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[261]1\hypertarget{classbdm_1_1multiBM}{
2\section{bdm::multiBM Class Reference}
3\label{classbdm_1_1multiBM}\index{bdm::multiBM@{bdm::multiBM}}
4}
5Estimator for Multinomial density. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for bdm::multiBM:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=64pt]{classbdm_1_1multiBM__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for bdm::multiBM:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[height=400pt]{classbdm_1_1multiBM__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classbdm_1_1multiBM_65dc7567b67ce86a8f339dd496ed8e88}{
28\hyperlink{classbdm_1_1multiBM_65dc7567b67ce86a8f339dd496ed8e88}{multiBM} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}, const vec beta0)}
29\label{classbdm_1_1multiBM_65dc7567b67ce86a8f339dd496ed8e88}
30
31\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
32\hypertarget{classbdm_1_1multiBM_c4378cf8037f6bed29c74eea63344b31}{
33\hyperlink{classbdm_1_1multiBM_c4378cf8037f6bed29c74eea63344b31}{multiBM} (const \hyperlink{classbdm_1_1multiBM}{multiBM} \&B)}
34\label{classbdm_1_1multiBM_c4378cf8037f6bed29c74eea63344b31}
35
36\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 
37\hypertarget{classbdm_1_1multiBM_dbe6b90d410dc062a233d1dc09eeba52}{
38void \hyperlink{classbdm_1_1multiBM_dbe6b90d410dc062a233d1dc09eeba52}{set\_\-statistics} (const \hyperlink{classbdm_1_1BM}{BM} $\ast$mB0)}
39\label{classbdm_1_1multiBM_dbe6b90d410dc062a233d1dc09eeba52}
40
41\begin{CompactList}\small\item\em Sets sufficient statistics to match that of givefrom mB0. \item\end{CompactList}\item 
42void \hyperlink{classbdm_1_1multiBM_1e4bf41b61937fd80f34049742e23f95}{bayes} (const vec \&dt)
43\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
44double \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{logpred} (const vec \&dt) const
45\item 
46\hypertarget{classbdm_1_1multiBM_aaeb18c989088feb8d26d300e4971732}{
47void \hyperlink{classbdm_1_1multiBM_aaeb18c989088feb8d26d300e4971732}{flatten} (const \hyperlink{classbdm_1_1BMEF}{BMEF} $\ast$B)}
48\label{classbdm_1_1multiBM_aaeb18c989088feb8d26d300e4971732}
49
50\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 
51\hypertarget{classbdm_1_1multiBM_98c22316ecfef589989baca261713c8d}{
52const \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1multiBM_98c22316ecfef589989baca261713c8d}{\_\-epdf} () const }
53\label{classbdm_1_1multiBM_98c22316ecfef589989baca261713c8d}
54
55\begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item 
56\hypertarget{classbdm_1_1multiBM_c996f6b9ca930182030e1027318f1ca6}{
57const \hyperlink{classbdm_1_1eDirich}{eDirich} $\ast$ \hyperlink{classbdm_1_1multiBM_c996f6b9ca930182030e1027318f1ca6}{\_\-e} () const }
58\label{classbdm_1_1multiBM_c996f6b9ca930182030e1027318f1ca6}
59
60\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 
61\hypertarget{classbdm_1_1multiBM_7a480eace4446661bacca94c57499f01}{
62void \textbf{set\_\-parameters} (const vec \&beta0)}
63\label{classbdm_1_1multiBM_7a480eace4446661bacca94c57499f01}
64
65\item 
66\hypertarget{classbdm_1_1BMEF_d2b528b7a41ca67163152142f5404051}{
67virtual void \hyperlink{classbdm_1_1BMEF_d2b528b7a41ca67163152142f5404051}{set\_\-statistics} (const \hyperlink{classbdm_1_1BMEF}{BMEF} $\ast$BM0)}
68\label{classbdm_1_1BMEF_d2b528b7a41ca67163152142f5404051}
69
70\begin{CompactList}\small\item\em get statistics from another model \item\end{CompactList}\item 
71\hypertarget{classbdm_1_1BMEF_bf58deb99af2a6cc674f13ff90300de6}{
72virtual void \hyperlink{classbdm_1_1BMEF_bf58deb99af2a6cc674f13ff90300de6}{bayes} (const vec \&data, const double w)}
73\label{classbdm_1_1BMEF_bf58deb99af2a6cc674f13ff90300de6}
74
75\begin{CompactList}\small\item\em Weighted update of sufficient statistics (Bayes rule). \item\end{CompactList}\item 
76\hypertarget{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{
77\hyperlink{classbdm_1_1BMEF}{BMEF} $\ast$ \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{\_\-copy\_\-} (bool changerv=false)}
78\label{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}
79
80\begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\item 
81\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{
82virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)}
83\label{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}
84
85\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
86\hypertarget{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{
87vec \hyperlink{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{logpred\_\-m} (const mat \&dt) const }
88\label{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}
89
90\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
91\hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{
92virtual \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 }
93\label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}
94
95\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
96\hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{
97const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const }
98\label{classbdm_1_1BM_40a3c891996391e3135518053a917793}
99
100\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
101\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{
102double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }
103\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}
104
105\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
106\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{
107void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}
108\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}
109
110\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
111\subsection*{Protected Attributes}
112\begin{CompactItemize}
113\item 
114\hypertarget{classbdm_1_1multiBM_9ecc6878abbd20eb8d8e43b6ab3f941a}{
115\hyperlink{classbdm_1_1eDirich}{eDirich} \hyperlink{classbdm_1_1multiBM_9ecc6878abbd20eb8d8e43b6ab3f941a}{est}}
116\label{classbdm_1_1multiBM_9ecc6878abbd20eb8d8e43b6ab3f941a}
117
118\begin{CompactList}\small\item\em Conjugate prior and posterior. \item\end{CompactList}\item 
119\hypertarget{classbdm_1_1multiBM_044263356944c92209eecd39a5187d25}{
120vec \& \hyperlink{classbdm_1_1multiBM_044263356944c92209eecd39a5187d25}{beta}}
121\label{classbdm_1_1multiBM_044263356944c92209eecd39a5187d25}
122
123\begin{CompactList}\small\item\em Pointer inside est to sufficient statistics. \item\end{CompactList}\item 
124\hypertarget{classbdm_1_1BMEF_1331865e10fb1ccef65bb4c47fa3be64}{
125double \hyperlink{classbdm_1_1BMEF_1331865e10fb1ccef65bb4c47fa3be64}{frg}}
126\label{classbdm_1_1BMEF_1331865e10fb1ccef65bb4c47fa3be64}
127
128\begin{CompactList}\small\item\em forgetting factor \item\end{CompactList}\item 
129\hypertarget{classbdm_1_1BMEF_06e7b3ac03e10017d4288c76888e2865}{
130double \hyperlink{classbdm_1_1BMEF_06e7b3ac03e10017d4288c76888e2865}{last\_\-lognc}}
131\label{classbdm_1_1BMEF_06e7b3ac03e10017d4288c76888e2865}
132
133\begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item 
134\hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{
135\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}
136\label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}
137
138\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
139\hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{
140double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}}
141\label{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}
142
143\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
144\hypertarget{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{
145bool \hyperlink{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{evalll}}
146\label{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}
147
148\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}
149
150
151\subsection{Detailed Description}
152Estimator for Multinomial density.
153
154\subsection{Member Function Documentation}
155\hypertarget{classbdm_1_1multiBM_1e4bf41b61937fd80f34049742e23f95}{
156\index{bdm::multiBM@{bdm::multiBM}!bayes@{bayes}}
157\index{bayes@{bayes}!bdm::multiBM@{bdm::multiBM}}
158\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void bdm::multiBM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
159\label{classbdm_1_1multiBM_1e4bf41b61937fd80f34049742e23f95}
160
161
162Incremental Bayes rule.
163
164\begin{Desc}
165\item[Parameters:]
166\begin{description}
167\item[{\em dt}]vector of input data \end{description}
168\end{Desc}
169
170
171Reimplemented from \hyperlink{classbdm_1_1BMEF_c287f4c0c1ea31b91572ec45351838f1}{bdm::BMEF}.
172
173References beta, est, bdm::BM::evalll, bdm::BMEF::frg, bdm::BMEF::last\_\-lognc, bdm::BM::ll, and bdm::eDirich::lognc().\hypertarget{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{
174\index{bdm::multiBM@{bdm::multiBM}!logpred@{logpred}}
175\index{logpred@{logpred}!bdm::multiBM@{bdm::multiBM}}
176\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}double bdm::multiBM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
177\label{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}
178
179
180Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
181
182Reimplemented from \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{bdm::BM}.
183
184References bdm::eDirich::\_\-beta(), beta, est, bdm::BM::evalll, bdm::BMEF::frg, bdm::BMEF::last\_\-lognc, and bdm::eDirich::lognc().
185
186The documentation for this class was generated from the following file:\begin{CompactItemize}
187\item 
188\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
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