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66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1MultiModel.html">MultiModel</a>
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70<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). 
71<a href="#_details">More...</a>
72<p>
73<code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code>
74<p>
75
76<p>
77<a href="classbdm_1_1MultiModel-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
78<tr><td></td></tr>
79<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
80<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)" -->
81void&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>
82
83<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>
84
85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a915deeddb0e94c337d02ebc0abe535e"></a><br></td></tr>
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2af3f8dc10dfdae0ddc8160a9f36aaee"></a><!-- doxytag: member="bdm::MultiModel::posterior" ref="2af3f8dc10dfdae0ddc8160a9f36aaee" 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#2af3f8dc10dfdae0ddc8160a9f36aaee">posterior</a> () const </td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
90<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)" -->
91void&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>
92
93<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>
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::MultiModel::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
95virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
98<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 " -->
99virtual 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>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::MultiModel::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
103virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
106<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
107<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>
108
109<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
110<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)" -->
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::MultiModel::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::MultiModel::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}) $" src="form_20.png">. <br></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::MultiModel::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
125virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png">. <br></td></tr>
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::MultiModel::_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::MultiModel::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::MultiModel::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::MultiModel::_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::MultiModel::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 colspan="2"><br><h2>Protected Attributes</h2></td></tr>
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="33de5d07ee774070632de8963b5d4c93"></a><!-- doxytag: member="bdm::MultiModel::Models" ref="33de5d07ee774070632de8963b5d4c93" args="" -->
146Array&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>
147
148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">List of models between which we switch. <br></td></tr>
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef85ea61575bffa8beac8040869ee47a"></a><!-- doxytag: member="bdm::MultiModel::w" ref="ef85ea61575bffa8beac8040869ee47a" args="" -->
150vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#ef85ea61575bffa8beac8040869ee47a">w</a></td></tr>
151
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">vector of model weights <br></td></tr>
153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b4012fc2208ce4ddd5c0d1fe69d7634"></a><!-- doxytag: member="bdm::MultiModel::_lls" ref="7b4012fc2208ce4ddd5c0d1fe69d7634" args="" -->
154vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#7b4012fc2208ce4ddd5c0d1fe69d7634">_lls</a></td></tr>
155
156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of model lls <br></td></tr>
157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b56bcde4664bd53f8995d7ee7ed415c"></a><!-- doxytag: member="bdm::MultiModel::policy" ref="9b56bcde4664bd53f8995d7ee7ed415c" args="" -->
158int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html#9b56bcde4664bd53f8995d7ee7ed415c">policy</a></td></tr>
159
160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">type of switching policy [1=maximum,2=...] <br></td></tr>
161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d665551d045b1a1055eeb9185558ff0b"></a><!-- doxytag: member="bdm::MultiModel::est" ref="d665551d045b1a1055eeb9185558ff0b" args="" -->
162<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#d665551d045b1a1055eeb9185558ff0b">est</a></td></tr>
163
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal statistics <br></td></tr>
165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::MultiModel::drv" ref="c400357e37d27a4834b2b1d9211009ed" 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#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
167
168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
169<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::MultiModel::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
170double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
171
172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::MultiModel::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
174bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
175
176<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>
177<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
178<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>
179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::MultiModel::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
180const <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>
181
182<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
183<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)" -->
184virtual 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>
185
186<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
187<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::MultiModel::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
188<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>
189
190<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
191<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
192<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)" -->
193virtual 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>
194
195<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string, recognized are: "logbounds,logll". <br></td></tr>
196<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;)" -->
197virtual 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>
198
199<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>
200<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)" -->
201virtual 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>
202
203<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::MultiModel::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
204ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
205
206<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>
207<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::MultiModel::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" -->
208ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
209
210<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>
211</table>
212<hr><a name="_details"></a><h2>Detailed Description</h2>
213(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).
214<p>
215The statistics of the resulting density are merged using (geometric?) combination.<p>
216The next step is performed with the new statistics for all models. <hr><h2>Member Function Documentation</h2>
217<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::MultiModel::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
218<div class="memitem">
219<div class="memproto">
220      <table class="memname">
221        <tr>
222          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
223          <td>(</td>
224          <td class="paramname">          </td>
225          <td>&nbsp;)&nbsp;</td>
226          <td> const<code> [inline, virtual, inherited]</code></td>
227        </tr>
228      </table>
229</div>
230<div class="memdoc">
231
232<p>
233Copy 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>);}
234</pre></div> 
235<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1ARXfrg.html#420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</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>
236
237</div>
238</div><p>
239<a class="anchor" name="a915deeddb0e94c337d02ebc0abe535e"></a><!-- doxytag: member="bdm::MultiModel::bayes" ref="a915deeddb0e94c337d02ebc0abe535e" args="(const vec &amp;dt)" -->
240<div class="memitem">
241<div class="memproto">
242      <table class="memname">
243        <tr>
244          <td class="memname">void bdm::MultiModel::bayes           </td>
245          <td>(</td>
246          <td class="paramtype">const vec &amp;&nbsp;</td>
247          <td class="paramname"> <em>dt</em>          </td>
248          <td>&nbsp;)&nbsp;</td>
249          <td><code> [inline, virtual]</code></td>
250        </tr>
251      </table>
252</div>
253<div class="memdoc">
254
255<p>
256Incremental Bayes rule.
257<p>
258<dl compact><dt><b>Parameters:</b></dt><dd>
259  <table border="0" cellspacing="2" cellpadding="0">
260    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
261  </table>
262</dl>
263
264<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p>
265
266<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#l00162">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>
267
268</div>
269</div><p>
270<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::MultiModel::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
271<div class="memitem">
272<div class="memproto">
273      <table class="memname">
274        <tr>
275          <td class="memname">virtual double bdm::BM::logpred           </td>
276          <td>(</td>
277          <td class="paramtype">const vec &amp;&nbsp;</td>
278          <td class="paramname"> <em>dt</em>          </td>
279          <td>&nbsp;)&nbsp;</td>
280          <td> const<code> [inline, virtual, inherited]</code></td>
281        </tr>
282      </table>
283</div>
284<div class="memdoc">
285
286<p>
287Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
288<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>
289
290<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p>
291
292<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01098">bdm::BM::logpred_m()</a>.</p>
293
294</div>
295</div><p>
296<hr>The documentation for this class was generated from the following files:<ul>
297<li><a class="el" href="kalman_8h_source.html">kalman.h</a><li>kalman.cpp</ul>
298</div>
299<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:47 2009 for mixpp by&nbsp;
300<a href="http://www.doxygen.org/index.html">
301<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
302</body>
303</html>
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