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27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1ArxDS.html">ArxDS</a>
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31<h1>bdm::ArxDS Class Reference</h1><!-- doxytag: class="bdm::ArxDS" --><!-- doxytag: inherits="bdm::DS" -->Generator of <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> data. 
32<a href="#_details">More...</a>
33<p>
34<code>#include &lt;<a class="el" href="libDS_8h-source.html">libDS.h</a>&gt;</code>
35<p>
36<div class="dynheader">
37Inheritance diagram for bdm::ArxDS:</div>
38<div class="dynsection">
39<p><center><img src="classbdm_1_1ArxDS__inherit__graph.png" border="0" usemap="#bdm_1_1ArxDS__inherit__map" alt="Inheritance graph"></center>
40<map name="bdm_1_1ArxDS__inherit__map">
41<area shape="rect" href="classbdm_1_1DS.html" title="Abstract class for discrete&#45;time sources of data." alt="" coords="23,84,100,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"></map>
42<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
43<div class="dynheader">
44Collaboration diagram for bdm::ArxDS:</div>
45<div class="dynsection">
46<p><center><img src="classbdm_1_1ArxDS__coll__graph.png" border="0" usemap="#bdm_1_1ArxDS__coll__map" alt="Collaboration graph"></center>
47<map name="bdm_1_1ArxDS__coll__map">
[269]48<area shape="rect" href="classbdm_1_1DS.html" title="Abstract class for discrete&#45;time sources of data." alt="" coords="5,201,83,228"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="163,7,275,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="133,87,208,113"><area shape="rect" href="classbdm_1_1mpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="197,300,288,327"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="284,201,369,228"><area shape="rect" href="classbdm_1_1mlnorm.html" title="bdm::mlnorm\&lt; chmat \&gt;" alt="" coords="157,593,336,620"><area shape="rect" href="classbdm_1_1mEF.html" title="Exponential family model." alt="" coords="179,399,264,425"><area shape="rect" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;." alt="" coords="208,497,376,524"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="401,300,481,327"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; chmat \&gt;" alt="" coords="400,497,571,524"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="288,399,448,425"><area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="523,399,584,425"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="523,300,584,327"><area shape="rect" href="classbdm_1_1datalink__e2e.html" title="DataLink is a connection between two data vectors Up and Down." alt="" coords="360,593,499,620"></map>
[261]49<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
50
51<p>
52<a href="classbdm_1_1ArxDS-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
53<tr><td></td></tr>
54<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db242e35812c311c8415bb7e31c3f595"></a><!-- doxytag: member="bdm::ArxDS::getdata" ref="db242e35812c311c8415bb7e31c3f595" args="(vec &amp;dt)" -->
56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#db242e35812c311c8415bb7e31c3f595">getdata</a> (vec &amp;dt)</td></tr>
57
[264]58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns full vector of observed data=[output, input]. <br></td></tr>
[261]59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fd61140869637b91bc23215ab7f45d3b"></a><!-- doxytag: member="bdm::ArxDS::getdata" ref="fd61140869637b91bc23215ab7f45d3b" args="(vec &amp;dt, const ivec &amp;indexes)" -->
60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#fd61140869637b91bc23215ab7f45d3b">getdata</a> (vec &amp;dt, const ivec &amp;indexes)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns data records at indeces. <br></td></tr>
63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f6da8a00abba70bc58c7a4030bd8940"></a><!-- doxytag: member="bdm::ArxDS::write" ref="8f6da8a00abba70bc58c7a4030bd8940" args="(vec &amp;ut)" -->
64void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#8f6da8a00abba70bc58c7a4030bd8940">write</a> (vec &amp;ut)</td></tr>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Accepts action variable and schedule it for application. <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7240ea989a6453e58468feea319dcf0b"></a><!-- doxytag: member="bdm::ArxDS::write" ref="7240ea989a6453e58468feea319dcf0b" args="(vec &amp;ut, const ivec &amp;indexes)" -->
68void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#7240ea989a6453e58468feea319dcf0b">write</a> (vec &amp;ut, const ivec &amp;indexes)</td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Accepts action variables at specific indeces. <br></td></tr>
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="57dfa26b23cc03d53b123fa7e0474b19"></a><!-- doxytag: member="bdm::ArxDS::step" ref="57dfa26b23cc03d53b123fa7e0474b19" args="()" -->
72void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#57dfa26b23cc03d53b123fa7e0474b19">step</a> ()</td></tr>
73
74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Moves from <img class="formulaInl" alt="$t$" src="form_38.png"> to <img class="formulaInl" alt="$t+1$" src="form_39.png">, i.e. perfroms the actions and reads response of the system. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e6f17e13dc0c9187ed8dbb19f3c4330a"></a><!-- doxytag: member="bdm::ArxDS::ArxDS" ref="e6f17e13dc0c9187ed8dbb19f3c4330a" args="(RV &amp;drv, RV &amp;urv, RV &amp;rrv)" -->
76&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#e6f17e13dc0c9187ed8dbb19f3c4330a">ArxDS</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> &amp;drv, <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;urv, <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rrv)</td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2d9abc62f1fee862f0e1c60c5c4a3c8a"></a><!-- doxytag: member="bdm::ArxDS::set_parameters" ref="2d9abc62f1fee862f0e1c60c5c4a3c8a" args="(const mat &amp;Th0, const vec mu0, const chmat &amp;sqR0)" -->
80void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#2d9abc62f1fee862f0e1c60c5c4a3c8a">set_parameters</a> (const mat &amp;Th0, const vec mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;sqR0)</td></tr>
81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters of the internal model. <br></td></tr>
[269]83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e7438127de87c5a8128edfa12255b436"></a><!-- doxytag: member="bdm::ArxDS::set_options" ref="e7438127de87c5a8128edfa12255b436" args="(const string &amp;s)" -->
84void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#e7438127de87c5a8128edfa12255b436">set_options</a> (const string &amp;s)</td></tr>
[264]85
[269]86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set options from a string <br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="64819633a1191fcaa60d0de26ade2e52"></a><!-- doxytag: member="bdm::ArxDS::log_add" ref="64819633a1191fcaa60d0de26ade2e52" args="(logger &amp;L)" -->
88virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#64819633a1191fcaa60d0de26ade2e52">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr>
[264]89
[269]90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Register <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> for logging into <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> L. <br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4128f5dc3a04063d62fc7e35635aeb90"></a><!-- doxytag: member="bdm::ArxDS::logit" ref="4128f5dc3a04063d62fc7e35635aeb90" args="(logger &amp;L)" -->
92virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#4128f5dc3a04063d62fc7e35635aeb90">logit</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Register <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> for logging into <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> L. <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ed2113851294ed96abe60fc3f05aa660"></a><!-- doxytag: member="bdm::ArxDS::_drv" ref="ed2113851294ed96abe60fc3f05aa660" args="() const " -->
96virtual <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1DS.html#ed2113851294ed96abe60fc3f05aa660">_drv</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="a6a9a375da64c82fc227bda3418a1f33"></a><!-- doxytag: member="bdm::ArxDS::_urv" ref="a6a9a375da64c82fc227bda3418a1f33" args="() const " -->
100const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1DS.html#a6a9a375da64c82fc227bda3418a1f33">_urv</a> () const </td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[261]103<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[269]104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7b3cc6cd059ff3d7f4462cedff4bdeb"></a><!-- doxytag: member="bdm::ArxDS::Rrv" ref="c7b3cc6cd059ff3d7f4462cedff4bdeb" args="" -->
105<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#c7b3cc6cd059ff3d7f4462cedff4bdeb">Rrv</a></td></tr>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Rv of the regressor. <br></td></tr>
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d910dcb5d0c1132f1cffad2c91348b3f"></a><!-- doxytag: member="bdm::ArxDS::Hrv" ref="d910dcb5d0c1132f1cffad2c91348b3f" args="" -->
109<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#d910dcb5d0c1132f1cffad2c91348b3f">Hrv</a></td></tr>
110
111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Rv of the history (full regressor). <br></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a11a3f3fbeea1d17b66b073017964597"></a><!-- doxytag: member="bdm::ArxDS::H" ref="a11a3f3fbeea1d17b66b073017964597" args="" -->
113vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597">H</a></td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">History, ordered as <img class="formulaInl" alt="$[y_t, u_t, y_{t-1 }, u_{t-1}, \ldots]$" src="form_103.png">. <br></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="392b87be85675cb3d55fa4953d671bb5"></a><!-- doxytag: member="bdm::ArxDS::U" ref="392b87be85675cb3d55fa4953d671bb5" args="" -->
117vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5">U</a></td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">(future) input <br></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2d7530264499b92c3aa32454b960abe"></a><!-- doxytag: member="bdm::ArxDS::rgr" ref="b2d7530264499b92c3aa32454b960abe" args="" -->
121vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#b2d7530264499b92c3aa32454b960abe">rgr</a></td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">temporary variable for regressor <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1520556e3577db8c72b902e633d68e5a"></a><!-- doxytag: member="bdm::ArxDS::rgrlnk" ref="1520556e3577db8c72b902e633d68e5a" args="" -->
125<a class="el" href="classbdm_1_1datalink__e2e.html">datalink_e2e</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#1520556e3577db8c72b902e633d68e5a">rgrlnk</a></td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">data link: H -&gt; rgr <br></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0aa9d8d35792159dc9611802f6c190eb"></a><!-- doxytag: member="bdm::ArxDS::model" ref="0aa9d8d35792159dc9611802f6c190eb" args="" -->
129<a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb">model</a></td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">model of Y - linear Gaussian <br></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="064e5d3f2dc0b39459c7ca53d05223e1"></a><!-- doxytag: member="bdm::ArxDS::opt_L_theta" ref="064e5d3f2dc0b39459c7ca53d05223e1" args="" -->
133bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1">opt_L_theta</a></td></tr>
134
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">options <br></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e13e5ffdfe9d896089310b0fc54e0c85"></a><!-- doxytag: member="bdm::ArxDS::L_theta" ref="e13e5ffdfe9d896089310b0fc54e0c85" args="" -->
137int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85">L_theta</a></td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">loggers <br></td></tr>
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81a70c39cbd429fcc8130a35b368346c"></a><!-- doxytag: member="bdm::ArxDS::L_R" ref="81a70c39cbd429fcc8130a35b368346c" args="" -->
141int&nbsp;</td><td class="memItemRight" valign="bottom"><b>L_R</b></td></tr>
142
[261]143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8db125ac35f3b8eeb773fc9a4cb45ec"></a><!-- doxytag: member="bdm::ArxDS::Drv" ref="d8db125ac35f3b8eeb773fc9a4cb45ec" args="" -->
144<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec">Drv</a></td></tr>
145
[264]146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observed variables, returned by <code><a class="el" href="classbdm_1_1DS.html#c1ec862dec7164fee3284c6f9a51b0ba" title="Returns full vector of observed data=[output, input].">getdata()</a></code>. <br></td></tr>
[261]147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ac5970128fd39f4f6226723cd1de702"></a><!-- doxytag: member="bdm::ArxDS::Urv" ref="9ac5970128fd39f4f6226723cd1de702" args="" -->
148<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702">Urv</a></td></tr>
149
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Action variables, accepted by <code><a class="el" href="classbdm_1_1DS.html#f5baeee8528e5e4c5c7a344b2e3f192a" title="Accepts action variable and schedule it for application.">write()</a></code>. <br></td></tr>
[264]151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b4b7bdb9d98a11ab587aa0ad803bb867"></a><!-- doxytag: member="bdm::ArxDS::L_dt" ref="b4b7bdb9d98a11ab587aa0ad803bb867" args="" -->
152int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867">L_dt</a></td></tr>
153
154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Remember its own index in Logger L. <br></td></tr>
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b56b74ec21485846ccfad461f33b0e7a"></a><!-- doxytag: member="bdm::ArxDS::L_ut" ref="b56b74ec21485846ccfad461f33b0e7a" args="" -->
156int&nbsp;</td><td class="memItemRight" valign="bottom"><b>L_ut</b></td></tr>
157
[261]158</table>
159<hr><a name="_details"></a><h2>Detailed Description</h2>
160Generator of <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> data. <hr>The documentation for this class was generated from the following files:<ul>
161<li><a class="el" href="libDS_8h-source.html">libDS.h</a><li>libDS.cpp</ul>
162</div>
[269]163<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:02 2009 for mixpp by&nbsp;
[261]164<a href="http://www.doxygen.org/index.html">
165<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
166</body>
167</html>
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