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Revision 996, 1.2 kB
(checked in by smidl, 14 years ago)
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Scheduling of forgetting factor
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| 1 | /*! |
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| 2 | \file |
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| 3 | \brief Bayesian Filtering for generalized autoregressive (ARX) model |
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| 4 | \author Vaclav Smidl. |
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| 5 | |
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| 6 | ----------------------------------- |
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| 7 | BDM++ - C++ library for Bayesian Decision Making under Uncertainty |
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| 8 | |
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| 9 | Using IT++ for numerical operations |
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| 10 | ----------------------------------- |
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| 11 | */ |
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| 12 | |
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| 13 | #ifndef STRAUX_H |
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| 14 | #define STRAUX_H |
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| 15 | |
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| 16 | namespace bdm { |
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| 17 | |
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| 18 | |
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| 19 | struct str_aux { |
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| 20 | vec d0; |
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| 21 | double nu0; |
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| 22 | mat L0; |
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| 23 | mat L; |
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| 24 | vec d; |
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| 25 | double nu; |
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| 26 | ivec strL; // Current structure of L and d |
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| 27 | ivec strRgr; // Structure elements currently inside regressor (after regressand) |
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| 28 | ivec strMis; // structure elements, that are currently outside regressor (before regressand) |
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| 29 | int posit1; // regressand position |
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| 30 | int nbits; // number of bits available in double |
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| 31 | bvec bitstr; |
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| 32 | double loglik; // loglikelihood |
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| 33 | }; |
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| 34 | |
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| 35 | |
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| 36 | |
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| 37 | struct str_statistics { |
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| 38 | long long int allstrs; |
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| 39 | int nrand; |
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| 40 | int unique; |
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| 41 | int to; |
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| 42 | double cputime_seconds; |
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| 43 | double itemspeed; |
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| 44 | int muto; |
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| 45 | ivec mutos; |
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| 46 | vec maxmutos; |
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| 47 | }; |
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| 48 | |
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| 49 | |
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| 50 | //! Replication of Ludvik Tesar original straux1 from mixtools straux1 |
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| 51 | ivec straux1 ( ldmat Ld, double nu, ldmat Ld0, double nu0, ivec belief, int nbest, int max_nrep, double lambda, int order_k, Array<str_aux> &rgrsout ); |
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| 52 | |
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| 53 | } |
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| 54 | |
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| 55 | #endif // STRAUX_H |
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| 56 | |
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