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25  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1EKFful__unQR.html">EKFful_unQR</a>
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29<h1>bdm::EKFful_unQR Class Reference</h1><!-- doxytag: class="bdm::EKFful_unQR" --><!-- doxytag: inherits="bdm::EKFfull,bdm::BMcond" -->Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. 
30<a href="#_details">More...</a>
31<p>
32<code>#include &lt;<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>&gt;</code>
33<p>
34<div class="dynheader">
35Inheritance diagram for bdm::EKFful_unQR:</div>
36<div class="dynsection">
37<p><center><img src="classbdm_1_1EKFful__unQR__inherit__graph.png" border="0" usemap="#bdm_1_1EKFful__unQR__inherit__map" alt="Inheritance graph"></center>
38<map name="bdm_1_1EKFful__unQR__inherit__map">
39<area shape="rect" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="133,84,232,111"><area shape="rect" href="classbdm_1_1KalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,7,131,33"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="155,7,232,33"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="256,84,365,111"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="267,7,355,33"></map>
40<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
41<div class="dynheader">
42Collaboration diagram for bdm::EKFful_unQR:</div>
43<div class="dynsection">
44<p><center><img src="classbdm_1_1EKFful__unQR__coll__graph.png" border="0" usemap="#bdm_1_1EKFful__unQR__coll__map" alt="Collaboration graph"></center>
45<map name="bdm_1_1EKFful__unQR__coll__map">
46<area shape="rect" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="231,599,329,625"><area shape="rect" href="classbdm_1_1KalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="43,503,168,529"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="341,252,419,279"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="283,87,357,113"><area shape="rect" href="classbdm_1_1diffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="87,199,185,225"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="209,199,295,225"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="400,199,509,225"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="213,7,301,33"><area shape="rect" href="classbdm_1_1fnc.html" title="Class representing function &#160;of variable &#160;represented by rv." alt="" coords="107,87,184,113"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; fsqmat \&gt;" alt="" coords="192,503,368,529"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="208,305,288,332"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="208,404,368,431"><area shape="rect" href="classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="67,404,133,431"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="69,305,131,332"></map>
47<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
48
49<p>
50<a href="classbdm_1_1EKFful__unQR-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
51<tr><td></td></tr>
52<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
53<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="58cd78b3bfcf989add9404de2982b281"></a><!-- doxytag: member="bdm::EKFful_unQR::EKFful_unQR" ref="58cd78b3bfcf989add9404de2982b281" args="(RV rx, RV ry, RV ru, RV rQR)" -->
54&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFful__unQR.html#58cd78b3bfcf989add9404de2982b281">EKFful_unQR</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> rx, <a class="el" href="classbdm_1_1RV.html">RV</a> ry, <a class="el" href="classbdm_1_1RV.html">RV</a> ru, <a class="el" href="classbdm_1_1RV.html">RV</a> rQR)</td></tr>
55
56<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
57<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17a98c06f5efe38e0da0beb96d6f9584"></a><!-- doxytag: member="bdm::EKFful_unQR::condition" ref="17a98c06f5efe38e0da0beb96d6f9584" args="(const vec &amp;QR0)" -->
58void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">condition</a> (const vec &amp;QR0)</td></tr>
59
60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="bdm::EKFful_unQR::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" -->
62void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#78748da361ba61fef162b0d8956d1743">set_parameters</a> (<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *phxu, const mat Q0, const mat R0)</td></tr>
63
64<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f149ae8e9ce14d9931a7bb2850736699"></a><!-- doxytag: member="bdm::EKFful_unQR::bayes" ref="f149ae8e9ce14d9931a7bb2850736699" args="(const vec &amp;dt)" -->
66void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bayes</a> (const vec &amp;dt)</td></tr>
67
68<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7562b3d3c17241dab3baf70258742eb2"></a><!-- doxytag: member="bdm::EKFful_unQR::set_est" ref="7562b3d3c17241dab3baf70258742eb2" args="(vec mu0, mat P0)" -->
70void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7562b3d3c17241dab3baf70258742eb2">set_est</a> (vec mu0, mat P0)</td></tr>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ccc4fa7da522d1c2257156f72291a8a"></a><!-- doxytag: member="bdm::EKFful_unQR::_epdf" ref="6ccc4fa7da522d1c2257156f72291a8a" args="() const " -->
74const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#6ccc4fa7da522d1c2257156f72291a8a">_epdf</a> () const </td></tr>
75
76<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="bdm::EKFful_unQR::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " -->
78const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classfsqmat.html">fsqmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#3d0e427d4d2fb7ac20358ce629f5d510">_e</a> () const </td></tr>
79
80<tr><td class="mdescLeft">&nbsp;</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>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFful_unQR::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" -->
82const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
83
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::EKFful_unQR::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
85virtual 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>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
88<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>
89
90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::EKFful_unQR::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
91vec&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>
92
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="bdm::EKFful_unQR::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &amp;rv) const " -->
95virtual <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#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="bdm::EKFful_unQR::_rv" ref="40a3c891996391e3135518053a917793" args="() const " -->
99const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFful_unQR::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
103double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::EKFful_unQR::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
107void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
110<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#3efb3098172f1f67564a312fe732473e">_copy_</a> (bool changerv=false)</td></tr>
111
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="bdm::EKFful_unQR::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " -->
113const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
116<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFful_unQR::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" -->
118vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr>
119
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFful_unQR::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" -->
122mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" -->
126bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr>
127
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" -->
129double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr>
130
131<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFful_unQR::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" -->
133int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFful_unQR::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" -->
136int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
137
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFful_unQR::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" -->
139int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
140
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFful_unQR::A" ref="a24914cfc0297b9f3885df86e5011733" args="" -->
142mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
143
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFful_unQR::B" ref="ef28133db32cc60b710925266c37376d" args="" -->
145mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
146
147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFful_unQR::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" -->
148mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
149
150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFful_unQR::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" -->
151mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
152
153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFful_unQR::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" -->
154mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
155
156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFful_unQR::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" -->
157mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
158
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFful_unQR::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" -->
160mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr>
161
162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFful_unQR::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" -->
163mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
164
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFful_unQR::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" -->
166mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
167
168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFful_unQR::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" -->
169mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
170
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
172bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
173
174<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>
175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
176double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
177
178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="bdm::EKFful_unQR::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" -->
180<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#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr>
181
182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a12750776d977408aada06a70093297"></a><!-- doxytag: member="bdm::EKFful_unQR::rvc" ref="9a12750776d977408aada06a70093297" args="" -->
184<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a></td></tr>
185
186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr>
187<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
188<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="bdm::EKFful_unQR::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
189std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classbdm_1_1KalmanFull.html">KalmanFull</a> &amp;kf)</td></tr>
190
191<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr>
192</table>
193<hr><a name="_details"></a><h2>Detailed Description</h2>
194Extended <a class="el" href="classbdm_1_1Kalman.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>
195<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::EKFful_unQR::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
196<div class="memitem">
197<div class="memproto">
198      <table class="memname">
199        <tr>
200          <td class="memname">virtual double bdm::BM::logpred           </td>
201          <td>(</td>
202          <td class="paramtype">const vec &amp;&nbsp;</td>
203          <td class="paramname"> <em>dt</em>          </td>
204          <td>&nbsp;)&nbsp;</td>
205          <td> const<code> [inline, virtual, inherited]</code></td>
206        </tr>
207      </table>
208</div>
209<div class="memdoc">
210
211<p>
212Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
213<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>
214
215<p>Referenced by <a class="el" href="libBM_8h-source.html#l00447">bdm::BM::logpred_m()</a>.</p>
216
217</div>
218</div><p>
219<a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="bdm::EKFful_unQR::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" -->
220<div class="memitem">
221<div class="memproto">
222      <table class="memname">
223        <tr>
224          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
225          <td>(</td>
226          <td class="paramtype">bool&nbsp;</td>
227          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
228          <td>&nbsp;)&nbsp;</td>
229          <td><code> [inline, virtual, inherited]</code></td>
230        </tr>
231      </table>
232</div>
233<div class="memdoc">
234
235<p>
236Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.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="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_()</a>{<a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; }
237<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#20ff2de8d862f28de7da83444d65bcdb">bdm::ARX</a>, and <a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">bdm::BMEF</a>.</p>
238
239</div>
240</div><p>
241<hr>The documentation for this class was generated from the following file:<ul>
242<li>work/git/mixpp/bdm/estim/<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul>
243</div>
244<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:30:41 2009 for mixpp by&nbsp;
245<a href="http://www.doxygen.org/index.html">
246<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
247</body>
248</html>
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