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69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1ARX.html">ARX</a>
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73<h1>bdm::ARX Class Reference</h1><!-- doxytag: class="bdm::ARX" --><!-- doxytag: inherits="bdm::BMEF" -->
74<p>Linear Autoregressive model with Gaussian noise. 
75<a href="#_details">More...</a></p>
76<hr/><a name="_details"></a><h2>Detailed Description</h2>
77<p>Linear Autoregressive model with Gaussian noise. </p>
78<p>Regression of the following kind: </p>
79<p class="formulaDsp">
80<img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_28.png"/>
81</p>
82<p> where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_29.png"/>, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_30.png"/> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_31.png"/>. Distrubances <img class="formulaInl" alt="$e_t$" src="form_32.png"/> are supposed to be normally distributed: </p>
83<p class="formulaDsp">
84<img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_33.png"/>
85</p>
86<p>See <a class="el" href="tut_arx.html">Theory of ARX model estimation</a> for mathematical treatment.</p>
87<p>The easiest way how to use the class is: </p>
88<div class="fragment"><pre class="fragment"><span class="preprocessor">#include &quot;<a class="code" href="arx_8h.html" title="Bayesian Filtering for generalized autoregressive (ARX) model.">estim/arx.h</a>&quot;</span>
89<span class="keyword">using namespace </span>bdm;
90
91<span class="comment">// estimation of AR(0) model</span>
92<span class="keywordtype">int</span> main() {
93        <span class="comment">//prior</span>
94        mat V0 = 0.00001 * eye ( 2 );
95        V0 ( 0, 0 ) = 0.1; <span class="comment">//</span>
96        ARX Ar;
97        Ar.set_statistics ( 1, V0 ); <span class="comment">//nu is default (set to have finite moments)</span>
98        <span class="comment">// forgetting is default: 1.0</span>
99        mat Data = concat_vertical ( randn ( 1, 100 ), ones ( 1, 100 ) );
100        Ar.bayesB ( Data );
101
102        cout &lt;&lt; <span class="stringliteral">&quot;Expected value of Theta is: &quot;</span> &lt;&lt; Ar.posterior().mean() &lt;&lt; endl;
103}
104</pre></div><dl class="todo"><dt><b><a class="el" href="todo.html#_todo000001">Todo:</a></b></dt><dd>sort out constant terms - bayes should accept vec without additional 1s </dd></dl>
105
106<p><code>#include &lt;<a class="el" href="arx_8h_source.html">arx.h</a>&gt;</code></p>
107
108<p><a href="classbdm_1_1ARX-members.html">List of all members.</a></p>
109<table border="0" cellpadding="0" cellspacing="0">
110<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
111<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a539f9d0127423c94b912708d390e67b8"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="a539f9d0127423c94b912708d390e67b8" args="(const BMEF *BM0)" -->
112void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a539f9d0127423c94b912708d390e67b8">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr>
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br/></td></tr>
114<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a9637412df898048bafaefee9dc7e9f6c">from_setting</a> (const Setting &amp;set)</td></tr>
115<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5b4ae27fa320a1b6e09777239210566d"></a><!-- doxytag: member="bdm::ARX::validate" ref="a5b4ae27fa320a1b6e09777239210566d" args="()" -->
116void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a5b4ae27fa320a1b6e09777239210566d">validate</a> ()</td></tr>
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr>
118<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="ad2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" -->
119virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ad2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr>
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br/></td></tr>
121<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::ARX::flatten" ref="ab2916a2e71a958665054473124d5e749" args="(const BMEF *B)" -->
122virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#ab2916a2e71a958665054473124d5e749">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr>
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br/></td></tr>
124<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::ARX::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" -->
125virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr>
127<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::ARX::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
128virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr>
130<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
131<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p>
132<br/><br/></div></td></tr>
133<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a43ed6114f04a3a8756fe2b42eaa35f98"></a><!-- doxytag: member="bdm::ARX::ARX" ref="a43ed6114f04a3a8756fe2b42eaa35f98" args="(const double frg0=1.0)" -->
134&nbsp;</td><td class="memItemRight" valign="bottom"><b>ARX</b> (const double frg0=1.0)</td></tr>
135<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a73a55a3d66bfbeeee4df6c2ae40920ed"></a><!-- doxytag: member="bdm::ARX::ARX" ref="a73a55a3d66bfbeeee4df6c2ae40920ed" args="(const ARX &amp;A0)" -->
136&nbsp;</td><td class="memItemRight" valign="bottom"><b>ARX</b> (const <a class="el" href="classbdm_1_1ARX.html">ARX</a> &amp;A0)</td></tr>
137<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1ARX.html">ARX</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">_copy_</a> () const </td></tr>
138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype:.  <a href="#aca0b54c0997cfd567f49377af5def106"></a><br/></td></tr>
139<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7aef6fe827f15427d534e6fb2c220e04"></a><!-- doxytag: member="bdm::ARX::set_parameters" ref="a7aef6fe827f15427d534e6fb2c220e04" args="(double frg0)" -->
140void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (double frg0)</td></tr>
141<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae31eec34926437fe362b01ef7077d6f5"></a><!-- doxytag: member="bdm::ARX::set_constant" ref="ae31eec34926437fe362b01ef7077d6f5" args="(bool const0)" -->
142void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_constant</b> (bool const0)</td></tr>
143<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af859f53eab269845a9064bbd92f841af"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="af859f53eab269845a9064bbd92f841af" args="(int dimx0, const ldmat V0, double nu0=&#45;1.0)" -->
144void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (int dimx0, const <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr>
145<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
146<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p>
147<br/><br/></div></td></tr>
148<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a17e7fe14654ab3c449846c3f43e66169"></a><!-- doxytag: member="bdm::ARX::bayes" ref="a17e7fe14654ab3c449846c3f43e66169" args="(const vec &amp;dt, const double w)" -->
149void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &amp;dt, const double w)</td></tr>
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_36.png"/>. <br/></td></tr>
151<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &amp;dt)</td></tr>
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a8bdf2974052e8ce74eb0d4f3791c58a3"></a><br/></td></tr>
153<tr><td class="memItemLeft" align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a080a7e531e3aa06694112863b15bc6a4">logpred</a> (const vec &amp;dt) const </td></tr>
154<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae86ab499b116b837d3163ec852961eca"></a><!-- doxytag: member="bdm::ARX::flatten" ref="ae86ab499b116b837d3163ec852961eca" args="(const BMEF *B)" -->
155void&nbsp;</td><td class="memItemRight" valign="bottom"><b>flatten</b> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr>
156<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a749827323c034f11bec61b6e2fc3d42a"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="a749827323c034f11bec61b6e2fc3d42a" args="(const vec &amp;rgr) const " -->
157<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a749827323c034f11bec61b6e2fc3d42a">epredictor</a> (const vec &amp;rgr) const </td></tr>
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conditioned version of the predictor. <br/></td></tr>
159<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4cdf5e2a7d3480ec31f6247ed4289b15"></a><!-- doxytag: member="bdm::ARX::epredictor" ref="a4cdf5e2a7d3480ec31f6247ed4289b15" args="() const " -->
160<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a4cdf5e2a7d3480ec31f6247ed4289b15">epredictor</a> () const </td></tr>
161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Predictor for empty regressor. <br/></td></tr>
162<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74fe8ae2d88bee8639510fd0eaf73513"></a><!-- doxytag: member="bdm::ARX::predictor" ref="a74fe8ae2d88bee8639510fd0eaf73513" args="() const " -->
163<a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; <a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a74fe8ae2d88bee8639510fd0eaf73513">predictor</a> () const </td></tr>
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">conditional version of the predictor <br/></td></tr>
165<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac6a2428a46407fe45b4c7a99069c0801"></a><!-- doxytag: member="bdm::ARX::predictor_student" ref="ac6a2428a46407fe45b4c7a99069c0801" args="() const " -->
166<a class="el" href="classbdm_1_1mlstudent.html">mlstudent</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>predictor_student</b> () const </td></tr>
167<tr><td class="memItemLeft" align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a16b02ae03316751664c22d59d90c1e34">structure_est</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr>
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Brute force structure estimation.  <a href="#a16b02ae03316751664c22d59d90c1e34"></a><br/></td></tr>
169<tr><td class="memItemLeft" align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a5d0f217ce270e6a8cb43a67b6c4b67fa">structure_est_LT</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr>
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Smarter structure estimation by Ludvik Tesar.  <a href="#a5d0f217ce270e6a8cb43a67b6c4b67fa"></a><br/></td></tr>
171<tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr>
172<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp8937227e303215af8852936dc1bf96ca"></a> </p>
173<br/><br/></div></td></tr>
174<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARX::posterior" ref="a5a96a50d212648f049122a31d9553618" args="() const " -->
175const <a class="el" href="classbdm_1_1egiw.html">egiw</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a5a96a50d212648f049122a31d9553618">posterior</a> () const </td></tr>
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return correctly typed posterior (covariant return) <br/></td></tr>
177<tr><td colspan="2"><div class="groupHeader">Connection</div></td></tr>
178<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpc2cc7082a89c1ad6631a2f66af5f00c0"></a> </p>
179<br/><br/></div></td></tr>
180<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af357c693b640fc0094e3bd56f180ff94"></a><!-- doxytag: member="bdm::ARX::set_rv" ref="af357c693b640fc0094e3bd56f180ff94" args="(const RV &amp;yrv0, const RV &amp;rgrrv0)" -->
181void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;yrv0, const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rgrrv0)</td></tr>
182<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7b96872783ab72e135b7b9ee26ef0577"></a><!-- doxytag: member="bdm::ARX::get_yrv" ref="a7b96872783ab72e135b7b9ee26ef0577" args="()" -->
183<a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>get_yrv</b> ()</td></tr>
184<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
185<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p>
186<br/><br/></div></td></tr>
187<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::ARX::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
188virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr>
190<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::ARX::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
191vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr>
193<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
194<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> access function </p>
195<br/><br/></div></td></tr>
196<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::ARX::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " -->
197const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
198<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::ARX::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
199void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#af135ae6dce7e9f30c9f88229c7930b96">set_drv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
201<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::ARX::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
202void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab38d92f17620813ad872d86e01a26e5e">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access to rv of the posterior <br/></td></tr>
204<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::ARX::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " -->
205double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr>
206<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return internal log-likelihood of the last data vector <br/></td></tr>
207<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::ARX::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
208void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr>
209<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">switch evaluation of log-likelihood on/off <br/></td></tr>
210<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
211<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e68db2a218d54b09304cad6c0a897d9"></a><!-- doxytag: member="bdm::ARX::dimx" ref="a8e68db2a218d54b09304cad6c0a897d9" args="" -->
212int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8e68db2a218d54b09304cad6c0a897d9">dimx</a></td></tr>
213<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size of output variable (needed in regressors) <br/></td></tr>
214<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">_yrv</a></td></tr>
215<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a320ac7b3b511bc4b26e8f8823026a453"></a><!-- doxytag: member="bdm::ARX::rgrrv" ref="a320ac7b3b511bc4b26e8f8823026a453" args="" -->
216<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a320ac7b3b511bc4b26e8f8823026a453">rgrrv</a></td></tr>
217<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">rv of regressor <br/></td></tr>
218<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARX::est" ref="a11474a627367f81b76830cb8477cf026" args="" -->
219<a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a11474a627367f81b76830cb8477cf026">est</a></td></tr>
220<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_35.png"/> in the form of Normal-inverse Wishart density. <br/></td></tr>
221<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="ade5b7d83ff5d3f5af2f80068db0abdfd" args="" -->
222<a class="el" href="classbdm_1_1ldmat.html">ldmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#ade5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr>
223<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.V <br/></td></tr>
224<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a740b0582f180ba13cae91d66e9bdb67f"></a><!-- doxytag: member="bdm::ARX::nu" ref="a740b0582f180ba13cae91d66e9bdb67f" args="" -->
225double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a740b0582f180ba13cae91d66e9bdb67f">nu</a></td></tr>
226<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.nu <br/></td></tr>
227<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6dcf8458bdc25d831542c6da89961fbc"></a><!-- doxytag: member="bdm::ARX::have_constant" ref="a6dcf8458bdc25d831542c6da89961fbc" args="" -->
228bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a6dcf8458bdc25d831542c6da89961fbc">have_constant</a></td></tr>
229<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">switch if constant is modelled or not <br/></td></tr>
230<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8f87c2958e5690610fed2992d6ffe5c0"></a><!-- doxytag: member="bdm::ARX::_dt" ref="a8f87c2958e5690610fed2992d6ffe5c0" args="" -->
231vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#a8f87c2958e5690610fed2992d6ffe5c0">_dt</a></td></tr>
232<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of data vector for have_constant =true <br/></td></tr>
233<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa6b50507d9e7a56b38e549710ffb466d"></a><!-- doxytag: member="bdm::ARX::alter_est" ref="aa6b50507d9e7a56b38e549710ffb466d" args="" -->
234<a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#aa6b50507d9e7a56b38e549710ffb466d">alter_est</a></td></tr>
235<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Alternative estimate of parameters, used in stabilized forgetting, see [Kulhavy]. <br/></td></tr>
236<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::ARX::frg" ref="a1331865e10fb1ccef65bb4c47fa3be64" args="" -->
237double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr>
238<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br/></td></tr>
239<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::ARX::last_lognc" ref="a06e7b3ac03e10017d4288c76888e2865" args="" -->
240double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#a06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr>
241<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br/></td></tr>
242<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::ARX::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" -->
243<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
244<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr>
245<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::ARX::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" -->
246double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
247<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr>
248<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::ARX::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" -->
249bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
250<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br/></td></tr>
251<tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr>
252<tr><td colspan="2"><p><a class="anchor" id="amgrp74e1db869c28ea37aac65bd658ff5da4"></a> This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed </p>
253<br/><br/></td></tr>
254<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::ARX::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " -->
255const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr>
256<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
257<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::ARX::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
258virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr>
259<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr>
260<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::ARX::rvc" ref="ade95c590d650b2db423d53992f0906cb" args="" -->
261<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ade95c590d650b2db423d53992f0906cb">rvc</a></td></tr>
262<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr>
263<tr><td colspan="2"><h2>Logging of results</h2></td></tr>
264<tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p>
265<br/><br/></td></tr>
266<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::ARX::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" -->
267virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &amp;opt)</td></tr>
268<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr>
269<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::ARX::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
270virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr>
271<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br/></td></tr>
272<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::ARX::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
273virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab517e1679eaa94e803ea4cd0b8efbcd7">logit</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr>
274<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Save results to the given <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>, details of what is stored is configured by <code>LIDs</code> and <code>options</code>. <br/></td></tr>
275<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARX::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" -->
276ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
277<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br/></td></tr>
278<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::ARX::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" -->
279ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
280<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br/></td></tr>
281</table>
282<hr/><h2>Member Function Documentation</h2>
283<a class="anchor" id="aca0b54c0997cfd567f49377af5def106"></a><!-- doxytag: member="bdm::ARX::_copy_" ref="aca0b54c0997cfd567f49377af5def106" args="() const " -->
284<div class="memitem">
285<div class="memproto">
286      <table class="memname">
287        <tr>
288          <td class="memname"><a class="el" href="classbdm_1_1ARX.html">ARX</a> * bdm::ARX::_copy_ </td>
289          <td>(</td>
290          <td class="paramname"></td>
291          <td>&nbsp;)&nbsp;</td>
292          <td> const<code> [virtual]</code></td>
293        </tr>
294      </table>
295</div>
296<div class="memdoc">
297
298<p>Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype:. </p>
299<div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106" title="Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually!...">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
300</pre></div> 
301<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p>
302
303<p>Reimplemented in <a class="el" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</a>.</p>
304
305</div>
306</div>
307<a class="anchor" id="a8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="a8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" -->
308<div class="memitem">
309<div class="memproto">
310      <table class="memname">
311        <tr>
312          <td class="memname">void bdm::ARX::bayes </td>
313          <td>(</td>
314          <td class="paramtype">const vec &amp;&nbsp;</td>
315          <td class="paramname"> <em>dt</em></td>
316          <td>&nbsp;)&nbsp;</td>
317          <td><code> [inline, virtual]</code></td>
318        </tr>
319      </table>
320</div>
321<div class="memdoc">
322
323<p>Incremental Bayes rule. </p>
324<dl><dt><b>Parameters:</b></dt><dd>
325  <table border="0" cellspacing="2" cellpadding="0">
326    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
327  </table>
328  </dd>
329</dl>
330
331<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#ac287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p>
332
333<p>References <a class="el" href="arx_8cpp_source.html#l00004">bayes()</a>.</p>
334
335</div>
336</div>
337<a class="anchor" id="a9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARX::from_setting" ref="a9637412df898048bafaefee9dc7e9f6c" args="(const Setting &amp;set)" -->
338<div class="memitem">
339<div class="memproto">
340      <table class="memname">
341        <tr>
342          <td class="memname">void bdm::ARX::from_setting </td>
343          <td>(</td>
344          <td class="paramtype">const Setting &amp;&nbsp;</td>
345          <td class="paramname"> <em>set</em></td>
346          <td>&nbsp;)&nbsp;</td>
347          <td><code> [virtual]</code></td>
348        </tr>
349      </table>
350</div>
351<div class="memdoc">
352<p><a class="el" href="classbdm_1_1UI.html" title="UI is an abstract class which collects all the auxiliary functions useful to prepare...">UI</a> for <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> estimator</p>
353<div class="fragment"><pre class="fragment">        <span class="keyword">class </span>= &apos;ARX&apos;;
354        rv    = RV({names_of_dt} )                 <span class="comment">// description of output variables</span>
355        rgr   = RV({names_of_regressors}, [-1,-2]} <span class="comment">// description of regressor variables</span>
356        constant = 1;                              <span class="comment">// 0/1 switch if the constant term is modelled or not</span>
357
358        --- optional ---
359        V0  = [1 0;0 1];                           <span class="comment">// Initial value of information matrix V</span>
360          --- OR ---
361        dV0 = [1e-3, 1e-5, 1e-5, 1e-5];            <span class="comment">// Initial value of diagonal of information matrix V</span>
362                                                                                           <span class="comment">// default: 1e-3 for rv, 1e-5 for rgr</span>
363        nu0 = 6;                                                   <span class="comment">// initial value of nu, default: rgrlen + 2</span>
364        <a class="code" href="classbdm_1_1BMEF.html#a1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> = 1.0;                                 <span class="comment">// forgetting, default frg=1.0</span>
365
366        rv_param   = RV({names_of_parameters}}     <span class="comment">// description of parametetr names </span>
367                                                                                           <span class="comment">// default: [&quot;theta_i&quot; and &quot;r_i&quot;]</span>
368</pre></div> 
369<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p>
370
371<p>References <a class="el" href="arx_8h_source.html#l00061">_dt</a>, <a class="el" href="arx_8h_source.html#l00053">est</a>, <a class="el" href="exp__family_8h_source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="user__info_8h_source.html#l00451">bdm::UI::get()</a>, <a class="el" href="arx_8h_source.html#l00059">have_constant</a>, <a class="el" href="bdmbase_8h_source.html#l01172">bdm::BM::set_options()</a>, <a class="el" href="bdmbase_8h_source.html#l00414">bdm::epdf::set_rv()</a>, and <a class="el" href="arx_8h_source.html#l00177">validate()</a>.</p>
372
373</div>
374</div>
375<a class="anchor" id="a080a7e531e3aa06694112863b15bc6a4"></a><!-- doxytag: member="bdm::ARX::logpred" ref="a080a7e531e3aa06694112863b15bc6a4" args="(const vec &amp;dt) const " -->
376<div class="memitem">
377<div class="memproto">
378      <table class="memname">
379        <tr>
380          <td class="memname">double bdm::ARX::logpred </td>
381          <td>(</td>
382          <td class="paramtype">const vec &amp;&nbsp;</td>
383          <td class="paramname"> <em>dt</em></td>
384          <td>&nbsp;)&nbsp;</td>
385          <td> const<code> [virtual]</code></td>
386        </tr>
387      </table>
388</div>
389<div class="memdoc">
390<p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p>
391
392<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p>
393
394<p>References <a class="el" href="arx_8h_source.html#l00053">est</a>, <a class="el" href="bdmbase_8h_source.html#l01067">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h_source.html#l00084">bdm::BMEF::frg</a>, <a class="el" href="exp__family_8h_source.html#l00086">bdm::BMEF::last_lognc</a>, <a class="el" href="exp__family_8cpp_source.html#l00064">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h_source.html#l00057">nu</a>, <a class="el" href="square__mat_8cpp_source.html#l00074">bdm::ldmat::opupdt()</a>, <a class="el" href="exp__family_8h_source.html#l00237">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h_source.html#l00055">V</a>.</p>
395
396</div>
397</div>
398<a class="anchor" id="a16b02ae03316751664c22d59d90c1e34"></a><!-- doxytag: member="bdm::ARX::structure_est" ref="a16b02ae03316751664c22d59d90c1e34" args="(egiw Eg0)" -->
399<div class="memitem">
400<div class="memproto">
401      <table class="memname">
402        <tr>
403          <td class="memname">ivec bdm::ARX::structure_est </td>
404          <td>(</td>
405          <td class="paramtype"><a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td>
406          <td class="paramname"> <em>Eg0</em></td>
407          <td>&nbsp;)&nbsp;</td>
408          <td></td>
409        </tr>
410      </table>
411</div>
412<div class="memdoc">
413
414<p>Brute force structure estimation. </p>
415<dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl>
416
417<p>References <a class="el" href="bdmbase_8h_source.html#l00435">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00053">est</a>, and <a class="el" href="exp__family_8cpp_source.html#l00064">bdm::egiw::lognc()</a>.</p>
418
419</div>
420</div>
421<a class="anchor" id="a5d0f217ce270e6a8cb43a67b6c4b67fa"></a><!-- doxytag: member="bdm::ARX::structure_est_LT" ref="a5d0f217ce270e6a8cb43a67b6c4b67fa" args="(egiw Eg0)" -->
422<div class="memitem">
423<div class="memproto">
424      <table class="memname">
425        <tr>
426          <td class="memname">ivec bdm::ARX::structure_est_LT </td>
427          <td>(</td>
428          <td class="paramtype"><a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td>
429          <td class="paramname"> <em>Eg0</em></td>
430          <td>&nbsp;)&nbsp;</td>
431          <td></td>
432        </tr>
433      </table>
434</div>
435<div class="memdoc">
436
437<p>Smarter structure estimation by Ludvik Tesar. </p>
438<dl class="return"><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl>
439
440</div>
441</div>
442<hr/><h2>Member Data Documentation</h2>
443<a class="anchor" id="a363aaa55b2ab3eec602510cdf53e84ef"></a><!-- doxytag: member="bdm::ARX::_yrv" ref="a363aaa55b2ab3eec602510cdf53e84ef" args="" -->
444<div class="memitem">
445<div class="memproto">
446      <table class="memname">
447        <tr>
448          <td class="memname"><a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1ARX.html#a363aaa55b2ab3eec602510cdf53e84ef">bdm::ARX::_yrv</a><code> [protected]</code></td>
449        </tr>
450      </table>
451</div>
452<div class="memdoc">
453<p>description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_6.png"/> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. </p>
454
455<p>Referenced by <a class="el" href="arx_8h_source.html#l00177">validate()</a>.</p>
456
457</div>
458</div>
459<hr/>The documentation for this class was generated from the following files:<ul>
460<li><a class="el" href="arx_8h_source.html">arx.h</a></li>
461<li>arx.cpp</li>
462</ul>
463</div>
464<hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:49 2009 for mixpp by&nbsp;
465<a href="http://www.doxygen.org/index.html">
466<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
467</body>
468</html>
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