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3<title>mixpp: bdm::MPF&lt; BM_T &gt; Class Template Reference</title>
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[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1MPF.html">MPF</a>
[259]68  </div>
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70<div class="contents">
[270]71<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]72<p>
73<div class="dynheader">
74Inheritance diagram for bdm::MPF&lt; BM_T &gt;:</div>
75<div class="dynsection">
76
[271]77<p><center><img src="classbdm_1_1MPF.png" usemap="#bdm::MPF< BM_T >_map" border="0" alt=""></center>
78<map name="bdm::MPF< BM_T >_map">
79<area href="classbdm_1_1PF.html" alt="bdm::PF" shape="rect" coords="0,112,125,136">
80<area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="0,56,125,80">
81<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,125,24">
82</map>
83</div>
84
[259]85<p>
[270]86<a href="classbdm_1_1MPF-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
87<h3>template&lt;class BM_T&gt;<br>
88 class bdm::MPF&lt; BM_T &gt;</h3>
89
90Marginalized Particle filter.
91<p>
92Trivial 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]93<tr><td></td></tr>
94<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[271]95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0e773df05fd70cf8ef3a7f1b3e42ef"></a><!-- doxytag: member="bdm::MPF::MPF" ref="ca0e773df05fd70cf8ef3a7f1b3e42ef" args="(mpdf *par0, mpdf *obs0, int n, const BM_T &amp;BMcond0)" -->
96&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MPF.html#ca0e773df05fd70cf8ef3a7f1b3e42ef">MPF</a> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *obs0, int <a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a>, const BM_T &amp;BMcond0)</td></tr>
[259]97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
99<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>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#286d040770d08bd7ff416cea617b1b14"></a><br></td></tr>
[271]102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25d5dc30b1260b07edb6183bdd73ef16"></a><!-- doxytag: member="bdm::MPF::posterior" ref="25d5dc30b1260b07edb6183bdd73ef16" args="() const " -->
103const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr>
[259]104
105<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]106const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>
[259]107
108<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)" -->
109void&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>
110
111<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>
112<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)" -->
113<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>
114
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Access function. <br></td></tr>
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::MPF::__w" ref="78a9f6809827be1d9bfe215d03b1c6ed" args="()" -->
117vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[270]120<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[271]121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e6d63c627cd1600eb0a88294d0ff6ca3"></a><!-- doxytag: member="bdm::MPF::set_parameters" ref="e6d63c627cd1600eb0a88294d0ff6ca3" args="(mpdf *par0, mpdf *obs0, int n0)" -->
122void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *obs0, int n0)</td></tr>
123
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9830cb311f67e8276d3f2b167ab681b9"></a><!-- doxytag: member="bdm::MPF::set_statistics" ref="9830cb311f67e8276d3f2b167ab681b9" args="(const vec w0, epdf *epdf0)" -->
125void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec w0, <a class="el" href="classbdm_1_1epdf.html">epdf</a> *epdf0)</td></tr>
126
127<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[270]128<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>
129
130<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]131<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)" -->
132virtual 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>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
135<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>
136
137<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 " -->
138vec&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>
139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[270]141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MPF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
142virtual <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]143
[275]144<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>
[270]145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MPF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
146virtual <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]147
[270]148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
149<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[269]150<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]151const <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]152
153<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]154void&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]155
[271]156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MPF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
157void&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>
158
[259]159<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]160double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[259]161
162<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]163void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[259]164
165<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::MPF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" -->
167int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr>
168
169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr>
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::MPF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" -->
171<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>
172
173<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
174<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::MPF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" -->
175vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr>
176
177<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>
178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::MPF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" -->
179Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr>
180
181<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>
[271]182<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::MPF::par" ref="521e9621d3b5e1274275f323691afdaf" args="" -->
183<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#521e9621d3b5e1274275f323691afdaf">par</a></td></tr>
[259]184
185<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr>
[271]186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::MPF::obs" ref="d6e7a62fba1e0a0d73c9b87f4fb683ec" args="" -->
187<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#d6e7a62fba1e0a0d73c9b87f4fb683ec">obs</a></td></tr>
[259]188
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr>
[269]190<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MPF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
191<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>
192
193<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[259]194<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MPF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
195double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
196
197<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
198<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MPF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
199bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
200
201<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>
202<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
203<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr>
204
205<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>
206</table>
[270]207<hr><h2>Member Function Documentation</h2>
[259]208<a class="anchor" name="286d040770d08bd7ff416cea617b1b14"></a><!-- doxytag: member="bdm::MPF::bayes" ref="286d040770d08bd7ff416cea617b1b14" args="(const vec &amp;dt)" -->
209<div class="memitem">
210<div class="memproto">
211<div class="memtemplate">
212template&lt;class BM_T&gt; </div>
213      <table class="memname">
214        <tr>
215          <td class="memname">void <a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>&lt; BM_T &gt;::bayes           </td>
216          <td>(</td>
217          <td class="paramtype">const vec &amp;&nbsp;</td>
218          <td class="paramname"> <em>dt</em>          </td>
219          <td>&nbsp;)&nbsp;</td>
220          <td><code> [inline, virtual]</code></td>
221        </tr>
222      </table>
223</div>
224<div class="memdoc">
225
226<p>
227Incremental Bayes rule.
228<p>
229<dl compact><dt><b>Parameters:</b></dt><dd>
230  <table border="0" cellspacing="2" cellpadding="0">
231    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
232  </table>
233</dl>
234
235<p>Reimplemented from <a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bdm::PF</a>.</p>
236
[271]237<p>References <a class="el" href="libBM_8h-source.html#l00342">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="libBM_8h-source.html#l00246">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#l00185">bdm::eEmp::resample()</a>, and <a class="el" href="libBM_8h-source.html#l00311">bdm::mpdf::samplecond()</a>.</p>
[259]238
239</div>
240</div><p>
[270]241<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::MPF::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" -->
[259]242<div class="memitem">
243<div class="memproto">
244      <table class="memname">
245        <tr>
[270]246          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
[259]247          <td>(</td>
[270]248          <td class="paramname">          </td>
[259]249          <td>&nbsp;)&nbsp;</td>
[270]250          <td><code> [inline, virtual, inherited]</code></td>
[259]251        </tr>
252      </table>
253</div>
254<div class="memdoc">
255
256<p>
[270]257Copy 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>);}
258</pre></div> 
259<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p>
[259]260
261</div>
262</div><p>
[270]263<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MPF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[259]264<div class="memitem">
265<div class="memproto">
266      <table class="memname">
267        <tr>
[270]268          <td class="memname">virtual double bdm::BM::logpred           </td>
[259]269          <td>(</td>
[270]270          <td class="paramtype">const vec &amp;&nbsp;</td>
271          <td class="paramname"> <em>dt</em>          </td>
[259]272          <td>&nbsp;)&nbsp;</td>
[270]273          <td> const<code> [inline, virtual, inherited]</code></td>
[259]274        </tr>
275      </table>
276</div>
277<div class="memdoc">
278
279<p>
[270]280Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
281<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]282
[271]283<p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p>
[270]284
[259]285</div>
286</div><p>
287<hr>The documentation for this class was generated from the following file:<ul>
[261]288<li><a class="el" href="libPF_8h-source.html">libPF.h</a></ul>
[259]289</div>
[280]290<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:39:05 2009 for mixpp by&nbsp;
[259]291<a href="http://www.doxygen.org/index.html">
292<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
293</body>
294</html>
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