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66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1ARXfrg.html">ARXfrg</a>
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70<h1>bdm::ARXfrg Class Reference</h1><!-- doxytag: class="bdm::ARXfrg" --><!-- doxytag: inherits="bdm::ARX" --><code>#include &lt;<a class="el" href="arx_8h_source.html">arx.h</a>&gt;</code>
71<p>
72
73<p>
74<a href="classbdm_1_1ARXfrg-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
75<tr><td></td></tr>
76<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c82a973ffbeff15346c4b16d75f7cd00"></a><!-- doxytag: member="bdm::ARXfrg::ARXfrg" ref="c82a973ffbeff15346c4b16d75f7cd00" args="(const ARXfrg &amp;A0)" -->
78&nbsp;</td><td class="memItemRight" valign="bottom"><b>ARXfrg</b> (const <a class="el" href="classbdm_1_1ARXfrg.html">ARXfrg</a> &amp;A0)</td></tr>
79
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1ARXfrg.html">ARXfrg</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARXfrg.html#420f3f195d231723f2f2329ec900de60">_copy_</a> () const </td></tr>
81
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2baaf50640620cbd4c089a608e0c41bb"></a><!-- doxytag: member="bdm::ARXfrg::condition" ref="2baaf50640620cbd4c089a608e0c41bb" args="(const vec &amp;val)" -->
83void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARXfrg.html#2baaf50640620cbd4c089a608e0c41bb">condition</a> (const vec &amp;val)</td></tr>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="539f9d0127423c94b912708d390e67b8"></a><!-- doxytag: member="bdm::ARXfrg::set_statistics" ref="539f9d0127423c94b912708d390e67b8" args="(const BMEF *BM0)" -->
87void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#539f9d0127423c94b912708d390e67b8">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br></td></tr>
90<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#9637412df898048bafaefee9dc7e9f6c">from_setting</a> (const Setting &amp;set)</td></tr>
91
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5b4ae27fa320a1b6e09777239210566d"></a><!-- doxytag: member="bdm::ARXfrg::validate" ref="5b4ae27fa320a1b6e09777239210566d" args="()" -->
93void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#5b4ae27fa320a1b6e09777239210566d">validate</a> ()</td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::ARXfrg::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
97virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::ARXfrg::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
101virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
102
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
104<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aef6fe827f15427d534e6fb2c220e04"></a><!-- doxytag: member="bdm::ARXfrg::set_parameters" ref="7aef6fe827f15427d534e6fb2c220e04" args="(double frg0)" -->
106void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (double frg0)</td></tr>
107
108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e31eec34926437fe362b01ef7077d6f5"></a><!-- doxytag: member="bdm::ARXfrg::set_constant" ref="e31eec34926437fe362b01ef7077d6f5" args="(bool const0)" -->
109void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_constant</b> (bool const0)</td></tr>
110
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f859f53eab269845a9064bbd92f841af"></a><!-- doxytag: member="bdm::ARXfrg::set_statistics" ref="f859f53eab269845a9064bbd92f841af" args="(int dimx0, const ldmat V0, double nu0=&#45;1.0)" -->
112void&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>
113
114<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17e7fe14654ab3c449846c3f43e66169"></a><!-- doxytag: member="bdm::ARXfrg::bayes" ref="17e7fe14654ab3c449846c3f43e66169" args="(const vec &amp;dt, const double w)" -->
116void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &amp;dt, const double w)</td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_35.png">. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &amp;dt)</td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#8bdf2974052e8ce74eb0d4f3791c58a3"></a><br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">logpred</a> (const vec &amp;dt) const </td></tr>
123
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e86ab499b116b837d3163ec852961eca"></a><!-- doxytag: member="bdm::ARXfrg::flatten" ref="e86ab499b116b837d3163ec852961eca" args="(const BMEF *B)" -->
125void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#e86ab499b116b837d3163ec852961eca">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr>
126
127<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>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="749827323c034f11bec61b6e2fc3d42a"></a><!-- doxytag: member="bdm::ARXfrg::epredictor" ref="749827323c034f11bec61b6e2fc3d42a" args="(const vec &amp;rgr) const " -->
129<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#749827323c034f11bec61b6e2fc3d42a">epredictor</a> (const vec &amp;rgr) const </td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Conditioned version of the predictor. <br></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4cdf5e2a7d3480ec31f6247ed4289b15"></a><!-- doxytag: member="bdm::ARXfrg::epredictor" ref="4cdf5e2a7d3480ec31f6247ed4289b15" args="() const " -->
133<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#4cdf5e2a7d3480ec31f6247ed4289b15">epredictor</a> () const </td></tr>
134
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Predictor for empty regressor. <br></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74fe8ae2d88bee8639510fd0eaf73513"></a><!-- doxytag: member="bdm::ARXfrg::predictor" ref="74fe8ae2d88bee8639510fd0eaf73513" args="() const " -->
137<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#74fe8ae2d88bee8639510fd0eaf73513">predictor</a> () const </td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">conditional version of the predictor <br></td></tr>
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c6a2428a46407fe45b4c7a99069c0801"></a><!-- doxytag: member="bdm::ARXfrg::predictor_student" ref="c6a2428a46407fe45b4c7a99069c0801" args="() const " -->
141<a class="el" href="classbdm_1_1mlstudent.html">mlstudent</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>predictor_student</b> () const </td></tr>
142
143<tr><td class="memItemLeft" nowrap align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#16b02ae03316751664c22d59d90c1e34">structure_est</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr>
144
145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Brute force structure estimation.  <a href="#16b02ae03316751664c22d59d90c1e34"></a><br></td></tr>
146<tr><td class="memItemLeft" nowrap align="right" valign="top">ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#5d0f217ce270e6a8cb43a67b6c4b67fa">structure_est_LT</a> (<a class="el" href="classbdm_1_1egiw.html">egiw</a> Eg0)</td></tr>
147
148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Smarter structure estimation by Ludvik Tesar.  <a href="#5d0f217ce270e6a8cb43a67b6c4b67fa"></a><br></td></tr>
149<tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr>
150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARXfrg::posterior" ref="5a96a50d212648f049122a31d9553618" args="() const " -->
151const <a class="el" href="classbdm_1_1egiw.html">egiw</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr>
152
153<tr><td colspan="2"><div class="groupHeader">Connection</div></td></tr>
154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f357c693b640fc0094e3bd56f180ff94"></a><!-- doxytag: member="bdm::ARXfrg::set_rv" ref="f357c693b640fc0094e3bd56f180ff94" args="(const RV &amp;yrv0, const RV &amp;rgrrv0)" -->
155void&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>
156
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b96872783ab72e135b7b9ee26ef0577"></a><!-- doxytag: member="bdm::ARXfrg::get_yrv" ref="7b96872783ab72e135b7b9ee26ef0577" args="()" -->
158<a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>get_yrv</b> ()</td></tr>
159
160<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::ARXfrg::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
162void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
163
164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::ARXfrg::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
165const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
166
167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::ARXfrg::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
168void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
169
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::ARXfrg::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
171double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
172
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::ARXfrg::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
174void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
175
176<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::ARXfrg::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
178virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::ARXfrg::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
182vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
183
184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
185<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e68db2a218d54b09304cad6c0a897d9"></a><!-- doxytag: member="bdm::ARXfrg::dimx" ref="8e68db2a218d54b09304cad6c0a897d9" args="" -->
187int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8e68db2a218d54b09304cad6c0a897d9">dimx</a></td></tr>
188
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size of output variable (needed in regressors) <br></td></tr>
190<tr><td class="memItemLeft" nowrap 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#363aaa55b2ab3eec602510cdf53e84ef">_yrv</a></td></tr>
191
192<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="320ac7b3b511bc4b26e8f8823026a453"></a><!-- doxytag: member="bdm::ARXfrg::rgrrv" ref="320ac7b3b511bc4b26e8f8823026a453" args="" -->
193<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#320ac7b3b511bc4b26e8f8823026a453">rgrrv</a></td></tr>
194
195<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">rv of regressor <br></td></tr>
196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARXfrg::est" ref="11474a627367f81b76830cb8477cf026" args="" -->
197<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#11474a627367f81b76830cb8477cf026">est</a></td></tr>
198
199<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_34.png"> in the form of Normal-inverse Wishart density. <br></td></tr>
200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARXfrg::V" ref="de5b7d83ff5d3f5af2f80068db0abdfd" args="" -->
201<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#de5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr>
202
203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.V <br></td></tr>
204<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="740b0582f180ba13cae91d66e9bdb67f"></a><!-- doxytag: member="bdm::ARXfrg::nu" ref="740b0582f180ba13cae91d66e9bdb67f" args="" -->
205double &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f">nu</a></td></tr>
206
207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of est.nu <br></td></tr>
208<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6dcf8458bdc25d831542c6da89961fbc"></a><!-- doxytag: member="bdm::ARXfrg::have_constant" ref="6dcf8458bdc25d831542c6da89961fbc" args="" -->
209bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#6dcf8458bdc25d831542c6da89961fbc">have_constant</a></td></tr>
210
211<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">switch if constant is modelled or not <br></td></tr>
212<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f87c2958e5690610fed2992d6ffe5c0"></a><!-- doxytag: member="bdm::ARXfrg::_dt" ref="8f87c2958e5690610fed2992d6ffe5c0" args="" -->
213vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8f87c2958e5690610fed2992d6ffe5c0">_dt</a></td></tr>
214
215<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of data vector for have_constant =true <br></td></tr>
216<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a6b50507d9e7a56b38e549710ffb466d"></a><!-- doxytag: member="bdm::ARXfrg::alter_est" ref="a6b50507d9e7a56b38e549710ffb466d" args="" -->
217<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#a6b50507d9e7a56b38e549710ffb466d">alter_est</a></td></tr>
218
219<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Alternative estimate of parameters, used in stabilized forgetting, see [Kulhavy]. <br></td></tr>
220<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::ARXfrg::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" -->
221double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr>
222
223<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">forgetting factor <br></td></tr>
224<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::ARXfrg::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" -->
225double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr>
226
227<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>
228<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::ARXfrg::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
229<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#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
230
231<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
232<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::ARXfrg::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
233double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
234
235<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
236<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::ARXfrg::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
237bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
238
239<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>
240<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
241<tr><td colspan="2">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 <br><br></td></tr>
242<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::ARXfrg::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
243const <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#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr>
244
245<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
246<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::ARXfrg::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
247<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#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr>
248
249<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
250<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
251<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::ARXfrg::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" -->
252virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &amp;opt)</td></tr>
253
254<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br></td></tr>
255<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::ARXfrg::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
256virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr>
257
258<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>
259<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::ARXfrg::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
260virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr>
261
262<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::ARXfrg::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
263ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
264
265<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>
266<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::ARXfrg::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" -->
267ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
268
269<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>
270</table>
271<hr><a name="_details"></a><h2>Detailed Description</h2>
272<a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> model conditined by knowledge of the forgetting factor <p class="formulaDsp">
273<img class="formulaDsp" alt="\[ f(\theta| d_1 \ldots d_t , \phi_t) \]" src="form_187.png">
274<p>
275 <hr><h2>Member Function Documentation</h2>
276<a class="anchor" name="420f3f195d231723f2f2329ec900de60"></a><!-- doxytag: member="bdm::ARXfrg::_copy_" ref="420f3f195d231723f2f2329ec900de60" args="() const " -->
277<div class="memitem">
278<div class="memproto">
279      <table class="memname">
280        <tr>
281          <td class="memname"><a class="el" href="classbdm_1_1ARXfrg.html">ARXfrg</a>* bdm::ARXfrg::_copy_           </td>
282          <td>(</td>
283          <td class="paramname">          </td>
284          <td>&nbsp;)&nbsp;</td>
285          <td> const<code> [inline, virtual]</code></td>
286        </tr>
287      </table>
288</div>
289<div class="memdoc">
290
291<p>
292Copy 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: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1ARXfrg.html#420f3f195d231723f2f2329ec900de60">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
293</pre></div> 
294<p>Reimplemented from <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>.</p>
295
296</div>
297</div><p>
298<a class="anchor" name="8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARXfrg::bayes" ref="8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" -->
299<div class="memitem">
300<div class="memproto">
301      <table class="memname">
302        <tr>
303          <td class="memname">void bdm::ARX::bayes           </td>
304          <td>(</td>
305          <td class="paramtype">const vec &amp;&nbsp;</td>
306          <td class="paramname"> <em>dt</em>          </td>
307          <td>&nbsp;)&nbsp;</td>
308          <td><code> [inline, virtual, inherited]</code></td>
309        </tr>
310      </table>
311</div>
312<div class="memdoc">
313
314<p>
315Incremental Bayes rule.
316<p>
317<dl compact><dt><b>Parameters:</b></dt><dd>
318  <table border="0" cellspacing="2" cellpadding="0">
319    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
320  </table>
321</dl>
322
323<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p>
324
325<p>References <a class="el" href="arx_8cpp_source.html#l00004">bdm::ARX::bayes()</a>.</p>
326
327</div>
328</div><p>
329<a class="anchor" name="9637412df898048bafaefee9dc7e9f6c"></a><!-- doxytag: member="bdm::ARXfrg::from_setting" ref="9637412df898048bafaefee9dc7e9f6c" args="(const Setting &amp;set)" -->
330<div class="memitem">
331<div class="memproto">
332      <table class="memname">
333        <tr>
334          <td class="memname">void bdm::ARX::from_setting           </td>
335          <td>(</td>
336          <td class="paramtype">const Setting &amp;&nbsp;</td>
337          <td class="paramname"> <em>set</em>          </td>
338          <td>&nbsp;)&nbsp;</td>
339          <td><code> [virtual, inherited]</code></td>
340        </tr>
341      </table>
342</div>
343<div class="memdoc">
344
345<p>
346<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>
347<div class="fragment"><pre class="fragment">        <span class="keyword">class </span>= 'ARX';
348        rv    = RV({names_of_dt} )                 <span class="comment">// description of output variables</span>
349        rgr   = RV({names_of_regressors}, [-1,-2]} <span class="comment">// description of regressor variables</span>
350        constant = 1;                              <span class="comment">// 0/1 switch if the constant term is modelled or not</span>
351
352        --- optional ---
353        V0  = [1 0;0 1];                           <span class="comment">// Initial value of information matrix V</span>
354          --- OR ---
355        dV0 = [1e-3, 1e-5, 1e-5, 1e-5];            <span class="comment">// Initial value of diagonal of information matrix V</span>
356                                                                                           <span class="comment">// default: 1e-3 for rv, 1e-5 for rgr</span>
357        nu0 = 6;                                                   <span class="comment">// initial value of nu, default: rgrlen + 2</span>
358        <a class="code" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64" title="forgetting factor">frg</a> = 1.0;                                 <span class="comment">// forgetting, default frg=1.0</span>
359
360        rv_param   = RV({names_of_parameters}}     <span class="comment">// description of parametetr names </span>
361                                                                                           <span class="comment">// default: ["theta_i" and "r_i"]</span>
362</pre></div> 
363<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p>
364
365<p>References <a class="el" href="arx_8h_source.html#l00061">bdm::ARX::_dt</a>, <a class="el" href="arx_8h_source.html#l00053">bdm::ARX::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">bdm::ARX::have_constant</a>, <a class="el" href="bdmbase_8h_source.html#l01163">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#l00176">bdm::ARX::validate()</a>.</p>
366
367</div>
368</div><p>
369<a class="anchor" name="080a7e531e3aa06694112863b15bc6a4"></a><!-- doxytag: member="bdm::ARXfrg::logpred" ref="080a7e531e3aa06694112863b15bc6a4" args="(const vec &amp;dt) const " -->
370<div class="memitem">
371<div class="memproto">
372      <table class="memname">
373        <tr>
374          <td class="memname">double bdm::ARX::logpred           </td>
375          <td>(</td>
376          <td class="paramtype">const vec &amp;&nbsp;</td>
377          <td class="paramname"> <em>dt</em>          </td>
378          <td>&nbsp;)&nbsp;</td>
379          <td> const<code> [virtual, inherited]</code></td>
380        </tr>
381      </table>
382</div>
383<div class="memdoc">
384
385<p>
386Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
387<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p>
388
389<p>References <a class="el" href="arx_8h_source.html#l00053">bdm::ARX::est</a>, <a class="el" href="bdmbase_8h_source.html#l01063">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">bdm::ARX::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">bdm::ARX::V</a>.</p>
390
391</div>
392</div><p>
393<a class="anchor" name="16b02ae03316751664c22d59d90c1e34"></a><!-- doxytag: member="bdm::ARXfrg::structure_est" ref="16b02ae03316751664c22d59d90c1e34" args="(egiw Eg0)" -->
394<div class="memitem">
395<div class="memproto">
396      <table class="memname">
397        <tr>
398          <td class="memname">ivec bdm::ARX::structure_est           </td>
399          <td>(</td>
400          <td class="paramtype"><a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td>
401          <td class="paramname"> <em>Eg0</em>          </td>
402          <td>&nbsp;)&nbsp;</td>
403          <td><code> [inherited]</code></td>
404        </tr>
405      </table>
406</div>
407<div class="memdoc">
408
409<p>
410Brute force structure estimation.
411<p>
412<dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl>
413
414<p>References <a class="el" href="bdmbase_8h_source.html#l00435">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h_source.html#l00053">bdm::ARX::est</a>, and <a class="el" href="exp__family_8cpp_source.html#l00064">bdm::egiw::lognc()</a>.</p>
415
416</div>
417</div><p>
418<a class="anchor" name="5d0f217ce270e6a8cb43a67b6c4b67fa"></a><!-- doxytag: member="bdm::ARXfrg::structure_est_LT" ref="5d0f217ce270e6a8cb43a67b6c4b67fa" args="(egiw Eg0)" -->
419<div class="memitem">
420<div class="memproto">
421      <table class="memname">
422        <tr>
423          <td class="memname">ivec bdm::ARX::structure_est_LT           </td>
424          <td>(</td>
425          <td class="paramtype"><a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td>
426          <td class="paramname"> <em>Eg0</em>          </td>
427          <td>&nbsp;)&nbsp;</td>
428          <td><code> [inherited]</code></td>
429        </tr>
430      </table>
431</div>
432<div class="memdoc">
433
434<p>
435Smarter structure estimation by Ludvik Tesar.
436<p>
437<dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl>
438
439</div>
440</div><p>
441<hr><h2>Member Data Documentation</h2>
442<a class="anchor" name="363aaa55b2ab3eec602510cdf53e84ef"></a><!-- doxytag: member="bdm::ARXfrg::_yrv" ref="363aaa55b2ab3eec602510cdf53e84ef" args="" -->
443<div class="memitem">
444<div class="memproto">
445      <table class="memname">
446        <tr>
447          <td class="memname"><a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1ARX.html#363aaa55b2ab3eec602510cdf53e84ef">bdm::ARX::_yrv</a><code> [protected, inherited]</code>          </td>
448        </tr>
449      </table>
450</div>
451<div class="memdoc">
452
453<p>
454description 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>.
455<p>Referenced by <a class="el" href="arx_8h_source.html#l00176">bdm::ARX::validate()</a>.</p>
456
457</div>
458</div><p>
459<hr>The documentation for this class was generated from the following file:<ul>
460<li><a class="el" href="arx_8h_source.html">arx.h</a></ul>
461</div>
462<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:46 2009 for mixpp by&nbsp;
463<a href="http://www.doxygen.org/index.html">
464<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
465</body>
466</html>
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