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 --> |
---|
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> |
---|
49 | <div class="navigation" id="top"> |
---|
50 | <div class="tabs"> |
---|
51 | <ul> |
---|
52 | <li><a href="main.html"><span>Main Page</span></a></li> |
---|
53 | <li><a href="pages.html"><span>Related Pages</span></a></li> |
---|
54 | <li><a href="modules.html"><span>Modules</span></a></li> |
---|
55 | <li class="current"><a href="classes.html"><span>Classes</span></a></li> |
---|
56 | <li><a href="files.html"><span>Files</span></a></li> |
---|
57 | </ul> |
---|
58 | </div> |
---|
59 | <div class="tabs"> |
---|
60 | <ul> |
---|
61 | <li><a href="classes.html"><span>Alphabetical List</span></a></li> |
---|
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> |
---|
67 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1multiBM.html">multiBM</a> |
---|
68 | </div> |
---|
69 | </div> |
---|
70 | <div class="contents"> |
---|
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> |
---|
72 | <p> |
---|
73 | <div class="dynheader"> |
---|
74 | Inheritance diagram for bdm::multiBM:</div> |
---|
75 | <div class="dynsection"> |
---|
76 | |
---|
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 | |
---|
85 | <p> |
---|
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"> |
---|
88 | <tr><td></td></tr> |
---|
89 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
---|
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> |
---|
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> |
---|
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> |
---|
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 " --> |
---|
115 | const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> |
---|
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> |
---|
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> |
---|
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> |
---|
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> |
---|
146 | |
---|
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_49.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> |
---|
150 | |
---|
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> |
---|
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 " --> |
---|
154 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> |
---|
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)" --> |
---|
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> |
---|
158 | |
---|
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 | |
---|
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 " --> |
---|
163 | double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> |
---|
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)" --> |
---|
166 | void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> |
---|
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> |
---|
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> |
---|
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> |
---|
198 | <hr><h2>Member Function Documentation</h2> |
---|
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 | |
---|
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> |
---|
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 | |
---|
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> |
---|
251 | |
---|
252 | </div> |
---|
253 | </div><p> |
---|
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> |
---|
276 | <hr>The documentation for this class was generated from the following file:<ul> |
---|
277 | <li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> |
---|
278 | </div> |
---|
279 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:39:19 2009 for mixpp by |
---|
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> |
---|