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66 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> |
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69 | <div class="contents"> |
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70 | <h1>bdm::BMEF Class Reference</h1><!-- doxytag: class="bdm::BMEF" --><!-- doxytag: inherits="bdm::BM" -->Estimator for Exponential family. |
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71 | <a href="#_details">More...</a> |
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72 | <p> |
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73 | <code>#include <<a class="el" href="exp__family_8h-source.html">exp_family.h</a>></code> |
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74 | <p> |
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75 | |
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76 | <p> |
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77 | <a href="classbdm_1_1BMEF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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78 | <tr><td></td></tr> |
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79 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2def512872ed8a4fc3b702371ec0be55"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="2def512872ed8a4fc3b702371ec0be55" args="(double frg0=1.0)" --> |
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81 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#2def512872ed8a4fc3b702371ec0be55">BMEF</a> (double frg0=1.0)</td></tr> |
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82 | |
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83 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor (=empty constructor). <br></td></tr> |
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84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9662379513101405e159e76717104e62"></a><!-- doxytag: member="bdm::BMEF::BMEF" ref="9662379513101405e159e76717104e62" args="(const BMEF &B)" --> |
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85 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#9662379513101405e159e76717104e62">BMEF</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> &B)</td></tr> |
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86 | |
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87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Copy constructor. <br></td></tr> |
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88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2b528b7a41ca67163152142f5404051"></a><!-- doxytag: member="bdm::BMEF::set_statistics" ref="d2b528b7a41ca67163152142f5404051" args="(const BMEF *BM0)" --> |
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89 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#d2b528b7a41ca67163152142f5404051">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> |
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90 | |
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91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">get statistics from another model <br></td></tr> |
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92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf58deb99af2a6cc674f13ff90300de6"></a><!-- doxytag: member="bdm::BMEF::bayes" ref="bf58deb99af2a6cc674f13ff90300de6" args="(const vec &data, const double w)" --> |
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93 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#bf58deb99af2a6cc674f13ff90300de6">bayes</a> (const vec &data, const double w)</td></tr> |
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94 | |
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95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted update of sufficient statistics (Bayes rule). <br></td></tr> |
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96 | <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bayes</a> (const vec &dt)</td></tr> |
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97 | |
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98 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#c287f4c0c1ea31b91572ec45351838f1"></a><br></td></tr> |
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99 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b2916a2e71a958665054473124d5e749"></a><!-- doxytag: member="bdm::BMEF::flatten" ref="b2916a2e71a958665054473124d5e749" args="(const BMEF *B)" --> |
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100 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#b2916a2e71a958665054473124d5e749">flatten</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *B)</td></tr> |
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101 | |
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102 | <tr><td class="mdescLeft"> </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> |
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103 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="62d2e4691bed41a1efa6b9c2e35e5c67"></a><!-- doxytag: member="bdm::BMEF::_copy_" ref="62d2e4691bed41a1efa6b9c2e35e5c67" args="() const " --> |
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104 | <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">_copy_</a> () const </td></tr> |
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105 | |
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106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> |
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107 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::BMEF::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> |
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108 | virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> |
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109 | |
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110 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> |
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111 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0551e3121091c5199bf4413b50522176"></a><!-- doxytag: member="bdm::BMEF::from_setting" ref="0551e3121091c5199bf4413b50522176" args="(const Setting &set)" --> |
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112 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">from_setting</a> (const Setting &set)</td></tr> |
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113 | |
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114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> |
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115 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::BMEF::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> |
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116 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> |
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117 | |
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118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> |
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119 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::BMEF::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> |
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120 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> |
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121 | |
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122 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> |
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123 | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> |
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124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::BMEF::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
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125 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
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126 | |
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127 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
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128 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
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129 | |
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130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::BMEF::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
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131 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
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132 | |
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133 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
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134 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::BMEF::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
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135 | virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
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136 | |
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137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png">. <br></td></tr> |
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138 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::BMEF::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
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139 | virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
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140 | |
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141 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_131.png">. <br></td></tr> |
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142 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
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143 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::BMEF::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> |
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144 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> |
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145 | |
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146 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::BMEF::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> |
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147 | void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> |
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148 | |
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149 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::BMEF::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> |
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150 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> |
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151 | |
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152 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::BMEF::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> |
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153 | double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> |
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154 | |
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155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::BMEF::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> |
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156 | void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> |
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157 | |
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158 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="bdm::BMEF::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" --> |
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159 | virtual const <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr> |
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160 | |
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161 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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162 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1331865e10fb1ccef65bb4c47fa3be64"></a><!-- doxytag: member="bdm::BMEF::frg" ref="1331865e10fb1ccef65bb4c47fa3be64" args="" --> |
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163 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#1331865e10fb1ccef65bb4c47fa3be64">frg</a></td></tr> |
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164 | |
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165 | <tr><td class="mdescLeft"> </td><td class="mdescRight">forgetting factor <br></td></tr> |
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166 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="06e7b3ac03e10017d4288c76888e2865"></a><!-- doxytag: member="bdm::BMEF::last_lognc" ref="06e7b3ac03e10017d4288c76888e2865" args="" --> |
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167 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865">last_lognc</a></td></tr> |
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168 | |
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169 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr> |
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170 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::BMEF::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> |
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171 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
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172 | |
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173 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> |
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174 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::BMEF::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
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175 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
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176 | |
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177 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
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178 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::BMEF::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
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179 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
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180 | |
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181 | <tr><td class="mdescLeft"> </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> |
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182 | <tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> |
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183 | <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> |
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184 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::BMEF::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> |
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185 | const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> |
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186 | |
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187 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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188 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::BMEF::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &val)" --> |
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189 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &val)</td></tr> |
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190 | |
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191 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> |
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192 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::BMEF::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> |
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193 | <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr> |
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194 | |
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195 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Name of extension variable. <br></td></tr> |
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196 | <tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> |
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197 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::BMEF::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &opt)" --> |
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198 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &opt)</td></tr> |
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199 | |
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200 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br></td></tr> |
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201 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::BMEF::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &L, const string &name="")" --> |
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202 | virtual void </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> &L, const string &name="")</td></tr> |
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203 | |
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204 | <tr><td class="mdescLeft"> </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> |
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205 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::BMEF::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &L)" --> |
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206 | virtual void </td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &L)</td></tr> |
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207 | |
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208 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::BMEF::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> |
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209 | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> |
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210 | |
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211 | <tr><td class="mdescLeft"> </td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br></td></tr> |
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212 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::BMEF::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" --> |
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213 | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr> |
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214 | |
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215 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br></td></tr> |
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216 | </table> |
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217 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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218 | Estimator for Exponential family. <hr><h2>Member Function Documentation</h2> |
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219 | <a class="anchor" name="c287f4c0c1ea31b91572ec45351838f1"></a><!-- doxytag: member="bdm::BMEF::bayes" ref="c287f4c0c1ea31b91572ec45351838f1" args="(const vec &dt)" --> |
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220 | <div class="memitem"> |
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221 | <div class="memproto"> |
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222 | <table class="memname"> |
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223 | <tr> |
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224 | <td class="memname">void bdm::BMEF::bayes </td> |
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225 | <td>(</td> |
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226 | <td class="paramtype">const vec & </td> |
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227 | <td class="paramname"> <em>dt</em> </td> |
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228 | <td> ) </td> |
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229 | <td><code> [virtual]</code></td> |
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230 | </tr> |
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231 | </table> |
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232 | </div> |
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233 | <div class="memdoc"> |
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234 | |
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235 | <p> |
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236 | Incremental Bayes rule. |
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237 | <p> |
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238 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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239 | <table border="0" cellspacing="2" cellpadding="0"> |
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240 | <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> |
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241 | </table> |
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242 | </dl> |
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243 | |
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244 | <p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> |
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245 | |
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246 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#5bd7da667da183eed1577f11dff0c1f1">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#1e4bf41b61937fd80f34049742e23f95">bdm::multiBM</a>.</p> |
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247 | |
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248 | <p>References <a class="el" href="exp__family_8h-source.html#l00088">bayes()</a>.</p> |
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249 | |
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250 | </div> |
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251 | </div><p> |
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252 | <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::BMEF::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> |
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253 | <div class="memitem"> |
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254 | <div class="memproto"> |
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255 | <table class="memname"> |
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256 | <tr> |
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257 | <td class="memname">virtual double bdm::BM::logpred </td> |
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258 | <td>(</td> |
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259 | <td class="paramtype">const vec & </td> |
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260 | <td class="paramname"> <em>dt</em> </td> |
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261 | <td> ) </td> |
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262 | <td> const<code> [inline, virtual, inherited]</code></td> |
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263 | </tr> |
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264 | </table> |
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265 | </div> |
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266 | <div class="memdoc"> |
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267 | |
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268 | <p> |
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269 | Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. |
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270 | <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> |
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271 | |
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272 | <p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00886">bdm::BM::logpred_m()</a>.</p> |
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273 | |
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274 | </div> |
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275 | </div><p> |
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276 | <hr>The documentation for this class was generated from the following files:<ul> |
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277 | <li><a class="el" href="exp__family_8h-source.html">exp_family.h</a><li>exp_family.cpp</ul> |
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278 | </div> |
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279 | <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by |
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280 | <a href="http://www.doxygen.org/index.html"> |
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281 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> |
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282 | </body> |
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283 | </html> |
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