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17<h1>work/mixpp/bdm/stat/arx.h</h1><a href="stat_2arx_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
18<a name="l00013"></a>00013 <span class="preprocessor">#ifndef ARX_H</span>
19<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define ARX_H</span>
20<a name="l00015"></a>00015 <span class="preprocessor"></span>
21<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
22<a name="l00017"></a>00017 <span class="preprocessor">#include &lt;<a class="code" href="libBM_8h.html" title="Bayesian Models (bm) that use Bayes rule to learn from observations.">libBM.h</a>&gt;</span>
23<a name="l00018"></a>00018
24<a name="l00019"></a>00019 <span class="keyword">using namespace </span>itpp;
25<a name="l00020"></a>00020
26<a name="l00021"></a>00021
27<a name="l00022"></a>00022
28<a name="l00027"></a>00027 <span class="keyword">class </span><a class="code" href="classARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> : <span class="keyword">public</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> {
29<a name="l00028"></a>00028 <span class="keyword">protected</span>:
30<a name="l00030"></a><a class="code" href="classARX.html#89e4fe48c9953307855b372351d290ab">00030</a>         mat <a class="code" href="classARX.html#2291297861dd74ca0175a01f910a0ef7" title="cached value of est.V">V</a>;
31<a name="l00031"></a>00031         <a class="code" href="classegiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>;
32<a name="l00032"></a>00032 <span class="keyword">public</span>:
33<a name="l00033"></a>00033
34<a name="l00035"></a><a class="code" href="classARX.html#e9c85cefb7342bced83f38e12913bb68">00035</a>         <a class="code" href="classARX.html#5fc6c18e73dcc0f1135eef33f42db8be" title="Full constructor.">ARX</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0) :<a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>(rv0) {};
35<a name="l00036"></a>00036
36<a name="l00040"></a>00040         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classARX.html#ba82c956ca893826811aefe1e4af465d" title="Here .">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) = 0;
37<a name="l00042"></a>00042         <span class="keywordtype">void</span> <a class="code" href="classARX.html#ba82c956ca893826811aefe1e4af465d" title="Here .">bayes</a> ( mat Dt );
38<a name="l00044"></a>00044         <span class="keyword">virtual</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classARX.html#9d8eff7a9df81786191a4c55b27e5b8a" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>()=0;
39<a name="l00045"></a>00045 };
40<a name="l00046"></a>00046
41<a name="l00056"></a><a class="code" href="classBMcond.html">00056</a> <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> {
42<a name="l00057"></a>00057 <span class="keyword">protected</span>:
43<a name="l00059"></a><a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">00059</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>;
44<a name="l00060"></a>00060 <span class="keyword">public</span>:
45<a name="l00062"></a>00062         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) =0;
46<a name="l00064"></a><a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7">00064</a>         <a class="code" href="classBMcond.html#9a38dcdabef902fd91da3c9fb6ac27f7" title="Default constructor.">BMcond</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0):<a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>(rv0){};
47<a name="l00066"></a><a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2">00066</a>         <span class="keyword">virtual</span> <a class="code" href="classBMcond.html#d40c72250cf93640f982d06de20815b2" title="Destructor for future use.">~BMcond</a>(){};
48<a name="l00068"></a><a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">00068</a>         <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a" title="access function">_rvc</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec" title="Identificator of the conditioning variable.">rvc</a>;}
49<a name="l00069"></a>00069 };
50<a name="l00070"></a>00070
51<a name="l00071"></a>00071 <span class="preprocessor">#endif // BM_H</span>
52</pre></div></div>
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