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1\hypertarget{classmultiBM}{
2\section{multiBM Class Reference}
3\label{classmultiBM}\index{multiBM@{multiBM}}
4}
5Estimator for Multinomial density. 
6
7
8{\tt \#include $<$libEF.h$>$}
9
10Inheritance diagram for multiBM:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=49pt]{classmultiBM__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for multiBM:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[width=69pt]{classmultiBM__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classmultiBM_7d7d7e78c129602bcde96078359dc6e5}{
28\hyperlink{classmultiBM_7d7d7e78c129602bcde96078359dc6e5}{multiBM} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}, const vec beta0)}
29\label{classmultiBM_7d7d7e78c129602bcde96078359dc6e5}
30
31\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
32\hypertarget{classmultiBM_b92751adbfb9f259ca8c95232cfd9c09}{
33\hyperlink{classmultiBM_b92751adbfb9f259ca8c95232cfd9c09}{multiBM} (const \hyperlink{classmultiBM}{multiBM} \&B)}
34\label{classmultiBM_b92751adbfb9f259ca8c95232cfd9c09}
35
36\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 
37\hypertarget{classmultiBM_42e36804041e551d3ceea6c75abc0562}{
38void \hyperlink{classmultiBM_42e36804041e551d3ceea6c75abc0562}{set\_\-statistics} (const \hyperlink{classBM}{BM} $\ast$mB0)}
39\label{classmultiBM_42e36804041e551d3ceea6c75abc0562}
40
41\begin{CompactList}\small\item\em Sets sufficient statistics to match that of givefrom mB0. \item\end{CompactList}\item 
42void \hyperlink{classmultiBM_11eeba7e97954e316e959116f90d80e2}{bayes} (const vec \&dt)
43\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
44double \hyperlink{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{logpred} (const vec \&dt) const
45\item 
46\hypertarget{classmultiBM_3988322f8f51b153622036f461f62a67}{
47void \hyperlink{classmultiBM_3988322f8f51b153622036f461f62a67}{flatten} (const \hyperlink{classBMEF}{BMEF} $\ast$B)}
48\label{classmultiBM_3988322f8f51b153622036f461f62a67}
49
50\begin{CompactList}\small\item\em Flatten the posterior according to the given \hyperlink{classBMEF}{BMEF} (of the same type!). \item\end{CompactList}\item 
51\hypertarget{classmultiBM_66cdfd83a70bc281840ab0646b941684}{
52const \hyperlink{classepdf}{epdf} \& \hyperlink{classmultiBM_66cdfd83a70bc281840ab0646b941684}{\_\-epdf} () const }
53\label{classmultiBM_66cdfd83a70bc281840ab0646b941684}
54
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 
56\hypertarget{classmultiBM_164117b1a5eb6f33db9b4b0f4b2d2842}{
57void \textbf{set\_\-parameters} (const vec \&beta0)}
58\label{classmultiBM_164117b1a5eb6f33db9b4b0f4b2d2842}
59
60\item 
61\hypertarget{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}{
62virtual void \hyperlink{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}{set\_\-statistics} (const \hyperlink{classBMEF}{BMEF} $\ast$BM0)}
63\label{classBMEF_30bb40eb1fd31869b2e62e79e1ecdcb4}
64
65\begin{CompactList}\small\item\em get statistics from another model \item\end{CompactList}\item 
66\hypertarget{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}{
67virtual void \hyperlink{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}{bayes} (const vec \&data, const double w)}
68\label{classBMEF_8f4ecb6e2eaf630155a1fa98f35aa6ad}
69
70\begin{CompactList}\small\item\em Weighted update of sufficient statistics (Bayes rule). \item\end{CompactList}\item 
71\hypertarget{classBMEF_c285f29db290d05428bf1aa2cd7c35ad}{
72virtual void \hyperlink{classBMEF_c285f29db290d05428bf1aa2cd7c35ad}{flatten} (double nu0)}
73\label{classBMEF_c285f29db290d05428bf1aa2cd7c35ad}
74
75\begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\item 
76\hypertarget{classBM_0186270f75189677f390fe088a9947e9}{
77virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)}
78\label{classBM_0186270f75189677f390fe088a9947e9}
79
80\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
81\hypertarget{classBM_cd0660f2a1a344b56ac39802708ff165}{
82vec \hyperlink{classBM_cd0660f2a1a344b56ac39802708ff165}{logpred\_\-m} (const mat \&dt) const }
83\label{classBM_cd0660f2a1a344b56ac39802708ff165}
84
85\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
86\hypertarget{classBM_a627c5a79cc6f5221b7e09675525e032}{
87virtual \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classBM_a627c5a79cc6f5221b7e09675525e032}{predictor} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv})}
88\label{classBM_a627c5a79cc6f5221b7e09675525e032}
89
90\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
91\hypertarget{classBM_126bd2595c48e311fc2a7ab72876092a}{
92const \hyperlink{classRV}{RV} \& \hyperlink{classBM_126bd2595c48e311fc2a7ab72876092a}{\_\-rv} () const }
93\label{classBM_126bd2595c48e311fc2a7ab72876092a}
94
95\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
96\hypertarget{classBM_87f4a547d2c29180be88175e5eab9c88}{
97double \hyperlink{classBM_87f4a547d2c29180be88175e5eab9c88}{\_\-ll} () const }
98\label{classBM_87f4a547d2c29180be88175e5eab9c88}
99
100\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
101\hypertarget{classBM_1ffa9f23669aabecc3760c06c6987522}{
102void \hyperlink{classBM_1ffa9f23669aabecc3760c06c6987522}{set\_\-evalll} (bool evl0)}
103\label{classBM_1ffa9f23669aabecc3760c06c6987522}
104
105\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
106virtual \hyperlink{classBM}{BM} $\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-} (bool changerv=false)
107\end{CompactItemize}
108\subsection*{Protected Attributes}
109\begin{CompactItemize}
110\item 
111\hypertarget{classmultiBM_eddee08a724170de63f36e40c57b27b5}{
112\hyperlink{classeDirich}{eDirich} \hyperlink{classmultiBM_eddee08a724170de63f36e40c57b27b5}{est}}
113\label{classmultiBM_eddee08a724170de63f36e40c57b27b5}
114
115\begin{CompactList}\small\item\em Conjugate prior and posterior. \item\end{CompactList}\item 
116\hypertarget{classmultiBM_7b606116aed7e8834a339cbb0424b1d6}{
117vec \& \hyperlink{classmultiBM_7b606116aed7e8834a339cbb0424b1d6}{beta}}
118\label{classmultiBM_7b606116aed7e8834a339cbb0424b1d6}
119
120\begin{CompactList}\small\item\em Pointer inside est to sufficient statistics. \item\end{CompactList}\item 
121\hypertarget{classBMEF_538d632e59f9afa8daa1de74da12ce71}{
122double \hyperlink{classBMEF_538d632e59f9afa8daa1de74da12ce71}{frg}}
123\label{classBMEF_538d632e59f9afa8daa1de74da12ce71}
124
125\begin{CompactList}\small\item\em forgetting factor \item\end{CompactList}\item 
126\hypertarget{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{
127double \hyperlink{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{last\_\-lognc}}
128\label{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}
129
130\begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item 
131\hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{
132\hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}}
133\label{classBM_af00f0612fabe66241dd507188cdbf88}
134
135\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
136\hypertarget{classBM_5623fef6572a08c2b53b8c87b82dc979}{
137double \hyperlink{classBM_5623fef6572a08c2b53b8c87b82dc979}{ll}}
138\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
139
140\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
141\hypertarget{classBM_bf6fb59b30141074f8ee1e2f43d03129}{
142bool \hyperlink{classBM_bf6fb59b30141074f8ee1e2f43d03129}{evalll}}
143\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
144
145\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}
146
147
148\subsection{Detailed Description}
149Estimator for Multinomial density.
150
151\subsection{Member Function Documentation}
152\hypertarget{classmultiBM_11eeba7e97954e316e959116f90d80e2}{
153\index{multiBM@{multiBM}!bayes@{bayes}}
154\index{bayes@{bayes}!multiBM@{multiBM}}
155\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void multiBM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
156\label{classmultiBM_11eeba7e97954e316e959116f90d80e2}
157
158
159Incremental Bayes rule.
160
161\begin{Desc}
162\item[Parameters:]
163\begin{description}
164\item[{\em dt}]vector of input data \end{description}
165\end{Desc}
166
167
168Reimplemented from \hyperlink{classBMEF_52b7719312d545215cca1ff87722a35a}{BMEF}.
169
170References beta, est, BM::evalll, BMEF::frg, BMEF::last\_\-lognc, BM::ll, and eDirich::lognc().
171
172Referenced by MixEF::bayes().\hypertarget{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{
173\index{multiBM@{multiBM}!logpred@{logpred}}
174\index{logpred@{logpred}!multiBM@{multiBM}}
175\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}double multiBM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
176\label{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}
177
178
179Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
180
181Reimplemented from \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{BM}.
182
183References eDirich::\_\-beta(), beta, est, BM::evalll, BMEF::frg, BMEF::last\_\-lognc, and eDirich::lognc().
184
185Referenced by MixEF::bayes().\hypertarget{classBM_eb58c81d6a7b75b05fc6f276eed78887}{
186\index{multiBM@{multiBM}!\_\-copy\_\-@{\_\-copy\_\-}}
187\index{\_\-copy\_\-@{\_\-copy\_\-}!multiBM@{multiBM}}
188\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{]}}}}
189\label{classBM_eb58c81d6a7b75b05fc6f276eed78887}
190
191
192Copy 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; \} 
193
194Reimplemented in \hyperlink{classARX_5de61fbd4f97fa3216760b1f733f5af0}{ARX}.
195
196Referenced by MixEF::init().
197
198The documentation for this class was generated from the following file:\begin{CompactItemize}
199\item 
200work/git/mixpp/bdm/stat/\hyperlink{libEF_8h}{libEF.h}\end{CompactItemize}
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