| [259] | 1 | <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> | 
|---|
|  | 2 | <html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> | 
|---|
|  | 3 | <title>mixpp: bdm::multiBM Class Reference</title> | 
|---|
|  | 4 | <link href="doxygen.css" rel="stylesheet" type="text/css"> | 
|---|
|  | 5 | <link href="tabs.css" rel="stylesheet" type="text/css"> | 
|---|
|  | 6 | </head><body> | 
|---|
|  | 7 | <!-- Generated by Doxygen 1.5.6 --> | 
|---|
| [271] | 8 | <script type="text/javascript"> | 
|---|
|  | 9 | <!-- | 
|---|
|  | 10 | function changeDisplayState (e){ | 
|---|
|  | 11 | var num=this.id.replace(/[^[0-9]/g,''); | 
|---|
|  | 12 | var button=this.firstChild; | 
|---|
|  | 13 | var sectionDiv=document.getElementById('dynsection'+num); | 
|---|
|  | 14 | if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){ | 
|---|
|  | 15 | sectionDiv.style.display='block'; | 
|---|
|  | 16 | button.src='open.gif'; | 
|---|
|  | 17 | }else{ | 
|---|
|  | 18 | sectionDiv.style.display='none'; | 
|---|
|  | 19 | button.src='closed.gif'; | 
|---|
|  | 20 | } | 
|---|
|  | 21 | } | 
|---|
|  | 22 | function initDynSections(){ | 
|---|
|  | 23 | var divs=document.getElementsByTagName('div'); | 
|---|
|  | 24 | var sectionCounter=1; | 
|---|
|  | 25 | for(var i=0;i<divs.length-1;i++){ | 
|---|
|  | 26 | if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){ | 
|---|
|  | 27 | var header=divs[i]; | 
|---|
|  | 28 | var section=divs[i+1]; | 
|---|
|  | 29 | var button=header.firstChild; | 
|---|
|  | 30 | if (button!='IMG'){ | 
|---|
|  | 31 | divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild); | 
|---|
|  | 32 | button=document.createElement('img'); | 
|---|
|  | 33 | divs[i].insertBefore(button,divs[i].firstChild); | 
|---|
|  | 34 | } | 
|---|
|  | 35 | header.style.cursor='pointer'; | 
|---|
|  | 36 | header.onclick=changeDisplayState; | 
|---|
|  | 37 | header.id='dynheader'+sectionCounter; | 
|---|
|  | 38 | button.src='closed.gif'; | 
|---|
|  | 39 | section.id='dynsection'+sectionCounter; | 
|---|
|  | 40 | section.style.display='none'; | 
|---|
|  | 41 | section.style.marginLeft='14px'; | 
|---|
|  | 42 | sectionCounter++; | 
|---|
|  | 43 | } | 
|---|
|  | 44 | } | 
|---|
|  | 45 | } | 
|---|
|  | 46 | window.onload = initDynSections; | 
|---|
|  | 47 | --> | 
|---|
|  | 48 | </script> | 
|---|
| [259] | 49 | <div class="navigation" id="top"> | 
|---|
|  | 50 | <div class="tabs"> | 
|---|
|  | 51 | <ul> | 
|---|
| [271] | 52 | <li><a href="main.html"><span>Main Page</span></a></li> | 
|---|
| [259] | 53 | <li><a href="pages.html"><span>Related Pages</span></a></li> | 
|---|
|  | 54 | <li><a href="modules.html"><span>Modules</span></a></li> | 
|---|
| [261] | 55 | <li class="current"><a href="classes.html"><span>Classes</span></a></li> | 
|---|
| [259] | 56 | <li><a href="files.html"><span>Files</span></a></li> | 
|---|
|  | 57 | </ul> | 
|---|
|  | 58 | </div> | 
|---|
|  | 59 | <div class="tabs"> | 
|---|
|  | 60 | <ul> | 
|---|
| [261] | 61 | <li><a href="classes.html"><span>Alphabetical List</span></a></li> | 
|---|
| [259] | 62 | <li><a href="annotated.html"><span>Class List</span></a></li> | 
|---|
|  | 63 | <li><a href="hierarchy.html"><span>Class Hierarchy</span></a></li> | 
|---|
|  | 64 | <li><a href="functions.html"><span>Class Members</span></a></li> | 
|---|
|  | 65 | </ul> | 
|---|
|  | 66 | </div> | 
|---|
| [271] | 67 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1multiBM.html">multiBM</a> | 
|---|
| [259] | 68 | </div> | 
|---|
|  | 69 | </div> | 
|---|
|  | 70 | <div class="contents"> | 
|---|
| [270] | 71 | <h1>bdm::multiBM Class Reference</h1><!-- doxytag: class="bdm::multiBM" --><!-- doxytag: inherits="bdm::BMEF" --><code>#include <<a class="el" href="libEF_8h-source.html">libEF.h</a>></code> | 
|---|
| [259] | 72 | <p> | 
|---|
|  | 73 | <div class="dynheader"> | 
|---|
|  | 74 | Inheritance diagram for bdm::multiBM:</div> | 
|---|
|  | 75 | <div class="dynsection"> | 
|---|
|  | 76 |  | 
|---|
| [271] | 77 | <p><center><img src="classbdm_1_1multiBM.png" usemap="#bdm::multiBM_map" border="0" alt=""></center> | 
|---|
|  | 78 | <map name="bdm::multiBM_map"> | 
|---|
|  | 79 | <area href="classbdm_1_1BMEF.html" alt="bdm::BMEF" shape="rect" coords="0,112,86,136"> | 
|---|
|  | 80 | <area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="0,56,86,80"> | 
|---|
|  | 81 | <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,86,24"> | 
|---|
|  | 82 | </map> | 
|---|
|  | 83 | </div> | 
|---|
|  | 84 |  | 
|---|
| [259] | 85 | <p> | 
|---|
| [270] | 86 | <a href="classbdm_1_1multiBM-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> | 
|---|
|  | 87 | Estimator for Multinomial density. <table border="0" cellpadding="0" cellspacing="0"> | 
|---|
| [259] | 88 | <tr><td></td></tr> | 
|---|
|  | 89 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> | 
|---|
| [270] | 90 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4dd6d9522a8a605776d21bac9bd9daf"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="c4dd6d9522a8a605776d21bac9bd9daf" args="()" --> | 
|---|
|  | 91 |  </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf">multiBM</a> ()</td></tr> | 
|---|
| [259] | 92 |  | 
|---|
|  | 93 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> | 
|---|
|  | 94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4378cf8037f6bed29c74eea63344b31"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="c4378cf8037f6bed29c74eea63344b31" args="(const multiBM &B)" --> | 
|---|
|  | 95 |  </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c4378cf8037f6bed29c74eea63344b31">multiBM</a> (const <a class="el" href="classbdm_1_1multiBM.html">multiBM</a> &B)</td></tr> | 
|---|
|  | 96 |  | 
|---|
|  | 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br></td></tr> | 
|---|
|  | 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dbe6b90d410dc062a233d1dc09eeba52"></a><!-- doxytag: member="bdm::multiBM::set_statistics" ref="dbe6b90d410dc062a233d1dc09eeba52" args="(const BM *mB0)" --> | 
|---|
|  | 99 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#dbe6b90d410dc062a233d1dc09eeba52">set_statistics</a> (const <a class="el" href="classbdm_1_1BM.html">BM</a> *mB0)</td></tr> | 
|---|
|  | 100 |  | 
|---|
|  | 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Sets sufficient statistics to match that of givefrom mB0. <br></td></tr> | 
|---|
|  | 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bayes</a> (const vec &dt)</td></tr> | 
|---|
|  | 103 |  | 
|---|
|  | 104 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule.  <a href="#1e4bf41b61937fd80f34049742e23f95"></a><br></td></tr> | 
|---|
|  | 105 | <tr><td class="memItemLeft" nowrap align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">logpred</a> (const vec &dt) const </td></tr> | 
|---|
|  | 106 |  | 
|---|
|  | 107 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aaeb18c989088feb8d26d300e4971732"></a><!-- doxytag: member="bdm::multiBM::flatten" ref="aaeb18c989088feb8d26d300e4971732" args="(const BMEF *B)" --> | 
|---|
|  | 108 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#aaeb18c989088feb8d26d300e4971732">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> | 
|---|
|  | 109 |  | 
|---|
|  | 110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br></td></tr> | 
|---|
| [271] | 111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd682a9a179e6c42a5d28e71c2a2cbfa"></a><!-- doxytag: member="bdm::multiBM::posterior" ref="cd682a9a179e6c42a5d28e71c2a2cbfa" args="() const " --> | 
|---|
|  | 112 | const <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> | 
|---|
| [259] | 113 |  | 
|---|
|  | 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c996f6b9ca930182030e1027318f1ca6"></a><!-- doxytag: member="bdm::multiBM::_e" ref="c996f6b9ca930182030e1027318f1ca6" args="() const " --> | 
|---|
| [270] | 115 | const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> | 
|---|
| [259] | 116 |  | 
|---|
|  | 117 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a480eace4446661bacca94c57499f01"></a><!-- doxytag: member="bdm::multiBM::set_parameters" ref="7a480eace4446661bacca94c57499f01" args="(const vec &beta0)" --> | 
|---|
|  | 118 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &beta0)</td></tr> | 
|---|
|  | 119 |  | 
|---|
|  | 120 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::multiBM::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> | 
|---|
|  | 121 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> | 
|---|
|  | 122 |  | 
|---|
|  | 123 | <tr><td class="mdescLeft"> </td><td class="mdescRight">get statistics from another model <br></td></tr> | 
|---|
|  | 124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::multiBM::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &data, const double w)" --> | 
|---|
|  | 125 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &data, const double w)</td></tr> | 
|---|
|  | 126 |  | 
|---|
|  | 127 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> | 
|---|
|  | 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5912dbcf28ae711e30b08c2fa766a3e6"></a><!-- doxytag: member="bdm::multiBM::_copy_" ref="5912dbcf28ae711e30b08c2fa766a3e6" args="(bool changerv=false)" --> | 
|---|
|  | 129 | <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">_copy_</a> (bool changerv=false)</td></tr> | 
|---|
|  | 130 |  | 
|---|
|  | 131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> | 
|---|
| [270] | 132 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> | 
|---|
|  | 133 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr> | 
|---|
|  | 134 |  | 
|---|
|  | 135 | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> | 
|---|
| [259] | 136 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::multiBM::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> | 
|---|
|  | 137 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> | 
|---|
|  | 138 |  | 
|---|
|  | 139 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> | 
|---|
|  | 140 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::multiBM::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> | 
|---|
|  | 141 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> | 
|---|
|  | 142 |  | 
|---|
|  | 143 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> | 
|---|
| [270] | 144 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::multiBM::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> | 
|---|
|  | 145 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> | 
|---|
| [259] | 146 |  | 
|---|
| [270] | 147 | <tr><td class="mdescLeft"> </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> | 
|---|
|  | 148 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::multiBM::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> | 
|---|
|  | 149 | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> | 
|---|
| [259] | 150 |  | 
|---|
| [270] | 151 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> | 
|---|
|  | 152 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> | 
|---|
| [269] | 153 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::multiBM::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> | 
|---|
| [270] | 154 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> | 
|---|
| [269] | 155 |  | 
|---|
|  | 156 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::multiBM::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> | 
|---|
| [270] | 157 | void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> | 
|---|
| [269] | 158 |  | 
|---|
| [271] | 159 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::multiBM::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> | 
|---|
|  | 160 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> | 
|---|
|  | 161 |  | 
|---|
| [259] | 162 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::multiBM::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> | 
|---|
| [270] | 163 | double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> | 
|---|
| [259] | 164 |  | 
|---|
|  | 165 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::multiBM::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> | 
|---|
| [270] | 166 | void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> | 
|---|
| [259] | 167 |  | 
|---|
|  | 168 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> | 
|---|
|  | 169 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ecc6878abbd20eb8d8e43b6ab3f941a"></a><!-- doxytag: member="bdm::multiBM::est" ref="9ecc6878abbd20eb8d8e43b6ab3f941a" args="" --> | 
|---|
|  | 170 | <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a">est</a></td></tr> | 
|---|
|  | 171 |  | 
|---|
|  | 172 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Conjugate prior and posterior. <br></td></tr> | 
|---|
|  | 173 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="044263356944c92209eecd39a5187d25"></a><!-- doxytag: member="bdm::multiBM::beta" ref="044263356944c92209eecd39a5187d25" args="" --> | 
|---|
|  | 174 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25">beta</a></td></tr> | 
|---|
|  | 175 |  | 
|---|
|  | 176 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Pointer inside est to sufficient statistics. <br></td></tr> | 
|---|
|  | 177 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::multiBM::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> | 
|---|
|  | 178 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> | 
|---|
|  | 179 |  | 
|---|
|  | 180 | <tr><td class="mdescLeft"> </td><td class="mdescRight">forgetting factor <br></td></tr> | 
|---|
|  | 181 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::multiBM::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> | 
|---|
|  | 182 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> | 
|---|
|  | 183 |  | 
|---|
|  | 184 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr> | 
|---|
| [269] | 185 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::multiBM::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> | 
|---|
|  | 186 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> | 
|---|
|  | 187 |  | 
|---|
|  | 188 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> | 
|---|
| [259] | 189 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::multiBM::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> | 
|---|
|  | 190 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> | 
|---|
|  | 191 |  | 
|---|
|  | 192 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> | 
|---|
|  | 193 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::multiBM::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> | 
|---|
|  | 194 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> | 
|---|
|  | 195 |  | 
|---|
|  | 196 | <tr><td class="mdescLeft"> </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> | 
|---|
|  | 197 | </table> | 
|---|
| [270] | 198 | <hr><h2>Member Function Documentation</h2> | 
|---|
| [259] | 199 | <a class="anchor" name="1e4bf41b61937fd80f34049742e23f95"></a><!-- doxytag: member="bdm::multiBM::bayes" ref="1e4bf41b61937fd80f34049742e23f95" args="(const vec &dt)" --> | 
|---|
|  | 200 | <div class="memitem"> | 
|---|
|  | 201 | <div class="memproto"> | 
|---|
|  | 202 | <table class="memname"> | 
|---|
|  | 203 | <tr> | 
|---|
|  | 204 | <td class="memname">void bdm::multiBM::bayes           </td> | 
|---|
|  | 205 | <td>(</td> | 
|---|
|  | 206 | <td class="paramtype">const vec & </td> | 
|---|
|  | 207 | <td class="paramname"> <em>dt</em>          </td> | 
|---|
|  | 208 | <td> ) </td> | 
|---|
|  | 209 | <td><code> [inline, virtual]</code></td> | 
|---|
|  | 210 | </tr> | 
|---|
|  | 211 | </table> | 
|---|
|  | 212 | </div> | 
|---|
|  | 213 | <div class="memdoc"> | 
|---|
|  | 214 |  | 
|---|
|  | 215 | <p> | 
|---|
|  | 216 | Incremental Bayes rule. | 
|---|
|  | 217 | <p> | 
|---|
|  | 218 | <dl compact><dt><b>Parameters:</b></dt><dd> | 
|---|
|  | 219 | <table border="0" cellspacing="2" cellpadding="0"> | 
|---|
|  | 220 | <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> | 
|---|
|  | 221 | </table> | 
|---|
|  | 222 | </dl> | 
|---|
|  | 223 |  | 
|---|
|  | 224 | <p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> | 
|---|
|  | 225 |  | 
|---|
| [271] | 226 | <p>References <a class="el" href="libEF_8h-source.html#l00265">beta</a>, <a class="el" href="libEF_8h-source.html#l00263">est</a>, <a class="el" href="libBM_8h-source.html#l00603">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, <a class="el" href="libBM_8h-source.html#l00601">bdm::BM::ll</a>, and <a class="el" href="libEF_8h-source.html#l00245">bdm::eDirich::lognc()</a>.</p> | 
|---|
| [259] | 227 |  | 
|---|
|  | 228 | </div> | 
|---|
|  | 229 | </div><p> | 
|---|
|  | 230 | <a class="anchor" name="e157b607c1e3fa91d42aeea44458e2bf"></a><!-- doxytag: member="bdm::multiBM::logpred" ref="e157b607c1e3fa91d42aeea44458e2bf" args="(const vec &dt) const " --> | 
|---|
|  | 231 | <div class="memitem"> | 
|---|
|  | 232 | <div class="memproto"> | 
|---|
|  | 233 | <table class="memname"> | 
|---|
|  | 234 | <tr> | 
|---|
|  | 235 | <td class="memname">double bdm::multiBM::logpred           </td> | 
|---|
|  | 236 | <td>(</td> | 
|---|
|  | 237 | <td class="paramtype">const vec & </td> | 
|---|
|  | 238 | <td class="paramname"> <em>dt</em>          </td> | 
|---|
|  | 239 | <td> ) </td> | 
|---|
|  | 240 | <td> const<code> [inline, virtual]</code></td> | 
|---|
|  | 241 | </tr> | 
|---|
|  | 242 | </table> | 
|---|
|  | 243 | </div> | 
|---|
|  | 244 | <div class="memdoc"> | 
|---|
|  | 245 |  | 
|---|
|  | 246 | <p> | 
|---|
|  | 247 | Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. | 
|---|
|  | 248 | <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> | 
|---|
|  | 249 |  | 
|---|
| [271] | 250 | <p>References <a class="el" href="libEF_8h-source.html#l00255">bdm::eDirich::_beta()</a>, <a class="el" href="libEF_8h-source.html#l00265">beta</a>, <a class="el" href="libEF_8h-source.html#l00263">est</a>, <a class="el" href="libBM_8h-source.html#l00603">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, and <a class="el" href="libEF_8h-source.html#l00245">bdm::eDirich::lognc()</a>.</p> | 
|---|
| [259] | 251 |  | 
|---|
|  | 252 | </div> | 
|---|
|  | 253 | </div><p> | 
|---|
| [270] | 254 | <a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::multiBM::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" --> | 
|---|
|  | 255 | <div class="memitem"> | 
|---|
|  | 256 | <div class="memproto"> | 
|---|
|  | 257 | <table class="memname"> | 
|---|
|  | 258 | <tr> | 
|---|
|  | 259 | <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td> | 
|---|
|  | 260 | <td>(</td> | 
|---|
|  | 261 | <td class="paramname">          </td> | 
|---|
|  | 262 | <td> ) </td> | 
|---|
|  | 263 | <td><code> [inline, virtual, inherited]</code></td> | 
|---|
|  | 264 | </tr> | 
|---|
|  | 265 | </table> | 
|---|
|  | 266 | </div> | 
|---|
|  | 267 | <div class="memdoc"> | 
|---|
|  | 268 |  | 
|---|
|  | 269 | <p> | 
|---|
|  | 270 | Copy 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>);} | 
|---|
|  | 271 | </pre></div> | 
|---|
|  | 272 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p> | 
|---|
|  | 273 |  | 
|---|
|  | 274 | </div> | 
|---|
|  | 275 | </div><p> | 
|---|
| [259] | 276 | <hr>The documentation for this class was generated from the following file:<ul> | 
|---|
| [261] | 277 | <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> | 
|---|
| [259] | 278 | </div> | 
|---|
| [271] | 279 | <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:52 2009 for mixpp by  | 
|---|
| [259] | 280 | <a href="http://www.doxygen.org/index.html"> | 
|---|
|  | 281 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> | 
|---|
|  | 282 | </body> | 
|---|
|  | 283 | </html> | 
|---|