root/doc/latex/classBMEF.tex @ 180

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Modifications of BDM to reflect changes in basics

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1\hypertarget{classBMEF}{
2\section{BMEF Class Reference}
3\label{classBMEF}\index{BMEF@{BMEF}}
4}
5Estimator for Exponential family. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for BMEF:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=75pt]{classBMEF__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for BMEF:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=43pt]{classBMEF__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classBMEF_46ac5c919ae647f3a6a38d9faba35f5d}{
28\hyperlink{classBMEF_46ac5c919ae647f3a6a38d9faba35f5d}{BMEF} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}, double frg0=1.0)}
29\label{classBMEF_46ac5c919ae647f3a6a38d9faba35f5d}
30
31\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
32\hypertarget{classBMEF_3dc6277cafbdc6cbc2db860ff219b33e}{
33\hyperlink{classBMEF_3dc6277cafbdc6cbc2db860ff219b33e}{BMEF} (const \hyperlink{classBMEF}{BMEF} \&B)}
34\label{classBMEF_3dc6277cafbdc6cbc2db860ff219b33e}
35
36\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 
37\hypertarget{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}{
38virtual void \hyperlink{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}{set\_\-statistics} (const \hyperlink{classBMEF}{BMEF} $\ast$BM0)}
39\label{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}
40
41\begin{CompactList}\small\item\em get statistics from another model \item\end{CompactList}\item 
42\hypertarget{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}{
43virtual void \hyperlink{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}{bayes} (const vec \&data, const double w)}
44\label{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}
45
46\begin{CompactList}\small\item\em Weighted update of sufficient statistics (Bayes rule). \item\end{CompactList}\item 
47void \hyperlink{classBMEF_52b7719312d545215cca1ff87722a35a}{bayes} (const vec \&dt)
48\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
49\hypertarget{classBMEF_afda119ee86cadadfd2b67335a7cf052}{
50virtual void \hyperlink{classBMEF_afda119ee86cadadfd2b67335a7cf052}{flatten} (\hyperlink{classBMEF}{BMEF} $\ast$B)}
51\label{classBMEF_afda119ee86cadadfd2b67335a7cf052}
52
53\begin{CompactList}\small\item\em Flatten the posterior. \item\end{CompactList}\item 
54\hypertarget{classBM_0186270f75189677f390fe088a9947e9}{
55virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)}
56\label{classBM_0186270f75189677f390fe088a9947e9}
57
58\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
59\hypertarget{classBM_8554809fec160bee279bcd5fa14ead5c}{
60virtual const \hyperlink{classepdf}{epdf} \& \hyperlink{classBM_8554809fec160bee279bcd5fa14ead5c}{\_\-epdf} () const =0}
61\label{classBM_8554809fec160bee279bcd5fa14ead5c}
62
63\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 
64virtual double \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{logpred} (const vec \&dt) const
65\item 
66\hypertarget{classBM_cd0660f2a1a344b56ac39802708ff165}{
67vec \hyperlink{classBM_cd0660f2a1a344b56ac39802708ff165}{logpred\_\-m} (const mat \&dt) const }
68\label{classBM_cd0660f2a1a344b56ac39802708ff165}
69
70\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
71\hypertarget{classBM_a627c5a79cc6f5221b7e09675525e032}{
72virtual \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classBM_a627c5a79cc6f5221b7e09675525e032}{predictor} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv})}
73\label{classBM_a627c5a79cc6f5221b7e09675525e032}
74
75\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
76\hypertarget{classBM_126bd2595c48e311fc2a7ab72876092a}{
77const \hyperlink{classRV}{RV} \& \hyperlink{classBM_126bd2595c48e311fc2a7ab72876092a}{\_\-rv} () const }
78\label{classBM_126bd2595c48e311fc2a7ab72876092a}
79
80\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
81\hypertarget{classBM_87f4a547d2c29180be88175e5eab9c88}{
82double \hyperlink{classBM_87f4a547d2c29180be88175e5eab9c88}{\_\-ll} () const }
83\label{classBM_87f4a547d2c29180be88175e5eab9c88}
84
85\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
86\hypertarget{classBM_1ffa9f23669aabecc3760c06c6987522}{
87void \hyperlink{classBM_1ffa9f23669aabecc3760c06c6987522}{set\_\-evalll} (bool evl0)}
88\label{classBM_1ffa9f23669aabecc3760c06c6987522}
89
90\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
91virtual \hyperlink{classBM}{BM} $\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-} (bool changerv=false)
92\end{CompactItemize}
93\subsection*{Protected Attributes}
94\begin{CompactItemize}
95\item 
96\hypertarget{classBMEF_538d632e59f9afa8daa1de74da12ce71}{
97double \hyperlink{classBMEF_538d632e59f9afa8daa1de74da12ce71}{frg}}
98\label{classBMEF_538d632e59f9afa8daa1de74da12ce71}
99
100\begin{CompactList}\small\item\em forgetting factor \item\end{CompactList}\item 
101\hypertarget{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{
102double \hyperlink{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{last\_\-lognc}}
103\label{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}
104
105\begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item 
106\hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{
107\hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}}
108\label{classBM_af00f0612fabe66241dd507188cdbf88}
109
110\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
111\hypertarget{classBM_5623fef6572a08c2b53b8c87b82dc979}{
112double \hyperlink{classBM_5623fef6572a08c2b53b8c87b82dc979}{ll}}
113\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
114
115\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
116\hypertarget{classBM_bf6fb59b30141074f8ee1e2f43d03129}{
117bool \hyperlink{classBM_bf6fb59b30141074f8ee1e2f43d03129}{evalll}}
118\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
119
120\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}
121
122
123\subsection{Detailed Description}
124Estimator for Exponential family.
125
126\subsection{Member Function Documentation}
127\hypertarget{classBMEF_52b7719312d545215cca1ff87722a35a}{
128\index{BMEF@{BMEF}!bayes@{bayes}}
129\index{bayes@{bayes}!BMEF@{BMEF}}
130\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void BMEF::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
131\label{classBMEF_52b7719312d545215cca1ff87722a35a}
132
133
134Incremental Bayes rule.
135
136\begin{Desc}
137\item[Parameters:]
138\begin{description}
139\item[{\em dt}]vector of input data \end{description}
140\end{Desc}
141
142
143Implements \hyperlink{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}{BM}.
144
145Reimplemented in \hyperlink{classARX_ba82c956ca893826811aefe1e4af465d}{ARX}, and \hyperlink{classmultiBM_11eeba7e97954e316e959116f90d80e2}{multiBM}.
146
147References bayes().\hypertarget{classBM_8a8ce6df431689964c41cc6c849cfd06}{
148\index{BMEF@{BMEF}!logpred@{logpred}}
149\index{logpred@{logpred}!BMEF@{BMEF}}
150\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
151\label{classBM_8a8ce6df431689964c41cc6c849cfd06}
152
153
154Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
155
156Reimplemented in \hyperlink{classARX_e7f9e7823aec9bf7ddc3b42d9b3304c4}{ARX}, \hyperlink{classMixEF_424ca64f36d4e41de7a7e7ae921d35ea}{MixEF}, and \hyperlink{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{multiBM}.
157
158Referenced by BM::logpred\_\-m().\hypertarget{classBM_eb58c81d6a7b75b05fc6f276eed78887}{
159\index{BMEF@{BMEF}!\_\-copy\_\-@{\_\-copy\_\-}}
160\index{\_\-copy\_\-@{\_\-copy\_\-}!BMEF@{BMEF}}
161\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, inherited\mbox{]}}}}
162\label{classBM_eb58c81d6a7b75b05fc6f276eed78887}
163
164
165Copy 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; \} 
166
167Reimplemented in \hyperlink{classARX_5de61fbd4f97fa3216760b1f733f5af0}{ARX}.
168
169Referenced by MixEF::init().
170
171The documentation for this class was generated from the following files:\begin{CompactItemize}
172\item 
173work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\item 
174work/git/mixpp/bdm/stat/libEF.cpp\end{CompactItemize}
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