root/doc/xml/classKFcondR.xml @ 222

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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="classKFcondR" kind="class" prot="public">
4    <compoundname>KFcondR</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="classKFcondR_1d2acbb8e66c7ee592b1a9da5b429a69e" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
10        <type></type>
11        <definition>KFcondR::KFcondR</definition>
12        <argsstring>(RV rvx, RV rvy, RV rvu, RV rvR)</argsstring>
13        <name>KFcondR</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>rvR</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="252" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="252" bodyend="252"/>
37      </memberdef>
38      <memberdef kind="function" id="classKFcondR_18c0721e47879bb8840d829db7a174a7f" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual">
39        <type>void</type>
40        <definition>void KFcondR::condition</definition>
41        <argsstring>(const vec &amp;R)</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="254" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.cpp" bodystart="245" bodyend="249"/>
55        <references refid="classRV_1f5c7b8bd589eef09ccdf3329a0addea0" compoundref="libBM_8h" startline="69" endline="69">RV::count</references>
56        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; ldmat &gt;::R</references>
57        <references refid="classBMcond_19ba793c8ec453f04d372d17195ed8dec" compoundref="libBM_8h" startline="304">BMcond::rvc</references>
58        <references refid="classldmat_10884a613b94fde61bfc84288e73ce57f" compoundref="libDC_8h" startline="241" endline="241">ldmat::setD</references>
59      </memberdef>
60      <memberdef kind="function" id="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
61        <type>void</type>
62        <definition>void Kalman&lt; ldmat  &gt;::set_parameters</definition>
63        <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>
64        <name>set_parameters</name>
65        <param>
66          <type>const mat &amp;</type>
67          <declname>A0</declname>
68        </param>
69        <param>
70          <type>const mat &amp;</type>
71          <declname>B0</declname>
72        </param>
73        <param>
74          <type>const mat &amp;</type>
75          <declname>C0</declname>
76        </param>
77        <param>
78          <type>const mat &amp;</type>
79          <declname>D0</declname>
80        </param>
81        <param>
82          <type>const <ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
83          <declname>R0</declname>
84        </param>
85        <param>
86          <type>const <ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
87          <declname>Q0</declname>
88        </param>
89        <briefdescription>
90<para>Set parameters with check of relevance. </para>        </briefdescription>
91        <detaileddescription>
92        </detaileddescription>
93        <inbodydescription>
94        </inbodydescription>
95        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="111"/>
96      </memberdef>
97      <memberdef kind="function" id="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
98        <type>void</type>
99        <definition>void Kalman&lt; ldmat  &gt;::set_est</definition>
100        <argsstring>(const vec &amp;mu0, const ldmat &amp;P0)</argsstring>
101        <name>set_est</name>
102        <param>
103          <type>const vec &amp;</type>
104          <declname>mu0</declname>
105        </param>
106        <param>
107          <type>const <ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
108          <declname>P0</declname>
109        </param>
110        <briefdescription>
111<para>Set estimate values, used e.g. in initialization. </para>        </briefdescription>
112        <detaileddescription>
113        </detaileddescription>
114        <inbodydescription>
115        </inbodydescription>
116        <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"/>
117      </memberdef>
118      <memberdef kind="function" id="classKalman_17750ffd73f261828a32c18aaeb65c75c" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual">
119        <type>void</type>
120        <definition>void Kalman&lt; ldmat  &gt;::bayes</definition>
121        <argsstring>(const vec &amp;dt)</argsstring>
122        <name>bayes</name>
123        <reimplements refid="classBM_1a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</reimplements>
124        <param>
125          <type>const vec &amp;</type>
126          <declname>dt</declname>
127        </param>
128        <briefdescription>
129<para>Here dt = [yt;ut] of appropriate dimensions. </para>        </briefdescription>
130        <detaileddescription>
131        </detaileddescription>
132        <inbodydescription>
133        </inbodydescription>
134        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="121"/>
135      </memberdef>
136      <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
137        <type>void</type>
138        <definition>void BM::bayes</definition>
139        <argsstring>(mat Dt)</argsstring>
140        <name>bayes</name>
141        <param>
142          <type>mat</type>
143          <declname>Dt</declname>
144        </param>
145        <briefdescription>
146<para>Batch Bayes rule (columns of Dt are observations). </para>        </briefdescription>
147        <detaileddescription>
148        </detaileddescription>
149        <inbodydescription>
150        </inbodydescription>
151        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="280"/>
152      </memberdef>
153      <memberdef kind="function" id="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual">
154        <type><ref refid="classepdf" kindref="compound">epdf</ref> &amp;</type>
155        <definition>epdf&amp; Kalman&lt; ldmat  &gt;::_epdf</definition>
156        <argsstring>()</argsstring>
157        <name>_epdf</name>
158        <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements>
159        <briefdescription>
160<para>access function </para>        </briefdescription>
161        <detaileddescription>
162        </detaileddescription>
163        <inbodydescription>
164        </inbodydescription>
165        <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"/>
166      </memberdef>
167      <memberdef kind="function" id="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
168        <type>mat &amp;</type>
169        <definition>mat&amp; Kalman&lt; ldmat  &gt;::__K</definition>
170        <argsstring>()</argsstring>
171        <name>__K</name>
172        <briefdescription>
173<para>access function </para>        </briefdescription>
174        <detaileddescription>
175        </detaileddescription>
176        <inbodydescription>
177        </inbodydescription>
178        <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"/>
179      </memberdef>
180      <memberdef kind="function" id="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
181        <type>vec</type>
182        <definition>vec Kalman&lt; ldmat  &gt;::_dP</definition>
183        <argsstring>()</argsstring>
184        <name>_dP</name>
185        <briefdescription>
186<para>access function </para>        </briefdescription>
187        <detaileddescription>
188        </detaileddescription>
189        <inbodydescription>
190        </inbodydescription>
191        <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"/>
192      </memberdef>
193      <memberdef kind="function" id="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
194        <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
195        <definition>const RV&amp; BM::_rv</definition>
196        <argsstring>() const </argsstring>
197        <name>_rv</name>
198        <briefdescription>
199<para>access function </para>        </briefdescription>
200        <detaileddescription>
201        </detaileddescription>
202        <inbodydescription>
203        </inbodydescription>
204        <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"/>
205        <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references>
206      </memberdef>
207      <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
208        <type>double</type>
209        <definition>double BM::_ll</definition>
210        <argsstring>() const </argsstring>
211        <name>_ll</name>
212        <briefdescription>
213<para>access function </para>        </briefdescription>
214        <detaileddescription>
215        </detaileddescription>
216        <inbodydescription>
217        </inbodydescription>
218        <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"/>
219        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
220      </memberdef>
221      <memberdef kind="function" id="classBMcond_13fa60348b2da6b4208bb95b8d146900a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
222        <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
223        <definition>const RV&amp; BMcond::_rvc</definition>
224        <argsstring>() const </argsstring>
225        <name>_rvc</name>
226        <briefdescription>
227<para>access function </para>        </briefdescription>
228        <detaileddescription>
229        </detaileddescription>
230        <inbodydescription>
231        </inbodydescription>
232        <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"/>
233        <references refid="classBMcond_19ba793c8ec453f04d372d17195ed8dec" compoundref="libBM_8h" startline="304">BMcond::rvc</references>
234      </memberdef>
235      </sectiondef>
236      <sectiondef kind="protected-attrib">
237      <memberdef kind="variable" id="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" static="no" mutable="no">
238        <type><ref refid="classRV" kindref="compound">RV</ref></type>
239        <definition>RV Kalman&lt; ldmat  &gt;::rvy</definition>
240        <argsstring></argsstring>
241        <name>rvy</name>
242        <briefdescription>
243<para>Indetifier of output rv. </para>        </briefdescription>
244        <detaileddescription>
245        </detaileddescription>
246        <inbodydescription>
247        </inbodydescription>
248        <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"/>
249      </memberdef>
250      <memberdef kind="variable" id="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" static="no" mutable="no">
251        <type><ref refid="classRV" kindref="compound">RV</ref></type>
252        <definition>RV Kalman&lt; ldmat  &gt;::rvu</definition>
253        <argsstring></argsstring>
254        <name>rvu</name>
255        <briefdescription>
256<para>Indetifier of exogeneous rv. </para>        </briefdescription>
257        <detaileddescription>
258        </detaileddescription>
259        <inbodydescription>
260        </inbodydescription>
261        <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"/>
262      </memberdef>
263      <memberdef kind="variable" id="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" static="no" mutable="no">
264        <type>int</type>
265        <definition>int Kalman&lt; ldmat  &gt;::dimx</definition>
266        <argsstring></argsstring>
267        <name>dimx</name>
268        <briefdescription>
269<para>cache of rv.count() </para>        </briefdescription>
270        <detaileddescription>
271        </detaileddescription>
272        <inbodydescription>
273        </inbodydescription>
274        <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"/>
275        <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">KFcondQR::condition</referencedby>
276      </memberdef>
277      <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no">
278        <type>int</type>
279        <definition>int Kalman&lt; ldmat  &gt;::dimy</definition>
280        <argsstring></argsstring>
281        <name>dimy</name>
282        <briefdescription>
283<para>cache of rvy.count() </para>        </briefdescription>
284        <detaileddescription>
285        </detaileddescription>
286        <inbodydescription>
287        </inbodydescription>
288        <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"/>
289      </memberdef>
290      <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no">
291        <type>int</type>
292        <definition>int Kalman&lt; ldmat  &gt;::dimu</definition>
293        <argsstring></argsstring>
294        <name>dimu</name>
295        <briefdescription>
296<para>cache of rvu.count() </para>        </briefdescription>
297        <detaileddescription>
298        </detaileddescription>
299        <inbodydescription>
300        </inbodydescription>
301        <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"/>
302      </memberdef>
303      <memberdef kind="variable" id="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" static="no" mutable="no">
304        <type>mat</type>
305        <definition>mat Kalman&lt; ldmat  &gt;::A</definition>
306        <argsstring></argsstring>
307        <name>A</name>
308        <briefdescription>
309<para>Matrix A. </para>        </briefdescription>
310        <detaileddescription>
311        </detaileddescription>
312        <inbodydescription>
313        </inbodydescription>
314        <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"/>
315      </memberdef>
316      <memberdef kind="variable" id="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" static="no" mutable="no">
317        <type>mat</type>
318        <definition>mat Kalman&lt; ldmat  &gt;::B</definition>
319        <argsstring></argsstring>
320        <name>B</name>
321        <briefdescription>
322<para>Matrix B. </para>        </briefdescription>
323        <detaileddescription>
324        </detaileddescription>
325        <inbodydescription>
326        </inbodydescription>
327        <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"/>
328      </memberdef>
329      <memberdef kind="variable" id="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" static="no" mutable="no">
330        <type>mat</type>
331        <definition>mat Kalman&lt; ldmat  &gt;::C</definition>
332        <argsstring></argsstring>
333        <name>C</name>
334        <briefdescription>
335<para>Matrix C. </para>        </briefdescription>
336        <detaileddescription>
337        </detaileddescription>
338        <inbodydescription>
339        </inbodydescription>
340        <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"/>
341      </memberdef>
342      <memberdef kind="variable" id="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" static="no" mutable="no">
343        <type>mat</type>
344        <definition>mat Kalman&lt; ldmat  &gt;::D</definition>
345        <argsstring></argsstring>
346        <name>D</name>
347        <briefdescription>
348<para>Matrix D. </para>        </briefdescription>
349        <detaileddescription>
350        </detaileddescription>
351        <inbodydescription>
352        </inbodydescription>
353        <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"/>
354      </memberdef>
355      <memberdef kind="variable" id="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" static="no" mutable="no">
356        <type><ref refid="classldmat" kindref="compound">ldmat</ref></type>
357        <definition>ldmat  Kalman&lt; ldmat  &gt;::Q</definition>
358        <argsstring></argsstring>
359        <name>Q</name>
360        <briefdescription>
361<para>Matrix Q in square-root form. </para>        </briefdescription>
362        <detaileddescription>
363        </detaileddescription>
364        <inbodydescription>
365        </inbodydescription>
366        <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"/>
367        <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">KFcondQR::condition</referencedby>
368      </memberdef>
369      <memberdef kind="variable" id="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" static="no" mutable="no">
370        <type><ref refid="classldmat" kindref="compound">ldmat</ref></type>
371        <definition>ldmat  Kalman&lt; ldmat  &gt;::R</definition>
372        <argsstring></argsstring>
373        <name>R</name>
374        <briefdescription>
375<para>Matrix R in square-root form. </para>        </briefdescription>
376        <detaileddescription>
377        </detaileddescription>
378        <inbodydescription>
379        </inbodydescription>
380        <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"/>
381        <referencedby refid="classKFcondR_18c0721e47879bb8840d829db7a174a7f" compoundref="libKF_8cpp" startline="245" endline="249">condition</referencedby>
382        <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">KFcondQR::condition</referencedby>
383      </memberdef>
384      <memberdef kind="variable" id="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" static="no" mutable="no">
385        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; <ref refid="classldmat" kindref="compound">ldmat</ref> &gt;</type>
386        <definition>enorm&lt;ldmat &gt; Kalman&lt; ldmat  &gt;::est</definition>
387        <argsstring></argsstring>
388        <name>est</name>
389        <briefdescription>
390<para>posterior density on $x_t$ </para>        </briefdescription>
391        <detaileddescription>
392        </detaileddescription>
393        <inbodydescription>
394        </inbodydescription>
395        <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"/>
396      </memberdef>
397      <memberdef kind="variable" id="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" static="no" mutable="no">
398        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; <ref refid="classldmat" kindref="compound">ldmat</ref> &gt;</type>
399        <definition>enorm&lt;ldmat &gt; Kalman&lt; ldmat  &gt;::fy</definition>
400        <argsstring></argsstring>
401        <name>fy</name>
402        <briefdescription>
403<para>preditive density on $y_t$ </para>        </briefdescription>
404        <detaileddescription>
405        </detaileddescription>
406        <inbodydescription>
407        </inbodydescription>
408        <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"/>
409      </memberdef>
410      <memberdef kind="variable" id="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" static="no" mutable="no">
411        <type>mat</type>
412        <definition>mat Kalman&lt; ldmat  &gt;::_K</definition>
413        <argsstring></argsstring>
414        <name>_K</name>
415        <briefdescription>
416<para>placeholder for <ref refid="classKalman" kindref="compound">Kalman</ref> gain </para>        </briefdescription>
417        <detaileddescription>
418        </detaileddescription>
419        <inbodydescription>
420        </inbodydescription>
421        <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"/>
422      </memberdef>
423      <memberdef kind="variable" id="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" static="no" mutable="no">
424        <type>vec &amp;</type>
425        <definition>vec&amp; Kalman&lt; ldmat  &gt;::_yp</definition>
426        <argsstring></argsstring>
427        <name>_yp</name>
428        <briefdescription>
429<para>cache of fy.mu </para>        </briefdescription>
430        <detaileddescription>
431        </detaileddescription>
432        <inbodydescription>
433        </inbodydescription>
434        <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"/>
435      </memberdef>
436      <memberdef kind="variable" id="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" static="no" mutable="no">
437        <type><ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
438        <definition>ldmat &amp; Kalman&lt; ldmat  &gt;::_Ry</definition>
439        <argsstring></argsstring>
440        <name>_Ry</name>
441        <briefdescription>
442<para>cache of fy.R </para>        </briefdescription>
443        <detaileddescription>
444        </detaileddescription>
445        <inbodydescription>
446        </inbodydescription>
447        <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"/>
448      </memberdef>
449      <memberdef kind="variable" id="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" static="no" mutable="no">
450        <type>vec &amp;</type>
451        <definition>vec&amp; Kalman&lt; ldmat  &gt;::_mu</definition>
452        <argsstring></argsstring>
453        <name>_mu</name>
454        <briefdescription>
455<para>cache of est.mu </para>        </briefdescription>
456        <detaileddescription>
457        </detaileddescription>
458        <inbodydescription>
459        </inbodydescription>
460        <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"/>
461      </memberdef>
462      <memberdef kind="variable" id="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" static="no" mutable="no">
463        <type><ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
464        <definition>ldmat &amp; Kalman&lt; ldmat  &gt;::_P</definition>
465        <argsstring></argsstring>
466        <name>_P</name>
467        <briefdescription>
468<para>cache of est.R </para>        </briefdescription>
469        <detaileddescription>
470        </detaileddescription>
471        <inbodydescription>
472        </inbodydescription>
473        <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"/>
474      </memberdef>
475      <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no">
476        <type><ref refid="classRV" kindref="compound">RV</ref></type>
477        <definition>RV BM::rv</definition>
478        <argsstring></argsstring>
479        <name>rv</name>
480        <briefdescription>
481<para>Random variable of the posterior. </para>        </briefdescription>
482        <detaileddescription>
483        </detaileddescription>
484        <inbodydescription>
485        </inbodydescription>
486        <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"/>
487        <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby>
488        <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF&lt; BM_T &gt;::MPF</referencedby>
489        <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby>
490        <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby>
491      </memberdef>
492      <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no">
493        <type>double</type>
494        <definition>double BM::ll</definition>
495        <argsstring></argsstring>
496        <name>ll</name>
497        <briefdescription>
498<para>Logarithm of marginalized data likelihood. </para>        </briefdescription>
499        <detaileddescription>
500        </detaileddescription>
501        <inbodydescription>
502        </inbodydescription>
503        <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"/>
504        <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby>
505        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
506        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
507        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
508        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
509        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
510        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
511        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
512      </memberdef>
513      <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no">
514        <type>bool</type>
515        <definition>bool BM::evalll</definition>
516        <argsstring></argsstring>
517        <name>evalll</name>
518        <briefdescription>
519<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>
520        <detaileddescription>
521        </detaileddescription>
522        <inbodydescription>
523        </inbodydescription>
524        <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"/>
525        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
526        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
527        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
528        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
529        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
530        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
531        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
532      </memberdef>
533      <memberdef kind="variable" id="classBMcond_19ba793c8ec453f04d372d17195ed8dec" prot="protected" static="no" mutable="no">
534        <type><ref refid="classRV" kindref="compound">RV</ref></type>
535        <definition>RV BMcond::rvc</definition>
536        <argsstring></argsstring>
537        <name>rvc</name>
538        <briefdescription>
539<para>Identificator of the conditioning variable. </para>        </briefdescription>
540        <detaileddescription>
541        </detaileddescription>
542        <inbodydescription>
543        </inbodydescription>
544        <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"/>
545        <referencedby refid="classBMcond_13fa60348b2da6b4208bb95b8d146900a" compoundref="libBM_8h" startline="313" endline="313">BMcond::_rvc</referencedby>
546        <referencedby refid="classKFcondR_18c0721e47879bb8840d829db7a174a7f" compoundref="libKF_8cpp" startline="245" endline="249">condition</referencedby>
547        <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">KFcondQR::condition</referencedby>
548      </memberdef>
549      </sectiondef>
550    <briefdescription>
551<para><ref refid="classKalman" kindref="compound">Kalman</ref> Filter with conditional diagonal matrices R and Q. </para>    </briefdescription>
552    <detaileddescription>
553    </detaileddescription>
554    <inheritancegraph>
555      <node id="1136">
556        <label>BM</label>
557        <link refid="classBM"/>
558      </node>
559      <node id="1134">
560        <label>KFcondR</label>
561        <link refid="classKFcondR"/>
562        <childnode refid="1135" relation="public-inheritance">
563        </childnode>
564        <childnode refid="1138" relation="public-inheritance">
565        </childnode>
566      </node>
567      <node id="1135">
568        <label>Kalman&lt; ldmat &gt;</label>
569        <link refid="classKalman"/>
570        <childnode refid="1136" relation="public-inheritance">
571        </childnode>
572        <childnode refid="1137" relation="template-instance">
573          <edgelabel>&lt; ldmat &gt;</edgelabel>
574        </childnode>
575      </node>
576      <node id="1137">
577        <label>Kalman&lt; sq_T &gt;</label>
578        <link refid="classKalman"/>
579        <childnode refid="1136" relation="public-inheritance">
580        </childnode>
581      </node>
582      <node id="1138">
583        <label>BMcond</label>
584        <link refid="classBMcond"/>
585      </node>
586    </inheritancegraph>
587    <collaborationgraph>
588      <node id="1143">
589        <label>ldmat</label>
590        <link refid="classldmat"/>
591        <childnode refid="1144" relation="private-inheritance">
592        </childnode>
593      </node>
594      <node id="1148">
595        <label>enorm&lt; sq_T &gt;</label>
596        <link refid="classenorm"/>
597        <childnode refid="1146" relation="public-inheritance">
598        </childnode>
599        <childnode refid="1149" relation="usage">
600          <edgelabel>R</edgelabel>
601        </childnode>
602      </node>
603      <node id="1149">
604        <label>sq_T</label>
605      </node>
606      <node id="1147">
607        <label>epdf</label>
608        <link refid="classepdf"/>
609        <childnode refid="1142" relation="usage">
610          <edgelabel>rv</edgelabel>
611        </childnode>
612      </node>
613      <node id="1141">
614        <label>BM</label>
615        <link refid="classBM"/>
616        <childnode refid="1142" relation="usage">
617          <edgelabel>rv</edgelabel>
618        </childnode>
619      </node>
620      <node id="1139">
621        <label>KFcondR</label>
622        <link refid="classKFcondR"/>
623        <childnode refid="1140" relation="public-inheritance">
624        </childnode>
625        <childnode refid="1151" relation="public-inheritance">
626        </childnode>
627      </node>
628      <node id="1142">
629        <label>RV</label>
630        <link refid="classRV"/>
631      </node>
632      <node id="1144">
633        <label>sqmat</label>
634        <link refid="classsqmat"/>
635      </node>
636      <node id="1140">
637        <label>Kalman&lt; ldmat &gt;</label>
638        <link refid="classKalman"/>
639        <childnode refid="1141" relation="public-inheritance">
640        </childnode>
641        <childnode refid="1143" relation="usage">
642          <edgelabel>_P
643Q
644R
645_Ry</edgelabel>
646        </childnode>
647        <childnode refid="1142" relation="usage">
648          <edgelabel>rvu
649rvy</edgelabel>
650        </childnode>
651        <childnode refid="1145" relation="usage">
652          <edgelabel>est
653fy</edgelabel>
654        </childnode>
655        <childnode refid="1150" relation="template-instance">
656          <edgelabel>&lt; ldmat &gt;</edgelabel>
657        </childnode>
658      </node>
659      <node id="1145">
660        <label>enorm&lt; ldmat &gt;</label>
661        <link refid="classenorm"/>
662        <childnode refid="1146" relation="public-inheritance">
663        </childnode>
664        <childnode refid="1143" relation="usage">
665          <edgelabel>R</edgelabel>
666        </childnode>
667        <childnode refid="1148" relation="template-instance">
668          <edgelabel>&lt; ldmat &gt;</edgelabel>
669        </childnode>
670      </node>
671      <node id="1150">
672        <label>Kalman&lt; sq_T &gt;</label>
673        <link refid="classKalman"/>
674        <childnode refid="1141" relation="public-inheritance">
675        </childnode>
676        <childnode refid="1149" relation="usage">
677          <edgelabel>_P
678Q
679R
680_Ry</edgelabel>
681        </childnode>
682        <childnode refid="1142" relation="usage">
683          <edgelabel>rvu
684rvy</edgelabel>
685        </childnode>
686      </node>
687      <node id="1146">
688        <label>eEF</label>
689        <link refid="classeEF"/>
690        <childnode refid="1147" relation="public-inheritance">
691        </childnode>
692      </node>
693      <node id="1151">
694        <label>BMcond</label>
695        <link refid="classBMcond"/>
696        <childnode refid="1142" relation="usage">
697          <edgelabel>rvc</edgelabel>
698        </childnode>
699      </node>
700    </collaborationgraph>
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714      <member refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>A</name></member>
715      <member refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>B</name></member>
716      <member refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" prot="public" virt="virtual"><scope>KFcondR</scope><name>bayes</name></member>
717      <member refid="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" virt="non-virtual" ambiguityscope="BM::"><scope>KFcondR</scope><name>bayes</name></member>
718      <member refid="classBM_1605d28b426adb677c86a57ddb525132a" prot="public" virt="non-virtual"><scope>KFcondR</scope><name>BM</name></member>
719      <member refid="classBMcond_19a38dcdabef902fd91da3c9fb6ac27f7" prot="public" virt="non-virtual"><scope>KFcondR</scope><name>BMcond</name></member>
720      <member refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>C</name></member>
721      <member refid="classKFcondR_18c0721e47879bb8840d829db7a174a7f" prot="public" virt="virtual"><scope>KFcondR</scope><name>condition</name></member>
722      <member refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>D</name></member>
723      <member refid="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>dimu</name></member>
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725      <member refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>dimy</name></member>
726      <member refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>est</name></member>
727      <member refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>evalll</name></member>
728      <member refid="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>fy</name></member>
729      <member refid="classKalman_13d56b0a97b8c1e25fdd3b10eef3c2ad3" prot="public" virt="non-virtual"><scope>KFcondR</scope><name>Kalman</name></member>
730      <member refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" prot="public" virt="non-virtual"><scope>KFcondR</scope><name>Kalman</name></member>
731      <member refid="classKFcondR_1d2acbb8e66c7ee592b1a9da5b429a69e" prot="public" virt="non-virtual"><scope>KFcondR</scope><name>KFcondR</name></member>
732      <member refid="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>ll</name></member>
733      <member refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>Q</name></member>
734      <member refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>R</name></member>
735      <member refid="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>rv</name></member>
736      <member refid="classBMcond_19ba793c8ec453f04d372d17195ed8dec" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>rvc</name></member>
737      <member refid="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>rvu</name></member>
738      <member refid="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" virt="non-virtual"><scope>KFcondR</scope><name>rvy</name></member>
739      <member refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" virt="non-virtual"><scope>KFcondR</scope><name>set_est</name></member>
740      <member refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" virt="non-virtual"><scope>KFcondR</scope><name>set_parameters</name></member>
741      <member refid="classBM_1ca0f02b3b4144e0895cc14f7e0374bdd" prot="public" virt="virtual"><scope>KFcondR</scope><name>~BM</name></member>
742      <member refid="classBMcond_1d40c72250cf93640f982d06de20815b2" prot="public" virt="virtual"><scope>KFcondR</scope><name>~BMcond</name></member>
743    </listofallmembers>
744  </compounddef>
745</doxygen>
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