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69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1MultiModel.html">MultiModel</a>
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73<h1>bdm::MultiModel Class Reference</h1><!-- doxytag: class="bdm::MultiModel" --><!-- doxytag: inherits="bdm::BM" -->
74<p>(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness). 
75<a href="#_details">More...</a></p>
76
77<p><code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code></p>
78
79<p><a href="classbdm_1_1MultiModel-members.html">List of all members.</a></p>
80<table border="0" cellpadding="0" cellspacing="0">
81<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
82<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad8784dd4aa94f13d8396f4988cf8c74b"></a><!-- doxytag: member="bdm::MultiModel::set_parameters" ref="ad8784dd4aa94f13d8396f4988cf8c74b" args="(Array&lt; EKFCh * &gt; A, int pol0=1)" -->
83void&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>
84<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#aa915deeddb0e94c337d02ebc0abe535e">bayes</a> (const vec &amp;dt)</td></tr>
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#aa915deeddb0e94c337d02ebc0abe535e"></a><br/></td></tr>
86<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2af3f8dc10dfdae0ddc8160a9f36aaee"></a><!-- doxytag: member="bdm::MultiModel::posterior" ref="a2af3f8dc10dfdae0ddc8160a9f36aaee" args="() const " -->
87const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#a2af3f8dc10dfdae0ddc8160a9f36aaee">posterior</a> () const </td></tr>
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br/></td></tr>
89<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7bd320fa2540883749b3f83cf2261878"></a><!-- doxytag: member="bdm::MultiModel::from_setting" ref="a7bd320fa2540883749b3f83cf2261878" args="(const Setting &amp;set)" -->
90void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#a7bd320fa2540883749b3f83cf2261878">from_setting</a> (const Setting &amp;set)</td></tr>
91<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>
92<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::MultiModel::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" -->
93virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br/></td></tr>
95<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::MultiModel::to_setting" ref="a67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
96virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr>
98<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::MultiModel::validate" ref="a1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
99virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#a1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br/></td></tr>
101<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
102<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrp559a25fdb98a7d1fd1c3771ac568d5e9"></a> </p>
103<br/><br/></div></td></tr>
104<tr><td class="memItemLeft" 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#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr>
105<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
106<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpfb3595af27ed8bd142c95323c0dab340"></a> </p>
107<br/><br/></div></td></tr>
108<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::MultiModel::bayesB" ref="a1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
109virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br/></td></tr>
111<tr><td class="memItemLeft" align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
112<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::MultiModel::logpred_m" ref="a0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
113vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br/></td></tr>
115<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::MultiModel::epredictor" ref="a688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
116virtual <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#a688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
117<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}) $" src="form_20.png"/>. <br/></td></tr>
118<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MultiModel::predictor" ref="a598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
119virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr>
121<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
122<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p>
123<br/><br/></div></td></tr>
124<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::MultiModel::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " -->
125const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
126<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::MultiModel::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
127void&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>
128<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::MultiModel::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
129void&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>
130<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::MultiModel::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " -->
131double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
132<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::MultiModel::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
133void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
134<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
135<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a33de5d07ee774070632de8963b5d4c93"></a><!-- doxytag: member="bdm::MultiModel::Models" ref="a33de5d07ee774070632de8963b5d4c93" args="" -->
136Array&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#a33de5d07ee774070632de8963b5d4c93">Models</a></td></tr>
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">List of models between which we switch. <br/></td></tr>
138<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aef85ea61575bffa8beac8040869ee47a"></a><!-- doxytag: member="bdm::MultiModel::w" ref="aef85ea61575bffa8beac8040869ee47a" args="" -->
139vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#aef85ea61575bffa8beac8040869ee47a">w</a></td></tr>
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">vector of model weights <br/></td></tr>
141<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7b4012fc2208ce4ddd5c0d1fe69d7634"></a><!-- doxytag: member="bdm::MultiModel::_lls" ref="a7b4012fc2208ce4ddd5c0d1fe69d7634" args="" -->
142vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#a7b4012fc2208ce4ddd5c0d1fe69d7634">_lls</a></td></tr>
143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of model lls <br/></td></tr>
144<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9b56bcde4664bd53f8995d7ee7ed415c"></a><!-- doxytag: member="bdm::MultiModel::policy" ref="a9b56bcde4664bd53f8995d7ee7ed415c" args="" -->
145int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#a9b56bcde4664bd53f8995d7ee7ed415c">policy</a></td></tr>
146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">type of switching policy [1=maximum,2=...] <br/></td></tr>
147<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad665551d045b1a1055eeb9185558ff0b"></a><!-- doxytag: member="bdm::MultiModel::est" ref="ad665551d045b1a1055eeb9185558ff0b" args="" -->
148<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#ad665551d045b1a1055eeb9185558ff0b">est</a></td></tr>
149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal statistics <br/></td></tr>
150<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MultiModel::drv" ref="ac400357e37d27a4834b2b1d9211009ed" args="" -->
151<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ac400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br/></td></tr>
153<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MultiModel::ll" ref="a4064b6559d962633e4372b12f4cd204a" args="" -->
154double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br/></td></tr>
156<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afaff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MultiModel::evalll" ref="afaff0ad12556fe7dc0e2807d4fd938ee" args="" -->
157bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#afaff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
158<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>
159<tr><td colspan="2"><h2>Extension to conditional BM</h2></td></tr>
160<tr><td colspan="2"><p><a class="anchor" id="amgrp74e1db869c28ea37aac65bd658ff5da4"></a> This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed </p>
161<br/><br/></td></tr>
162<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MultiModel::_rvc" ref="ab5e8e016be16e4029c789063cb3f3b33" args="() const " -->
163const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr>
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
165<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::MultiModel::condition" ref="a6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
166virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr>
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br/></td></tr>
168<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MultiModel::rvc" ref="ade95c590d650b2db423d53992f0906cb" 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#ade95c590d650b2db423d53992f0906cb">rvc</a></td></tr>
170<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br/></td></tr>
171<tr><td colspan="2"><h2>Logging of results</h2></td></tr>
172<tr><td colspan="2"><p><a class="anchor" id="amgrp5b751fa78120752d90ae4487df3bfa73"></a> </p>
173<br/><br/></td></tr>
174<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::MultiModel::set_options" ref="aadb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" -->
175virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aadb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &amp;opt)</td></tr>
176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br/></td></tr>
177<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::MultiModel::log_add" ref="a2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
178virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr>
179<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>
180<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::MultiModel::logit" ref="ab517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
181virtual 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>
182<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MultiModel::LIDs" ref="a109c1a626a69031658e3a44e9e500cca" args="" -->
183ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
184<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>
185<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::MultiModel::LFlags" ref="a398b7e7a162cf37d0022d6126495f207" args="" -->
186ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
187<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>
188</table>
189<hr/><a name="_details"></a><h2>Detailed Description</h2>
190<p>(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness). </p>
191<p>The statistics of the resulting density are merged using (geometric?) combination.</p>
192<p>The next step is performed with the new statistics for all models. </p>
193<hr/><h2>Member Function Documentation</h2>
194<a class="anchor" id="a40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MultiModel::_copy_" ref="a40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
195<div class="memitem">
196<div class="memproto">
197      <table class="memname">
198        <tr>
199          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td>
200          <td>(</td>
201          <td class="paramname"></td>
202          <td>&nbsp;)&nbsp;</td>
203          <td> const<code> [inline, virtual, inherited]</code></td>
204        </tr>
205      </table>
206</div>
207<div class="memdoc">
208<p>Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: </p>
209<div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#a40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
210</pre></div> 
211<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#a24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#a1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p>
212
213</div>
214</div>
215<a class="anchor" id="aa915deeddb0e94c337d02ebc0abe535e"></a><!-- doxytag: member="bdm::MultiModel::bayes" ref="aa915deeddb0e94c337d02ebc0abe535e" args="(const vec &amp;dt)" -->
216<div class="memitem">
217<div class="memproto">
218      <table class="memname">
219        <tr>
220          <td class="memname">void bdm::MultiModel::bayes </td>
221          <td>(</td>
222          <td class="paramtype">const vec &amp;&nbsp;</td>
223          <td class="paramname"> <em>dt</em></td>
224          <td>&nbsp;)&nbsp;</td>
225          <td><code> [inline, virtual]</code></td>
226        </tr>
227      </table>
228</div>
229<div class="memdoc">
230
231<p>Incremental Bayes rule. </p>
232<dl><dt><b>Parameters:</b></dt><dd>
233  <table border="0" cellspacing="2" cellpadding="0">
234    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
235  </table>
236  </dd>
237</dl>
238
239<p>Implements <a class="el" href="classbdm_1_1BM.html#a60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p>
240
241<p>References <a class="el" href="kalman_8h_source.html#l00298">_lls</a>, <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>, <a class="el" href="kalman_8h_source.html#l00302">est</a>, <a class="el" href="exp__family_8h_source.html#l00153">bdm::enorm&lt; sq_T &gt;::mean()</a>, <a class="el" href="kalman_8h_source.html#l00294">Models</a>, <a class="el" href="kalman_8h_source.html#l00300">policy</a>, and <a class="el" href="kalman_8h_source.html#l00296">w</a>.</p>
242
243</div>
244</div>
245<a class="anchor" id="a50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MultiModel::logpred" ref="a50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
246<div class="memitem">
247<div class="memproto">
248      <table class="memname">
249        <tr>
250          <td class="memname">virtual double bdm::BM::logpred </td>
251          <td>(</td>
252          <td class="paramtype">const vec &amp;&nbsp;</td>
253          <td class="paramname"> <em>dt</em></td>
254          <td>&nbsp;)&nbsp;</td>
255          <td> const<code> [inline, virtual, inherited]</code></td>
256        </tr>
257      </table>
258</div>
259<div class="memdoc">
260<p>Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. </p>
261
262<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#a080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#ada724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#ae157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
263
264<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p>
265
266<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01093">bdm::BM::logpred_m()</a>.</p>
267
268</div>
269</div>
270<hr/>The documentation for this class was generated from the following files:<ul>
271<li><a class="el" href="kalman_8h_source.html">kalman.h</a></li>
272<li>kalman.cpp</li>
273</ul>
274</div>
275<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 22:40:43 2009 for mixpp by&nbsp;
276<a href="http://www.doxygen.org/index.html">
277<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
278</body>
279</html>
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