root/doc/latex/classBMEF.tex @ 248

\hypertarget{classBMEF}{
\section{BMEF Class Reference}
\label{classBMEF}\index{BMEF@{BMEF}}
}
Estimator for Exponential family.  


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

Inheritance diagram for BMEF:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=105pt]{classBMEF__inherit__graph}
\end{center}
\end{figure}
Collaboration diagram for BMEF:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=43pt]{classBMEF__coll__graph}
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\subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
\hypertarget{classBMEF_46ac5c919ae647f3a6a38d9faba35f5d}{
\hyperlink{classBMEF_46ac5c919ae647f3a6a38d9faba35f5d}{BMEF} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}, double frg0=1.0)}
\label{classBMEF_46ac5c919ae647f3a6a38d9faba35f5d}

\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
\hypertarget{classBMEF_3dc6277cafbdc6cbc2db860ff219b33e}{
\hyperlink{classBMEF_3dc6277cafbdc6cbc2db860ff219b33e}{BMEF} (const \hyperlink{classBMEF}{BMEF} \&B)}
\label{classBMEF_3dc6277cafbdc6cbc2db860ff219b33e}

\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 
\hypertarget{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}{
virtual void \hyperlink{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}{set\_\-statistics} (const \hyperlink{classBMEF}{BMEF} $\ast$BM0)}
\label{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}

\begin{CompactList}\small\item\em get statistics from another model \item\end{CompactList}\item 
\hypertarget{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}{
virtual void \hyperlink{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}{bayes} (const vec \&data, const double w)}
\label{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}

\begin{CompactList}\small\item\em Weighted update of sufficient statistics (Bayes rule). \item\end{CompactList}\item 
void \hyperlink{classBMEF_52b7719312d545215cca1ff87722a35a}{bayes} (const vec \&dt)
\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
\hypertarget{classBMEF_b3689f3ade328d157aa813384a5b153a}{
virtual void \hyperlink{classBMEF_b3689f3ade328d157aa813384a5b153a}{flatten} (const \hyperlink{classBMEF}{BMEF} $\ast$B)}
\label{classBMEF_b3689f3ade328d157aa813384a5b153a}

\begin{CompactList}\small\item\em Flatten the posterior according to the given \hyperlink{classBMEF}{BMEF} (of the same type!). \item\end{CompactList}\item 
\hypertarget{classBMEF_97f5312efe4a5bedb86d2daec59d8651}{
\hyperlink{classBMEF}{BMEF} $\ast$ \hyperlink{classBMEF_97f5312efe4a5bedb86d2daec59d8651}{\_\-copy\_\-} (bool changerv=false)}
\label{classBMEF_97f5312efe4a5bedb86d2daec59d8651}

\begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \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 reference to the \hyperlink{classepdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item 
\hypertarget{classBM_db500c4836f883c175a3cf3ab5a3ce24}{
virtual const \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classBM_db500c4836f883c175a3cf3ab5a3ce24}{\_\-e} () const =0}
\label{classBM_db500c4836f883c175a3cf3ab5a3ce24}

\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_5594d68ee9aa6fc8c1e79019da5c9d56}{
virtual \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classBM_5594d68ee9aa6fc8c1e79019da5c9d56}{predictor} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}) const }
\label{classBM_5594d68ee9aa6fc8c1e79019da5c9d56}

\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \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}\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classBMEF_538d632e59f9afa8daa1de74da12ce71}{
double \hyperlink{classBMEF_538d632e59f9afa8daa1de74da12ce71}{frg}}
\label{classBMEF_538d632e59f9afa8daa1de74da12ce71}

\begin{CompactList}\small\item\em forgetting factor \item\end{CompactList}\item 
\hypertarget{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{
double \hyperlink{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{last\_\-lognc}}
\label{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}

\begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\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}
Estimator for Exponential family. 

\subsection{Member Function Documentation}
\hypertarget{classBMEF_52b7719312d545215cca1ff87722a35a}{
\index{BMEF@{BMEF}!bayes@{bayes}}
\index{bayes@{bayes}!BMEF@{BMEF}}
\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void BMEF::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
\label{classBMEF_52b7719312d545215cca1ff87722a35a}


Incremental Bayes rule. 

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


Implements \hyperlink{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}{BM}.

Reimplemented in \hyperlink{classARX_ba82c956ca893826811aefe1e4af465d}{ARX}, \hyperlink{classMixEF_d520fb534aa43f3084ff1568ffe7573d}{MixEF}, and \hyperlink{classmultiBM_11eeba7e97954e316e959116f90d80e2}{multiBM}.

References bayes().\hypertarget{classBM_8a8ce6df431689964c41cc6c849cfd06}{
\index{BMEF@{BMEF}!logpred@{logpred}}
\index{logpred@{logpred}!BMEF@{BMEF}}
\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{]}}}}
\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 BM::logpred\_\-m().

The documentation for this class was generated from the following files:\begin{CompactItemize}
\item 
work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\item 
work/git/mixpp/bdm/stat/libEF.cpp\end{CompactItemize}