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* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

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31<h1>bdm::multiBM Class Reference</h1><!-- doxytag: class="bdm::multiBM" --><!-- doxytag: inherits="bdm::BMEF" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code>
32<p>
33<div class="dynheader">
34Inheritance diagram for bdm::multiBM:</div>
35<div class="dynsection">
36<p><center><img src="classbdm_1_1multiBM__inherit__graph.png" border="0" usemap="#bdm_1_1multiBM__inherit__map" alt="Inheritance graph"></center>
37<map name="bdm_1_1multiBM__inherit__map">
38<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 a system, 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>
39<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
40
41<p>
42<a href="classbdm_1_1multiBM-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
43Estimator for Multinomial density. <table border="0" cellpadding="0" cellspacing="0">
44<tr><td></td></tr>
45<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
46<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4dd6d9522a8a605776d21bac9bd9daf"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="c4dd6d9522a8a605776d21bac9bd9daf" args="()" -->
47&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf">multiBM</a> ()</td></tr>
48
49<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
50<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)" -->
51&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>
52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr>
54<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)" -->
55void&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>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Sets sufficient statistics to match that of givefrom mB0. <br></td></tr>
58<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>
59
60<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#1e4bf41b61937fd80f34049742e23f95"></a><br></td></tr>
61<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>
62
63<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)" -->
64void&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>
65
66<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>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98c22316ecfef589989baca261713c8d"></a><!-- doxytag: member="bdm::multiBM::_epdf" ref="98c22316ecfef589989baca261713c8d" args="() const " -->
68const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> () const </td></tr>
69
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c996f6b9ca930182030e1027318f1ca6"></a><!-- doxytag: member="bdm::multiBM::_e" ref="c996f6b9ca930182030e1027318f1ca6" args="() const " -->
71const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>
72
73<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)" -->
74void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;beta0)</td></tr>
75
76<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)" -->
77virtual 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>
78
79<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr>
80<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)" -->
81virtual 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>
82
83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr>
84<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)" -->
85<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>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr>
88<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
89<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>
90
91<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
92<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)" -->
93virtual 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>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
96<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 " -->
97vec&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>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::multiBM::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
101virtual <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>
102
103<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>
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::multiBM::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
105virtual <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>
106
107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
108<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::multiBM::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
110const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
111
112<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 &amp;rv)" -->
113void&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>
114
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"><b>_ll</b> () const </td></tr>
117
118<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)" -->
119void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
120
121<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ecc6878abbd20eb8d8e43b6ab3f941a"></a><!-- doxytag: member="bdm::multiBM::est" ref="9ecc6878abbd20eb8d8e43b6ab3f941a" args="" -->
123<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>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conjugate prior and posterior. <br></td></tr>
126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="044263356944c92209eecd39a5187d25"></a><!-- doxytag: member="bdm::multiBM::beta" ref="044263356944c92209eecd39a5187d25" args="" -->
127vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#044263356944c92209eecd39a5187d25">beta</a></td></tr>
128
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Pointer inside est to sufficient statistics. <br></td></tr>
130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::multiBM::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" -->
131double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr>
132
133<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr>
134<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::multiBM::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" -->
135double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr>
136
137<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>
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::multiBM::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
139<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>
140
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::multiBM::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
143double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
144
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::multiBM::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
147bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
148
149<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>
150</table>
151<hr><h2>Member Function Documentation</h2>
152<a class="anchor" name="1e4bf41b61937fd80f34049742e23f95"></a><!-- doxytag: member="bdm::multiBM::bayes" ref="1e4bf41b61937fd80f34049742e23f95" args="(const vec &amp;dt)" -->
153<div class="memitem">
154<div class="memproto">
155      <table class="memname">
156        <tr>
157          <td class="memname">void bdm::multiBM::bayes           </td>
158          <td>(</td>
159          <td class="paramtype">const vec &amp;&nbsp;</td>
160          <td class="paramname"> <em>dt</em>          </td>
161          <td>&nbsp;)&nbsp;</td>
162          <td><code> [inline, virtual]</code></td>
163        </tr>
164      </table>
165</div>
166<div class="memdoc">
167
168<p>
169Incremental Bayes rule.
170<p>
171<dl compact><dt><b>Parameters:</b></dt><dd>
172  <table border="0" cellspacing="2" cellpadding="0">
173    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
174  </table>
175</dl>
176
177<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p>
178
179<p>References <a class="el" href="libEF_8h-source.html#l00261">beta</a>, <a class="el" href="libEF_8h-source.html#l00259">est</a>, <a class="el" href="libBM_8h-source.html#l00583">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#l00581">bdm::BM::ll</a>, and <a class="el" href="libEF_8h-source.html#l00236">bdm::eDirich::lognc()</a>.</p>
180
181</div>
182</div><p>
183<a class="anchor" name="e157b607c1e3fa91d42aeea44458e2bf"></a><!-- doxytag: member="bdm::multiBM::logpred" ref="e157b607c1e3fa91d42aeea44458e2bf" args="(const vec &amp;dt) const " -->
184<div class="memitem">
185<div class="memproto">
186      <table class="memname">
187        <tr>
188          <td class="memname">double bdm::multiBM::logpred           </td>
189          <td>(</td>
190          <td class="paramtype">const vec &amp;&nbsp;</td>
191          <td class="paramname"> <em>dt</em>          </td>
192          <td>&nbsp;)&nbsp;</td>
193          <td> const<code> [inline, virtual]</code></td>
194        </tr>
195      </table>
196</div>
197<div class="memdoc">
198
199<p>
200Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
201<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p>
202
203<p>References <a class="el" href="libEF_8h-source.html#l00246">bdm::eDirich::_beta()</a>, <a class="el" href="libEF_8h-source.html#l00261">beta</a>, <a class="el" href="libEF_8h-source.html#l00259">est</a>, <a class="el" href="libBM_8h-source.html#l00583">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>
204
205</div>
206</div><p>
207<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::multiBM::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" -->
208<div class="memitem">
209<div class="memproto">
210      <table class="memname">
211        <tr>
212          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
213          <td>(</td>
214          <td class="paramname">          </td>
215          <td>&nbsp;)&nbsp;</td>
216          <td><code> [inline, virtual, inherited]</code></td>
217        </tr>
218      </table>
219</div>
220<div class="memdoc">
221
222<p>
223Copy 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>);}
224</pre></div> 
225<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p>
226
227</div>
228</div><p>
229<hr>The documentation for this class was generated from the following file:<ul>
230<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul>
231</div>
232<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:06 2009 for mixpp by&nbsp;
233<a href="http://www.doxygen.org/index.html">
234<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
235</body>
236</html>
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