root/doc/html/classbdm_1_1MPF.html @ 270

Revision 270, 20.6 kB (checked in by smidl, 16 years ago)

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

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3<title>mixpp: bdm::MPF&lt; BM_T &gt; Class Template Reference</title>
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[261]21      <li><a href="classes.html"><span>Alphabetical&nbsp;List</span></a></li>
[259]22      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
23      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
24      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
25    </ul>
26  </div>
[261]27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1MPF.html">MPF</a>
[259]28  </div>
29</div>
30<div class="contents">
[270]31<h1>bdm::MPF&lt; BM_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::MPF" --><!-- doxytag: inherits="bdm::PF" --><code>#include &lt;<a class="el" href="libPF_8h-source.html">libPF.h</a>&gt;</code>
[259]32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::MPF&lt; BM_T &gt;:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1MPF__inherit__graph.png" border="0" usemap="#bdm_1_1MPF_3_01BM__T_01_4__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1MPF_3_01BM__T_01_4__inherit__map">
[269]38<area shape="rect" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="43,161,115,188"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="40,84,117,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="23,7,135,33"></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_1MPF-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43<h3>template&lt;class BM_T&gt;<br>
44 class bdm::MPF&lt; BM_T &gt;</h3>
45
46Marginalized Particle filter.
47<p>
48Trivial version: proposal = parameter evolution, observation model is not used. (it is assumed to be part 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>). <table border="0" cellpadding="0" cellspacing="0">
[259]49<tr><td></td></tr>
50<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2a00c2399599c3613ab632fc36a1f79"></a><!-- doxytag: member="bdm::MPF::MPF" ref="e2a00c2399599c3613ab632fc36a1f79" args="(const RV &amp;rvlin, const RV &amp;rvpf, mpdf &amp;par0, mpdf &amp;obs0, int n, const BM_T &amp;BMcond0)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#e2a00c2399599c3613ab632fc36a1f79">MPF</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvlin, const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rvpf, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &amp;par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &amp;obs0, int <a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a>, const BM_T &amp;BMcond0)</td></tr>
53
54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bayes</a> (const vec &amp;dt)</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#286d040770d08bd7ff416cea617b1b14"></a><br></td></tr>
58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2da4cbf7645da52ad5630ada411e3f9f"></a><!-- doxytag: member="bdm::MPF::_epdf" ref="2da4cbf7645da52ad5630ada411e3f9f" args="() const " -->
[270]59const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> () const </td></tr>
[259]60
61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1401874aa88a7a3f2593070646779af2"></a><!-- doxytag: member="bdm::MPF::_e" ref="1401874aa88a7a3f2593070646779af2" args="() const " -->
[270]62const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>
[259]63
64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dcecdaf2acbbee51acf3018a70989a7e"></a><!-- doxytag: member="bdm::MPF::set_est" ref="dcecdaf2acbbee51acf3018a70989a7e" args="(const epdf &amp;epdf0)" -->
65void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#dcecdaf2acbbee51acf3018a70989a7e">set_est</a> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;epdf0)</td></tr>
66
67<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set postrior of <code>rvc</code> to samples from epdf0. Statistics of Bms are not re-computed! Use only for initialization! <br></td></tr>
68<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="82b5a34d9ed0e78452f98d2ecbf1e93c"></a><!-- doxytag: member="bdm::MPF::_BM" ref="82b5a34d9ed0e78452f98d2ecbf1e93c" args="(int i)" -->
69<a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#82b5a34d9ed0e78452f98d2ecbf1e93c">_BM</a> (int i)</td></tr>
70
71<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br></td></tr>
72<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::MPF::__w" ref="78a9f6809827be1d9bfe215d03b1c6ed" args="()" -->
73vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr>
74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[270]76<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
77<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>
78
79<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MPF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
81virtual 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>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
84<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>
85
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MPF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
87vec&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>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[270]90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MPF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
91virtual <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]92
[270]93<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>
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MPF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
95virtual <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]96
[270]97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
98<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[269]99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MPF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]100const <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]101
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MPF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]103void&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]104
[259]105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MPF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]106double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[259]107
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MPF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]109void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[259]110
111<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::MPF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" -->
113int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::MPF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" -->
117<a class="el" href="classbdm_1_1eEmp.html">eEmp</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#dc049265b9086cad7071f98d00a2b9af">est</a></td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::MPF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" -->
121vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::MPF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" -->
125Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf3a1b2a407012e47ac878e3aa2fbf34"></a><!-- doxytag: member="bdm::MPF::par" ref="cf3a1b2a407012e47ac878e3aa2fbf34" args="" -->
129<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#cf3a1b2a407012e47ac878e3aa2fbf34">par</a></td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c58b8fa634272c3f48845a9020ba55aa"></a><!-- doxytag: member="bdm::MPF::obs" ref="c58b8fa634272c3f48845a9020ba55aa" args="" -->
133<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#c58b8fa634272c3f48845a9020ba55aa">obs</a></td></tr>
134
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr>
[269]136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MPF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
137<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>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[259]140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MPF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
141double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
142
143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MPF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
145bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
146
147<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>
148<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
149<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr>
150
151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal class for MPDF providing composition of <a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a> with external components <br></td></tr>
152</table>
[270]153<hr><h2>Member Function Documentation</h2>
[259]154<a class="anchor" name="286d040770d08bd7ff416cea617b1b14"></a><!-- doxytag: member="bdm::MPF::bayes" ref="286d040770d08bd7ff416cea617b1b14" args="(const vec &amp;dt)" -->
155<div class="memitem">
156<div class="memproto">
157<div class="memtemplate">
158template&lt;class BM_T&gt; </div>
159      <table class="memname">
160        <tr>
161          <td class="memname">void <a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>&lt; BM_T &gt;::bayes           </td>
162          <td>(</td>
163          <td class="paramtype">const vec &amp;&nbsp;</td>
164          <td class="paramname"> <em>dt</em>          </td>
165          <td>&nbsp;)&nbsp;</td>
166          <td><code> [inline, virtual]</code></td>
167        </tr>
168      </table>
169</div>
170<div class="memdoc">
171
172<p>
173Incremental Bayes rule.
174<p>
175<dl compact><dt><b>Parameters:</b></dt><dd>
176  <table border="0" cellspacing="2" cellpadding="0">
177    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
178  </table>
179</dl>
180
181<p>Reimplemented from <a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bdm::PF</a>.</p>
182
[270]183<p>References <a class="el" href="libBM_8h-source.html#l00333">bdm::mpdf::_e()</a>, <a class="el" href="libPF_8h-source.html#l00036">bdm::PF::_samples</a>, <a class="el" href="libPF_8h-source.html#l00034">bdm::PF::_w</a>, <a class="el" href="libPF_8h-source.html#l00032">bdm::PF::est</a>, <a class="el" href="classbdm_1_1epdf.html#a8e39e2ff5e5cf5471bc159530d3b2d3">bdm::epdf::evallog()</a>, <a class="el" href="libPF_8h-source.html#l00030">bdm::PF::n</a>, <a class="el" href="libPF_8h-source.html#l00038">bdm::PF::par</a>, <a class="el" href="libEF_8cpp-source.html#l00184">bdm::eEmp::resample()</a>, and <a class="el" href="libBM_8h-source.html#l00302">bdm::mpdf::samplecond()</a>.</p>
[259]184
185</div>
186</div><p>
[270]187<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::MPF::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" -->
[259]188<div class="memitem">
189<div class="memproto">
190      <table class="memname">
191        <tr>
[270]192          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
[259]193          <td>(</td>
[270]194          <td class="paramname">          </td>
[259]195          <td>&nbsp;)&nbsp;</td>
[270]196          <td><code> [inline, virtual, inherited]</code></td>
[259]197        </tr>
198      </table>
199</div>
200<div class="memdoc">
201
202<p>
[270]203Copy 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>);}
204</pre></div> 
205<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p>
[259]206
207</div>
208</div><p>
[270]209<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MPF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[259]210<div class="memitem">
211<div class="memproto">
212      <table class="memname">
213        <tr>
[270]214          <td class="memname">virtual double bdm::BM::logpred           </td>
[259]215          <td>(</td>
[270]216          <td class="paramtype">const vec &amp;&nbsp;</td>
217          <td class="paramname"> <em>dt</em>          </td>
[259]218          <td>&nbsp;)&nbsp;</td>
[270]219          <td> const<code> [inline, virtual, inherited]</code></td>
[259]220        </tr>
221      </table>
222</div>
223<div class="memdoc">
224
225<p>
[270]226Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
227<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]228
[270]229<p>Referenced by <a class="el" href="libBM_8h-source.html#l00608">bdm::BM::logpred_m()</a>.</p>
230
[259]231</div>
232</div><p>
233<hr>The documentation for this class was generated from the following file:<ul>
[261]234<li><a class="el" href="libPF_8h-source.html">libPF.h</a></ul>
[259]235</div>
[270]236<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:02 2009 for mixpp by&nbsp;
[259]237<a href="http://www.doxygen.org/index.html">
238<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
239</body>
240</html>
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