\hypertarget{classbdm_1_1multiBM}{ \section{bdm::multiBM Class Reference} \label{classbdm_1_1multiBM}\index{bdm::multiBM@{bdm::multiBM}} } Estimator for Multinomial density. {\tt \#include $<$libEF.h$>$} Inheritance diagram for bdm::multiBM:\nopagebreak \begin{figure}[H] \begin{center} \leavevmode \includegraphics[width=64pt]{classbdm_1_1multiBM__inherit__graph} \end{center} \end{figure} Collaboration diagram for bdm::multiBM:\nopagebreak \begin{figure}[H] \begin{center} \leavevmode \includegraphics[height=400pt]{classbdm_1_1multiBM__coll__graph} \end{center} \end{figure} \subsection*{Public Member Functions} \begin{CompactItemize} \item \hypertarget{classbdm_1_1multiBM_65dc7567b67ce86a8f339dd496ed8e88}{ \hyperlink{classbdm_1_1multiBM_65dc7567b67ce86a8f339dd496ed8e88}{multiBM} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}, const vec beta0)} \label{classbdm_1_1multiBM_65dc7567b67ce86a8f339dd496ed8e88} \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item \hypertarget{classbdm_1_1multiBM_c4378cf8037f6bed29c74eea63344b31}{ \hyperlink{classbdm_1_1multiBM_c4378cf8037f6bed29c74eea63344b31}{multiBM} (const \hyperlink{classbdm_1_1multiBM}{multiBM} \&B)} \label{classbdm_1_1multiBM_c4378cf8037f6bed29c74eea63344b31} \begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item \hypertarget{classbdm_1_1multiBM_dbe6b90d410dc062a233d1dc09eeba52}{ void \hyperlink{classbdm_1_1multiBM_dbe6b90d410dc062a233d1dc09eeba52}{set\_\-statistics} (const \hyperlink{classbdm_1_1BM}{BM} $\ast$mB0)} \label{classbdm_1_1multiBM_dbe6b90d410dc062a233d1dc09eeba52} \begin{CompactList}\small\item\em Sets sufficient statistics to match that of givefrom mB0. \item\end{CompactList}\item void \hyperlink{classbdm_1_1multiBM_1e4bf41b61937fd80f34049742e23f95}{bayes} (const vec \&dt) \begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item double \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{logpred} (const vec \&dt) const \item \hypertarget{classbdm_1_1multiBM_aaeb18c989088feb8d26d300e4971732}{ void \hyperlink{classbdm_1_1multiBM_aaeb18c989088feb8d26d300e4971732}{flatten} (const \hyperlink{classbdm_1_1BMEF}{BMEF} $\ast$B)} \label{classbdm_1_1multiBM_aaeb18c989088feb8d26d300e4971732} \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 \hypertarget{classbdm_1_1multiBM_98c22316ecfef589989baca261713c8d}{ const \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1multiBM_98c22316ecfef589989baca261713c8d}{\_\-epdf} () const } \label{classbdm_1_1multiBM_98c22316ecfef589989baca261713c8d} \begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item \hypertarget{classbdm_1_1multiBM_c996f6b9ca930182030e1027318f1ca6}{ const \hyperlink{classbdm_1_1eDirich}{eDirich} $\ast$ \hyperlink{classbdm_1_1multiBM_c996f6b9ca930182030e1027318f1ca6}{\_\-e} () const } \label{classbdm_1_1multiBM_c996f6b9ca930182030e1027318f1ca6} \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 \hypertarget{classbdm_1_1multiBM_7a480eace4446661bacca94c57499f01}{ void \textbf{set\_\-parameters} (const vec \&beta0)} \label{classbdm_1_1multiBM_7a480eace4446661bacca94c57499f01} \item \hypertarget{classbdm_1_1BMEF_d2b528b7a41ca67163152142f5404051}{ virtual void \hyperlink{classbdm_1_1BMEF_d2b528b7a41ca67163152142f5404051}{set\_\-statistics} (const \hyperlink{classbdm_1_1BMEF}{BMEF} $\ast$BM0)} \label{classbdm_1_1BMEF_d2b528b7a41ca67163152142f5404051} \begin{CompactList}\small\item\em get statistics from another model \item\end{CompactList}\item \hypertarget{classbdm_1_1BMEF_bf58deb99af2a6cc674f13ff90300de6}{ virtual void \hyperlink{classbdm_1_1BMEF_bf58deb99af2a6cc674f13ff90300de6}{bayes} (const vec \&data, const double w)} \label{classbdm_1_1BMEF_bf58deb99af2a6cc674f13ff90300de6} \begin{CompactList}\small\item\em Weighted update of sufficient statistics (Bayes rule). \item\end{CompactList}\item \hypertarget{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{ \hyperlink{classbdm_1_1BMEF}{BMEF} $\ast$ \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{\_\-copy\_\-} (bool changerv=false)} \label{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6} \begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} \label{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc} \begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{ vec \hyperlink{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{logpred\_\-m} (const mat \&dt) const } \label{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae} \begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{ virtual \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 } \label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c} \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{ const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const } \label{classbdm_1_1BM_40a3c891996391e3135518053a917793} \begin{CompactList}\small\item\em access function \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const } \label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} \begin{CompactList}\small\item\em access function \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{ void \hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})} \label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} \begin{CompactList}\small\item\em set drv \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const } \label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} \begin{CompactList}\small\item\em access function \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)} \label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} \subsection*{Protected Attributes} \begin{CompactItemize} \item \hypertarget{classbdm_1_1multiBM_9ecc6878abbd20eb8d8e43b6ab3f941a}{ \hyperlink{classbdm_1_1eDirich}{eDirich} \hyperlink{classbdm_1_1multiBM_9ecc6878abbd20eb8d8e43b6ab3f941a}{est}} \label{classbdm_1_1multiBM_9ecc6878abbd20eb8d8e43b6ab3f941a} \begin{CompactList}\small\item\em Conjugate prior and posterior. \item\end{CompactList}\item \hypertarget{classbdm_1_1multiBM_044263356944c92209eecd39a5187d25}{ vec \& \hyperlink{classbdm_1_1multiBM_044263356944c92209eecd39a5187d25}{beta}} \label{classbdm_1_1multiBM_044263356944c92209eecd39a5187d25} \begin{CompactList}\small\item\em Pointer inside est to sufficient statistics. \item\end{CompactList}\item \hypertarget{classbdm_1_1BMEF_1331865e10fb1ccef65bb4c47fa3be64}{ double \hyperlink{classbdm_1_1BMEF_1331865e10fb1ccef65bb4c47fa3be64}{frg}} \label{classbdm_1_1BMEF_1331865e10fb1ccef65bb4c47fa3be64} \begin{CompactList}\small\item\em forgetting factor \item\end{CompactList}\item \hypertarget{classbdm_1_1BMEF_06e7b3ac03e10017d4288c76888e2865}{ double \hyperlink{classbdm_1_1BMEF_06e7b3ac03e10017d4288c76888e2865}{last\_\-lognc}} \label{classbdm_1_1BMEF_06e7b3ac03e10017d4288c76888e2865} \begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{ \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}} \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca} \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} \label{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed} \begin{CompactList}\small\item\em Random variable of the data (optional). \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}} \label{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a} \begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item \hypertarget{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{ bool \hyperlink{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{evalll}} \label{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee} \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} \subsection{Detailed Description} Estimator for Multinomial density. \subsection{Member Function Documentation} \hypertarget{classbdm_1_1multiBM_1e4bf41b61937fd80f34049742e23f95}{ \index{bdm::multiBM@{bdm::multiBM}!bayes@{bayes}} \index{bayes@{bayes}!bdm::multiBM@{bdm::multiBM}} \subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void bdm::multiBM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt \mbox{[}inline, virtual\mbox{]}}}} \label{classbdm_1_1multiBM_1e4bf41b61937fd80f34049742e23f95} Incremental Bayes rule. \begin{Desc} \item[Parameters:] \begin{description} \item[{\em dt}]vector of input data \end{description} \end{Desc} Reimplemented from \hyperlink{classbdm_1_1BMEF_c287f4c0c1ea31b91572ec45351838f1}{bdm::BMEF}. References beta, est, bdm::BM::evalll, bdm::BMEF::frg, bdm::BMEF::last\_\-lognc, bdm::BM::ll, and bdm::eDirich::lognc().\hypertarget{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{ \index{bdm::multiBM@{bdm::multiBM}!logpred@{logpred}} \index{logpred@{logpred}!bdm::multiBM@{bdm::multiBM}} \subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}double bdm::multiBM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt \mbox{[}inline, virtual\mbox{]}}}} \label{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf} Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. Reimplemented from \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{bdm::BM}. References bdm::eDirich::\_\-beta(), beta, est, bdm::BM::evalll, bdm::BMEF::frg, bdm::BMEF::last\_\-lognc, and bdm::eDirich::lognc(). The documentation for this class was generated from the following file:\begin{CompactItemize} \item \hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}