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27  <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1multiBM.html">multiBM</a>
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31<h1>bdm::multiBM Class Reference</h1><!-- doxytag: class="bdm::multiBM" --><!-- doxytag: inherits="bdm::BMEF" -->Estimator for Multinomial density. 
32<a href="#_details">More...</a>
33<p>
34<code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
35<p>
36<div class="dynheader">
37Inheritance diagram for bdm::multiBM:</div>
38<div class="dynsection">
39<p><center><img src="classbdm_1_1multiBM__inherit__graph.png" border="0" usemap="#bdm_1_1multiBM__inherit__map" alt="Inheritance graph"></center>
40<map name="bdm_1_1multiBM__inherit__map">
41<area shape="rect" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family." alt="" coords="15,161,108,188"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="23,84,100,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"></map>
42<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
43<div class="dynheader">
44Collaboration diagram for bdm::multiBM:</div>
45<div class="dynsection">
46<p><center><img src="classbdm_1_1multiBM__coll__graph.png" border="0" usemap="#bdm_1_1multiBM__coll__map" alt="Collaboration graph"></center>
47<map name="bdm_1_1multiBM__coll__map">
48<area shape="rect" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family." alt="" coords="8,316,101,343"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,183,83,209"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="52,7,164,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="71,87,145,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="107,183,192,209"><area shape="rect" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density." alt="" coords="92,369,193,396"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="104,263,184,289"></map>
49<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
50
51<p>
52<a href="classbdm_1_1multiBM-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
53<tr><td></td></tr>
54<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="65dc7567b67ce86a8f339dd496ed8e88"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="65dc7567b67ce86a8f339dd496ed8e88" args="(const RV &amp;rv, const vec beta0)" -->
56&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#65dc7567b67ce86a8f339dd496ed8e88">multiBM</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>, const vec beta0)</td></tr>
57
58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
59<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 &amp;B)" -->
60&nbsp;</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> &amp;B)</td></tr>
61
62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
63<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)" -->
64void&nbsp;</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>
65
66<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sets sufficient statistics to match that of givefrom mB0. <br></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bayes</a> (const vec &amp;dt)</td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#1e4bf41b61937fd80f34049742e23f95"></a><br></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">logpred</a> (const vec &amp;dt) const </td></tr>
71
72<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)" -->
73void&nbsp;</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>
74
75<tr><td class="mdescLeft">&nbsp;</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>
76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98c22316ecfef589989baca261713c8d"></a><!-- doxytag: member="bdm::multiBM::_epdf" ref="98c22316ecfef589989baca261713c8d" args="() const " -->
77const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#98c22316ecfef589989baca261713c8d">_epdf</a> () const </td></tr>
78
79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a reference to the <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. <br></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c996f6b9ca930182030e1027318f1ca6"></a><!-- doxytag: member="bdm::multiBM::_e" ref="c996f6b9ca930182030e1027318f1ca6" args="() const " -->
81const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c996f6b9ca930182030e1027318f1ca6">_e</a> () const </td></tr>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr>
84<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 &amp;beta0)" -->
85void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;beta0)</td></tr>
86
87<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)" -->
88virtual void&nbsp;</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>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr>
91<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 &amp;data, const double w)" -->
92virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &amp;data, const double w)</td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr>
95<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)" -->
96<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">_copy_</a> (bool changerv=false)</td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr>
99<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 &amp;Dt)" -->
100virtual 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>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
103<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 &amp;dt) const " -->
104vec&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>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="bdm::multiBM::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &amp;rv) const " -->
108virtual <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#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="bdm::multiBM::_rv" ref="40a3c891996391e3135518053a917793" args="() const " -->
112const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::multiBM::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
116double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
119<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)" -->
120void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
123<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ecc6878abbd20eb8d8e43b6ab3f941a"></a><!-- doxytag: member="bdm::multiBM::est" ref="9ecc6878abbd20eb8d8e43b6ab3f941a" args="" -->
125<a class="el" href="classbdm_1_1eDirich.html">eDirich</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#9ecc6878abbd20eb8d8e43b6ab3f941a">est</a></td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conjugate prior and posterior. <br></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="044263356944c92209eecd39a5187d25"></a><!-- doxytag: member="bdm::multiBM::beta" ref="044263356944c92209eecd39a5187d25" args="" -->
129vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25">beta</a></td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Pointer inside est to sufficient statistics. <br></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::multiBM::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" -->
133double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr>
134
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::multiBM::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" -->
137double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr>
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="bdm::multiBM::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" -->
141<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#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr>
142
143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::multiBM::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
145double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
146
147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::multiBM::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
149bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
150
151<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>
152</table>
153<hr><a name="_details"></a><h2>Detailed Description</h2>
154Estimator for Multinomial density. <hr><h2>Member Function Documentation</h2>
155<a class="anchor" name="1e4bf41b61937fd80f34049742e23f95"></a><!-- doxytag: member="bdm::multiBM::bayes" ref="1e4bf41b61937fd80f34049742e23f95" args="(const vec &amp;dt)" -->
156<div class="memitem">
157<div class="memproto">
158      <table class="memname">
159        <tr>
160          <td class="memname">void bdm::multiBM::bayes           </td>
161          <td>(</td>
162          <td class="paramtype">const vec &amp;&nbsp;</td>
163          <td class="paramname"> <em>dt</em>          </td>
164          <td>&nbsp;)&nbsp;</td>
165          <td><code> [inline, virtual]</code></td>
166        </tr>
167      </table>
168</div>
169<div class="memdoc">
170
171<p>
172Incremental Bayes rule.
173<p>
174<dl compact><dt><b>Parameters:</b></dt><dd>
175  <table border="0" cellspacing="2" cellpadding="0">
176    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
177  </table>
178</dl>
179
180<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p>
181
182<p>References <a class="el" href="libEF_8h-source.html#l00264">beta</a>, <a class="el" href="libEF_8h-source.html#l00262">est</a>, <a class="el" href="libBM_8h-source.html#l00445">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#l00443">bdm::BM::ll</a>, and <a class="el" href="libEF_8h-source.html#l00236">bdm::eDirich::lognc()</a>.</p>
183
184</div>
185</div><p>
186<a class="anchor" name="e157b607c1e3fa91d42aeea44458e2bf"></a><!-- doxytag: member="bdm::multiBM::logpred" ref="e157b607c1e3fa91d42aeea44458e2bf" args="(const vec &amp;dt) const " -->
187<div class="memitem">
188<div class="memproto">
189      <table class="memname">
190        <tr>
191          <td class="memname">double bdm::multiBM::logpred           </td>
192          <td>(</td>
193          <td class="paramtype">const vec &amp;&nbsp;</td>
194          <td class="paramname"> <em>dt</em>          </td>
195          <td>&nbsp;)&nbsp;</td>
196          <td> const<code> [inline, virtual]</code></td>
197        </tr>
198      </table>
199</div>
200<div class="memdoc">
201
202<p>
203Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
204<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p>
205
206<p>References <a class="el" href="libEF_8h-source.html#l00246">bdm::eDirich::_beta()</a>, <a class="el" href="libEF_8h-source.html#l00264">beta</a>, <a class="el" href="libEF_8h-source.html#l00262">est</a>, <a class="el" href="libBM_8h-source.html#l00445">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#l00236">bdm::eDirich::lognc()</a>.</p>
207
208</div>
209</div><p>
210<hr>The documentation for this class was generated from the following file:<ul>
211<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
212</div>
213<hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 15:29:54 2009 for mixpp by&nbsp;
214<a href="http://www.doxygen.org/index.html">
215<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
216</body>
217</html>
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