root/doc/html/classbdm_1_1BM.html @ 270

Revision 270, 17.6 kB (checked in by smidl, 16 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

RevLine 
[259]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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3<title>mixpp: bdm::BM Class Reference</title>
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[261]21      <li><a href="classes.html"><span>Alphabetical&nbsp;List</span></a></li>
[259]22      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
23      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
24      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
25    </ul>
26  </div>
[261]27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1BM.html">BM</a>
[259]28  </div>
29</div>
30<div class="contents">
[270]31<h1>bdm::BM Class Reference</h1><!-- doxytag: class="bdm::BM" --><!-- doxytag: inherits="bdm::bdmroot" --><code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
[259]32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::BM:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1BM__inherit__graph.png" border="0" usemap="#bdm_1_1BM__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1BM__inherit__map">
[261]38<area shape="rect" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family." alt="" coords="337,73,431,100"><area shape="rect" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="335,140,433,167"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="301,303,467,329"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\&lt; ldmat \&gt;" alt="" coords="593,300,767,327"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\&lt; chmat \&gt;" alt="" coords="592,229,768,256"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\&lt; fsqmat \&gt;" alt="" coords="589,397,771,424"><area shape="rect" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="348,453,420,480"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="7,241,119,268"><area shape="rect" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise." alt="" coords="639,5,721,32"><area shape="rect" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities." alt="" coords="633,56,727,83"><area shape="rect" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density." alt="" coords="625,107,735,133"><area shape="rect" href="classbdm_1_1EKFful__unQR.html" title="Extended Kalman filter with unknown Q and R." alt="" coords="612,157,748,184"><area shape="rect" href="classbdm_1_1KFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="831,336,953,363"><area shape="rect" href="classbdm_1_1KFcondR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="836,285,948,312"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="831,229,953,256"><area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="1013,229,1112,256"><area shape="rect" href="classbdm_1_1EKFCh__cond.html" title="Extended Kalman filter with unknown parameters in IM." alt="" coords="1163,204,1299,231"><area shape="rect" href="classbdm_1_1EKFCh__unQ.html" title="Extended Kalman filter in Choleski form with unknown Q." alt="" coords="1165,255,1296,281"><area shape="rect" href="classbdm_1_1EKF.html" title="Extended Kalman Filter." alt="" coords="823,397,961,424"><area shape="rect" href="classbdm_1_1MPF.html" title="Marginalized Particle filter." alt="" coords="607,453,753,480"></map>
[259]39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
[270]42<a href="classbdm_1_1BM-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.
44<p>
45<table border="0" cellpadding="0" cellspacing="0">
[259]46<tr><td></td></tr>
47<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[270]48<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
49<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db12aecc3135e7868c664e39e7133756"></a><!-- doxytag: member="bdm::BM::BM" ref="db12aecc3135e7868c664e39e7133756" args="()" -->
50&nbsp;</td><td class="memItemRight" valign="bottom"><b>BM</b> ()</td></tr>
[259]51
52<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="241b3701190ff1f729fe873a2eef0055"></a><!-- doxytag: member="bdm::BM::BM" ref="241b3701190ff1f729fe873a2eef0055" args="(const BM &amp;B)" -->
[270]53&nbsp;</td><td class="memItemRight" valign="bottom"><b>BM</b> (const <a class="el" href="classbdm_1_1BM.html">BM</a> &amp;B)</td></tr>
[259]54
[270]55<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr>
56
57<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]58<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bayes</a> (const vec &amp;dt)=0</td></tr>
59
60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#60b1779a577367c369a932cabd3a6188"></a><br></td></tr>
61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::BM::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
62virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
63
64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
65<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
66
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::BM::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
68vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
69
70<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[270]71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::BM::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
72virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
[259]73
[270]74<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_112.png">. <br></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::BM::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
76virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
[259]77
[270]78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
79<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[269]80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::BM::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]81const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
[269]82
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::BM::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]84void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
[269]85
[259]86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::BM::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]87double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[259]88
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::BM::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]90void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[259]91
[270]92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="963258c4c2dd05be001003b19aceefef"></a><!-- doxytag: member="bdm::BM::_epdf" ref="963258c4c2dd05be001003b19aceefef" args="() const =0" -->
93virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> () const =0</td></tr>
[259]94
[270]95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="bdm::BM::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" -->
96virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr>
[259]97
[270]98<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[269]99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::BM::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
100<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[259]103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::BM::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
104double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::BM::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
108bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
109
110<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>
111</table>
112<hr><h2>Member Function Documentation</h2>
[270]113<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::BM::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" -->
114<div class="memitem">
115<div class="memproto">
116      <table class="memname">
117        <tr>
118          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
119          <td>(</td>
120          <td class="paramname">          </td>
121          <td>&nbsp;)&nbsp;</td>
122          <td><code> [inline, virtual]</code></td>
123        </tr>
124      </table>
125</div>
126<div class="memdoc">
127
128<p>
129Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a>(){<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
130</pre></div> 
131<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p>
132
133</div>
134</div><p>
[259]135<a class="anchor" name="60b1779a577367c369a932cabd3a6188"></a><!-- doxytag: member="bdm::BM::bayes" ref="60b1779a577367c369a932cabd3a6188" args="(const vec &amp;dt)=0" -->
136<div class="memitem">
137<div class="memproto">
138      <table class="memname">
139        <tr>
140          <td class="memname">virtual void bdm::BM::bayes           </td>
141          <td>(</td>
142          <td class="paramtype">const vec &amp;&nbsp;</td>
143          <td class="paramname"> <em>dt</em>          </td>
144          <td>&nbsp;)&nbsp;</td>
145          <td><code> [pure virtual]</code></td>
146        </tr>
147      </table>
148</div>
149<div class="memdoc">
150
151<p>
152Incremental Bayes rule.
153<p>
154<dl compact><dt><b>Parameters:</b></dt><dd>
155  <table border="0" cellspacing="2" cellpadding="0">
156    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
157  </table>
158</dl>
159
[261]160<p>Implemented in <a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bdm::ARX</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; sq_T &gt;</a>, <a class="el" href="classbdm_1_1KalmanCh.html#b41fe5540548100b08e1684c3be767b6">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bdm::EKFfull</a>, <a class="el" href="classbdm_1_1EKF.html#3fb182ecc29b10ca1163cecbf3bcccfa">bdm::EKF&lt; sq_T &gt;</a>, <a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>, <a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bdm::PF</a>, <a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bdm::MPF&lt; BM_T &gt;</a>, <a class="el" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1">bdm::MixEF</a>, <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>, <a class="el" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bdm::multiBM</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; ldmat &gt;</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; chmat &gt;</a>, and <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; fsqmat &gt;</a>.</p>
[259]161
[270]162<p>Referenced by <a class="el" href="libBM_8cpp-source.html#l00219">bayesB()</a>.</p>
[259]163
164</div>
165</div><p>
166<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::BM::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" 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 bdm::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]</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="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
185
[270]186<p>Referenced by <a class="el" href="libBM_8h-source.html#l00608">logpred_m()</a>.</p>
[259]187
188</div>
189</div><p>
190<hr>The documentation for this class was generated from the following files:<ul>
[261]191<li><a class="el" href="libBM_8h-source.html">libBM.h</a><li>libBM.cpp</ul>
[259]192</div>
[270]193<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:05 2009 for mixpp by&nbsp;
[259]194<a href="http://www.doxygen.org/index.html">
195<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
196</body>
197</html>
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