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69 | <h1>pmsmCRB Class Reference</h1><!-- doxytag: class="pmsmCRB" --><!-- doxytag: inherits="bdm::EKFfull" -->This class behaves like BM but it is evaluating EKF. |
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70 | <a href="#_details">More...</a> |
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71 | <p> |
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72 | <code>#include <<a class="el" href="pmsmDS_8h-source.html">pmsmDS.h</a>></code> |
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73 | <p> |
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74 | |
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75 | <p> |
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76 | <a href="classpmsmCRB-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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77 | <tr><td></td></tr> |
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78 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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79 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81c85cc94deabb48f8fdd0a22e34aa14"></a><!-- doxytag: member="pmsmCRB::pmsmCRB" ref="81c85cc94deabb48f8fdd0a22e34aa14" args="()" --> |
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80 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classpmsmCRB.html#81c85cc94deabb48f8fdd0a22e34aa14">pmsmCRB</a> ()</td></tr> |
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81 | |
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82 | <tr><td class="mdescLeft"> </td><td class="mdescRight">constructor <br></td></tr> |
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83 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13749c201329922511369cdbe2f0f50a"></a><!-- doxytag: member="pmsmCRB::bayes" ref="13749c201329922511369cdbe2f0f50a" args="(const vec &dt)" --> |
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84 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classpmsmCRB.html#13749c201329922511369cdbe2f0f50a">bayes</a> (const vec &dt)</td></tr> |
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85 | |
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86 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> |
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87 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b50294749e1be33687e852ea186815ad"></a><!-- doxytag: member="pmsmCRB::log_add" ref="b50294749e1be33687e852ea186815ad" args="(logger &L, const string &name="")" --> |
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88 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classpmsmCRB.html#b50294749e1be33687e852ea186815ad">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L, const string &name="")</td></tr> |
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89 | |
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90 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Add all logged variables to a logger. <br></td></tr> |
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91 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="65b44068b6a0a8871820dc34e7806cf3"></a><!-- doxytag: member="pmsmCRB::logit" ref="65b44068b6a0a8871820dc34e7806cf3" args="(logger &L)" --> |
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92 | void </td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L)</td></tr> |
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93 | |
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94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="pmsmCRB::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" --> |
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95 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#78748da361ba61fef162b0d8956d1743">set_parameters</a> (diffbifn *<a class="el" href="classbdm_1_1EKFfull.html#016d3ec108a430b1e70cf7d78bb963f4">pfxu</a>, diffbifn *<a class="el" href="classbdm_1_1EKFfull.html#f7cdf9cf74284630b4578a2cb8ba92c7">phxu</a>, const mat Q0, const mat R0)</td></tr> |
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96 | |
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97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> |
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98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1949a9b1496a855cc7c24e619bc52365"></a><!-- doxytag: member="pmsmCRB::set_statistics" ref="1949a9b1496a855cc7c24e619bc52365" args="(vec mu0, mat P0)" --> |
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99 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#1949a9b1496a855cc7c24e619bc52365">set_statistics</a> (vec mu0, mat P0)</td></tr> |
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100 | |
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101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">set estimates <br></td></tr> |
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102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e9a69f36a0a0615c9abb806772ef36d"></a><!-- doxytag: member="pmsmCRB::posterior" ref="7e9a69f36a0a0615c9abb806772ef36d" args="() const " --> |
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103 | const epdf & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7e9a69f36a0a0615c9abb806772ef36d">posterior</a> () const </td></tr> |
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104 | |
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105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dummy! <br></td></tr> |
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106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="pmsmCRB::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " --> |
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107 | const enorm< <a class="el" href="classfsqmat.html">fsqmat</a> > * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> |
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108 | |
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109 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="pmsmCRB::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" --> |
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110 | const mat </td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr> |
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111 | |
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112 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d95e9de79ca1d52b06f1b8f80660f09"></a><!-- doxytag: member="pmsmCRB::ToString" ref="3d95e9de79ca1d52b06f1b8f80660f09" args="()" --> |
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113 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#3d95e9de79ca1d52b06f1b8f80660f09">ToString</a> ()</td></tr> |
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114 | |
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115 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
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116 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4602efd3ad9fb9e4532426e4f488df8"></a><!-- doxytag: member="pmsmCRB::from_setting" ref="d4602efd3ad9fb9e4532426e4f488df8" args="(const Setting &root)" --> |
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117 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d4602efd3ad9fb9e4532426e4f488df8">from_setting</a> (const Setting &root)</td></tr> |
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118 | |
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119 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> |
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120 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a80210bbe266bf26f100f342460a313f"></a><!-- doxytag: member="pmsmCRB::to_setting" ref="a80210bbe266bf26f100f342460a313f" args="(Setting &root)" --> |
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121 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#a80210bbe266bf26f100f342460a313f">to_setting</a> (Setting &root)</td></tr> |
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122 | |
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123 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
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124 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
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125 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual BM * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> |
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126 | |
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127 | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> |
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128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="pmsmCRB::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
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129 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
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130 | |
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131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
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132 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
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133 | |
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134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="pmsmCRB::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
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135 | 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> |
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136 | |
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137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
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138 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="pmsmCRB::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
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139 | virtual epdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
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140 | |
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141 | <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_53.png">. <br></td></tr> |
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142 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="pmsmCRB::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
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143 | virtual mpdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
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144 | |
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145 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> |
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146 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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147 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="pmsmCRB::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> |
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148 | const RV & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> |
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149 | |
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150 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="pmsmCRB::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> |
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151 | void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const RV &rv)</td></tr> |
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152 | |
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153 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="pmsmCRB::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> |
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154 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const RV &rv)</td></tr> |
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155 | |
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156 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="pmsmCRB::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> |
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157 | double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> |
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158 | |
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159 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="pmsmCRB::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> |
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160 | void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> |
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161 | |
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162 | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> |
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163 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="pmsmCRB::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" --> |
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164 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr> |
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165 | |
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166 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> |
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167 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="pmsmCRB::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" --> |
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168 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr> |
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169 | |
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170 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Variance of the posterior density. <br></td></tr> |
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171 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="pmsmCRB::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" --> |
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172 | bool </td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr> |
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173 | |
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174 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="pmsmCRB::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" --> |
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175 | double </td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr> |
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176 | |
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177 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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178 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ccc81bff691ef51b9ab21d1bf600195"></a><!-- doxytag: member="pmsmCRB::interr" ref="9ccc81bff691ef51b9ab21d1bf600195" args="" --> |
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179 | vec </td><td class="memItemRight" valign="bottom"><b>interr</b></td></tr> |
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180 | |
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181 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="21c7ec383d159d113bd32f5475a04dfa"></a><!-- doxytag: member="pmsmCRB::old_true" ref="21c7ec383d159d113bd32f5475a04dfa" args="" --> |
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182 | vec </td><td class="memItemRight" valign="bottom"><b>old_true</b></td></tr> |
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183 | |
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184 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b597a8f0bd4ce87563be3c806bad5034"></a><!-- doxytag: member="pmsmCRB::secder" ref="b597a8f0bd4ce87563be3c806bad5034" args="" --> |
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185 | vec </td><td class="memItemRight" valign="bottom"><b>secder</b></td></tr> |
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186 | |
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187 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bbc8a0e809ab5eece92a30b1ea8dce87"></a><!-- doxytag: member="pmsmCRB::L_CRB" ref="bbc8a0e809ab5eece92a30b1ea8dce87" args="" --> |
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188 | int </td><td class="memItemRight" valign="bottom"><b>L_CRB</b></td></tr> |
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189 | |
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190 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba766bb44518b23ec8c52eca99ad3bd1"></a><!-- doxytag: member="pmsmCRB::L_err" ref="ba766bb44518b23ec8c52eca99ad3bd1" args="" --> |
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191 | int </td><td class="memItemRight" valign="bottom"><b>L_err</b></td></tr> |
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192 | |
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193 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7ce7188a32b68d6d4543dee41e38a32d"></a><!-- doxytag: member="pmsmCRB::L_sec" ref="7ce7188a32b68d6d4543dee41e38a32d" args="" --> |
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194 | int </td><td class="memItemRight" valign="bottom"><b>L_sec</b></td></tr> |
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195 | |
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196 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="016d3ec108a430b1e70cf7d78bb963f4"></a><!-- doxytag: member="pmsmCRB::pfxu" ref="016d3ec108a430b1e70cf7d78bb963f4" args="" --> |
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197 | diffbifn * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#016d3ec108a430b1e70cf7d78bb963f4">pfxu</a></td></tr> |
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198 | |
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199 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal Model f(x,u). <br></td></tr> |
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200 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7cdf9cf74284630b4578a2cb8ba92c7"></a><!-- doxytag: member="pmsmCRB::phxu" ref="f7cdf9cf74284630b4578a2cb8ba92c7" args="" --> |
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201 | diffbifn * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f7cdf9cf74284630b4578a2cb8ba92c7">phxu</a></td></tr> |
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202 | |
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203 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Observation Model h(x,u). <br></td></tr> |
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204 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="400051a1b51e5fe734b2606bbe6b1d03"></a><!-- doxytag: member="pmsmCRB::E" ref="400051a1b51e5fe734b2606bbe6b1d03" args="" --> |
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205 | enorm< <a class="el" href="classfsqmat.html">fsqmat</a> > </td><td class="memItemRight" valign="bottom"><b>E</b></td></tr> |
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206 | |
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207 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="pmsmCRB::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" --> |
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208 | int </td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> |
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209 | |
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210 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="pmsmCRB::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" --> |
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211 | int </td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> |
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212 | |
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213 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="pmsmCRB::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" --> |
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214 | int </td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> |
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215 | |
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216 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="pmsmCRB::A" ref="a24914cfc0297b9f3885df86e5011733" args="" --> |
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217 | mat </td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> |
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218 | |
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219 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="pmsmCRB::B" ref="ef28133db32cc60b710925266c37376d" args="" --> |
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220 | mat </td><td class="memItemRight" valign="bottom"><b>B</b></td></tr> |
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221 | |
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222 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="pmsmCRB::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" --> |
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223 | mat </td><td class="memItemRight" valign="bottom"><b>C</b></td></tr> |
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224 | |
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225 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="pmsmCRB::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" --> |
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226 | mat </td><td class="memItemRight" valign="bottom"><b>D</b></td></tr> |
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227 | |
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228 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="pmsmCRB::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" --> |
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229 | mat </td><td class="memItemRight" valign="bottom"><b>R</b></td></tr> |
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230 | |
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231 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="pmsmCRB::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" --> |
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232 | mat </td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> |
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233 | |
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234 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="pmsmCRB::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" --> |
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235 | mat </td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr> |
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236 | |
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237 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="pmsmCRB::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" --> |
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238 | mat </td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> |
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239 | |
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240 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="pmsmCRB::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" --> |
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241 | mat </td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> |
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242 | |
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243 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="pmsmCRB::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" --> |
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244 | mat </td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> |
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245 | |
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246 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="pmsmCRB::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
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247 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
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248 | |
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249 | <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> |
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250 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="pmsmCRB::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
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251 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
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252 | |
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253 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
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254 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="pmsmCRB::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> |
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255 | RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
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256 | |
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257 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> |
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258 | <tr><td colspan="2"><br><h2>Friends</h2></td></tr> |
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259 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="pmsmCRB::operator<<" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &os, const KalmanFull &kf)" --> |
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260 | std::ostream & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator<<</a> (std::ostream &os, const KalmanFull &kf)</td></tr> |
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261 | |
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262 | <tr><td class="mdescLeft"> </td><td class="mdescRight">print elements of KF <br></td></tr> |
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263 | <tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> |
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264 | <tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to DS when the condition is observed <br><br></td></tr> |
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265 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="pmsmCRB::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> |
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266 | const RV & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> |
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267 | |
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268 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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269 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="pmsmCRB::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &val)" --> |
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270 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &val)</td></tr> |
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271 | |
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272 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> |
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273 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="pmsmCRB::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> |
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274 | RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr> |
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275 | |
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276 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name of extension variable. <br></td></tr> |
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277 | <tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> |
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278 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="pmsmCRB::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &opt)" --> |
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279 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &opt)</td></tr> |
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280 | |
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281 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set boolean options from a string recognized are: "logbounds,logll". <br></td></tr> |
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282 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="pmsmCRB::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> |
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283 | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> |
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284 | |
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285 | <tr><td class="mdescLeft"> </td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br></td></tr> |
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286 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="pmsmCRB::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" --> |
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287 | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> |
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288 | |
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289 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br></td></tr> |
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290 | </table> |
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291 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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292 | This class behaves like BM but it is evaluating EKF. <hr><h2>Member Function Documentation</h2> |
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293 | <a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="pmsmCRB::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " --> |
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294 | <div class="memitem"> |
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295 | <div class="memproto"> |
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296 | <table class="memname"> |
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297 | <tr> |
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298 | <td class="memname">virtual BM* bdm::BM::_copy_ </td> |
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299 | <td>(</td> |
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300 | <td class="paramname"> </td> |
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301 | <td> ) </td> |
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302 | <td> const<code> [inline, virtual, inherited]</code></td> |
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303 | </tr> |
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304 | </table> |
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305 | </div> |
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306 | <div class="memdoc"> |
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307 | |
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308 | <p> |
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309 | 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#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);} |
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310 | </pre></div> |
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311 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKF.html#fe9b2e227255ad32dc73df316b7318f4">bdm::EKF< sq_T ></a>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> |
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312 | |
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313 | </div> |
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314 | </div><p> |
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315 | <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="pmsmCRB::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> |
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316 | <div class="memitem"> |
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317 | <div class="memproto"> |
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318 | <table class="memname"> |
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319 | <tr> |
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320 | <td class="memname">virtual double bdm::BM::logpred </td> |
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321 | <td>(</td> |
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322 | <td class="paramtype">const vec & </td> |
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323 | <td class="paramname"> <em>dt</em> </td> |
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324 | <td> ) </td> |
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325 | <td> const<code> [inline, virtual, inherited]</code></td> |
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326 | </tr> |
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327 | </table> |
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328 | </div> |
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329 | <div class="memdoc"> |
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330 | |
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331 | <p> |
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332 | Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. |
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333 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> |
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334 | |
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335 | <p>References <a class="el" href="itassert_8h-source.html#l00126">it_error</a>.</p> |
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336 | |
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337 | <p>Referenced by <a class="el" href="libBM_8h-source.html#l00690">bdm::BM::logpred_m()</a>.</p> |
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338 | |
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339 | </div> |
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340 | </div><p> |
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341 | <hr>The documentation for this class was generated from the following file:<ul> |
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342 | <li><a class="el" href="pmsmDS_8h-source.html">pmsmDS.h</a></ul> |
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343 | </div> |
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344 | <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:14 2009 for mixpp by |
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345 | <a href="http://www.doxygen.org/index.html"> |
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346 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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347 | </body> |
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348 | </html> |
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