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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1EKFful__unQR.html">EKFful_unQR</a>
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71<h1>bdm::EKFful_unQR Class Reference</h1><!-- doxytag: class="bdm::EKFful_unQR" --><!-- doxytag: inherits="bdm::EKFfull" --><code>#include &lt;<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>&gt;</code>
72<p>
73<div class="dynheader">
74Inheritance diagram for bdm::EKFful_unQR:</div>
75<div class="dynsection">
76
77<p><center><img src="classbdm_1_1EKFful__unQR.png" usemap="#bdm::EKFful_unQR_map" border="0" alt=""></center>
78<map name="bdm::EKFful_unQR_map">
79<area href="classbdm_1_1EKFfull.html" alt="bdm::EKFfull" shape="rect" coords="64,112,182,136">
80<area href="classbdm_1_1KalmanFull.html" alt="bdm::KalmanFull" shape="rect" coords="0,56,118,80">
81<area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="128,56,246,80">
82<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="128,0,246,24">
83</map>
84</div>
85
86<p>
87<a href="classbdm_1_1EKFful__unQR-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
88Extended <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>. <table border="0" cellpadding="0" cellspacing="0">
89<tr><td></td></tr>
90<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
91<tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed <br><br></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::EKFful_unQR::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
93const <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#b5e8e016be16e4029c789063cb3f3b33">_rvc</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="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::EKFful_unQR::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
97<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#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
100<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="224dd68a83c1472b43163763fa93c477"></a><!-- doxytag: member="bdm::EKFful_unQR::set_options" ref="224dd68a83c1472b43163763fa93c477" args="(const string &amp;opt)" -->
102void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#224dd68a83c1472b43163763fa93c477">set_options</a> (const string &amp;opt)</td></tr>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string. <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aa5d1f7e638db229403e3917bf155ee3"></a><!-- doxytag: member="bdm::EKFful_unQR::log_add" ref="aa5d1f7e638db229403e3917bf155ee3" args="(logger *L, const string &amp;name=&quot;&quot;)" -->
106void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aa5d1f7e638db229403e3917bf155ee3">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> *L, const string &amp;name=&quot;&quot;)</td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0647606eefbf294623bf664971c7d461"></a><!-- doxytag: member="bdm::EKFful_unQR::logit" ref="0647606eefbf294623bf664971c7d461" args="(logger *L)" -->
110void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> *L)</td></tr>
111
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::EKFful_unQR::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
113ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers. <br></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5e0000d2c9df99b029eceff222f7d77"></a><!-- doxytag: member="bdm::EKFful_unQR::opt_L_bounds" ref="a5e0000d2c9df99b029eceff222f7d77" args="" -->
117bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77">opt_L_bounds</a></td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Option for logging bounds. <br></td></tr>
120<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
121<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)" -->
122void&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>
123
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
125<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)" -->
126void&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>
127
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
129<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)" -->
130void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bayes</a> (const vec &amp;dt)</td></tr>
131
132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
133<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)" -->
134void&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>
135
136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr>
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e9a69f36a0a0615c9abb806772ef36d"></a><!-- doxytag: member="bdm::EKFful_unQR::posterior" ref="7e9a69f36a0a0615c9abb806772ef36d" args="() const " -->
138const <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#7e9a69f36a0a0615c9abb806772ef36d">posterior</a> () const </td></tr>
139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
141<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 " -->
142const <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"><b>_e</b> () const </td></tr>
143
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFful_unQR::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" -->
145const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
146
147<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
148<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#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr>
149
150<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
151<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)" -->
152virtual 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>
153
154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
155<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>
156
157<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 " -->
158vec&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>
159
160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::EKFful_unQR::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
162virtual <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>
163
164<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_49.png">. <br></td></tr>
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::EKFful_unQR::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
166virtual <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>
167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
169<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFful_unQR::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
171const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
172
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::EKFful_unQR::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
174void&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>
175
176<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::EKFful_unQR::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
177void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
178
179<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 " -->
180double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
181
182<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)" -->
183void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
184
185<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFful_unQR::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" -->
187vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr>
188
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
190<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFful_unQR::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" -->
191mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr>
192
193<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
194<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" -->
195bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr>
196
197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" -->
198double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr>
199
200<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFful_unQR::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" -->
202int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
203
204<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFful_unQR::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" -->
205int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
206
207<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFful_unQR::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" -->
208int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
209
210<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFful_unQR::A" ref="a24914cfc0297b9f3885df86e5011733" args="" -->
211mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
212
213<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFful_unQR::B" ref="ef28133db32cc60b710925266c37376d" args="" -->
214mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
215
216<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFful_unQR::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" -->
217mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
218
219<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFful_unQR::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" -->
220mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
221
222<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFful_unQR::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" -->
223mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
224
225<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFful_unQR::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" -->
226mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
227
228<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFful_unQR::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" -->
229mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr>
230
231<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFful_unQR::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" -->
232mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
233
234<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFful_unQR::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" -->
235mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
236
237<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFful_unQR::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" -->
238mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
239
240<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
241bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
242
243<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>
244<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
245double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
246
247<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
248<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::EKFful_unQR::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
249<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>
250
251<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
252<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
253<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)" -->
254std::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>
255
256<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr>
257</table>
258<hr><h2>Member Function Documentation</h2>
259<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::EKFful_unQR::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
260<div class="memitem">
261<div class="memproto">
262      <table class="memname">
263        <tr>
264          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
265          <td>(</td>
266          <td class="paramname">          </td>
267          <td>&nbsp;)&nbsp;</td>
268          <td> const<code> [inline, virtual, inherited]</code></td>
269        </tr>
270      </table>
271</div>
272<div class="memdoc">
273
274<p>
275Copy 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#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
276</pre></div> 
277<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKF.html#fe9b2e227255ad32dc73df316b7318f4">bdm::EKF&lt; sq_T &gt;</a>, and <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>.</p>
278
279</div>
280</div><p>
281<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::EKFful_unQR::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
282<div class="memitem">
283<div class="memproto">
284      <table class="memname">
285        <tr>
286          <td class="memname">virtual double bdm::BM::logpred           </td>
287          <td>(</td>
288          <td class="paramtype">const vec &amp;&nbsp;</td>
289          <td class="paramname"> <em>dt</em>          </td>
290          <td>&nbsp;)&nbsp;</td>
291          <td> const<code> [inline, virtual, inherited]</code></td>
292        </tr>
293      </table>
294</div>
295<div class="memdoc">
296
297<p>
298Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
299<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>
300
301<p>Referenced by <a class="el" href="libBM_8h-source.html#l00650">bdm::BM::logpred_m()</a>.</p>
302
303</div>
304</div><p>
305<hr>The documentation for this class was generated from the following file:<ul>
306<li><a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul>
307</div>
308<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:19 2009 for mixpp by&nbsp;
309<a href="http://www.doxygen.org/index.html">
310<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
311</body>
312</html>
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