root/doc/latex/classBM.tex @ 180

\hypertarget{classBM}{
\section{BM Class Reference}
\label{classBM}\index{BM@{BM}}
}
Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.  


{\tt \#include $<$libBM.h$>$}

Inheritance diagram for BM:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=400pt]{classBM__inherit__graph}
\end{center}
\end{figure}
Collaboration diagram for BM:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=37pt]{classBM__coll__graph}
\end{center}
\end{figure}
\subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
\hypertarget{classBM_43d2ad6a6c9f1bcd22fe8906c477e50e}{
\hyperlink{classBM_43d2ad6a6c9f1bcd22fe8906c477e50e}{BM} (const \hyperlink{classRV}{RV} \&rv0, double ll0=0, bool evalll0=true)}
\label{classBM_43d2ad6a6c9f1bcd22fe8906c477e50e}

\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
\hypertarget{classBM_e8fc5fae042f2b46d4d3827f9587d47d}{
\hyperlink{classBM_e8fc5fae042f2b46d4d3827f9587d47d}{BM} (const \hyperlink{classBM}{BM} \&B)}
\label{classBM_e8fc5fae042f2b46d4d3827f9587d47d}

\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 
virtual void \hyperlink{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}{bayes} (const vec \&dt)=0
\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
\hypertarget{classBM_0186270f75189677f390fe088a9947e9}{
virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)}
\label{classBM_0186270f75189677f390fe088a9947e9}

\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
\hypertarget{classBM_8554809fec160bee279bcd5fa14ead5c}{
virtual const \hyperlink{classepdf}{epdf} \& \hyperlink{classBM_8554809fec160bee279bcd5fa14ead5c}{\_\-epdf} () const =0}
\label{classBM_8554809fec160bee279bcd5fa14ead5c}

\begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classepdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
virtual double \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{logpred} (const vec \&dt) const 
\item 
\hypertarget{classBM_cd0660f2a1a344b56ac39802708ff165}{
vec \hyperlink{classBM_cd0660f2a1a344b56ac39802708ff165}{logpred\_\-m} (const mat \&dt) const }
\label{classBM_cd0660f2a1a344b56ac39802708ff165}

\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
\hypertarget{classBM_a627c5a79cc6f5221b7e09675525e032}{
virtual \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classBM_a627c5a79cc6f5221b7e09675525e032}{predictor} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv})}
\label{classBM_a627c5a79cc6f5221b7e09675525e032}

\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
\hypertarget{classBM_ca0f02b3b4144e0895cc14f7e0374bdd}{
virtual \hyperlink{classBM_ca0f02b3b4144e0895cc14f7e0374bdd}{$\sim$BM} ()}
\label{classBM_ca0f02b3b4144e0895cc14f7e0374bdd}

\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item 
\hypertarget{classBM_126bd2595c48e311fc2a7ab72876092a}{
const \hyperlink{classRV}{RV} \& \hyperlink{classBM_126bd2595c48e311fc2a7ab72876092a}{\_\-rv} () const }
\label{classBM_126bd2595c48e311fc2a7ab72876092a}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classBM_87f4a547d2c29180be88175e5eab9c88}{
double \hyperlink{classBM_87f4a547d2c29180be88175e5eab9c88}{\_\-ll} () const }
\label{classBM_87f4a547d2c29180be88175e5eab9c88}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
\hypertarget{classBM_1ffa9f23669aabecc3760c06c6987522}{
void \hyperlink{classBM_1ffa9f23669aabecc3760c06c6987522}{set\_\-evalll} (bool evl0)}
\label{classBM_1ffa9f23669aabecc3760c06c6987522}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
virtual \hyperlink{classBM}{BM} $\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-} (bool changerv=false)
\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{
\hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}}
\label{classBM_af00f0612fabe66241dd507188cdbf88}

\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
\hypertarget{classBM_5623fef6572a08c2b53b8c87b82dc979}{
double \hyperlink{classBM_5623fef6572a08c2b53b8c87b82dc979}{ll}}
\label{classBM_5623fef6572a08c2b53b8c87b82dc979}

\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
\hypertarget{classBM_bf6fb59b30141074f8ee1e2f43d03129}{
bool \hyperlink{classBM_bf6fb59b30141074f8ee1e2f43d03129}{evalll}}
\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}

\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save computational time. \item\end{CompactList}\end{CompactItemize}


\subsection{Detailed Description}
Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. 



\subsection{Member Function Documentation}
\hypertarget{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}{
\index{BM@{BM}!bayes@{bayes}}
\index{bayes@{bayes}!BM@{BM}}
\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}pure virtual\mbox{]}}}}
\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}


Incremental Bayes rule. 

\begin{Desc}
\item[Parameters:]
\begin{description}
\item[{\em dt}]vector of input data \end{description}
\end{Desc}


Implemented in \hyperlink{classARX_ba82c956ca893826811aefe1e4af465d}{ARX}, \hyperlink{classKalman_7750ffd73f261828a32c18aaeb65c75c}{Kalman$<$ sq\_\-T $>$}, \hyperlink{classKalmanCh_cca758192846940409822b9bd778d4e1}{KalmanCh}, \hyperlink{classEKFfull_8ca46f177e395fa714bbd8bd29ea43e0}{EKFfull}, \hyperlink{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}{EKF$<$ sq\_\-T $>$}, \hyperlink{classEKFCh_96f6edda324a0b7ef8b4e86cc7af60c1}{EKFCh}, \hyperlink{classPF_64f636bbd63bea9efd778214e6b631d3}{PF}, \hyperlink{classMPF_55daf8e4b6553dd9f47c692de7931623}{MPF$<$ BM\_\-T $>$}, \hyperlink{classMixEF_d520fb534aa43f3084ff1568ffe7573d}{MixEF}, \hyperlink{classBMEF_52b7719312d545215cca1ff87722a35a}{BMEF}, \hyperlink{classmultiBM_11eeba7e97954e316e959116f90d80e2}{multiBM}, \hyperlink{classEKFfixed_ddf5334bc1207658fd53698fffbac028}{EKFfixed}, \hyperlink{classKalman_7750ffd73f261828a32c18aaeb65c75c}{Kalman$<$ ldmat $>$}, \hyperlink{classKalman_7750ffd73f261828a32c18aaeb65c75c}{Kalman$<$ chmat $>$}, and \hyperlink{classKalman_7750ffd73f261828a32c18aaeb65c75c}{Kalman$<$ fsqmat $>$}.

Referenced by bayesB().\hypertarget{classBM_8a8ce6df431689964c41cc6c849cfd06}{
\index{BM@{BM}!logpred@{logpred}}
\index{logpred@{logpred}!BM@{BM}}
\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
\label{classBM_8a8ce6df431689964c41cc6c849cfd06}


Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. 

Reimplemented in \hyperlink{classARX_e7f9e7823aec9bf7ddc3b42d9b3304c4}{ARX}, \hyperlink{classMixEF_424ca64f36d4e41de7a7e7ae921d35ea}{MixEF}, and \hyperlink{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{multiBM}.

Referenced by logpred\_\-m().\hypertarget{classBM_eb58c81d6a7b75b05fc6f276eed78887}{
\index{BM@{BM}!\_\-copy\_\-@{\_\-copy\_\-}}
\index{\_\-copy\_\-@{\_\-copy\_\-}!BM@{BM}}
\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
\label{classBM_eb58c81d6a7b75b05fc6f276eed78887}


Copy function required in vectors, Arrays of \hyperlink{classBM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-()}\{\hyperlink{classBM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} 

Reimplemented in \hyperlink{classARX_5de61fbd4f97fa3216760b1f733f5af0}{ARX}.

Referenced by MixEF::init().

The documentation for this class was generated from the following files:\begin{CompactItemize}
\item 
work/git/mixpp/bdm/stat/\hyperlink{libBM_8h}{libBM.h}\item 
work/git/mixpp/bdm/stat/libBM.cpp\end{CompactItemize}