void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#8ca46f177e395fa714bbd8bd29ea43e0">bayes</a> (const vec &amp;dt)</td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7bb76ea74c144ea0b36db99f94750b7b"></a><!-- doxytag: member="EKFful_unQR::set_est" ref="7bb76ea74c144ea0b36db99f94750b7b" args="(vec mu0, mat P0)" -->
67void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#7bb76ea74c144ea0b36db99f94750b7b">set_est</a> (vec mu0, mat P0)</td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="170a748ad944bdebb0b3073463876abe"></a><!-- doxytag: member="EKFful_unQR::_epdf" ref="170a748ad944bdebb0b3073463876abe" args="() const " -->
71const <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#170a748ad944bdebb0b3073463876abe">_epdf</a> () const </td></tr>
72
73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="EKFful_unQR::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" -->
75virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr>
76
77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
78<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>
79
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd0660f2a1a344b56ac39802708ff165"></a><!-- doxytag: member="EKFful_unQR::logpred_m" ref="cd0660f2a1a344b56ac39802708ff165" args="(const mat &amp;dt) const " -->
81vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &amp;dt) const </td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a627c5a79cc6f5221b7e09675525e032"></a><!-- doxytag: member="EKFful_unQR::predictor" ref="a627c5a79cc6f5221b7e09675525e032" args="(const RV &amp;rv)" -->
85virtual <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>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKFful_unQR::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
89const <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>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="EKFful_unQR::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
93double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="EKFful_unQR::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" -->
97void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
100<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>
101
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fa60348b2da6b4208bb95b8d146900a"></a><!-- doxytag: member="EKFful_unQR::_rvc" ref="3fa60348b2da6b4208bb95b8d146900a" args="() const " -->
103const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">_rvc</a> () const </td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
106<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb5aec635e2720cc5ac31bc01c18a68a"></a><!-- doxytag: member="EKFful_unQR::mu" ref="fb5aec635e2720cc5ac31bc01c18a68a" args="" -->
108vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a">mu</a></td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b75dc059e84fa8ffc076203b30f926cc"></a><!-- doxytag: member="EKFful_unQR::P" ref="b75dc059e84fa8ffc076203b30f926cc" args="" -->
112mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc">P</a></td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c17d69e125acd2673e6688fd86dd3f84"></a><!-- doxytag: member="EKFful_unQR::evalll" ref="c17d69e125acd2673e6688fd86dd3f84" args="" -->
116bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr>
117
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3aa4bf6128980d0627413dcf9cd07308"></a><!-- doxytag: member="EKFful_unQR::ll" ref="3aa4bf6128980d0627413dcf9cd07308" args="" -->
119double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr>
120
121<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5353e66238ed717dba79e0499118226"></a><!-- doxytag: member="EKFful_unQR::dimx" ref="c5353e66238ed717dba79e0499118226" args="" -->
123int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
124
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="761fadcc12dd4cb83bb8b5e27db01947"></a><!-- doxytag: member="EKFful_unQR::dimy" ref="761fadcc12dd4cb83bb8b5e27db01947" args="" -->
126int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
127
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="609a4a0fcde78fd7aac2f01b34e952c9"></a><!-- doxytag: member="EKFful_unQR::dimu" ref="609a4a0fcde78fd7aac2f01b34e952c9" args="" -->
129int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
130
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="554de4c953761380cd5a14a02542e007"></a><!-- doxytag: member="EKFful_unQR::A" ref="554de4c953761380cd5a14a02542e007" args="" -->
132mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
133
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac7ade2a603a1b05419e36c5aae21755"></a><!-- doxytag: member="EKFful_unQR::B" ref="ac7ade2a603a1b05419e36c5aae21755" args="" -->
135mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
136
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a9a8326ae17b519109fcdad59ea74a3"></a><!-- doxytag: member="EKFful_unQR::C" ref="5a9a8326ae17b519109fcdad59ea74a3" args="" -->
138mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
139
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f992a2d6b66d2e8bd9174b28cc0f074"></a><!-- doxytag: member="EKFful_unQR::D" ref="8f992a2d6b66d2e8bd9174b28cc0f074" args="" -->
141mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
142
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bbd2dab10da47237a5f0d9e55fd61f24"></a><!-- doxytag: member="EKFful_unQR::R" ref="bbd2dab10da47237a5f0d9e55fd61f24" args="" -->
144mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
145
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8777c1fe67763395d3ddeb326239851"></a><!-- doxytag: member="EKFful_unQR::Q" ref="a8777c1fe67763395d3ddeb326239851" args="" -->
147mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
148
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="905823cf4157a11b8b824e45809dac55"></a><!-- doxytag: member="EKFful_unQR::_Pp" ref="905823cf4157a11b8b824e45809dac55" args="" -->
150mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr>
151
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1b946b3a43f7d86cf4b6dc0dd6e3210"></a><!-- doxytag: member="EKFful_unQR::_Ry" ref="b1b946b3a43f7d86cf4b6dc0dd6e3210" args="" -->
153mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
154
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7d915386a9d60b1bc309ae9166764f6"></a><!-- doxytag: member="EKFful_unQR::_iRy" ref="c7d915386a9d60b1bc309ae9166764f6" args="" -->
156mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
157
158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c8354ea4801529f3071189ddd10d760"></a><!-- doxytag: member="EKFful_unQR::_K" ref="4c8354ea4801529f3071189ddd10d760" args="" -->
159mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
160
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="EKFful_unQR::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
162bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
163
164<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>
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKFful_unQR::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
166double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKFful_unQR::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
170<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>
171
172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ba793c8ec453f04d372d17195ed8dec"></a><!-- doxytag: member="EKFful_unQR::rvc" ref="9ba793c8ec453f04d372d17195ed8dec" args="" -->
174<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">rvc</a></td></tr>
175
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr>
177<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="EKFful_unQR::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
179std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classKalmanFull.html">KalmanFull</a> &amp;kf)</td></tr>
180
181<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr>
182</table>
183<hr><a name="_details"></a><h2>Detailed Description</h2>
184Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <hr><h2>Member Function Documentation</h2>
185<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="EKFful_unQR::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " -->
186<div class="memitem">
187<div class="memproto">
188      <table class="memname">
189        <tr>
190          <td class="memname">virtual double BM::logpred           </td>
191          <td>(</td>
192          <td class="paramtype">const vec &amp;&nbsp;</td>
193          <td class="paramname"> <em>dt</em>          </td>
194          <td>&nbsp;)&nbsp;</td>
195          <td> const<code> [inline, virtual, inherited]</code></td>
196        </tr>
197      </table>
198</div>
199<div class="memdoc">
200
201<p>
202Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
203<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>
204
205<p>Referenced by <a class="el" href="libBM_8h-source.html#l00344">BM::logpred_m()</a>.</p>
206
207</div>
208</div><p>
209<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="EKFful_unQR::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" -->
210<div class="memitem">
211<div class="memproto">
212      <table class="memname">
213        <tr>
214          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td>
215          <td>(</td>
216          <td class="paramtype">bool&nbsp;</td>
217          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
218          <td>&nbsp;)&nbsp;</td>
219          <td><code> [inline, virtual, inherited]</code></td>
220        </tr>
221      </table>
222</div>
223<div class="memdoc">
224
225<p>
226Copy 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; }
227<p>Reimplemented in <a class="el" href="classARX.html#5de61fbd4f97fa3216760b1f733f5af0">ARX</a>.</p>
228
229<p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00007">MixEF::init()</a>.</p>
230
231</div>
232</div><p>
233<hr>The documentation for this class was generated from the following file:<ul>
234<li>work/git/mixpp/bdm/estim/<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul>
235</div>
236<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 15 15:57:14 2008 for mixpp by&nbsp;
237<a href="http://www.doxygen.org/index.html">
238<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
239</body>
240</html>
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