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[271]67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1PF.html">PF</a>
[259]68  </div>
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[270]71<h1>bdm::PF Class Reference</h1><!-- doxytag: class="bdm::PF" --><!-- doxytag: inherits="bdm::BM" --><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::PF:</div>
75<div class="dynsection">
76
[271]77<p><center><img src="classbdm_1_1PF.png" usemap="#bdm::PF_map" border="0" alt=""></center>
78<map name="bdm::PF_map">
79<area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="0,56,125,80">
80<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,125,24">
81<area href="classbdm_1_1MPF.html" alt="bdm::MPF< BM_T >" shape="rect" coords="0,168,125,192">
82</map>
83</div>
84
[259]85<p>
[270]86<a href="classbdm_1_1PF-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
87Trivial particle filter with proposal density equal to parameter evolution model.
88<p>
89Posterior density is represented by a weighted empirical density (<code><a class="el" href="classbdm_1_1eEmp.html" title="Weighted empirical density.">eEmp</a></code> ). <table border="0" cellpadding="0" cellspacing="0">
[259]90<tr><td></td></tr>
91<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[271]92<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#6f1988db4c3f602d187a6c15ec89cb1e">set_est</a> (const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;epdf0)</td></tr>
[259]93
94<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bayes</a> (const vec &amp;dt)</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#638946eea22d4964bf9350286bb4efd8"></a><br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78a9f6809827be1d9bfe215d03b1c6ed"></a><!-- doxytag: member="bdm::PF::__w" ref="78a9f6809827be1d9bfe215d03b1c6ed" args="()" -->
98vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#78a9f6809827be1d9bfe215d03b1c6ed">__w</a> ()</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[270]101<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[271]102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="297339fd48bc1cfd011d16603d54accb"></a><!-- doxytag: member="bdm::PF::PF" ref="297339fd48bc1cfd011d16603d54accb" args="()" -->
103&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> ()</td></tr>
104
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b9fdf0d1e712392bfcad5a26c727d44"></a><!-- doxytag: member="bdm::PF::PF" ref="3b9fdf0d1e712392bfcad5a26c727d44" args="(mpdf *par0, mpdf *obs0, epdf *epdf0, int n0)" -->
106&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *obs0, <a class="el" href="classbdm_1_1epdf.html">epdf</a> *epdf0, int n0)</td></tr>
107
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e6d63c627cd1600eb0a88294d0ff6ca3"></a><!-- doxytag: member="bdm::PF::set_parameters" ref="e6d63c627cd1600eb0a88294d0ff6ca3" args="(mpdf *par0, mpdf *obs0, int n0)" -->
109void&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>
110
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9830cb311f67e8276d3f2b167ab681b9"></a><!-- doxytag: member="bdm::PF::set_statistics" ref="9830cb311f67e8276d3f2b167ab681b9" args="(const vec w0, epdf *epdf0)" -->
112void&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>
113
114<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
[270]115<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>
116
117<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
[259]118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::PF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
119virtual 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>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
122<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>
123
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::PF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
125vec&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>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
[270]128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::PF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
129virtual <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]130
[270]131<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>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::PF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
133virtual <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]134
[270]135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
136<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
[269]137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::PF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
[270]138const <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]139
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::PF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
[270]141void&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]142
[271]143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::PF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
144void&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>
145
[259]146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::PF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
[270]147double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
[259]148
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::PF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
[270]150void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
[259]151
[271]152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::PF::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" -->
153virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr>
[259]154
[270]155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="bdm::PF::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" -->
156virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr>
157
[259]158<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eeafaf9b8ad75fe62ee9fd6369e3f7fe"></a><!-- doxytag: member="bdm::PF::n" ref="eeafaf9b8ad75fe62ee9fd6369e3f7fe" args="" -->
160int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#eeafaf9b8ad75fe62ee9fd6369e3f7fe">n</a></td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr>
163<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc049265b9086cad7071f98d00a2b9af"></a><!-- doxytag: member="bdm::PF::est" ref="dc049265b9086cad7071f98d00a2b9af" args="" -->
164<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>
165
166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5149d5522d1095d39240c4c607f61a3"></a><!-- doxytag: member="bdm::PF::_w" ref="f5149d5522d1095d39240c4c607f61a3" args="" -->
168vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#f5149d5522d1095d39240c4c607f61a3">_w</a></td></tr>
169
170<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>
171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="914bd66025692c4018dbd482cb3c47c1"></a><!-- doxytag: member="bdm::PF::_samples" ref="914bd66025692c4018dbd482cb3c47c1" args="" -->
172Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#914bd66025692c4018dbd482cb3c47c1">_samples</a></td></tr>
173
174<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]175<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="521e9621d3b5e1274275f323691afdaf"></a><!-- doxytag: member="bdm::PF::par" ref="521e9621d3b5e1274275f323691afdaf" args="" -->
176<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]177
178<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr>
[271]179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6e7a62fba1e0a0d73c9b87f4fb683ec"></a><!-- doxytag: member="bdm::PF::obs" ref="d6e7a62fba1e0a0d73c9b87f4fb683ec" args="" -->
180<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]181
182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr>
[269]183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::PF::drv" ref="c400357e37d27a4834b2b1d9211009ed" 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_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
185
186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
[259]187<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::PF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
188double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
189
190<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
191<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::PF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
192bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
193
194<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>
195</table>
[270]196<hr><h2>Member Function Documentation</h2>
[271]197<a class="anchor" name="6f1988db4c3f602d187a6c15ec89cb1e"></a><!-- doxytag: member="bdm::PF::set_est" ref="6f1988db4c3f602d187a6c15ec89cb1e" args="(const epdf &amp;epdf0)" -->
198<div class="memitem">
199<div class="memproto">
200      <table class="memname">
201        <tr>
202          <td class="memname">void bdm::PF::set_est           </td>
203          <td>(</td>
204          <td class="paramtype">const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td>
205          <td class="paramname"> <em>epdf0</em>          </td>
206          <td>&nbsp;)&nbsp;</td>
207          <td></td>
208        </tr>
209      </table>
210</div>
211<div class="memdoc">
212
213<p>
214Set posterior density by sampling from epdf0
215<p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#dcecdaf2acbbee51acf3018a70989a7e">bdm::MPF&lt; BM_T &gt;</a>.</p>
216
217<p>References <a class="el" href="libPF_8h-source.html#l00036">_samples</a>, <a class="el" href="libPF_8h-source.html#l00030">n</a>, and <a class="el" href="libBM_8h-source.html#l00242">bdm::epdf::sample()</a>.</p>
218
219<p>Referenced by <a class="el" href="libPF_8h-source.html#l00136">bdm::MPF&lt; BM_T &gt;::set_est()</a>.</p>
220
221</div>
222</div><p>
[259]223<a class="anchor" name="638946eea22d4964bf9350286bb4efd8"></a><!-- doxytag: member="bdm::PF::bayes" ref="638946eea22d4964bf9350286bb4efd8" args="(const vec &amp;dt)" -->
224<div class="memitem">
225<div class="memproto">
226      <table class="memname">
227        <tr>
228          <td class="memname">void bdm::PF::bayes           </td>
229          <td>(</td>
230          <td class="paramtype">const vec &amp;&nbsp;</td>
231          <td class="paramname"> <em>dt</em>          </td>
232          <td>&nbsp;)&nbsp;</td>
233          <td><code> [virtual]</code></td>
234        </tr>
235      </table>
236</div>
237<div class="memdoc">
238
239<p>
240Incremental Bayes rule.
241<p>
242<dl compact><dt><b>Parameters:</b></dt><dd>
243  <table border="0" cellspacing="2" cellpadding="0">
244    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
245  </table>
246</dl>
247
248<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p>
249
250<p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bdm::MPF&lt; BM_T &gt;</a>.</p>
251
[271]252<p>References <a class="el" href="libBM_8h-source.html#l00342">bdm::mpdf::_e()</a>, <a class="el" href="libPF_8h-source.html#l00036">_samples</a>, <a class="el" href="libPF_8h-source.html#l00034">_w</a>, <a class="el" href="libPF_8h-source.html#l00032">est</a>, <a class="el" href="libBM_8h-source.html#l00246">bdm::epdf::evallog()</a>, <a class="el" href="libBM_8h-source.html#l00327">bdm::mpdf::evallogcond()</a>, <a class="el" href="libPF_8h-source.html#l00030">n</a>, <a class="el" href="libPF_8h-source.html#l00040">obs</a>, <a class="el" href="libPF_8h-source.html#l00038">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]253
254</div>
255</div><p>
[270]256<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::PF::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" -->
[259]257<div class="memitem">
258<div class="memproto">
259      <table class="memname">
260        <tr>
[270]261          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
[259]262          <td>(</td>
[270]263          <td class="paramname">          </td>
[259]264          <td>&nbsp;)&nbsp;</td>
[270]265          <td><code> [inline, virtual, inherited]</code></td>
[259]266        </tr>
267      </table>
268</div>
269<div class="memdoc">
270
271<p>
[270]272Copy 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>);}
273</pre></div> 
274<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p>
[259]275
276</div>
277</div><p>
[270]278<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::PF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
[259]279<div class="memitem">
280<div class="memproto">
281      <table class="memname">
282        <tr>
[270]283          <td class="memname">virtual double bdm::BM::logpred           </td>
[259]284          <td>(</td>
[270]285          <td class="paramtype">const vec &amp;&nbsp;</td>
286          <td class="paramname"> <em>dt</em>          </td>
[259]287          <td>&nbsp;)&nbsp;</td>
[270]288          <td> const<code> [inline, virtual, inherited]</code></td>
[259]289        </tr>
290      </table>
291</div>
292<div class="memdoc">
293
294<p>
[270]295Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
296<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]297
[271]298<p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p>
[270]299
[259]300</div>
301</div><p>
302<hr>The documentation for this class was generated from the following files:<ul>
[261]303<li><a class="el" href="libPF_8h-source.html">libPF.h</a><li>libPF.cpp</ul>
[259]304</div>
[271]305<hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:38 2009 for mixpp by&nbsp;
[259]306<a href="http://www.doxygen.org/index.html">
307<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
308</body>
309</html>
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