root/doc/html/classbdm_1_1EKFfull.html @ 270

Revision 270, 21.3 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

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3<title>mixpp: bdm::EKFfull Class Reference</title>
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[261]27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1EKFfull.html">EKFfull</a>
[259]28  </div>
29</div>
30<div class="contents">
[270]31<h1>bdm::EKFfull Class Reference</h1><!-- doxytag: class="bdm::EKFfull" --><!-- doxytag: inherits="bdm::KalmanFull,bdm::BM" --><code>#include &lt;<a class="el" href="libKF_8h-source.html">libKF.h</a>&gt;</code>
[259]32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::EKFfull:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1EKFfull__inherit__graph.png" border="0" usemap="#bdm_1_1EKFfull__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1EKFfull__inherit__map">
[269]38<area shape="rect" href="classbdm_1_1EKFful__unQR.html" title="Extended Kalman filter with unknown Q and R." alt="" coords="63,239,199,265"><area shape="rect" href="classbdm_1_1KalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="5,84,131,111"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="155,84,232,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="137,7,249,33"></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_1EKFfull-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices.
44<p>
45An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <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 class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6939c345389abb8b2481457b4cfe1165"></a><!-- doxytag: member="bdm::EKFfull::EKFfull" ref="6939c345389abb8b2481457b4cfe1165" args="()" -->
49&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#6939c345389abb8b2481457b4cfe1165">EKFfull</a> ()</td></tr>
[259]50
51<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
52<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="bdm::EKFfull::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" -->
53void&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>
54
55<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
56<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f149ae8e9ce14d9931a7bb2850736699"></a><!-- doxytag: member="bdm::EKFfull::bayes" ref="f149ae8e9ce14d9931a7bb2850736699" args="(const vec &amp;dt)" -->
57void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bayes</a> (const vec &amp;dt)</td></tr>
58
59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7562b3d3c17241dab3baf70258742eb2"></a><!-- doxytag: member="bdm::EKFfull::set_est" ref="7562b3d3c17241dab3baf70258742eb2" args="(vec mu0, mat P0)" -->
61void&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>
62
63<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr>
64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ccc4fa7da522d1c2257156f72291a8a"></a><!-- doxytag: member="bdm::EKFfull::_epdf" ref="6ccc4fa7da522d1c2257156f72291a8a" args="() const " -->
65const <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>
66
67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="bdm::EKFfull::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " -->
[270]69const <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>
[259]70
71<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFfull::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" -->
72const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
73
[270]74<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
75<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>
76
77<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::EKFfull::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
79virtual 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>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
82<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>
83
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::EKFfull::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
85vec&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>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[270]88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::EKFfull::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
89virtual <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]90
[270]91<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>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::EKFfull::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
93virtual <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]94
[270]95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
96<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[269]97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFfull::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]98const <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]99
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::EKFfull::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]101void&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]102
[259]103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFfull::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]104double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[259]105
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::EKFfull::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]107void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[259]108
109<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFfull::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" -->
111vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFfull::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" -->
115mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFfull::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" -->
119bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr>
120
121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFfull::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" -->
122double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr>
123
124<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFfull::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" -->
126int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
127
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFfull::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" -->
129int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
130
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFfull::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" -->
132int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
133
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFfull::A" ref="a24914cfc0297b9f3885df86e5011733" args="" -->
135mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
136
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFfull::B" ref="ef28133db32cc60b710925266c37376d" args="" -->
138mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
139
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFfull::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" -->
141mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
142
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFfull::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" -->
144mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
145
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFfull::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" -->
147mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
148
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFfull::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" -->
150mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
151
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFfull::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" -->
153mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr>
154
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFfull::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" -->
156mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
157
158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFfull::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" -->
159mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
160
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFfull::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" -->
162mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
163
[269]164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::EKFfull::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
165<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>
166
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[259]168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::EKFfull::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
169double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
170
171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::EKFfull::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
173bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
174
175<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>
176<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="bdm::EKFfull::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
178std::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>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr>
181</table>
[270]182<hr><h2>Member Function Documentation</h2>
183<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::EKFfull::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" -->
[259]184<div class="memitem">
185<div class="memproto">
186      <table class="memname">
187        <tr>
[270]188          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
[259]189          <td>(</td>
[270]190          <td class="paramname">          </td>
[259]191          <td>&nbsp;)&nbsp;</td>
[270]192          <td><code> [inline, virtual, inherited]</code></td>
[259]193        </tr>
194      </table>
195</div>
196<div class="memdoc">
197
198<p>
[270]199Copy 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>);}
200</pre></div> 
201<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p>
[259]202
203</div>
204</div><p>
[270]205<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::EKFfull::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[259]206<div class="memitem">
207<div class="memproto">
208      <table class="memname">
209        <tr>
[270]210          <td class="memname">virtual double bdm::BM::logpred           </td>
[259]211          <td>(</td>
[270]212          <td class="paramtype">const vec &amp;&nbsp;</td>
213          <td class="paramname"> <em>dt</em>          </td>
[259]214          <td>&nbsp;)&nbsp;</td>
[270]215          <td> const<code> [inline, virtual, inherited]</code></td>
[259]216        </tr>
217      </table>
218</div>
219<div class="memdoc">
220
221<p>
[270]222Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
223<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>
[259]224
[270]225<p>Referenced by <a class="el" href="libBM_8h-source.html#l00608">bdm::BM::logpred_m()</a>.</p>
226
[259]227</div>
228</div><p>
229<hr>The documentation for this class was generated from the following files:<ul>
[261]230<li><a class="el" href="libKF_8h-source.html">libKF.h</a><li>libKF.cpp</ul>
[259]231</div>
[270]232<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:02 2009 for mixpp by&nbsp;
[259]233<a href="http://www.doxygen.org/index.html">
234<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
235</body>
236</html>
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