root/library/doc/html/classbdm_1_1BM.html @ 385

Revision 385, 25.2 kB (checked in by mido, 15 years ago)

possibly broken? 3rd part

Line 
1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: bdm::BM Class Reference</title>
4<link href="tabs.css" rel="stylesheet" type="text/css">
5<link href="doxygen.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.8 -->
8<script type="text/javascript">
9<!--
10function changeDisplayState (e){
11  var num=this.id.replace(/[^[0-9]/g,'');
12  var button=this.firstChild;
13  var sectionDiv=document.getElementById('dynsection'+num);
14  if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){
15    sectionDiv.style.display='block';
16    button.src='open.gif';
17  }else{
18    sectionDiv.style.display='none';
19    button.src='closed.gif';
20  }
21}
22function initDynSections(){
23  var divs=document.getElementsByTagName('div');
24  var sectionCounter=1;
25  for(var i=0;i<divs.length-1;i++){
26    if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){
27      var header=divs[i];
28      var section=divs[i+1];
29      var button=header.firstChild;
30      if (button!='IMG'){
31        divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild);
32        button=document.createElement('img');
33        divs[i].insertBefore(button,divs[i].firstChild);
34      }
35      header.style.cursor='pointer';
36      header.onclick=changeDisplayState;
37      header.id='dynheader'+sectionCounter;
38      button.src='closed.gif';
39      section.id='dynsection'+sectionCounter;
40      section.style.display='none';
41      section.style.marginLeft='14px';
42      sectionCounter++;
43    }
44  }
45}
46window.onload = initDynSections;
47-->
48</script>
49<div class="navigation" id="top">
50  <div class="tabs">
51    <ul>
52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
53      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
54      <li><a href="modules.html"><span>Modules</span></a></li>
55      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
56      <li><a href="files.html"><span>Files</span></a></li>
57    </ul>
58  </div>
59  <div class="tabs">
60    <ul>
61      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
62      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li>
63      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
64      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
65    </ul>
66  </div>
67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1BM.html">BM</a>
68  </div>
69</div>
70<div class="contents">
71<h1>bdm::BM Class Reference</h1><!-- doxytag: class="bdm::BM" --><!-- doxytag: inherits="bdm::bdmroot" -->Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities. 
72<a href="#_details">More...</a>
73<p>
74<code>#include &lt;<a class="el" href="libBM_8h-source.html">libBM.h</a>&gt;</code>
75<p>
76
77<p>
78<a href="classbdm_1_1BM-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e47a8bd9337478fa4e46d5a2a4336f9a"></a><!-- doxytag: member="bdm::BM::to_string" ref="e47a8bd9337478fa4e46d5a2a4336f9a" args="()" -->
82virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#e47a8bd9337478fa4e46d5a2a4336f9a">to_string</a> ()</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4602efd3ad9fb9e4532426e4f488df8"></a><!-- doxytag: member="bdm::BM::from_setting" ref="d4602efd3ad9fb9e4532426e4f488df8" args="(const Setting &amp;root)" -->
86virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d4602efd3ad9fb9e4532426e4f488df8">from_setting</a> (const Setting &amp;root)</td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::BM::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &amp;root) const " -->
90virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &amp;root) const </td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d8cc21ea15fc723065eed5f3100757a5"></a><!-- doxytag: member="bdm::BM::validate" ref="d8cc21ea15fc723065eed5f3100757a5" args="()" -->
94virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#d8cc21ea15fc723065eed5f3100757a5">validate</a> ()</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
97<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="db12aecc3135e7868c664e39e7133756"></a><!-- doxytag: member="bdm::BM::BM" ref="db12aecc3135e7868c664e39e7133756" args="()" -->
99&nbsp;</td><td class="memItemRight" valign="bottom"><b>BM</b> ()</td></tr>
100
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="241b3701190ff1f729fe873a2eef0055"></a><!-- doxytag: member="bdm::BM::BM" ref="241b3701190ff1f729fe873a2eef0055" args="(const BM &amp;B)" -->
102&nbsp;</td><td class="memItemRight" valign="bottom"><b>BM</b> (const <a class="el" href="classbdm_1_1BM.html">BM</a> &amp;B)</td></tr>
103
104<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr>
105
106<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bayes</a> (const vec &amp;dt)=0</td></tr>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#60b1779a577367c369a932cabd3a6188"></a><br></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::BM::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
111virtual 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>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
115
116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::BM::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
117vec&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>
118
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::BM::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
121virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
122
123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_52.png">. <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::BM::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
125virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_130.png">. <br></td></tr>
128<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::BM::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
130const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
131
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::BM::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
133void&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>
134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::BM::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
136void&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>
137
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::BM::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
139double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
140
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::BM::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
142void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
143
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::BM::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" -->
145virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr>
146
147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="bdm::BM::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" -->
148virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr>
149
150<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::BM::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
152<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>
153
154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::BM::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
156double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
157
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::BM::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
160bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
161
162<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>
163<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
164<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>
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::BM::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
166<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>
167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::BM::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
170const <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>
171
172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::BM::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
174virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr>
175
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
177<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
178<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::BM::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
179ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
180
181<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>
182<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::BM::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" -->
183ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
184
185<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>
186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::BM::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" -->
187virtual 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>
188
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string recognized are: "logbounds,logll". <br></td></tr>
190<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::BM::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
191virtual 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>
192
193<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>
194<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::BM::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
195virtual 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>
196
197</table>
198<hr><a name="_details"></a><h2>Detailed Description</h2>
199Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.
200<p>
201This object represents exact or approximate evaluation of the Bayes rule: <p class="formulaDsp">
202<img class="formulaDsp" alt="\[ f(\theta_t | d_1,\ldots,d_t) = \frac{f(y_t|\theta_t,\cdot) f(\theta_t|d_1,\ldots,d_{t-1})}{f(y_t|d_1,\ldots,d_{t-1})} \]" src="form_40.png">
203<p>
204<p>
205Access to the resulting posterior density is via function <code>posterior()</code>.<p>
206As a "side-effect" it also evaluates log-likelihood of the data, which can be accessed via function _ll(). It can also evaluate predictors of future values of <img class="formulaInl" alt="$y_t$" src="form_41.png">, see functions <a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba" title="Constructs a predictive density .">epredictor()</a> and <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912" title="Constructs a conditional density 1-step ahead predictor .">predictor()</a>.<p>
207Alternatively, it can evaluate posterior density conditioned by a known constant, <img class="formulaInl" alt="$ c_t $" src="form_42.png">: <p class="formulaDsp">
208<img class="formulaDsp" alt="\[ f(\theta_t | c_t, d_1,\ldots,d_t) \propto f(y_t,\theta_t|c_t,\cdot, d_1,\ldots,d_{t-1}) \]" src="form_43.png">
209<p>
210<p>
211The value of <img class="formulaInl" alt="$ c_t $" src="form_42.png"> is set by function <a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4" title="Substitute val for rvc.">condition()</a>. <hr><h2>Member Function Documentation</h2>
212<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::BM::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
213<div class="memitem">
214<div class="memproto">
215      <table class="memname">
216        <tr>
217          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
218          <td>(</td>
219          <td class="paramname">          </td>
220          <td>&nbsp;)&nbsp;</td>
221          <td> const<code> [inline, virtual]</code></td>
222        </tr>
223      </table>
224</div>
225<div class="memdoc">
226
227<p>
228Copy 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_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
229</pre></div> 
230<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKF.html#fe9b2e227255ad32dc73df316b7318f4">bdm::EKF&lt; sq_T &gt;</a>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p>
231
232</div>
233</div><p>
234<a class="anchor" name="60b1779a577367c369a932cabd3a6188"></a><!-- doxytag: member="bdm::BM::bayes" ref="60b1779a577367c369a932cabd3a6188" args="(const vec &amp;dt)=0" -->
235<div class="memitem">
236<div class="memproto">
237      <table class="memname">
238        <tr>
239          <td class="memname">virtual void bdm::BM::bayes           </td>
240          <td>(</td>
241          <td class="paramtype">const vec &amp;&nbsp;</td>
242          <td class="paramname"> <em>dt</em>          </td>
243          <td>&nbsp;)&nbsp;</td>
244          <td><code> [pure virtual]</code></td>
245        </tr>
246      </table>
247</div>
248<div class="memdoc">
249
250<p>
251Incremental Bayes rule.
252<p>
253<dl compact><dt><b>Parameters:</b></dt><dd>
254  <table border="0" cellspacing="2" cellpadding="0">
255    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
256  </table>
257</dl>
258
259<p>Implemented in <a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bdm::ARX</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; sq_T &gt;</a>, <a class="el" href="classbdm_1_1KalmanCh.html#b41fe5540548100b08e1684c3be767b6">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bdm::EKFfull</a>, <a class="el" href="classbdm_1_1EKF.html#3fb182ecc29b10ca1163cecbf3bcccfa">bdm::EKF&lt; sq_T &gt;</a>, <a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>, <a class="el" href="classbdm_1_1MultiModel.html#a915deeddb0e94c337d02ebc0abe535e">bdm::MultiModel</a>, <a class="el" href="classbdm_1_1PF.html#638946eea22d4964bf9350286bb4efd8">bdm::PF</a>, <a class="el" href="classbdm_1_1MPF.html#286d040770d08bd7ff416cea617b1b14">bdm::MPF&lt; BM_T &gt;</a>, <a class="el" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1">bdm::MixEF</a>, <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>, <a class="el" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bdm::multiBM</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; chmat &gt;</a>, <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; ldmat &gt;</a>, and <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; fsqmat &gt;</a>.</p>
260
261<p>Referenced by <a class="el" href="libBM_8cpp-source.html#l00274">bayesB()</a>.</p>
262
263</div>
264</div><p>
265<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::BM::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
266<div class="memitem">
267<div class="memproto">
268      <table class="memname">
269        <tr>
270          <td class="memname">virtual double bdm::BM::logpred           </td>
271          <td>(</td>
272          <td class="paramtype">const vec &amp;&nbsp;</td>
273          <td class="paramname"> <em>dt</em>          </td>
274          <td>&nbsp;)&nbsp;</td>
275          <td> const<code> [inline, virtual]</code></td>
276        </tr>
277      </table>
278</div>
279<div class="memdoc">
280
281<p>
282Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
283<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
284
285<p>Referenced by <a class="el" href="libBM_8h-source.html#l00683">logpred_m()</a>.</p>
286
287</div>
288</div><p>
289<hr>The documentation for this class was generated from the following files:<ul>
290<li><a class="el" href="libBM_8h-source.html">libBM.h</a><li>libBM.cpp</ul>
291</div>
292<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:29 2009 for mixpp by&nbsp;
293<a href="http://www.doxygen.org/index.html">
294<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
295</body>
296</html>
Note: See TracBrowser for help on using the browser.