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| 22 | <li><a href="functions.html"><span>Class Members</span></a></li> |
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| 23 | </ul> |
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| 24 | </div> |
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| 25 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> |
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| 26 | </div> |
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| 27 | </div> |
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| 28 | <div class="contents"> |
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| 29 | <h1>bdm::BMEF Class Reference</h1><!-- doxytag: class="bdm::BMEF" --><!-- doxytag: inherits="bdm::BM" -->Estimator for Exponential family. |
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| 30 | <a href="#_details">More...</a> |
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| 31 | <p> |
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| 32 | <code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> |
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| 33 | <p> |
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| 34 | <div class="dynheader"> |
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| 35 | Inheritance diagram for bdm::BMEF:</div> |
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| 36 | <div class="dynsection"> |
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| 37 | <p><center><img src="classbdm_1_1BMEF__inherit__graph.png" border="0" usemap="#bdm_1_1BMEF__inherit__map" alt="Inheritance graph"></center> |
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| 38 | <map name="bdm_1_1BMEF__inherit__map"> |
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| 39 | <area shape="rect" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise." alt="" coords="5,161,88,188"><area shape="rect" href="classbdm_1_1MixEF.html" title="Mixture of Exponential Family Densities." alt="" coords="112,161,205,188"><area shape="rect" href="classbdm_1_1multiBM.html" title="Estimator for Multinomial density." alt="" coords="229,161,339,188"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="120,7,197,33"></map> |
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| 40 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 41 | <div class="dynheader"> |
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| 42 | Collaboration diagram for bdm::BMEF:</div> |
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| 43 | <div class="dynsection"> |
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| 44 | <p><center><img src="classbdm_1_1BMEF__coll__graph.png" border="0" usemap="#bdm_1_1BMEF__coll__map" alt="Collaboration graph"></center> |
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| 45 | <map name="bdm_1_1BMEF__coll__map"> |
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| 46 | <area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="13,183,91,209"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="15,87,89,113"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="8,7,96,33"></map> |
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| 47 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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| 48 | |
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| 49 | <p> |
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| 50 | <a href="classbdm_1_1BMEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 51 | <tr><td></td></tr> |
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| 52 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 53 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73bccd1d8142d4d330e35637ca30decc"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="73bccd1d8142d4d330e35637ca30decc" args="(const RV &rv, double frg0=1.0)" --> |
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| 54 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#73bccd1d8142d4d330e35637ca30decc">BMEF</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>, double frg0=1.0)</td></tr> |
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| 55 | |
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| 56 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
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| 57 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9662379513101405e159e76717104e62"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="9662379513101405e159e76717104e62" args="(const BMEF &B)" --> |
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| 58 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62">BMEF</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> &B)</td></tr> |
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| 59 | |
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| 60 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br></td></tr> |
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| 61 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::BMEF::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> |
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| 62 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> |
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| 63 | |
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| 64 | <tr><td class="mdescLeft"> </td><td class="mdescRight">get statistics from another model <br></td></tr> |
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| 65 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::BMEF::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &data, const double w)" --> |
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| 66 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &data, const double w)</td></tr> |
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| 67 | |
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| 68 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> |
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| 69 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bayes</a> (const vec &dt)</td></tr> |
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| 70 | |
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| 71 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#c287f4c0c1ea31b91572ec45351838f1"></a><br></td></tr> |
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| 72 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::BMEF::flatten" ref="b2916a2e71a958665054473124d5e749" args="(const BMEF *B)" --> |
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| 73 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> |
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| 74 | |
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| 75 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br></td></tr> |
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| 76 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5912dbcf28ae711e30b08c2fa766a3e6"></a><!-- doxytag: member="bdm::BMEF::_copy_" ref="5912dbcf28ae711e30b08c2fa766a3e6" args="(bool changerv=false)" --> |
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| 77 | <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">_copy_</a> (bool changerv=false)</td></tr> |
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| 78 | |
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| 79 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> |
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| 80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::BMEF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
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| 81 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
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| 82 | |
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| 83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
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| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="963258c4c2dd05be001003b19aceefef"></a><!-- doxytag: member="bdm::BMEF::_epdf" ref="963258c4c2dd05be001003b19aceefef" args="() const =0" --> |
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| 85 | virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#963258c4c2dd05be001003b19aceefef">_epdf</a> () const =0</td></tr> |
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| 86 | |
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| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a reference to the <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. <br></td></tr> |
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| 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="bdm::BMEF::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" --> |
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| 89 | virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4ed0f8b880e606316ae800f3a011c3a6">_e</a> () const =0</td></tr> |
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| 90 | |
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| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classbdm_1_1epdf.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> |
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| 92 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
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| 93 | |
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| 94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::BMEF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
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| 95 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
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| 96 | |
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| 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
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| 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="bdm::BMEF::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &rv) const " --> |
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| 99 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr> |
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| 100 | |
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| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> |
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| 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="bdm::BMEF::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> |
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| 103 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> |
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| 104 | |
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| 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::BMEF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> |
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| 107 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> |
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| 108 | |
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| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::BMEF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> |
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| 111 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> |
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| 112 | |
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| 113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 114 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::BMEF::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> |
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| 116 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> |
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| 117 | |
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| 118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">forgetting factor <br></td></tr> |
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| 119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::BMEF::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> |
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| 120 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> |
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| 121 | |
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| 122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr> |
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| 123 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="bdm::BMEF::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" --> |
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| 124 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr> |
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| 125 | |
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| 126 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr> |
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| 127 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::BMEF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
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| 128 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
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| 129 | |
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| 130 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
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| 131 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::BMEF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
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| 132 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
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| 133 | |
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| 134 | <tr><td class="mdescLeft"> </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> |
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| 135 | </table> |
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| 136 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 137 | Estimator for Exponential family. <hr><h2>Member Function Documentation</h2> |
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| 138 | <a class="anchor" name="c287f4c0c1ea31b91572ec45351838f1"></a><!-- doxytag: member="bdm::BMEF::bayes" ref="c287f4c0c1ea31b91572ec45351838f1" args="(const vec &dt)" --> |
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| 139 | <div class="memitem"> |
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| 140 | <div class="memproto"> |
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| 141 | <table class="memname"> |
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| 142 | <tr> |
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| 143 | <td class="memname">void bdm::BMEF::bayes </td> |
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| 144 | <td>(</td> |
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| 145 | <td class="paramtype">const vec & </td> |
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| 146 | <td class="paramname"> <em>dt</em> </td> |
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| 147 | <td> ) </td> |
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| 148 | <td><code> [virtual]</code></td> |
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| 149 | </tr> |
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| 150 | </table> |
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| 151 | </div> |
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| 152 | <div class="memdoc"> |
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| 153 | |
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| 154 | <p> |
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| 155 | Incremental Bayes rule. |
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| 156 | <p> |
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| 157 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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| 158 | <table border="0" cellspacing="2" cellpadding="0"> |
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| 159 | <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> |
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| 160 | </table> |
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| 161 | </dl> |
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| 162 | |
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| 163 | <p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> |
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| 164 | |
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| 165 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bdm::multiBM</a>.</p> |
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| 166 | |
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| 167 | <p>References <a class="el" href="libEF_8h-source.html#l00089">bayes()</a>.</p> |
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| 168 | |
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| 169 | </div> |
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| 170 | </div><p> |
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| 171 | <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::BMEF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> |
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| 172 | <div class="memitem"> |
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| 173 | <div class="memproto"> |
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| 174 | <table class="memname"> |
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| 175 | <tr> |
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| 176 | <td class="memname">virtual double bdm::BM::logpred </td> |
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| 177 | <td>(</td> |
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| 178 | <td class="paramtype">const vec & </td> |
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| 179 | <td class="paramname"> <em>dt</em> </td> |
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| 180 | <td> ) </td> |
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| 181 | <td> const<code> [inline, virtual, inherited]</code></td> |
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| 182 | </tr> |
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| 183 | </table> |
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| 184 | </div> |
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| 185 | <div class="memdoc"> |
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| 186 | |
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| 187 | <p> |
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| 188 | Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. |
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| 189 | <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> |
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| 190 | |
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| 191 | <p>Referenced by <a class="el" href="libBM_8h-source.html#l00447">bdm::BM::logpred_m()</a>.</p> |
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| 192 | |
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| 193 | </div> |
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| 194 | </div><p> |
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| 195 | <hr>The documentation for this class was generated from the following files:<ul> |
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| 196 | <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> |
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| 197 | </div> |
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| 198 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:31:31 2009 for mixpp by |
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| 199 | <a href="http://www.doxygen.org/index.html"> |
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| 200 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> |
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| 201 | </body> |
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| 202 | </html> |
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