root/doc/latex/classbdm_1_1EKFCh__unQ.tex @ 270

Revision 270, 17.0 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

RevLine 
[261]1\hypertarget{classbdm_1_1EKFCh__unQ}{
2\section{bdm::EKFCh\_\-unQ Class Reference}
3\label{classbdm_1_1EKFCh__unQ}\index{bdm::EKFCh\_\-unQ@{bdm::EKFCh\_\-unQ}}
4}
5{\tt \#include $<$ekf\_\-templ.h$>$}
6
7Inheritance diagram for bdm::EKFCh\_\-unQ:\nopagebreak
8\begin{figure}[H]
9\begin{center}
10\leavevmode
11\includegraphics[height=400pt]{classbdm_1_1EKFCh__unQ__inherit__graph}
12\end{center}
13\end{figure}
[270]14
15
16\subsection{Detailed Description}
17Extended \hyperlink{classbdm_1_1Kalman}{Kalman} filter in Choleski form with unknown {\tt Q}. \subsection*{Public Member Functions}
[261]18\begin{CompactItemize}
19\item 
20\hypertarget{classbdm_1_1EKFCh__unQ_141a533cf50bb89ab93356908628bc0b}{
21\hyperlink{classbdm_1_1EKFCh__unQ_141a533cf50bb89ab93356908628bc0b}{EKFCh\_\-unQ} (\hyperlink{classbdm_1_1RV}{RV} rx, \hyperlink{classbdm_1_1RV}{RV} ry, \hyperlink{classbdm_1_1RV}{RV} ru, \hyperlink{classbdm_1_1RV}{RV} rQ)}
22\label{classbdm_1_1EKFCh__unQ_141a533cf50bb89ab93356908628bc0b}
23
24\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
25\hypertarget{classbdm_1_1EKFCh__unQ_701ae97d38e43b1660529868de90706c}{
26void \hyperlink{classbdm_1_1EKFCh__unQ_701ae97d38e43b1660529868de90706c}{condition} (const vec \&Q0)}
27\label{classbdm_1_1EKFCh__unQ_701ae97d38e43b1660529868de90706c}
28
29\begin{CompactList}\small\item\em Substitute {\tt val} for {\tt rvc}. \item\end{CompactList}\item 
30\hypertarget{classbdm_1_1EKFCh_50f9fbffad721f35e5ccb75d0f6b842a}{
31void \hyperlink{classbdm_1_1EKFCh_50f9fbffad721f35e5ccb75d0f6b842a}{set\_\-parameters} (\hyperlink{classbdm_1_1diffbifn}{diffbifn} $\ast$\hyperlink{classbdm_1_1EKFCh_e1e895f994398a55bc425551fc275ba3}{pfxu}, \hyperlink{classbdm_1_1diffbifn}{diffbifn} $\ast$\hyperlink{classbdm_1_1EKFCh_6b34c69641826322467b704e8252f317}{phxu}, const \hyperlink{classchmat}{chmat} Q0, const \hyperlink{classchmat}{chmat} R0)}
32\label{classbdm_1_1EKFCh_50f9fbffad721f35e5ccb75d0f6b842a}
33
34\begin{CompactList}\small\item\em Set nonlinear functions for mean values and covariance matrices. \item\end{CompactList}\item 
35\hypertarget{classbdm_1_1KalmanCh_ab3a87ba1831e53f193a9dfbaf56a879}{
36void \hyperlink{classbdm_1_1KalmanCh_ab3a87ba1831e53f193a9dfbaf56a879}{set\_\-parameters} (const mat \&A0, const mat \&B0, const mat \&C0, const mat \&D0, const \hyperlink{classchmat}{chmat} \&R0, const \hyperlink{classchmat}{chmat} \&Q0)}
37\label{classbdm_1_1KalmanCh_ab3a87ba1831e53f193a9dfbaf56a879}
38
39\begin{CompactList}\small\item\em Set parameters with check of relevance. \item\end{CompactList}\item 
40\hypertarget{classbdm_1_1EKFCh_4c8609c37290b158f88a31dae4047225}{
41void \hyperlink{classbdm_1_1EKFCh_4c8609c37290b158f88a31dae4047225}{bayes} (const vec \&dt)}
42\label{classbdm_1_1EKFCh_4c8609c37290b158f88a31dae4047225}
43
44\begin{CompactList}\small\item\em Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions. \item\end{CompactList}\item 
45\hypertarget{classbdm_1_1KalmanCh_f559387dd38bd6002be490cc62987290}{
46void \hyperlink{classbdm_1_1KalmanCh_f559387dd38bd6002be490cc62987290}{set\_\-est} (const vec \&mu0, const \hyperlink{classchmat}{chmat} \&P0)}
47\label{classbdm_1_1KalmanCh_f559387dd38bd6002be490cc62987290}
48
49\begin{CompactList}\small\item\em Set estimate values, used e.g. in initialization. \item\end{CompactList}\item 
50\hypertarget{classbdm_1_1Kalman_93b5936ba397f13c05f52885c545f42d}{
51const \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1Kalman_93b5936ba397f13c05f52885c545f42d}{\_\-epdf} () const }
52\label{classbdm_1_1Kalman_93b5936ba397f13c05f52885c545f42d}
53
54\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
55\hypertarget{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}{
[270]56const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ $\ast$ \textbf{\_\-e} () const }
[261]57\label{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}
58
[270]59\item 
[261]60\hypertarget{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}{
61mat \& \hyperlink{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}{\_\-\_\-K} ()}
62\label{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}
63
64\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
65\hypertarget{classbdm_1_1Kalman_a250d1dbe7bba861dba2a324520cfa48}{
66vec \hyperlink{classbdm_1_1Kalman_a250d1dbe7bba861dba2a324520cfa48}{\_\-dP} ()}
67\label{classbdm_1_1Kalman_a250d1dbe7bba861dba2a324520cfa48}
68
69\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
[270]70\hypertarget{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{
71const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{\_\-rvc} () const }
72\label{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}
73
74\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
75\begin{Indent}{\bf Constructors}\par
76\begin{CompactItemize}
77\item 
78virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} ()
79\end{CompactItemize}
80\end{Indent}
81\begin{Indent}{\bf Mathematical operations}\par
82\begin{CompactItemize}
83\item 
[261]84\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{
85virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)}
86\label{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}
87
88\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
89virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const
90\item 
91\hypertarget{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{
92vec \hyperlink{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{logpred\_\-m} (const mat \&dt) const }
93\label{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}
94
95\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
[270]96\hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{
97virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const }
98\label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}
[261]99
[270]100\begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item 
101\hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{
102virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const }
103\label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}
[261]104
[270]105\begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize}
106\end{Indent}
107\begin{Indent}{\bf Access to attributes}\par
108\begin{CompactItemize}
109\item 
[269]110\hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{
[270]111const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const }
[269]112\label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}
113
[270]114\item 
[269]115\hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{
[270]116void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)}
[269]117\label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}
118
[270]119\item 
[261]120\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{
[270]121double \textbf{\_\-ll} () const }
[261]122\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}
123
[270]124\item 
[261]125\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{
[270]126void \textbf{set\_\-evalll} (bool evl0)}
[261]127\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}
128
[270]129\end{CompactItemize}
130\end{Indent}
[261]131\subsection*{Protected Attributes}
132\begin{CompactItemize}
133\item 
134\hypertarget{classbdm_1_1EKFCh_e1e895f994398a55bc425551fc275ba3}{
135\hyperlink{classbdm_1_1diffbifn}{diffbifn} $\ast$ \hyperlink{classbdm_1_1EKFCh_e1e895f994398a55bc425551fc275ba3}{pfxu}}
136\label{classbdm_1_1EKFCh_e1e895f994398a55bc425551fc275ba3}
137
138\begin{CompactList}\small\item\em Internal Model f(x,u). \item\end{CompactList}\item 
139\hypertarget{classbdm_1_1EKFCh_6b34c69641826322467b704e8252f317}{
140\hyperlink{classbdm_1_1diffbifn}{diffbifn} $\ast$ \hyperlink{classbdm_1_1EKFCh_6b34c69641826322467b704e8252f317}{phxu}}
141\label{classbdm_1_1EKFCh_6b34c69641826322467b704e8252f317}
142
143\begin{CompactList}\small\item\em Observation Model h(x,u). \item\end{CompactList}\item 
144\hypertarget{classbdm_1_1KalmanCh_48611c8582706cfa62e832be0972e75d}{
145mat \hyperlink{classbdm_1_1KalmanCh_48611c8582706cfa62e832be0972e75d}{preA}}
146\label{classbdm_1_1KalmanCh_48611c8582706cfa62e832be0972e75d}
147
148\begin{CompactList}\small\item\em pre array (triangular matrix) \item\end{CompactList}\item 
149\hypertarget{classbdm_1_1KalmanCh_bcbd68f51d4b57246e7784ca5900171f}{
150mat \hyperlink{classbdm_1_1KalmanCh_bcbd68f51d4b57246e7784ca5900171f}{postA}}
151\label{classbdm_1_1KalmanCh_bcbd68f51d4b57246e7784ca5900171f}
152
153\begin{CompactList}\small\item\em post array (triangular matrix) \item\end{CompactList}\item 
154\hypertarget{classbdm_1_1Kalman_3fe475a1e920b20b63bb342c0e1571f7}{
155\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1Kalman_3fe475a1e920b20b63bb342c0e1571f7}{rvy}}
156\label{classbdm_1_1Kalman_3fe475a1e920b20b63bb342c0e1571f7}
157
158\begin{CompactList}\small\item\em Indetifier of output rv. \item\end{CompactList}\item 
159\hypertarget{classbdm_1_1Kalman_149e27424fd1a7cc1c998ea088618a94}{
160\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1Kalman_149e27424fd1a7cc1c998ea088618a94}{rvu}}
161\label{classbdm_1_1Kalman_149e27424fd1a7cc1c998ea088618a94}
162
163\begin{CompactList}\small\item\em Indetifier of exogeneous rv. \item\end{CompactList}\item 
164\hypertarget{classbdm_1_1Kalman_ba7699cdb3b1382a54d3e28b9b7517fa}{
165int \hyperlink{classbdm_1_1Kalman_ba7699cdb3b1382a54d3e28b9b7517fa}{dimx}}
166\label{classbdm_1_1Kalman_ba7699cdb3b1382a54d3e28b9b7517fa}
167
168\begin{CompactList}\small\item\em cache of rv.count() \item\end{CompactList}\item 
169\hypertarget{classbdm_1_1Kalman_d2c36ba01760bf207b985bf321b7817f}{
170int \hyperlink{classbdm_1_1Kalman_d2c36ba01760bf207b985bf321b7817f}{dimy}}
171\label{classbdm_1_1Kalman_d2c36ba01760bf207b985bf321b7817f}
172
173\begin{CompactList}\small\item\em cache of rvy.count() \item\end{CompactList}\item 
174\hypertarget{classbdm_1_1Kalman_c5136ef617f6ac0e426bea222755d92b}{
175int \hyperlink{classbdm_1_1Kalman_c5136ef617f6ac0e426bea222755d92b}{dimu}}
176\label{classbdm_1_1Kalman_c5136ef617f6ac0e426bea222755d92b}
177
178\begin{CompactList}\small\item\em cache of rvu.count() \item\end{CompactList}\item 
179\hypertarget{classbdm_1_1Kalman_0a2072e2090c10fac74ad30a023a4ace}{
180mat \hyperlink{classbdm_1_1Kalman_0a2072e2090c10fac74ad30a023a4ace}{A}}
181\label{classbdm_1_1Kalman_0a2072e2090c10fac74ad30a023a4ace}
182
183\begin{CompactList}\small\item\em Matrix A. \item\end{CompactList}\item 
184\hypertarget{classbdm_1_1Kalman_5977b2c81857948a35105f0e7840203c}{
185mat \hyperlink{classbdm_1_1Kalman_5977b2c81857948a35105f0e7840203c}{B}}
186\label{classbdm_1_1Kalman_5977b2c81857948a35105f0e7840203c}
187
188\begin{CompactList}\small\item\em Matrix B. \item\end{CompactList}\item 
189\hypertarget{classbdm_1_1Kalman_818eba63a23972786a4579ad30294177}{
190mat \hyperlink{classbdm_1_1Kalman_818eba63a23972786a4579ad30294177}{C}}
191\label{classbdm_1_1Kalman_818eba63a23972786a4579ad30294177}
192
193\begin{CompactList}\small\item\em Matrix C. \item\end{CompactList}\item 
194\hypertarget{classbdm_1_1Kalman_7b56ac423d0654b5755e4f852a870456}{
195mat \hyperlink{classbdm_1_1Kalman_7b56ac423d0654b5755e4f852a870456}{D}}
196\label{classbdm_1_1Kalman_7b56ac423d0654b5755e4f852a870456}
197
198\begin{CompactList}\small\item\em Matrix D. \item\end{CompactList}\item 
199\hypertarget{classbdm_1_1Kalman_70f8bf19e81b532c60fd3a7a152425ee}{
200\hyperlink{classchmat}{chmat} \hyperlink{classbdm_1_1Kalman_70f8bf19e81b532c60fd3a7a152425ee}{Q}}
201\label{classbdm_1_1Kalman_70f8bf19e81b532c60fd3a7a152425ee}
202
203\begin{CompactList}\small\item\em Matrix Q in square-root form. \item\end{CompactList}\item 
204\hypertarget{classbdm_1_1Kalman_475b088287cdfbba4dc60a3d027728b7}{
205\hyperlink{classchmat}{chmat} \hyperlink{classbdm_1_1Kalman_475b088287cdfbba4dc60a3d027728b7}{R}}
206\label{classbdm_1_1Kalman_475b088287cdfbba4dc60a3d027728b7}
207
208\begin{CompactList}\small\item\em Matrix R in square-root form. \item\end{CompactList}\item 
209\hypertarget{classbdm_1_1Kalman_383f329ff18bbe219254c8b3b916f40d}{
210\hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ \hyperlink{classbdm_1_1Kalman_383f329ff18bbe219254c8b3b916f40d}{est}}
211\label{classbdm_1_1Kalman_383f329ff18bbe219254c8b3b916f40d}
212
213\begin{CompactList}\small\item\em posterior density on \$x\_\-t\$ \item\end{CompactList}\item 
214\hypertarget{classbdm_1_1Kalman_ba555c394c429f6831c9bbabfa2c944c}{
215\hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ \hyperlink{classbdm_1_1Kalman_ba555c394c429f6831c9bbabfa2c944c}{fy}}
216\label{classbdm_1_1Kalman_ba555c394c429f6831c9bbabfa2c944c}
217
218\begin{CompactList}\small\item\em preditive density on \$y\_\-t\$ \item\end{CompactList}\item 
219\hypertarget{classbdm_1_1Kalman_bd69dfb802465f22dd84d73a180d5c92}{
220mat \hyperlink{classbdm_1_1Kalman_bd69dfb802465f22dd84d73a180d5c92}{\_\-K}}
221\label{classbdm_1_1Kalman_bd69dfb802465f22dd84d73a180d5c92}
222
223\begin{CompactList}\small\item\em placeholder for Kalman gain \item\end{CompactList}\item 
224\hypertarget{classbdm_1_1Kalman_c249d45258c8578b13858ad3e7b729b1}{
225vec \& \hyperlink{classbdm_1_1Kalman_c249d45258c8578b13858ad3e7b729b1}{\_\-yp}}
226\label{classbdm_1_1Kalman_c249d45258c8578b13858ad3e7b729b1}
227
228\begin{CompactList}\small\item\em cache of fy.mu \item\end{CompactList}\item 
229\hypertarget{classbdm_1_1Kalman_2dd268f2d7fbe6382cb8825a1114192a}{
230\hyperlink{classchmat}{chmat} \& \hyperlink{classbdm_1_1Kalman_2dd268f2d7fbe6382cb8825a1114192a}{\_\-Ry}}
231\label{classbdm_1_1Kalman_2dd268f2d7fbe6382cb8825a1114192a}
232
233\begin{CompactList}\small\item\em cache of fy.R \item\end{CompactList}\item 
234\hypertarget{classbdm_1_1Kalman_fa172078091e45561343fa513dd573b0}{
235vec \& \hyperlink{classbdm_1_1Kalman_fa172078091e45561343fa513dd573b0}{\_\-mu}}
236\label{classbdm_1_1Kalman_fa172078091e45561343fa513dd573b0}
237
238\begin{CompactList}\small\item\em cache of est.mu \item\end{CompactList}\item 
239\hypertarget{classbdm_1_1Kalman_00c27b0bf324f0018497921ca23c71ed}{
240\hyperlink{classchmat}{chmat} \& \hyperlink{classbdm_1_1Kalman_00c27b0bf324f0018497921ca23c71ed}{\_\-P}}
241\label{classbdm_1_1Kalman_00c27b0bf324f0018497921ca23c71ed}
242
243\begin{CompactList}\small\item\em cache of est.R \item\end{CompactList}\item 
[269]244\hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{
245\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}}
246\label{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}
247
248\begin{CompactList}\small\item\em Random variable of the data (optional). \item\end{CompactList}\item 
[261]249\hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{
250double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}}
251\label{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}
252
253\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
254\hypertarget{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{
255bool \hyperlink{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{evalll}}
256\label{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}
257
258\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}\item 
259\hypertarget{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{
260\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{rvc}}
261\label{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}
262
263\begin{CompactList}\small\item\em Identificator of the conditioning variable. \item\end{CompactList}\end{CompactItemize}
264
265
[270]266\subsection{Member Function Documentation}
267\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{
268\index{bdm::EKFCh\_\-unQ@{bdm::EKFCh\_\-unQ}!\_\-copy\_\-@{\_\-copy\_\-}}
269\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::EKFCh_unQ@{bdm::EKFCh\_\-unQ}}
270\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
271\label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}
[261]272
[270]273
274Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype:
275
276\begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);} 
277\end{verbatim}
278\end{Code}
279
280 
281
282Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{
[261]283\index{bdm::EKFCh\_\-unQ@{bdm::EKFCh\_\-unQ}!logpred@{logpred}}
284\index{logpred@{logpred}!bdm::EKFCh_unQ@{bdm::EKFCh\_\-unQ}}
285\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{]}}}}
286\label{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}
287
288
289Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
290
291Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}.
292
[270]293Referenced by bdm::BM::logpred\_\-m().
[261]294
295The documentation for this class was generated from the following file:\begin{CompactItemize}
296\item 
297\hyperlink{ekf__templ_8h}{ekf\_\-templ.h}\end{CompactItemize}
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