Changeset 1192 for library/bdm/estim
- Timestamp:
- 09/17/10 14:35:13 (14 years ago)
- Location:
- library/bdm/estim
- Files:
-
- 3 modified
Legend:
- Unmodified
- Added
- Removed
-
library/bdm/estim/arx.cpp
r1176 r1192 71 71 } 72 72 73 vec ARX::samplepred(const vec &cond) const{73 vec ARX::samplepred(const vec &cond) { 74 74 mat M; 75 75 chmat R; -
library/bdm/estim/arx.h
r1189 r1192 89 89 }; 90 90 double logpred ( const vec &yt, const vec &cond ) const; 91 vec samplepred ( const vec &cond ) const;91 vec samplepred ( const vec &cond ) ; 92 92 void flatten ( const BMEF* B , double weight ); 93 93 //! Conditioned version of the predictor -
library/bdm/estim/particles.h
r1187 r1192 33 33 MarginalizedParticleBase ∓ 34 34 public: 35 36 35 eprod_2(MarginalizedParticleBase &m):mp(m) {} 36 const epdf* factor(int i) const { 37 37 return (i==0) ? &mp.bm->posterior() : &mp.est_emp; 38 38 } … … 622 622 }; 623 623 UIREGISTER(NoiseParticleX); 624 624 625 625 626 /*! Marginalized particle for state-space models with unknown parameters of distribuution of residues on \f$v_t\f$ and \f$ w_t \f$.