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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="classKFcondQR" kind="class" prot="public">
4    <compoundname>KFcondQR</compoundname>
5    <basecompoundref refid="classKalman" prot="public" virt="non-virtual">Kalman&lt; ldmat &gt;</basecompoundref>
6    <basecompoundref refid="classBMcond" prot="public" virt="non-virtual">BMcond</basecompoundref>
7    <includes refid="libKF_8h" local="no">libKF.h</includes>
8      <sectiondef kind="public-func">
9      <memberdef kind="function" id="classKFcondQR_13f3968f92c7bbe4b0902d5e14ecc1cb4" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
10        <type></type>
11        <definition>KFcondQR::KFcondQR</definition>
12        <argsstring>(RV rvx, RV rvy, RV rvu, RV rvRQ)</argsstring>
13        <name>KFcondQR</name>
14        <param>
15          <type><ref refid="classRV" kindref="compound">RV</ref></type>
16          <declname>rvx</declname>
17        </param>
18        <param>
19          <type><ref refid="classRV" kindref="compound">RV</ref></type>
20          <declname>rvy</declname>
21        </param>
22        <param>
23          <type><ref refid="classRV" kindref="compound">RV</ref></type>
24          <declname>rvu</declname>
25        </param>
26        <param>
27          <type><ref refid="classRV" kindref="compound">RV</ref></type>
28          <declname>rvRQ</declname>
29        </param>
30        <briefdescription>
31<para>Default constructor. </para>        </briefdescription>
32        <detaileddescription>
33        </detaileddescription>
34        <inbodydescription>
35        </inbodydescription>
36        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="239" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="239" bodyend="239"/>
37      </memberdef>
38      <memberdef kind="function" id="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual">
39        <type>void</type>
40        <definition>void KFcondQR::condition</definition>
41        <argsstring>(const vec &amp;RQ)</argsstring>
42        <name>condition</name>
43        <reimplements refid="classBMcond_13543cfe274c35f9033c24d8036a96c4d">condition</reimplements>
44        <param>
45          <type>const vec &amp;</type>
46          <declname>val</declname>
47        </param>
48        <briefdescription>
49<para>Substitute <computeroutput>val</computeroutput> for <computeroutput>rvc</computeroutput>. </para>        </briefdescription>
50        <detaileddescription>
51        </detaileddescription>
52        <inbodydescription>
53        </inbodydescription>
54        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="241" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.cpp" bodystart="238" bodyend="243"/>
55        <references refid="classRV_1f5c7b8bd589eef09ccdf3329a0addea0" compoundref="libBM_8h" startline="69" endline="69">RV::count</references>
56        <references refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" compoundref="libKF_8h" startline="71">Kalman&lt; ldmat &gt;::dimx</references>
57        <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman&lt; ldmat &gt;::Q</references>
58        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; ldmat &gt;::R</references>
59        <references refid="classBMcond_19ba793c8ec453f04d372d17195ed8dec" compoundref="libBM_8h" startline="304">BMcond::rvc</references>
60        <references refid="classldmat_10884a613b94fde61bfc84288e73ce57f" compoundref="libDC_8h" startline="241" endline="241">ldmat::setD</references>
61      </memberdef>
62      <memberdef kind="function" id="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
63        <type>void</type>
64        <definition>void Kalman&lt; ldmat  &gt;::set_parameters</definition>
65        <argsstring>(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const ldmat &amp;R0, const ldmat &amp;Q0)</argsstring>
66        <name>set_parameters</name>
67        <param>
68          <type>const mat &amp;</type>
69          <declname>A0</declname>
70        </param>
71        <param>
72          <type>const mat &amp;</type>
73          <declname>B0</declname>
74        </param>
75        <param>
76          <type>const mat &amp;</type>
77          <declname>C0</declname>
78        </param>
79        <param>
80          <type>const mat &amp;</type>
81          <declname>D0</declname>
82        </param>
83        <param>
84          <type>const <ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
85          <declname>R0</declname>
86        </param>
87        <param>
88          <type>const <ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
89          <declname>Q0</declname>
90        </param>
91        <briefdescription>
92<para>Set parameters with check of relevance. </para>        </briefdescription>
93        <detaileddescription>
94        </detaileddescription>
95        <inbodydescription>
96        </inbodydescription>
97        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="111"/>
98      </memberdef>
99      <memberdef kind="function" id="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
100        <type>void</type>
101        <definition>void Kalman&lt; ldmat  &gt;::set_est</definition>
102        <argsstring>(const vec &amp;mu0, const ldmat &amp;P0)</argsstring>
103        <name>set_est</name>
104        <param>
105          <type>const vec &amp;</type>
106          <declname>mu0</declname>
107        </param>
108        <param>
109          <type>const <ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
110          <declname>P0</declname>
111        </param>
112        <briefdescription>
113<para>Set estimate values, used e.g. in initialization. </para>        </briefdescription>
114        <detaileddescription>
115        </detaileddescription>
116        <inbodydescription>
117        </inbodydescription>
118        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="113" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="113" bodyend="118"/>
119      </memberdef>
120      <memberdef kind="function" id="classKalman_17750ffd73f261828a32c18aaeb65c75c" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual">
121        <type>void</type>
122        <definition>void Kalman&lt; ldmat  &gt;::bayes</definition>
123        <argsstring>(const vec &amp;dt)</argsstring>
124        <name>bayes</name>
125        <reimplements refid="classBM_1a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</reimplements>
126        <param>
127          <type>const vec &amp;</type>
128          <declname>dt</declname>
129        </param>
130        <briefdescription>
131<para>Here dt = [yt;ut] of appropriate dimensions. </para>        </briefdescription>
132        <detaileddescription>
133        </detaileddescription>
134        <inbodydescription>
135        </inbodydescription>
136        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="121"/>
137      </memberdef>
138      <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
139        <type>void</type>
140        <definition>void BM::bayes</definition>
141        <argsstring>(mat Dt)</argsstring>
142        <name>bayes</name>
143        <param>
144          <type>mat</type>
145          <declname>Dt</declname>
146        </param>
147        <briefdescription>
148<para>Batch Bayes rule (columns of Dt are observations). </para>        </briefdescription>
149        <detaileddescription>
150        </detaileddescription>
151        <inbodydescription>
152        </inbodydescription>
153        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="280"/>
154      </memberdef>
155      <memberdef kind="function" id="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual">
156        <type><ref refid="classepdf" kindref="compound">epdf</ref> &amp;</type>
157        <definition>epdf&amp; Kalman&lt; ldmat  &gt;::_epdf</definition>
158        <argsstring>()</argsstring>
159        <name>_epdf</name>
160        <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements>
161        <briefdescription>
162<para>access function </para>        </briefdescription>
163        <detaileddescription>
164        </detaileddescription>
165        <inbodydescription>
166        </inbodydescription>
167        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="123" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="123" bodyend="123"/>
168      </memberdef>
169      <memberdef kind="function" id="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
170        <type>mat &amp;</type>
171        <definition>mat&amp; Kalman&lt; ldmat  &gt;::__K</definition>
172        <argsstring>()</argsstring>
173        <name>__K</name>
174        <briefdescription>
175<para>access function </para>        </briefdescription>
176        <detaileddescription>
177        </detaileddescription>
178        <inbodydescription>
179        </inbodydescription>
180        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="125" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="125" bodyend="125"/>
181      </memberdef>
182      <memberdef kind="function" id="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
183        <type>vec</type>
184        <definition>vec Kalman&lt; ldmat  &gt;::_dP</definition>
185        <argsstring>()</argsstring>
186        <name>_dP</name>
187        <briefdescription>
188<para>access function </para>        </briefdescription>
189        <detaileddescription>
190        </detaileddescription>
191        <inbodydescription>
192        </inbodydescription>
193        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="127" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="127" bodyend="127"/>
194      </memberdef>
195      <memberdef kind="function" id="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
196        <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
197        <definition>const RV&amp; BM::_rv</definition>
198        <argsstring>() const </argsstring>
199        <name>_rv</name>
200        <briefdescription>
201<para>access function </para>        </briefdescription>
202        <detaileddescription>
203        </detaileddescription>
204        <inbodydescription>
205        </inbodydescription>
206        <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"/>
207        <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references>
208      </memberdef>
209      <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
210        <type>double</type>
211        <definition>double BM::_ll</definition>
212        <argsstring>() const </argsstring>
213        <name>_ll</name>
214        <briefdescription>
215<para>access function </para>        </briefdescription>
216        <detaileddescription>
217        </detaileddescription>
218        <inbodydescription>
219        </inbodydescription>
220        <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"/>
221        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
222      </memberdef>
223      <memberdef kind="function" id="classBMcond_13fa60348b2da6b4208bb95b8d146900a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
224        <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
225        <definition>const RV&amp; BMcond::_rvc</definition>
226        <argsstring>() const </argsstring>
227        <name>_rvc</name>
228        <briefdescription>
229<para>access function </para>        </briefdescription>
230        <detaileddescription>
231        </detaileddescription>
232        <inbodydescription>
233        </inbodydescription>
234        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="313" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="313" bodyend="313"/>
235        <references refid="classBMcond_19ba793c8ec453f04d372d17195ed8dec" compoundref="libBM_8h" startline="304">BMcond::rvc</references>
236      </memberdef>
237      </sectiondef>
238      <sectiondef kind="protected-attrib">
239      <memberdef kind="variable" id="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" static="no" mutable="no">
240        <type><ref refid="classRV" kindref="compound">RV</ref></type>
241        <definition>RV Kalman&lt; ldmat  &gt;::rvy</definition>
242        <argsstring></argsstring>
243        <name>rvy</name>
244        <briefdescription>
245<para>Indetifier of output rv. </para>        </briefdescription>
246        <detaileddescription>
247        </detaileddescription>
248        <inbodydescription>
249        </inbodydescription>
250        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="67" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="67" bodyend="-1"/>
251      </memberdef>
252      <memberdef kind="variable" id="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" static="no" mutable="no">
253        <type><ref refid="classRV" kindref="compound">RV</ref></type>
254        <definition>RV Kalman&lt; ldmat  &gt;::rvu</definition>
255        <argsstring></argsstring>
256        <name>rvu</name>
257        <briefdescription>
258<para>Indetifier of exogeneous rv. </para>        </briefdescription>
259        <detaileddescription>
260        </detaileddescription>
261        <inbodydescription>
262        </inbodydescription>
263        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="69" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="69" bodyend="-1"/>
264      </memberdef>
265      <memberdef kind="variable" id="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" static="no" mutable="no">
266        <type>int</type>
267        <definition>int Kalman&lt; ldmat  &gt;::dimx</definition>
268        <argsstring></argsstring>
269        <name>dimx</name>
270        <briefdescription>
271<para>cache of rv.count() </para>        </briefdescription>
272        <detaileddescription>
273        </detaileddescription>
274        <inbodydescription>
275        </inbodydescription>
276        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="71" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="71" bodyend="-1"/>
277        <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">condition</referencedby>
278      </memberdef>
279      <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no">
280        <type>int</type>
281        <definition>int Kalman&lt; ldmat  &gt;::dimy</definition>
282        <argsstring></argsstring>
283        <name>dimy</name>
284        <briefdescription>
285<para>cache of rvy.count() </para>        </briefdescription>
286        <detaileddescription>
287        </detaileddescription>
288        <inbodydescription>
289        </inbodydescription>
290        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="73" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="73" bodyend="-1"/>
291      </memberdef>
292      <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no">
293        <type>int</type>
294        <definition>int Kalman&lt; ldmat  &gt;::dimu</definition>
295        <argsstring></argsstring>
296        <name>dimu</name>
297        <briefdescription>
298<para>cache of rvu.count() </para>        </briefdescription>
299        <detaileddescription>
300        </detaileddescription>
301        <inbodydescription>
302        </inbodydescription>
303        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="75" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="75" bodyend="-1"/>
304      </memberdef>
305      <memberdef kind="variable" id="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" static="no" mutable="no">
306        <type>mat</type>
307        <definition>mat Kalman&lt; ldmat  &gt;::A</definition>
308        <argsstring></argsstring>
309        <name>A</name>
310        <briefdescription>
311<para>Matrix A. </para>        </briefdescription>
312        <detaileddescription>
313        </detaileddescription>
314        <inbodydescription>
315        </inbodydescription>
316        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="77" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="77" bodyend="-1"/>
317      </memberdef>
318      <memberdef kind="variable" id="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" static="no" mutable="no">
319        <type>mat</type>
320        <definition>mat Kalman&lt; ldmat  &gt;::B</definition>
321        <argsstring></argsstring>
322        <name>B</name>
323        <briefdescription>
324<para>Matrix B. </para>        </briefdescription>
325        <detaileddescription>
326        </detaileddescription>
327        <inbodydescription>
328        </inbodydescription>
329        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="79" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="79" bodyend="-1"/>
330      </memberdef>
331      <memberdef kind="variable" id="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" static="no" mutable="no">
332        <type>mat</type>
333        <definition>mat Kalman&lt; ldmat  &gt;::C</definition>
334        <argsstring></argsstring>
335        <name>C</name>
336        <briefdescription>
337<para>Matrix C. </para>        </briefdescription>
338        <detaileddescription>
339        </detaileddescription>
340        <inbodydescription>
341        </inbodydescription>
342        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="81" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="81" bodyend="-1"/>
343      </memberdef>
344      <memberdef kind="variable" id="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" static="no" mutable="no">
345        <type>mat</type>
346        <definition>mat Kalman&lt; ldmat  &gt;::D</definition>
347        <argsstring></argsstring>
348        <name>D</name>
349        <briefdescription>
350<para>Matrix D. </para>        </briefdescription>
351        <detaileddescription>
352        </detaileddescription>
353        <inbodydescription>
354        </inbodydescription>
355        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="83" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="83" bodyend="-1"/>
356      </memberdef>
357      <memberdef kind="variable" id="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" static="no" mutable="no">
358        <type><ref refid="classldmat" kindref="compound">ldmat</ref></type>
359        <definition>ldmat  Kalman&lt; ldmat  &gt;::Q</definition>
360        <argsstring></argsstring>
361        <name>Q</name>
362        <briefdescription>
363<para>Matrix Q in square-root form. </para>        </briefdescription>
364        <detaileddescription>
365        </detaileddescription>
366        <inbodydescription>
367        </inbodydescription>
368        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="85" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="85" bodyend="-1"/>
369        <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">condition</referencedby>
370      </memberdef>
371      <memberdef kind="variable" id="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" static="no" mutable="no">
372        <type><ref refid="classldmat" kindref="compound">ldmat</ref></type>
373        <definition>ldmat  Kalman&lt; ldmat  &gt;::R</definition>
374        <argsstring></argsstring>
375        <name>R</name>
376        <briefdescription>
377<para>Matrix R in square-root form. </para>        </briefdescription>
378        <detaileddescription>
379        </detaileddescription>
380        <inbodydescription>
381        </inbodydescription>
382        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="87" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="87" bodyend="-1"/>
383        <referencedby refid="classKFcondR_18c0721e47879bb8840d829db7a174a7f" compoundref="libKF_8cpp" startline="245" endline="249">KFcondR::condition</referencedby>
384        <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">condition</referencedby>
385      </memberdef>
386      <memberdef kind="variable" id="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" static="no" mutable="no">
387        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; <ref refid="classldmat" kindref="compound">ldmat</ref> &gt;</type>
388        <definition>enorm&lt;ldmat &gt; Kalman&lt; ldmat  &gt;::est</definition>
389        <argsstring></argsstring>
390        <name>est</name>
391        <briefdescription>
392<para>posterior density on $x_t$ </para>        </briefdescription>
393        <detaileddescription>
394        </detaileddescription>
395        <inbodydescription>
396        </inbodydescription>
397        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="90" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="90" bodyend="-1"/>
398      </memberdef>
399      <memberdef kind="variable" id="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" static="no" mutable="no">
400        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; <ref refid="classldmat" kindref="compound">ldmat</ref> &gt;</type>
401        <definition>enorm&lt;ldmat &gt; Kalman&lt; ldmat  &gt;::fy</definition>
402        <argsstring></argsstring>
403        <name>fy</name>
404        <briefdescription>
405<para>preditive density on $y_t$ </para>        </briefdescription>
406        <detaileddescription>
407        </detaileddescription>
408        <inbodydescription>
409        </inbodydescription>
410        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="92" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="92" bodyend="-1"/>
411      </memberdef>
412      <memberdef kind="variable" id="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" static="no" mutable="no">
413        <type>mat</type>
414        <definition>mat Kalman&lt; ldmat  &gt;::_K</definition>
415        <argsstring></argsstring>
416        <name>_K</name>
417        <briefdescription>
418<para>placeholder for <ref refid="classKalman" kindref="compound">Kalman</ref> gain </para>        </briefdescription>
419        <detaileddescription>
420        </detaileddescription>
421        <inbodydescription>
422        </inbodydescription>
423        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="95" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="95" bodyend="-1"/>
424      </memberdef>
425      <memberdef kind="variable" id="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" static="no" mutable="no">
426        <type>vec &amp;</type>
427        <definition>vec&amp; Kalman&lt; ldmat  &gt;::_yp</definition>
428        <argsstring></argsstring>
429        <name>_yp</name>
430        <briefdescription>
431<para>cache of fy.mu </para>        </briefdescription>
432        <detaileddescription>
433        </detaileddescription>
434        <inbodydescription>
435        </inbodydescription>
436        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="97" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="97" bodyend="-1"/>
437      </memberdef>
438      <memberdef kind="variable" id="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" static="no" mutable="no">
439        <type><ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
440        <definition>ldmat &amp; Kalman&lt; ldmat  &gt;::_Ry</definition>
441        <argsstring></argsstring>
442        <name>_Ry</name>
443        <briefdescription>
444<para>cache of fy.R </para>        </briefdescription>
445        <detaileddescription>
446        </detaileddescription>
447        <inbodydescription>
448        </inbodydescription>
449        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="99" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="99" bodyend="-1"/>
450      </memberdef>
451      <memberdef kind="variable" id="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" static="no" mutable="no">
452        <type>vec &amp;</type>
453        <definition>vec&amp; Kalman&lt; ldmat  &gt;::_mu</definition>
454        <argsstring></argsstring>
455        <name>_mu</name>
456        <briefdescription>
457<para>cache of est.mu </para>        </briefdescription>
458        <detaileddescription>
459        </detaileddescription>
460        <inbodydescription>
461        </inbodydescription>
462        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="101" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="101" bodyend="-1"/>
463      </memberdef>
464      <memberdef kind="variable" id="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" static="no" mutable="no">
465        <type><ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
466        <definition>ldmat &amp; Kalman&lt; ldmat  &gt;::_P</definition>
467        <argsstring></argsstring>
468        <name>_P</name>
469        <briefdescription>
470<para>cache of est.R </para>        </briefdescription>
471        <detaileddescription>
472        </detaileddescription>
473        <inbodydescription>
474        </inbodydescription>
475        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="103" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="103" bodyend="-1"/>
476      </memberdef>
477      <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no">
478        <type><ref refid="classRV" kindref="compound">RV</ref></type>
479        <definition>RV BM::rv</definition>
480        <argsstring></argsstring>
481        <name>rv</name>
482        <briefdescription>
483<para>Random variable of the posterior. </para>        </briefdescription>
484        <detaileddescription>
485        </detaileddescription>
486        <inbodydescription>
487        </inbodydescription>
488        <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"/>
489        <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby>
490        <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF&lt; BM_T &gt;::MPF</referencedby>
491        <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby>
492        <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby>
493      </memberdef>
494      <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no">
495        <type>double</type>
496        <definition>double BM::ll</definition>
497        <argsstring></argsstring>
498        <name>ll</name>
499        <briefdescription>
500<para>Logarithm of marginalized data likelihood. </para>        </briefdescription>
501        <detaileddescription>
502        </detaileddescription>
503        <inbodydescription>
504        </inbodydescription>
505        <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"/>
506        <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby>
507        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
508        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
509        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
510        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
511        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
512        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
513        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
514      </memberdef>
515      <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no">
516        <type>bool</type>
517        <definition>bool BM::evalll</definition>
518        <argsstring></argsstring>
519        <name>evalll</name>
520        <briefdescription>
521<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>
522        <detaileddescription>
523        </detaileddescription>
524        <inbodydescription>
525        </inbodydescription>
526        <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"/>
527        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
528        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
529        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
530        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
531        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
532        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
533        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
534      </memberdef>
535      <memberdef kind="variable" id="classBMcond_19ba793c8ec453f04d372d17195ed8dec" prot="protected" static="no" mutable="no">
536        <type><ref refid="classRV" kindref="compound">RV</ref></type>
537        <definition>RV BMcond::rvc</definition>
538        <argsstring></argsstring>
539        <name>rvc</name>
540        <briefdescription>
541<para>Identificator of the conditioning variable. </para>        </briefdescription>
542        <detaileddescription>
543        </detaileddescription>
544        <inbodydescription>
545        </inbodydescription>
546        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="304" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="304" bodyend="-1"/>
547        <referencedby refid="classBMcond_13fa60348b2da6b4208bb95b8d146900a" compoundref="libBM_8h" startline="313" endline="313">BMcond::_rvc</referencedby>
548        <referencedby refid="classKFcondR_18c0721e47879bb8840d829db7a174a7f" compoundref="libKF_8cpp" startline="245" endline="249">KFcondR::condition</referencedby>
549        <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">condition</referencedby>
550      </memberdef>
551      </sectiondef>
552    <briefdescription>
553<para><ref refid="classKalman" kindref="compound">Kalman</ref> Filter with conditional diagonal matrices R and Q. </para>    </briefdescription>
554    <detaileddescription>
555    </detaileddescription>
556    <inheritancegraph>
557      <node id="1118">
558        <label>BM</label>
559        <link refid="classBM"/>
560      </node>
561      <node id="1116">
562        <label>KFcondQR</label>
563        <link refid="classKFcondQR"/>
564        <childnode refid="1117" relation="public-inheritance">
565        </childnode>
566        <childnode refid="1120" relation="public-inheritance">
567        </childnode>
568      </node>
569      <node id="1117">
570        <label>Kalman&lt; ldmat &gt;</label>
571        <link refid="classKalman"/>
572        <childnode refid="1118" relation="public-inheritance">
573        </childnode>
574        <childnode refid="1119" relation="template-instance">
575          <edgelabel>&lt; ldmat &gt;</edgelabel>
576        </childnode>
577      </node>
578      <node id="1119">
579        <label>Kalman&lt; sq_T &gt;</label>
580        <link refid="classKalman"/>
581        <childnode refid="1118" relation="public-inheritance">
582        </childnode>
583      </node>
584      <node id="1120">
585        <label>BMcond</label>
586        <link refid="classBMcond"/>
587      </node>
588    </inheritancegraph>
589    <collaborationgraph>
590      <node id="1125">
591        <label>ldmat</label>
592        <link refid="classldmat"/>
593        <childnode refid="1126" relation="private-inheritance">
594        </childnode>
595      </node>
596      <node id="1130">
597        <label>enorm&lt; sq_T &gt;</label>
598        <link refid="classenorm"/>
599        <childnode refid="1128" relation="public-inheritance">
600        </childnode>
601        <childnode refid="1131" relation="usage">
602          <edgelabel>R</edgelabel>
603        </childnode>
604      </node>
605      <node id="1131">
606        <label>sq_T</label>
607      </node>
608      <node id="1129">
609        <label>epdf</label>
610        <link refid="classepdf"/>
611        <childnode refid="1124" relation="usage">
612          <edgelabel>rv</edgelabel>
613        </childnode>
614      </node>
615      <node id="1123">
616        <label>BM</label>
617        <link refid="classBM"/>
618        <childnode refid="1124" relation="usage">
619          <edgelabel>rv</edgelabel>
620        </childnode>
621      </node>
622      <node id="1124">
623        <label>RV</label>
624        <link refid="classRV"/>
625      </node>
626      <node id="1121">
627        <label>KFcondQR</label>
628        <link refid="classKFcondQR"/>
629        <childnode refid="1122" relation="public-inheritance">
630        </childnode>
631        <childnode refid="1133" relation="public-inheritance">
632        </childnode>
633      </node>
634      <node id="1126">
635        <label>sqmat</label>
636        <link refid="classsqmat"/>
637      </node>
638      <node id="1122">
639        <label>Kalman&lt; ldmat &gt;</label>
640        <link refid="classKalman"/>
641        <childnode refid="1123" relation="public-inheritance">
642        </childnode>
643        <childnode refid="1125" relation="usage">
644          <edgelabel>_P
645Q
646R
647_Ry</edgelabel>
648        </childnode>
649        <childnode refid="1124" relation="usage">
650          <edgelabel>rvu
651rvy</edgelabel>
652        </childnode>
653        <childnode refid="1127" relation="usage">
654          <edgelabel>est
655fy</edgelabel>
656        </childnode>
657        <childnode refid="1132" relation="template-instance">
658          <edgelabel>&lt; ldmat &gt;</edgelabel>
659        </childnode>
660      </node>
661      <node id="1127">
662        <label>enorm&lt; ldmat &gt;</label>
663        <link refid="classenorm"/>
664        <childnode refid="1128" relation="public-inheritance">
665        </childnode>
666        <childnode refid="1125" relation="usage">
667          <edgelabel>R</edgelabel>
668        </childnode>
669        <childnode refid="1130" relation="template-instance">
670          <edgelabel>&lt; ldmat &gt;</edgelabel>
671        </childnode>
672      </node>
673      <node id="1132">
674        <label>Kalman&lt; sq_T &gt;</label>
675        <link refid="classKalman"/>
676        <childnode refid="1123" relation="public-inheritance">
677        </childnode>
678        <childnode refid="1131" relation="usage">
679          <edgelabel>_P
680Q
681R
682_Ry</edgelabel>
683        </childnode>
684        <childnode refid="1124" relation="usage">
685          <edgelabel>rvu
686rvy</edgelabel>
687        </childnode>
688      </node>
689      <node id="1128">
690        <label>eEF</label>
691        <link refid="classeEF"/>
692        <childnode refid="1129" relation="public-inheritance">
693        </childnode>
694      </node>
695      <node id="1133">
696        <label>BMcond</label>
697        <link refid="classBMcond"/>
698        <childnode refid="1124" relation="usage">
699          <edgelabel>rvc</edgelabel>
700        </childnode>
701      </node>
702    </collaborationgraph>
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704    <listofallmembers>
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710      <member refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>_mu</name></member>
711      <member refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>_P</name></member>
712      <member refid="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" virt="non-virtual"><scope>KFcondQR</scope><name>_rv</name></member>
713      <member refid="classBMcond_13fa60348b2da6b4208bb95b8d146900a" prot="public" virt="non-virtual"><scope>KFcondQR</scope><name>_rvc</name></member>
714      <member refid="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>_Ry</name></member>
715      <member refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>_yp</name></member>
716      <member refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>A</name></member>
717      <member refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>B</name></member>
718      <member refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" prot="public" virt="virtual"><scope>KFcondQR</scope><name>bayes</name></member>
719      <member refid="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" virt="non-virtual" ambiguityscope="BM::"><scope>KFcondQR</scope><name>bayes</name></member>
720      <member refid="classBM_1605d28b426adb677c86a57ddb525132a" prot="public" virt="non-virtual"><scope>KFcondQR</scope><name>BM</name></member>
721      <member refid="classBMcond_19a38dcdabef902fd91da3c9fb6ac27f7" prot="public" virt="non-virtual"><scope>KFcondQR</scope><name>BMcond</name></member>
722      <member refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>C</name></member>
723      <member refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" prot="public" virt="virtual"><scope>KFcondQR</scope><name>condition</name></member>
724      <member refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>D</name></member>
725      <member refid="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>dimu</name></member>
726      <member refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>dimx</name></member>
727      <member refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>dimy</name></member>
728      <member refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>est</name></member>
729      <member refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>evalll</name></member>
730      <member refid="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>fy</name></member>
731      <member refid="classKalman_13d56b0a97b8c1e25fdd3b10eef3c2ad3" prot="public" virt="non-virtual"><scope>KFcondQR</scope><name>Kalman</name></member>
732      <member refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" prot="public" virt="non-virtual"><scope>KFcondQR</scope><name>Kalman</name></member>
733      <member refid="classKFcondQR_13f3968f92c7bbe4b0902d5e14ecc1cb4" prot="public" virt="non-virtual"><scope>KFcondQR</scope><name>KFcondQR</name></member>
734      <member refid="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>ll</name></member>
735      <member refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>Q</name></member>
736      <member refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>R</name></member>
737      <member refid="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>rv</name></member>
738      <member refid="classBMcond_19ba793c8ec453f04d372d17195ed8dec" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>rvc</name></member>
739      <member refid="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>rvu</name></member>
740      <member refid="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" virt="non-virtual"><scope>KFcondQR</scope><name>rvy</name></member>
741      <member refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" virt="non-virtual"><scope>KFcondQR</scope><name>set_est</name></member>
742      <member refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" virt="non-virtual"><scope>KFcondQR</scope><name>set_parameters</name></member>
743      <member refid="classBM_1ca0f02b3b4144e0895cc14f7e0374bdd" prot="public" virt="virtual"><scope>KFcondQR</scope><name>~BM</name></member>
744      <member refid="classBMcond_1d40c72250cf93640f982d06de20815b2" prot="public" virt="virtual"><scope>KFcondQR</scope><name>~BMcond</name></member>
745    </listofallmembers>
746  </compounddef>
747</doxygen>
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