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1<?xml version='1.0' encoding='UTF-8' standalone='no'?>
2<doxygen xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="compound.xsd" version="1.5.6">
3  <compounddef id="classARX" kind="class" prot="public">
4    <compoundname>ARX</compoundname>
5    <basecompoundref refid="classBM" prot="public" virt="non-virtual">BM</basecompoundref>
6    <includes refid="arx_8h" local="no">arx.h</includes>
7      <sectiondef kind="protected-attrib">
8      <memberdef kind="variable" id="classARX_1691d023662beffa1dda611b416c0e27e" prot="protected" static="no" mutable="no">
9        <type><ref refid="classegiw" kindref="compound">egiw</ref></type>
10        <definition>egiw ARX::est</definition>
11        <argsstring></argsstring>
12        <name>est</name>
13        <briefdescription>
14<para>Posterior estimate of <formula id="57">$\theta,r$</formula> in the form of Normal-inverse Wishart density. </para>        </briefdescription>
15        <detaileddescription>
16        </detaileddescription>
17        <inbodydescription>
18        </inbodydescription>
19        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="39" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="39" bodyend="-1"/>
20        <referencedby refid="classARX_19d8eff7a9df81786191a4c55b27e5b8a" compoundref="arx_8h" startline="59" endline="59">_epdf</referencedby>
21        <referencedby refid="classARX_15fc6c18e73dcc0f1135eef33f42db8be" compoundref="arx_8h" startline="52" endline="52">ARX</referencedby>
22        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">bayes</referencedby>
23        <referencedby refid="classARX_129f55b43b8b6f5c4a55f6176aa85c494" compoundref="arx_8h" startline="56" endline="56">get_parameters</referencedby>
24        <referencedby refid="classARX_13ccef8dc9dbed00ec74dddc949845d39" compoundref="arx_8h" startline="54" endline="54">set_parameters</referencedby>
25        <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">structure_est</referencedby>
26      </memberdef>
27      <memberdef kind="variable" id="classARX_12291297861dd74ca0175a01f910a0ef7" prot="protected" static="no" mutable="no">
28        <type><ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
29        <definition>ldmat&amp; ARX::V</definition>
30        <argsstring></argsstring>
31        <name>V</name>
32        <briefdescription>
33<para>cached value of est.V </para>        </briefdescription>
34        <detaileddescription>
35        </detaileddescription>
36        <inbodydescription>
37        </inbodydescription>
38        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="41" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="41" bodyend="-1"/>
39        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">bayes</referencedby>
40      </memberdef>
41      <memberdef kind="variable" id="classARX_1a4182c281098b2d86b62518a7493d9be" prot="protected" static="no" mutable="no">
42        <type>double &amp;</type>
43        <definition>double&amp; ARX::nu</definition>
44        <argsstring></argsstring>
45        <name>nu</name>
46        <briefdescription>
47<para>cached value of est.nu </para>        </briefdescription>
48        <detaileddescription>
49        </detaileddescription>
50        <inbodydescription>
51        </inbodydescription>
52        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="43" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="43" bodyend="-1"/>
53        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">bayes</referencedby>
54      </memberdef>
55      <memberdef kind="variable" id="classARX_1e467144efb0a5acbc10dba4eff8638fe" prot="protected" static="no" mutable="no">
56        <type>double</type>
57        <definition>double ARX::frg</definition>
58        <argsstring></argsstring>
59        <name>frg</name>
60        <briefdescription>
61<para>forgetting factor </para>        </briefdescription>
62        <detaileddescription>
63        </detaileddescription>
64        <inbodydescription>
65        </inbodydescription>
66        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="45" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="45" bodyend="-1"/>
67        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">bayes</referencedby>
68      </memberdef>
69      <memberdef kind="variable" id="classARX_16d0cd0f0734aa77cdc5e48f1cf6737ec" prot="protected" static="no" mutable="no">
70        <type>double</type>
71        <definition>double ARX::last_lognc</definition>
72        <argsstring></argsstring>
73        <name>last_lognc</name>
74        <briefdescription>
75<para>cached value of lognc() in the previous step (used in evaluation of <computeroutput>ll</computeroutput> ) </para>        </briefdescription>
76        <detaileddescription>
77        </detaileddescription>
78        <inbodydescription>
79        </inbodydescription>
80        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="47" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="47" bodyend="-1"/>
81        <referencedby refid="classARX_15fc6c18e73dcc0f1135eef33f42db8be" compoundref="arx_8h" startline="52" endline="52">ARX</referencedby>
82        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">bayes</referencedby>
83        <referencedby refid="classARX_13ccef8dc9dbed00ec74dddc949845d39" compoundref="arx_8h" startline="54" endline="54">set_parameters</referencedby>
84      </memberdef>
85      <memberdef kind="variable" id="classARX_164ea7c8ff48bf2548bac3e985e24da19" prot="protected" static="no" mutable="no">
86        <type>double</type>
87        <definition>double ARX::tll</definition>
88        <argsstring></argsstring>
89        <name>tll</name>
90        <briefdescription>
91<para>total likelihood </para>        </briefdescription>
92        <detaileddescription>
93        </detaileddescription>
94        <inbodydescription>
95        </inbodydescription>
96        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="49" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="49" bodyend="-1"/>
97        <referencedby refid="classARX_1b8827048ceec8999849e2ed15400cae7" compoundref="arx_8h" startline="63" endline="63">_tll</referencedby>
98        <referencedby refid="classARX_15fc6c18e73dcc0f1135eef33f42db8be" compoundref="arx_8h" startline="52" endline="52">ARX</referencedby>
99        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">bayes</referencedby>
100        <referencedby refid="classARX_13ccef8dc9dbed00ec74dddc949845d39" compoundref="arx_8h" startline="54" endline="54">set_parameters</referencedby>
101      </memberdef>
102      <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no">
103        <type><ref refid="classRV" kindref="compound">RV</ref></type>
104        <definition>RV BM::rv</definition>
105        <argsstring></argsstring>
106        <name>rv</name>
107        <briefdescription>
108<para>Random variable of the posterior. </para>        </briefdescription>
109        <detaileddescription>
110        </detaileddescription>
111        <inbodydescription>
112        </inbodydescription>
113        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="264" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="264" bodyend="-1"/>
114        <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby>
115        <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF&lt; BM_T &gt;::MPF</referencedby>
116        <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby>
117        <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">structure_est</referencedby>
118      </memberdef>
119      <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no">
120        <type>double</type>
121        <definition>double BM::ll</definition>
122        <argsstring></argsstring>
123        <name>ll</name>
124        <briefdescription>
125<para>Logarithm of marginalized data likelihood. </para>        </briefdescription>
126        <detaileddescription>
127        </detaileddescription>
128        <inbodydescription>
129        </inbodydescription>
130        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="266" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="266" bodyend="-1"/>
131        <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby>
132        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
133        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
134        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
135        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
136        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
137        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
138        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">bayes</referencedby>
139      </memberdef>
140      <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no">
141        <type>bool</type>
142        <definition>bool BM::evalll</definition>
143        <argsstring></argsstring>
144        <name>evalll</name>
145        <briefdescription>
146<para>If true, the filter will compute likelihood of the data record and store it in <computeroutput>ll</computeroutput> . Set to false if you want to save time. </para>        </briefdescription>
147        <detaileddescription>
148        </detaileddescription>
149        <inbodydescription>
150        </inbodydescription>
151        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="268" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="268" bodyend="-1"/>
152        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
153        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
154        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
155        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
156        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
157        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
158        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">bayes</referencedby>
159      </memberdef>
160      </sectiondef>
161      <sectiondef kind="public-func">
162      <memberdef kind="function" id="classARX_15fc6c18e73dcc0f1135eef33f42db8be" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
163        <type></type>
164        <definition>ARX::ARX</definition>
165        <argsstring>(RV &amp;rv, mat &amp;V0, double &amp;nu0, double frg0=1.0)</argsstring>
166        <name>ARX</name>
167        <param>
168          <type><ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
169          <declname>rv</declname>
170        </param>
171        <param>
172          <type>mat &amp;</type>
173          <declname>V0</declname>
174        </param>
175        <param>
176          <type>double &amp;</type>
177          <declname>nu0</declname>
178        </param>
179        <param>
180          <type>double</type>
181          <declname>frg0</declname>
182          <defval>1.0</defval>
183        </param>
184        <briefdescription>
185<para>Full constructor. </para>        </briefdescription>
186        <detaileddescription>
187        </detaileddescription>
188        <inbodydescription>
189        </inbodydescription>
190        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="52" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="52" bodyend="52"/>
191        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
192        <references refid="classARX_16d0cd0f0734aa77cdc5e48f1cf6737ec" compoundref="arx_8h" startline="47">last_lognc</references>
193        <references refid="classegiw_170eb1a0b88459b227f919b425b0d3359" compoundref="libEF_8cpp" startline="31" endline="38">egiw::lognc</references>
194        <references refid="classARX_164ea7c8ff48bf2548bac3e985e24da19" compoundref="arx_8h" startline="49">tll</references>
195      </memberdef>
196      <memberdef kind="function" id="classARX_13ccef8dc9dbed00ec74dddc949845d39" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
197        <type>void</type>
198        <definition>void ARX::set_parameters</definition>
199        <argsstring>(mat &amp;V0, double &amp;nu0)</argsstring>
200        <name>set_parameters</name>
201        <param>
202          <type>mat &amp;</type>
203          <declname>V0</declname>
204        </param>
205        <param>
206          <type>double &amp;</type>
207          <declname>nu0</declname>
208        </param>
209        <briefdescription>
210<para>Set sufficient statistics. </para>        </briefdescription>
211        <detaileddescription>
212        </detaileddescription>
213        <inbodydescription>
214        </inbodydescription>
215        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="54" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="54" bodyend="54"/>
216        <references refid="classegiw_108029c481ff95d24f093df0573879afe" compoundref="libEF_8h" startline="138" endline="138">egiw::_nu</references>
217        <references refid="classegiw_1533e792e1175bfa06d5d595dc5d080d5" compoundref="libEF_8h" startline="136" endline="136">egiw::_V</references>
218        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
219        <references refid="classARX_16d0cd0f0734aa77cdc5e48f1cf6737ec" compoundref="arx_8h" startline="47">last_lognc</references>
220        <references refid="classegiw_170eb1a0b88459b227f919b425b0d3359" compoundref="libEF_8cpp" startline="31" endline="38">egiw::lognc</references>
221        <references refid="classARX_164ea7c8ff48bf2548bac3e985e24da19" compoundref="arx_8h" startline="49">tll</references>
222      </memberdef>
223      <memberdef kind="function" id="classARX_129f55b43b8b6f5c4a55f6176aa85c494" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
224        <type>void</type>
225        <definition>void ARX::get_parameters</definition>
226        <argsstring>(mat &amp;V0, double &amp;nu0)</argsstring>
227        <name>get_parameters</name>
228        <param>
229          <type>mat &amp;</type>
230          <declname>V0</declname>
231        </param>
232        <param>
233          <type>double &amp;</type>
234          <declname>nu0</declname>
235        </param>
236        <briefdescription>
237<para>Returns sufficient statistics. </para>        </briefdescription>
238        <detaileddescription>
239        </detaileddescription>
240        <inbodydescription>
241        </inbodydescription>
242        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="56" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="56" bodyend="56"/>
243        <references refid="classegiw_108029c481ff95d24f093df0573879afe" compoundref="libEF_8h" startline="138" endline="138">egiw::_nu</references>
244        <references refid="classegiw_1533e792e1175bfa06d5d595dc5d080d5" compoundref="libEF_8h" startline="136" endline="136">egiw::_V</references>
245        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
246        <references refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" compoundref="libDC_8cpp" startline="80" endline="101">ldmat::to_mat</references>
247      </memberdef>
248      <memberdef kind="function" id="classARX_1ba82c956ca893826811aefe1e4af465d" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual">
249        <type>void</type>
250        <definition>void ARX::bayes</definition>
251        <argsstring>(const vec &amp;dt)</argsstring>
252        <name>bayes</name>
253        <reimplements refid="classBM_1a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</reimplements>
254        <param>
255          <type>const vec &amp;</type>
256          <declname>dt</declname>
257        </param>
258        <briefdescription>
259<para>Here <formula id="58">$dt = [y_t psi_t] $</formula>. </para>        </briefdescription>
260        <detaileddescription>
261        </detaileddescription>
262        <inbodydescription>
263        </inbodydescription>
264        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="58" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.cpp" bodystart="5" bodyend="24"/>
265        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
266        <references refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" compoundref="libBM_8h" startline="268">BM::evalll</references>
267        <references refid="classARX_1e467144efb0a5acbc10dba4eff8638fe" compoundref="arx_8h" startline="45">frg</references>
268        <references refid="classARX_16d0cd0f0734aa77cdc5e48f1cf6737ec" compoundref="arx_8h" startline="47">last_lognc</references>
269        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
270        <references refid="classegiw_170eb1a0b88459b227f919b425b0d3359" compoundref="libEF_8cpp" startline="31" endline="38">egiw::lognc</references>
271        <references refid="classARX_1a4182c281098b2d86b62518a7493d9be" compoundref="arx_8h" startline="43">nu</references>
272        <references refid="classldmat_10f0f6e083e6d947cf58097ffce3ccd1a" compoundref="libDC_8cpp" startline="58" endline="72">ldmat::opupdt</references>
273        <references refid="classARX_164ea7c8ff48bf2548bac3e985e24da19" compoundref="arx_8h" startline="49">tll</references>
274        <references refid="classARX_12291297861dd74ca0175a01f910a0ef7" compoundref="arx_8h" startline="41">V</references>
275      </memberdef>
276      <memberdef kind="function" id="classARX_19d8eff7a9df81786191a4c55b27e5b8a" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual">
277        <type><ref refid="classepdf" kindref="compound">epdf</ref> &amp;</type>
278        <definition>epdf&amp; ARX::_epdf</definition>
279        <argsstring>()</argsstring>
280        <name>_epdf</name>
281        <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements>
282        <briefdescription>
283<para>Returns a pointer to the <ref refid="classepdf" kindref="compound">epdf</ref> representing posterior density on parameters. Use with care! </para>        </briefdescription>
284        <detaileddescription>
285        </detaileddescription>
286        <inbodydescription>
287        </inbodydescription>
288        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="59" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="59" bodyend="59"/>
289        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
290      </memberdef>
291      <memberdef kind="function" id="classARX_1130bb7336aac681ce14b027b8f1409fa" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
292        <type>ivec</type>
293        <definition>ivec ARX::structure_est</definition>
294        <argsstring>(egiw Eg0)</argsstring>
295        <name>structure_est</name>
296        <param>
297          <type><ref refid="classegiw" kindref="compound">egiw</ref></type>
298          <declname>Eg0</declname>
299        </param>
300        <briefdescription>
301<para>Brute force structure estimation. </para>        </briefdescription>
302        <detaileddescription>
303<para><simplesect kind="return"><para>indeces of accepted regressors. </para></simplesect>
304</para>        </detaileddescription>
305        <inbodydescription>
306        </inbodydescription>
307        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="61" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.cpp" bodystart="82" bodyend="86"/>
308        <references refid="classRV_1f5c7b8bd589eef09ccdf3329a0addea0" compoundref="libBM_8h" startline="69" endline="69">RV::count</references>
309        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
310        <references refid="classegiw_170eb1a0b88459b227f919b425b0d3359" compoundref="libEF_8cpp" startline="31" endline="38">egiw::lognc</references>
311        <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references>
312      </memberdef>
313      <memberdef kind="function" id="classARX_1b8827048ceec8999849e2ed15400cae7" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
314        <type>double</type>
315        <definition>double ARX::_tll</definition>
316        <argsstring>()</argsstring>
317        <name>_tll</name>
318        <briefdescription>
319<para>access function </para>        </briefdescription>
320        <detaileddescription>
321        </detaileddescription>
322        <inbodydescription>
323        </inbodydescription>
324        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="63" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="63" bodyend="63"/>
325        <references refid="classARX_164ea7c8ff48bf2548bac3e985e24da19" compoundref="arx_8h" startline="49">tll</references>
326      </memberdef>
327      <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
328        <type>void</type>
329        <definition>void BM::bayes</definition>
330        <argsstring>(mat Dt)</argsstring>
331        <name>bayes</name>
332        <param>
333          <type>mat</type>
334          <declname>Dt</declname>
335        </param>
336        <briefdescription>
337<para>Batch Bayes rule (columns of Dt are observations). </para>        </briefdescription>
338        <detaileddescription>
339        </detaileddescription>
340        <inbodydescription>
341        </inbodydescription>
342        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="280"/>
343      </memberdef>
344      <memberdef kind="function" id="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
345        <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
346        <definition>const RV&amp; BM::_rv</definition>
347        <argsstring>() const </argsstring>
348        <name>_rv</name>
349        <briefdescription>
350<para>access function </para>        </briefdescription>
351        <detaileddescription>
352        </detaileddescription>
353        <inbodydescription>
354        </inbodydescription>
355        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="287" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="287" bodyend="287"/>
356        <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references>
357      </memberdef>
358      <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
359        <type>double</type>
360        <definition>double BM::_ll</definition>
361        <argsstring>() const </argsstring>
362        <name>_ll</name>
363        <briefdescription>
364<para>access function </para>        </briefdescription>
365        <detaileddescription>
366        </detaileddescription>
367        <inbodydescription>
368        </inbodydescription>
369        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="289" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="289" bodyend="289"/>
370        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
371      </memberdef>
372      </sectiondef>
373    <briefdescription>
374<para>Linear Autoregressive model with Gaussian noise. </para>    </briefdescription>
375    <detaileddescription>
376<para>Regression of the following kind: <formula id="61">\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]</formula> where unknown parameters <computeroutput>rv</computeroutput> are <formula id="51">$[\theta r]$</formula>, regression vector <formula id="52">$\psi=\psi(y_{1:t},u_{1:t})$</formula> is a known function of past outputs and exogeneous variables <formula id="53">$u_t$</formula>. Distrubances <formula id="54">$e_t$</formula> are supposed to be normally distributed: <formula id="62">\[ e_t \sim \mathcal{N}(0,1). \]</formula></para><para>Extension for time-variant parameters <formula id="55">$\theta_t,r_t$</formula> may be achived using exponential forgetting (Kulhavy and Zarrop, 1993). In such a case, the forgetting factor <computeroutput>frg</computeroutput> <formula id="56">$\in &lt;0,1&gt;$</formula> should be given in the constructor. Time-invariant parameters are estimated for <computeroutput>frg</computeroutput> = 1. </para>    </detaileddescription>
377    <inheritancegraph>
378      <node id="627">
379        <label>BM</label>
380        <link refid="classBM"/>
381      </node>
382      <node id="626">
383        <label>ARX</label>
384        <link refid="classARX"/>
385        <childnode refid="627" relation="public-inheritance">
386        </childnode>
387      </node>
388    </inheritancegraph>
389    <collaborationgraph>
390      <node id="631">
391        <label>ldmat</label>
392        <link refid="classldmat"/>
393        <childnode refid="632" relation="private-inheritance">
394        </childnode>
395      </node>
396      <node id="635">
397        <label>epdf</label>
398        <link refid="classepdf"/>
399        <childnode refid="630" relation="usage">
400          <edgelabel>rv</edgelabel>
401        </childnode>
402      </node>
403      <node id="629">
404        <label>BM</label>
405        <link refid="classBM"/>
406        <childnode refid="630" relation="usage">
407          <edgelabel>rv</edgelabel>
408        </childnode>
409      </node>
410      <node id="630">
411        <label>RV</label>
412        <link refid="classRV"/>
413      </node>
414      <node id="632">
415        <label>sqmat</label>
416        <link refid="classsqmat"/>
417      </node>
418      <node id="634">
419        <label>eEF</label>
420        <link refid="classeEF"/>
421        <childnode refid="635" relation="public-inheritance">
422        </childnode>
423      </node>
424      <node id="628">
425        <label>ARX</label>
426        <link refid="classARX"/>
427        <childnode refid="629" relation="public-inheritance">
428        </childnode>
429        <childnode refid="631" relation="usage">
430          <edgelabel>V</edgelabel>
431        </childnode>
432        <childnode refid="633" relation="usage">
433          <edgelabel>est</edgelabel>
434        </childnode>
435      </node>
436      <node id="633">
437        <label>egiw</label>
438        <link refid="classegiw"/>
439        <childnode refid="634" relation="public-inheritance">
440        </childnode>
441        <childnode refid="631" relation="usage">
442          <edgelabel>V</edgelabel>
443        </childnode>
444      </node>
445    </collaborationgraph>
446    <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="36" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="36" bodyend="64"/>
447    <listofallmembers>
448      <member refid="classARX_19d8eff7a9df81786191a4c55b27e5b8a" prot="public" virt="virtual"><scope>ARX</scope><name>_epdf</name></member>
449      <member refid="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" virt="non-virtual"><scope>ARX</scope><name>_ll</name></member>
450      <member refid="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" virt="non-virtual"><scope>ARX</scope><name>_rv</name></member>
451      <member refid="classARX_1b8827048ceec8999849e2ed15400cae7" prot="public" virt="non-virtual"><scope>ARX</scope><name>_tll</name></member>
452      <member refid="classARX_15fc6c18e73dcc0f1135eef33f42db8be" prot="public" virt="non-virtual"><scope>ARX</scope><name>ARX</name></member>
453      <member refid="classARX_1ba82c956ca893826811aefe1e4af465d" prot="public" virt="virtual"><scope>ARX</scope><name>bayes</name></member>
454      <member refid="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" virt="non-virtual" ambiguityscope="BM::"><scope>ARX</scope><name>bayes</name></member>
455      <member refid="classBM_1605d28b426adb677c86a57ddb525132a" prot="public" virt="non-virtual"><scope>ARX</scope><name>BM</name></member>
456      <member refid="classARX_1691d023662beffa1dda611b416c0e27e" prot="protected" virt="non-virtual"><scope>ARX</scope><name>est</name></member>
457      <member refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" virt="non-virtual"><scope>ARX</scope><name>evalll</name></member>
458      <member refid="classARX_1e467144efb0a5acbc10dba4eff8638fe" prot="protected" virt="non-virtual"><scope>ARX</scope><name>frg</name></member>
459      <member refid="classARX_129f55b43b8b6f5c4a55f6176aa85c494" prot="public" virt="non-virtual"><scope>ARX</scope><name>get_parameters</name></member>
460      <member refid="classARX_16d0cd0f0734aa77cdc5e48f1cf6737ec" prot="protected" virt="non-virtual"><scope>ARX</scope><name>last_lognc</name></member>
461      <member refid="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" virt="non-virtual"><scope>ARX</scope><name>ll</name></member>
462      <member refid="classARX_1a4182c281098b2d86b62518a7493d9be" prot="protected" virt="non-virtual"><scope>ARX</scope><name>nu</name></member>
463      <member refid="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" virt="non-virtual"><scope>ARX</scope><name>rv</name></member>
464      <member refid="classARX_13ccef8dc9dbed00ec74dddc949845d39" prot="public" virt="non-virtual"><scope>ARX</scope><name>set_parameters</name></member>
465      <member refid="classARX_1130bb7336aac681ce14b027b8f1409fa" prot="public" virt="non-virtual"><scope>ARX</scope><name>structure_est</name></member>
466      <member refid="classARX_164ea7c8ff48bf2548bac3e985e24da19" prot="protected" virt="non-virtual"><scope>ARX</scope><name>tll</name></member>
467      <member refid="classARX_12291297861dd74ca0175a01f910a0ef7" prot="protected" virt="non-virtual"><scope>ARX</scope><name>V</name></member>
468      <member refid="classBM_1ca0f02b3b4144e0895cc14f7e0374bdd" prot="public" virt="virtual"><scope>ARX</scope><name>~BM</name></member>
469    </listofallmembers>
470  </compounddef>
471</doxygen>
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