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[261]1\hypertarget{classbdm_1_1BMEF}{
2\section{bdm::BMEF Class Reference}
3\label{classbdm_1_1BMEF}\index{bdm::BMEF@{bdm::BMEF}}
4}
5Estimator for Exponential family. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for bdm::BMEF:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=147pt]{classbdm_1_1BMEF__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for bdm::BMEF:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=75pt]{classbdm_1_1BMEF__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classbdm_1_1BMEF_73bccd1d8142d4d330e35637ca30decc}{
28\hyperlink{classbdm_1_1BMEF_73bccd1d8142d4d330e35637ca30decc}{BMEF} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}, double frg0=1.0)}
29\label{classbdm_1_1BMEF_73bccd1d8142d4d330e35637ca30decc}
30
31\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
32\hypertarget{classbdm_1_1BMEF_9662379513101405e159e76717104e62}{
33\hyperlink{classbdm_1_1BMEF_9662379513101405e159e76717104e62}{BMEF} (const \hyperlink{classbdm_1_1BMEF}{BMEF} \&B)}
34\label{classbdm_1_1BMEF_9662379513101405e159e76717104e62}
35
36\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 
37\hypertarget{classbdm_1_1BMEF_d2b528b7a41ca67163152142f5404051}{
38virtual void \hyperlink{classbdm_1_1BMEF_d2b528b7a41ca67163152142f5404051}{set\_\-statistics} (const \hyperlink{classbdm_1_1BMEF}{BMEF} $\ast$BM0)}
39\label{classbdm_1_1BMEF_d2b528b7a41ca67163152142f5404051}
40
41\begin{CompactList}\small\item\em get statistics from another model \item\end{CompactList}\item 
42\hypertarget{classbdm_1_1BMEF_bf58deb99af2a6cc674f13ff90300de6}{
43virtual void \hyperlink{classbdm_1_1BMEF_bf58deb99af2a6cc674f13ff90300de6}{bayes} (const vec \&data, const double w)}
44\label{classbdm_1_1BMEF_bf58deb99af2a6cc674f13ff90300de6}
45
46\begin{CompactList}\small\item\em Weighted update of sufficient statistics (Bayes rule). \item\end{CompactList}\item 
47void \hyperlink{classbdm_1_1BMEF_c287f4c0c1ea31b91572ec45351838f1}{bayes} (const vec \&dt)
48\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
49\hypertarget{classbdm_1_1BMEF_b2916a2e71a958665054473124d5e749}{
50virtual void \hyperlink{classbdm_1_1BMEF_b2916a2e71a958665054473124d5e749}{flatten} (const \hyperlink{classbdm_1_1BMEF}{BMEF} $\ast$B)}
51\label{classbdm_1_1BMEF_b2916a2e71a958665054473124d5e749}
52
53\begin{CompactList}\small\item\em Flatten the posterior according to the given \hyperlink{classbdm_1_1BMEF}{BMEF} (of the same type!). \item\end{CompactList}\item 
54\hypertarget{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{
55\hyperlink{classbdm_1_1BMEF}{BMEF} $\ast$ \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{\_\-copy\_\-} (bool changerv=false)}
56\label{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}
57
58\begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\item 
59\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{
60virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)}
61\label{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}
62
63\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
64\hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{
65virtual const \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{\_\-epdf} () const =0}
66\label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}
67
68\begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item 
69\hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{
70virtual const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{\_\-e} () const =0}
71\label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}
72
73\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 
74virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const
75\item 
76\hypertarget{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{
77vec \hyperlink{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{logpred\_\-m} (const mat \&dt) const }
78\label{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}
79
80\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
81\hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{
82virtual \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 }
83\label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}
84
85\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
86\hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{
87const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const }
88\label{classbdm_1_1BM_40a3c891996391e3135518053a917793}
89
90\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
91\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{
92double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }
93\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}
94
95\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
96\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{
97void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}
98\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}
99
100\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
101\subsection*{Protected Attributes}
102\begin{CompactItemize}
103\item 
104\hypertarget{classbdm_1_1BMEF_1331865e10fb1ccef65bb4c47fa3be64}{
105double \hyperlink{classbdm_1_1BMEF_1331865e10fb1ccef65bb4c47fa3be64}{frg}}
106\label{classbdm_1_1BMEF_1331865e10fb1ccef65bb4c47fa3be64}
107
108\begin{CompactList}\small\item\em forgetting factor \item\end{CompactList}\item 
109\hypertarget{classbdm_1_1BMEF_06e7b3ac03e10017d4288c76888e2865}{
110double \hyperlink{classbdm_1_1BMEF_06e7b3ac03e10017d4288c76888e2865}{last\_\-lognc}}
111\label{classbdm_1_1BMEF_06e7b3ac03e10017d4288c76888e2865}
112
113\begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item 
114\hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{
115\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}
116\label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}
117
118\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
119\hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{
120double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}}
121\label{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}
122
123\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
124\hypertarget{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{
125bool \hyperlink{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{evalll}}
126\label{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}
127
128\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}
129
130
131\subsection{Detailed Description}
132Estimator for Exponential family.
133
134\subsection{Member Function Documentation}
135\hypertarget{classbdm_1_1BMEF_c287f4c0c1ea31b91572ec45351838f1}{
136\index{bdm::BMEF@{bdm::BMEF}!bayes@{bayes}}
137\index{bayes@{bayes}!bdm::BMEF@{bdm::BMEF}}
138\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void bdm::BMEF::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
139\label{classbdm_1_1BMEF_c287f4c0c1ea31b91572ec45351838f1}
140
141
142Incremental Bayes rule.
143
144\begin{Desc}
145\item[Parameters:]
146\begin{description}
147\item[{\em dt}]vector of input data \end{description}
148\end{Desc}
149
150
151Implements \hyperlink{classbdm_1_1BM_60b1779a577367c369a932cabd3a6188}{bdm::BM}.
152
153Reimplemented in \hyperlink{classbdm_1_1ARX_8bdf2974052e8ce74eb0d4f3791c58a3}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_5bd7da667da183eed1577f11dff0c1f1}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_1e4bf41b61937fd80f34049742e23f95}{bdm::multiBM}.
154
155References bayes().\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{
156\index{bdm::BMEF@{bdm::BMEF}!logpred@{logpred}}
157\index{logpred@{logpred}!bdm::BMEF@{bdm::BMEF}}
158\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double bdm::BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
159\label{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}
160
161
162Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
163
164Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}.
165
166Referenced by bdm::BM::logpred\_\-m().
167
168The documentation for this class was generated from the following files:\begin{CompactItemize}
169\item 
170\hyperlink{libEF_8h}{libEF.h}\item 
171libEF.cpp\end{CompactItemize}
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