root/doc/latex/classbdm_1_1BM.tex @ 269

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1\hypertarget{classbdm_1_1BM}{
2\section{bdm::BM Class Reference}
3\label{classbdm_1_1BM}\index{bdm::BM@{bdm::BM}}
4}
5Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities. 
6
7
8{\tt \#include $<$libBM.h$>$}
9
10Inheritance diagram for bdm::BM:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=400pt]{classbdm_1_1BM__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for bdm::BM:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=75pt]{classbdm_1_1BM__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classbdm_1_1BM_a33000bb124c32e58742f056ecab4293}{
28\hyperlink{classbdm_1_1BM_a33000bb124c32e58742f056ecab4293}{BM} (const \hyperlink{classbdm_1_1RV}{RV} \&rv0, double ll0=0, bool evalll0=true)}
29\label{classbdm_1_1BM_a33000bb124c32e58742f056ecab4293}
30
31\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
32\hypertarget{classbdm_1_1BM_241b3701190ff1f729fe873a2eef0055}{
33\hyperlink{classbdm_1_1BM_241b3701190ff1f729fe873a2eef0055}{BM} (const \hyperlink{classbdm_1_1BM}{BM} \&B)}
34\label{classbdm_1_1BM_241b3701190ff1f729fe873a2eef0055}
35
36\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 
37virtual void \hyperlink{classbdm_1_1BM_60b1779a577367c369a932cabd3a6188}{bayes} (const vec \&dt)=0
38\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
39\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{
40virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)}
41\label{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}
42
43\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
44\hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{
45virtual const \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{\_\-epdf} () const =0}
46\label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}
47
48\begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item 
49\hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{
50virtual const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{\_\-e} () const =0}
51\label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}
52
53\begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
54virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const
55\item 
56\hypertarget{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{
57vec \hyperlink{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{logpred\_\-m} (const mat \&dt) const }
58\label{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}
59
60\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
61\hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{
62virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{predictor} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}) const }
63\label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}
64
65\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
66\hypertarget{classbdm_1_1BM_374281cad3caa16fa30609bb4ac16505}{
67virtual \hyperlink{classbdm_1_1BM_374281cad3caa16fa30609bb4ac16505}{$\sim$BM} ()}
68\label{classbdm_1_1BM_374281cad3caa16fa30609bb4ac16505}
69
70\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\item 
71\hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{
72const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const }
73\label{classbdm_1_1BM_40a3c891996391e3135518053a917793}
74
75\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
76\hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{
77const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const }
78\label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}
79
80\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
81\hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{
82void \hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})}
83\label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}
84
85\begin{CompactList}\small\item\em set drv \item\end{CompactList}\item 
86\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{
87double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }
88\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}
89
90\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
91\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{
92void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}
93\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}
94
95\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
96virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false)
97\end{CompactItemize}
98\subsection*{Protected Attributes}
99\begin{CompactItemize}
100\item 
101\hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{
102\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}
103\label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}
104
105\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
106\hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{
107\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}}
108\label{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}
109
110\begin{CompactList}\small\item\em Random variable of the data (optional). \item\end{CompactList}\item 
111\hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{
112double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}}
113\label{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}
114
115\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
116\hypertarget{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{
117bool \hyperlink{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{evalll}}
118\label{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}
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}
124Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.
125
126
127
128\subsection{Member Function Documentation}
129\hypertarget{classbdm_1_1BM_60b1779a577367c369a932cabd3a6188}{
130\index{bdm::BM@{bdm::BM}!bayes@{bayes}}
131\index{bayes@{bayes}!bdm::BM@{bdm::BM}}
132\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}virtual void bdm::BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}pure virtual\mbox{]}}}}
133\label{classbdm_1_1BM_60b1779a577367c369a932cabd3a6188}
134
135
136Incremental Bayes rule.
137
138\begin{Desc}
139\item[Parameters:]
140\begin{description}
141\item[{\em dt}]vector of input data \end{description}
142\end{Desc}
143
144
145Implemented in \hyperlink{classbdm_1_1ARX_8bdf2974052e8ce74eb0d4f3791c58a3}{bdm::ARX}, \hyperlink{classbdm_1_1Kalman_4a39330c14eff8d13179e868a1d1aa8c}{bdm::Kalman$<$ sq\_\-T $>$}, \hyperlink{classbdm_1_1KalmanCh_b41fe5540548100b08e1684c3be767b6}{bdm::KalmanCh}, \hyperlink{classbdm_1_1EKFfull_f149ae8e9ce14d9931a7bb2850736699}{bdm::EKFfull}, \hyperlink{classbdm_1_1EKF_3fb182ecc29b10ca1163cecbf3bcccfa}{bdm::EKF$<$ sq\_\-T $>$}, \hyperlink{classbdm_1_1EKFCh_4c8609c37290b158f88a31dae4047225}{bdm::EKFCh}, \hyperlink{classbdm_1_1PF_638946eea22d4964bf9350286bb4efd8}{bdm::PF}, \hyperlink{classbdm_1_1MPF_286d040770d08bd7ff416cea617b1b14}{bdm::MPF$<$ BM\_\-T $>$}, \hyperlink{classbdm_1_1MixEF_5bd7da667da183eed1577f11dff0c1f1}{bdm::MixEF}, \hyperlink{classbdm_1_1BMEF_c287f4c0c1ea31b91572ec45351838f1}{bdm::BMEF}, \hyperlink{classbdm_1_1multiBM_1e4bf41b61937fd80f34049742e23f95}{bdm::multiBM}, \hyperlink{classbdm_1_1Kalman_4a39330c14eff8d13179e868a1d1aa8c}{bdm::Kalman$<$ ldmat $>$}, \hyperlink{classbdm_1_1Kalman_4a39330c14eff8d13179e868a1d1aa8c}{bdm::Kalman$<$ chmat $>$}, and \hyperlink{classbdm_1_1Kalman_4a39330c14eff8d13179e868a1d1aa8c}{bdm::Kalman$<$ fsqmat $>$}.
146
147Referenced by bayesB().\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{
148\index{bdm::BM@{bdm::BM}!logpred@{logpred}}
149\index{logpred@{logpred}!bdm::BM@{bdm::BM}}
150\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double bdm::BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
151\label{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}
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{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}.
157
158Referenced by logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{
159\index{bdm::BM@{bdm::BM}!\_\-copy\_\-@{\_\-copy\_\-}}
160\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::BM@{bdm::BM}}
161\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
162\label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}
163
164
165Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-()}\{\hyperlink{classbdm_1_1BM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} 
166
167Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}.
168
169The documentation for this class was generated from the following files:\begin{CompactItemize}
170\item 
171\hyperlink{libBM_8h}{libBM.h}\item 
172libBM.cpp\end{CompactItemize}
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