[172] | 1 | \hypertarget{classmultiBM}{ |
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| 2 | \section{multiBM Class Reference} |
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| 3 | \label{classmultiBM}\index{multiBM@{multiBM}} |
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| 4 | } |
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| 5 | Estimator for Multinomial density. |
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| 6 | |
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| 7 | |
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| 8 | {\tt \#include $<$libEF.h$>$} |
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| 9 | |
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| 10 | Inheritance diagram for multiBM:\nopagebreak |
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| 11 | \begin{figure}[H] |
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| 12 | \begin{center} |
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| 13 | \leavevmode |
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| 14 | \includegraphics[width=49pt]{classmultiBM__inherit__graph} |
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| 15 | \end{center} |
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| 16 | \end{figure} |
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| 17 | Collaboration diagram for multiBM:\nopagebreak |
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| 18 | \begin{figure}[H] |
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| 19 | \begin{center} |
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| 20 | \leavevmode |
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| 21 | \includegraphics[width=69pt]{classmultiBM__coll__graph} |
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| 22 | \end{center} |
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| 23 | \end{figure} |
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| 24 | \subsection*{Public Member Functions} |
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| 25 | \begin{CompactItemize} |
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| 26 | \item |
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| 27 | \hypertarget{classmultiBM_7d7d7e78c129602bcde96078359dc6e5}{ |
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| 28 | \hyperlink{classmultiBM_7d7d7e78c129602bcde96078359dc6e5}{multiBM} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}, const vec beta0)} |
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| 29 | \label{classmultiBM_7d7d7e78c129602bcde96078359dc6e5} |
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| 30 | |
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| 31 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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| 32 | \hypertarget{classmultiBM_b92751adbfb9f259ca8c95232cfd9c09}{ |
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| 33 | \hyperlink{classmultiBM_b92751adbfb9f259ca8c95232cfd9c09}{multiBM} (const \hyperlink{classmultiBM}{multiBM} \&B)} |
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| 34 | \label{classmultiBM_b92751adbfb9f259ca8c95232cfd9c09} |
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| 35 | |
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| 36 | \begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item |
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| 37 | \hypertarget{classmultiBM_42e36804041e551d3ceea6c75abc0562}{ |
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| 38 | void \textbf{set\_\-statistics} (const \hyperlink{classBM}{BM} $\ast$mB0)} |
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| 39 | \label{classmultiBM_42e36804041e551d3ceea6c75abc0562} |
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| 40 | |
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| 41 | \item |
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| 42 | void \hyperlink{classmultiBM_11eeba7e97954e316e959116f90d80e2}{bayes} (const vec \&dt) |
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| 43 | \begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item |
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| 44 | double \hyperlink{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{logpred} (const vec \&dt) const |
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| 45 | \item |
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| 46 | \hypertarget{classmultiBM_58257073a90aab5d1aafbc9b805d324a}{ |
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| 47 | void \hyperlink{classmultiBM_58257073a90aab5d1aafbc9b805d324a}{flatten} (\hyperlink{classBMEF}{BMEF} $\ast$B)} |
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| 48 | \label{classmultiBM_58257073a90aab5d1aafbc9b805d324a} |
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| 49 | |
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| 50 | \begin{CompactList}\small\item\em Flatten the posterior. \item\end{CompactList}\item |
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| 51 | \hypertarget{classmultiBM_66cdfd83a70bc281840ab0646b941684}{ |
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| 52 | const \hyperlink{classepdf}{epdf} \& \hyperlink{classmultiBM_66cdfd83a70bc281840ab0646b941684}{\_\-epdf} () const } |
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| 53 | \label{classmultiBM_66cdfd83a70bc281840ab0646b941684} |
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| 54 | |
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| 55 | \begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classepdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item |
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| 56 | \hypertarget{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}{ |
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| 57 | virtual void \hyperlink{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}{set\_\-statistics} (const \hyperlink{classBMEF}{BMEF} $\ast$BM0)} |
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| 58 | \label{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4} |
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| 59 | |
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| 60 | \begin{CompactList}\small\item\em get statistics from another model \item\end{CompactList}\item |
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| 61 | \hypertarget{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}{ |
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| 62 | virtual void \hyperlink{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}{bayes} (const vec \&data, const double w)} |
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| 63 | \label{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad} |
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| 64 | |
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| 65 | \begin{CompactList}\small\item\em Weighted update of sufficient statistics (Bayes rule). \item\end{CompactList}\item |
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| 66 | \hypertarget{classBM_0186270f75189677f390fe088a9947e9}{ |
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| 67 | virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)} |
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| 68 | \label{classBM_0186270f75189677f390fe088a9947e9} |
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| 69 | |
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| 70 | \begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item |
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| 71 | \hypertarget{classBM_126bd2595c48e311fc2a7ab72876092a}{ |
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| 72 | const \hyperlink{classRV}{RV} \& \hyperlink{classBM_126bd2595c48e311fc2a7ab72876092a}{\_\-rv} () const } |
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| 73 | \label{classBM_126bd2595c48e311fc2a7ab72876092a} |
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| 74 | |
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| 75 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 76 | \hypertarget{classBM_87f4a547d2c29180be88175e5eab9c88}{ |
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| 77 | double \hyperlink{classBM_87f4a547d2c29180be88175e5eab9c88}{\_\-ll} () const } |
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| 78 | \label{classBM_87f4a547d2c29180be88175e5eab9c88} |
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| 79 | |
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| 80 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 81 | \hypertarget{classBM_1ffa9f23669aabecc3760c06c6987522}{ |
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| 82 | void \hyperlink{classBM_1ffa9f23669aabecc3760c06c6987522}{set\_\-evalll} (bool evl0)} |
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| 83 | \label{classBM_1ffa9f23669aabecc3760c06c6987522} |
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| 84 | |
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| 85 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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| 86 | virtual \hyperlink{classBM}{BM} $\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-} (bool changerv=false) |
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| 87 | \end{CompactItemize} |
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| 88 | \subsection*{Protected Attributes} |
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| 89 | \begin{CompactItemize} |
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| 90 | \item |
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| 91 | \hypertarget{classmultiBM_eddee08a724170de63f36e40c57b27b5}{ |
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| 92 | \hyperlink{classeDirich}{eDirich} \hyperlink{classmultiBM_eddee08a724170de63f36e40c57b27b5}{est}} |
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| 93 | \label{classmultiBM_eddee08a724170de63f36e40c57b27b5} |
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| 94 | |
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| 95 | \begin{CompactList}\small\item\em Conjugate prior and posterior. \item\end{CompactList}\item |
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| 96 | \hypertarget{classmultiBM_7b606116aed7e8834a339cbb0424b1d6}{ |
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| 97 | vec \& \textbf{beta}} |
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| 98 | \label{classmultiBM_7b606116aed7e8834a339cbb0424b1d6} |
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| 99 | |
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| 100 | \item |
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| 101 | \hypertarget{classBMEF_538d632e59f9afa8daa1de74da12ce71}{ |
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| 102 | double \hyperlink{classBMEF_538d632e59f9afa8daa1de74da12ce71}{frg}} |
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| 103 | \label{classBMEF_538d632e59f9afa8daa1de74da12ce71} |
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| 104 | |
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| 105 | \begin{CompactList}\small\item\em forgetting factor \item\end{CompactList}\item |
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| 106 | \hypertarget{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{ |
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| 107 | double \hyperlink{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{last\_\-lognc}} |
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| 108 | \label{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02} |
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| 109 | |
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| 110 | \begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item |
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| 111 | \hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{ |
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| 112 | \hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}} |
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| 113 | \label{classBM_af00f0612fabe66241dd507188cdbf88} |
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| 114 | |
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| 115 | \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item |
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| 116 | \hypertarget{classBM_5623fef6572a08c2b53b8c87b82dc979}{ |
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| 117 | double \hyperlink{classBM_5623fef6572a08c2b53b8c87b82dc979}{ll}} |
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| 118 | \label{classBM_5623fef6572a08c2b53b8c87b82dc979} |
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| 119 | |
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| 120 | \begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item |
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| 121 | \hypertarget{classBM_bf6fb59b30141074f8ee1e2f43d03129}{ |
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| 122 | bool \hyperlink{classBM_bf6fb59b30141074f8ee1e2f43d03129}{evalll}} |
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| 123 | \label{classBM_bf6fb59b30141074f8ee1e2f43d03129} |
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| 124 | |
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| 125 | \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} |
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| 126 | |
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| 127 | |
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| 128 | \subsection{Detailed Description} |
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| 129 | Estimator for Multinomial density. |
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| 130 | |
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| 131 | \subsection{Member Function Documentation} |
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| 132 | \hypertarget{classmultiBM_11eeba7e97954e316e959116f90d80e2}{ |
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| 133 | \index{multiBM@{multiBM}!bayes@{bayes}} |
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| 134 | \index{bayes@{bayes}!multiBM@{multiBM}} |
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| 135 | \subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void multiBM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt \mbox{[}inline, virtual\mbox{]}}}} |
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| 136 | \label{classmultiBM_11eeba7e97954e316e959116f90d80e2} |
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| 137 | |
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| 138 | |
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| 139 | Incremental Bayes rule. |
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| 140 | |
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| 141 | \begin{Desc} |
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| 142 | \item[Parameters:] |
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| 143 | \begin{description} |
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| 144 | \item[{\em dt}]vector of input data \end{description} |
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| 145 | \end{Desc} |
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| 146 | |
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| 147 | |
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| 148 | Reimplemented from \hyperlink{classBMEF_52b7719312d545215cca1ff87722a35a}{BMEF}. |
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| 149 | |
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| 150 | References est, BM::evalll, BMEF::frg, BMEF::last\_\-lognc, BM::ll, and eDirich::lognc(). |
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| 151 | |
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| 152 | Referenced by MixEF::bayes().\hypertarget{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{ |
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| 153 | \index{multiBM@{multiBM}!logpred@{logpred}} |
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| 154 | \index{logpred@{logpred}!multiBM@{multiBM}} |
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| 155 | \subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}double multiBM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt \mbox{[}inline, virtual\mbox{]}}}} |
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| 156 | \label{classmultiBM_13e26a61757278981fd8cac9a7ef91eb} |
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| 157 | |
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| 158 | |
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| 159 | Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. |
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| 160 | |
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| 161 | Reimplemented from \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{BM}. |
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| 162 | |
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| 163 | References eDirich::\_\-beta(), est, BM::evalll, BMEF::frg, BMEF::last\_\-lognc, and eDirich::lognc(). |
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| 164 | |
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| 165 | Referenced by MixEF::bayes().\hypertarget{classBM_eb58c81d6a7b75b05fc6f276eed78887}{ |
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| 166 | \index{multiBM@{multiBM}!\_\-copy\_\-@{\_\-copy\_\-}} |
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| 167 | \index{\_\-copy\_\-@{\_\-copy\_\-}!multiBM@{multiBM}} |
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| 168 | \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
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| 169 | \label{classBM_eb58c81d6a7b75b05fc6f276eed78887} |
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| 170 | |
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| 171 | |
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| 172 | Copy function required in vectors, Arrays of \hyperlink{classBM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-()}\{\hyperlink{classBM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} |
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| 173 | |
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| 174 | Reimplemented in \hyperlink{classARX_d2751057811c6fb8f4ff86e1648bcddc}{ARX}. |
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| 175 | |
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| 176 | Referenced by MixEF::MixEF(). |
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| 177 | |
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| 178 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 179 | \item |
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| 180 | work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize} |
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