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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1MultiModel.html">MultiModel</a>
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71<h1>bdm::MultiModel Class Reference</h1><!-- doxytag: class="bdm::MultiModel" --><!-- doxytag: inherits="bdm::BM" -->(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness). 
72<a href="#_details">More...</a>
73<p>
74<code>#include &lt;<a class="el" href="kalman_8h-source.html">kalman.h</a>&gt;</code>
75<p>
76
77<p>
78<a href="classbdm_1_1MultiModel-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="d8784dd4aa94f13d8396f4988cf8c74b"></a><!-- doxytag: member="bdm::MultiModel::set_parameters" ref="d8784dd4aa94f13d8396f4988cf8c74b" args="(Array&lt; EKFCh * &gt; A, int pol0=1)" -->
82void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (Array&lt; <a class="el" href="classbdm_1_1EKFCh.html">EKFCh</a> * &gt; A, int pol0=1)</td></tr>
83
84<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#a915deeddb0e94c337d02ebc0abe535e">bayes</a> (const vec &amp;dt)</td></tr>
85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a915deeddb0e94c337d02ebc0abe535e"></a><br></td></tr>
87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0d87551e6f2890cc4e6bc25524a25131"></a><!-- doxytag: member="bdm::MultiModel::_e" ref="0d87551e6f2890cc4e6bc25524a25131" args="() const " -->
88const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>
89
90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2af3f8dc10dfdae0ddc8160a9f36aaee"></a><!-- doxytag: member="bdm::MultiModel::posterior" ref="2af3f8dc10dfdae0ddc8160a9f36aaee" args="() const " -->
91const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr>
92
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7bd320fa2540883749b3f83cf2261878"></a><!-- doxytag: member="bdm::MultiModel::from_setting" ref="7bd320fa2540883749b3f83cf2261878" args="(const Setting &amp;set)" -->
94void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#7bd320fa2540883749b3f83cf2261878">from_setting</a> (const Setting &amp;set)</td></tr>
95
96<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>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::MultiModel::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
98virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::MultiModel::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
102virtual 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>
103
104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::MultiModel::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
106virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
107
108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
109<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
110<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>
111
112<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MultiModel::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
114virtual 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>
115
116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
117<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>
118
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MultiModel::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
120vec&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>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MultiModel::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
124virtual <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>
125
126<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_14.png">. <br></td></tr>
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MultiModel::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
128virtual <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>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
131<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MultiModel::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
133const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
134
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MultiModel::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
136void&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>
137
138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MultiModel::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
139void&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>
140
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MultiModel::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
142double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
143
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MultiModel::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
145void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
146
147<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="33de5d07ee774070632de8963b5d4c93"></a><!-- doxytag: member="bdm::MultiModel::Models" ref="33de5d07ee774070632de8963b5d4c93" args="" -->
149Array&lt; <a class="el" href="classbdm_1_1EKFCh.html">EKFCh</a> * &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#33de5d07ee774070632de8963b5d4c93">Models</a></td></tr>
150
151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">List of models between which we switch. <br></td></tr>
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef85ea61575bffa8beac8040869ee47a"></a><!-- doxytag: member="bdm::MultiModel::w" ref="ef85ea61575bffa8beac8040869ee47a" args="" -->
153vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#ef85ea61575bffa8beac8040869ee47a">w</a></td></tr>
154
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">vector of model weights <br></td></tr>
156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b4012fc2208ce4ddd5c0d1fe69d7634"></a><!-- doxytag: member="bdm::MultiModel::_lls" ref="7b4012fc2208ce4ddd5c0d1fe69d7634" args="" -->
157vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#7b4012fc2208ce4ddd5c0d1fe69d7634">_lls</a></td></tr>
158
159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of model lls <br></td></tr>
160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b56bcde4664bd53f8995d7ee7ed415c"></a><!-- doxytag: member="bdm::MultiModel::policy" ref="9b56bcde4664bd53f8995d7ee7ed415c" args="" -->
161int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#9b56bcde4664bd53f8995d7ee7ed415c">policy</a></td></tr>
162
163<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">type of switching policy [1=maximum,2=...] <br></td></tr>
164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d665551d045b1a1055eeb9185558ff0b"></a><!-- doxytag: member="bdm::MultiModel::est" ref="d665551d045b1a1055eeb9185558ff0b" args="" -->
165<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#d665551d045b1a1055eeb9185558ff0b">est</a></td></tr>
166
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal statistics <br></td></tr>
168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MultiModel::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
169<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>
170
171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MultiModel::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
173double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
174
175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
176<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MultiModel::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
177bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
178
179<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>
180<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
181<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>
182<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MultiModel::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
183const <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>
184
185<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
186<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::MultiModel::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
187virtual 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>
188
189<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
190<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MultiModel::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
191<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>
192
193<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
194<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
195<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::MultiModel::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" -->
196virtual 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>
197
198<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string recognized are: "logbounds,logll". <br></td></tr>
199<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::MultiModel::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
200virtual 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>
201
202<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>
203<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::MultiModel::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
204virtual 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>
205
206<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MultiModel::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
207ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
208
209<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>
210<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::MultiModel::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" -->
211ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
212
213<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>
214</table>
215<hr><a name="_details"></a><h2>Detailed Description</h2>
216(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).
217<p>
218The statistics of the resulting density are merged using (geometric?) combination.<p>
219The next step is performed with the new statistics for all models. <hr><h2>Member Function Documentation</h2>
220<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MultiModel::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
221<div class="memitem">
222<div class="memproto">
223      <table class="memname">
224        <tr>
225          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
226          <td>(</td>
227          <td class="paramname">          </td>
228          <td>&nbsp;)&nbsp;</td>
229          <td> const<code> [inline, virtual, inherited]</code></td>
230        </tr>
231      </table>
232</div>
233<div class="memdoc">
234
235<p>
236Copy 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>);}
237</pre></div> 
238<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>
239
240</div>
241</div><p>
242<a class="anchor" name="a915deeddb0e94c337d02ebc0abe535e"></a><!-- doxytag: member="bdm::MultiModel::bayes" ref="a915deeddb0e94c337d02ebc0abe535e" args="(const vec &amp;dt)" -->
243<div class="memitem">
244<div class="memproto">
245      <table class="memname">
246        <tr>
247          <td class="memname">void bdm::MultiModel::bayes           </td>
248          <td>(</td>
249          <td class="paramtype">const vec &amp;&nbsp;</td>
250          <td class="paramname"> <em>dt</em>          </td>
251          <td>&nbsp;)&nbsp;</td>
252          <td><code> [inline, virtual]</code></td>
253        </tr>
254      </table>
255</div>
256<div class="memdoc">
257
258<p>
259Incremental Bayes rule.
260<p>
261<dl compact><dt><b>Parameters:</b></dt><dd>
262  <table border="0" cellspacing="2" cellpadding="0">
263    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
264  </table>
265</dl>
266
267<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p>
268
269<p>References <a class="el" href="kalman_8h-source.html#l00408">_lls</a>, <a class="el" href="exp__family_8h-source.html#l00160">bdm::enorm&lt; sq_T &gt;::_R()</a>, <a class="el" href="kalman_8h-source.html#l00412">est</a>, <a class="el" href="exp__family_8h-source.html#l00147">bdm::enorm&lt; sq_T &gt;::mean()</a>, <a class="el" href="kalman_8h-source.html#l00404">Models</a>, <a class="el" href="kalman_8h-source.html#l00410">policy</a>, <a class="el" href="exp__family_8h-source.html#l01153">bdm::enorm&lt; sq_T &gt;::set_parameters()</a>, and <a class="el" href="kalman_8h-source.html#l00406">w</a>.</p>
270
271</div>
272</div><p>
273<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MultiModel::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
274<div class="memitem">
275<div class="memproto">
276      <table class="memname">
277        <tr>
278          <td class="memname">virtual double bdm::BM::logpred           </td>
279          <td>(</td>
280          <td class="paramtype">const vec &amp;&nbsp;</td>
281          <td class="paramname"> <em>dt</em>          </td>
282          <td>&nbsp;)&nbsp;</td>
283          <td> const<code> [inline, virtual, inherited]</code></td>
284        </tr>
285      </table>
286</div>
287<div class="memdoc">
288
289<p>
290Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
291<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>
292
293<p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00768">bdm::BM::logpred_m()</a>.</p>
294
295</div>
296</div><p>
297<hr>The documentation for this class was generated from the following files:<ul>
298<li><a class="el" href="kalman_8h-source.html">kalman.h</a><li>kalman.cpp</ul>
299</div>
300<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 21:53:05 2009 for mixpp by&nbsp;
301<a href="http://www.doxygen.org/index.html">
302<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
303</body>
304</html>
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