root/doc/latex/classbdm_1_1BM.tex @ 270

Revision 270, 8.4 kB (checked in by smidl, 16 years ago)

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

Line 
1\hypertarget{classbdm_1_1BM}{
2\section{bdm::BM Class Reference}
3\label{classbdm_1_1BM}\index{bdm::BM@{bdm::BM}}
4}
5{\tt \#include $<$libBM.h$>$}
6
7Inheritance diagram for bdm::BM:\nopagebreak
8\begin{figure}[H]
9\begin{center}
10\leavevmode
11\includegraphics[width=400pt]{classbdm_1_1BM__inherit__graph}
12\end{center}
13\end{figure}
14
15
16\subsection{Detailed Description}
17Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.
18
19\subsection*{Public Member Functions}
20\begin{Indent}{\bf Constructors}\par
21\begin{CompactItemize}
22\item 
23\hypertarget{classbdm_1_1BM_db12aecc3135e7868c664e39e7133756}{
24\textbf{BM} ()}
25\label{classbdm_1_1BM_db12aecc3135e7868c664e39e7133756}
26
27\item 
28\hypertarget{classbdm_1_1BM_241b3701190ff1f729fe873a2eef0055}{
29\textbf{BM} (const \hyperlink{classbdm_1_1BM}{BM} \&B)}
30\label{classbdm_1_1BM_241b3701190ff1f729fe873a2eef0055}
31
32\item 
33virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} ()
34\end{CompactItemize}
35\end{Indent}
36\begin{Indent}{\bf Mathematical operations}\par
37\begin{CompactItemize}
38\item 
39virtual void \hyperlink{classbdm_1_1BM_60b1779a577367c369a932cabd3a6188}{bayes} (const vec \&dt)=0
40\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
41\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{
42virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)}
43\label{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}
44
45\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
46virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const
47\item 
48\hypertarget{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{
49vec \hyperlink{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{logpred\_\-m} (const mat \&dt) const }
50\label{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}
51
52\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
53\hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{
54virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const }
55\label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}
56
57\begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item 
58\hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{
59virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const }
60\label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}
61
62\begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize}
63\end{Indent}
64\begin{Indent}{\bf Access to attributes}\par
65\begin{CompactItemize}
66\item 
67\hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{
68const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const }
69\label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}
70
71\item 
72\hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{
73void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)}
74\label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}
75
76\item 
77\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{
78double \textbf{\_\-ll} () const }
79\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}
80
81\item 
82\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{
83void \textbf{set\_\-evalll} (bool evl0)}
84\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}
85
86\item 
87\hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{
88virtual const \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} () const =0}
89\label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}
90
91\item 
92\hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{
93virtual const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} () const =0}
94\label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}
95
96\end{CompactItemize}
97\end{Indent}
98\subsection*{Protected Attributes}
99\begin{CompactItemize}
100\item 
101\hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{
102\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}}
103\label{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}
104
105\begin{CompactList}\small\item\em Random variable of the data (optional). \item\end{CompactList}\item 
106\hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{
107double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}}
108\label{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}
109
110\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
111\hypertarget{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{
112bool \hyperlink{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{evalll}}
113\label{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}
114
115\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}
116
117
118\subsection{Member Function Documentation}
119\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{
120\index{bdm::BM@{bdm::BM}!\_\-copy\_\-@{\_\-copy\_\-}}
121\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::BM@{bdm::BM}}
122\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
123\label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}
124
125
126Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype:
127
128\begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);} 
129\end{verbatim}
130\end{Code}
131
132 
133
134Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_60b1779a577367c369a932cabd3a6188}{
135\index{bdm::BM@{bdm::BM}!bayes@{bayes}}
136\index{bayes@{bayes}!bdm::BM@{bdm::BM}}
137\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}virtual void bdm::BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}pure virtual\mbox{]}}}}
138\label{classbdm_1_1BM_60b1779a577367c369a932cabd3a6188}
139
140
141Incremental Bayes rule.
142
143\begin{Desc}
144\item[Parameters:]
145\begin{description}
146\item[{\em dt}]vector of input data \end{description}
147\end{Desc}
148
149
150Implemented 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 $>$}.
151
152Referenced by bayesB().\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{
153\index{bdm::BM@{bdm::BM}!logpred@{logpred}}
154\index{logpred@{logpred}!bdm::BM@{bdm::BM}}
155\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{]}}}}
156\label{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}
157
158
159Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
160
161Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}.
162
163Referenced by logpred\_\-m().
164
165The documentation for this class was generated from the following files:\begin{CompactItemize}
166\item 
167\hyperlink{libBM_8h}{libBM.h}\item 
168libBM.cpp\end{CompactItemize}
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