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    17 <h1>work/mixpp/bdm/estim/arx.h</h1><a href="arx_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001  
     17<h1>work/git/mixpp/bdm/estim/arx.h</h1><a href="arx_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001  
    1818<a name="l00013"></a>00013 <span class="preprocessor">#ifndef AR_H</span> 
    1919<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define AR_H</span> 
    … …  
    3535<a name="l00050"></a>00050 <span class="keyword">public</span>: 
    3636<a name="l00052"></a><a class="code" href="classARX.html#5fc6c18e73dcc0f1135eef33f42db8be">00052</a>         <a class="code" href="classARX.html#5fc6c18e73dcc0f1135eef33f42db8be" title="Full constructor.">ARX</a> (<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>, mat &amp;V0, <span class="keywordtype">double</span> &amp;nu0, <span class="keywordtype">double</span> frg0=1.0) : <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>(rv),<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>(rv,V0,nu0), <a class="code" href="classARX.html#2291297861dd74ca0175a01f910a0ef7" title="cached value of est.V">V</a>(<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>._V()), <a class="code" href="classARX.html#a4182c281098b2d86b62518a7493d9be" title="cached value of est.nu">nu</a>(<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>._nu()), <a class="code" href="classARX.html#e467144efb0a5acbc10dba4eff8638fe" title="forgetting factor">frg</a>(frg0){<a class="code" href="classARX.html#6d0cd0f0734aa77cdc5e48f1cf6737ec" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>=<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#70eb1a0b88459b227f919b425b0d3359" title="logarithm of the normalizing constant, ">lognc</a>();<a class="code" href="classARX.html#64ea7c8ff48bf2548bac3e985e24da19" title="total likelihood">tll</a>=0.0;}; 
    37 <a name="l00053"></a>00053         <span class="keywordtype">void</span> set_parameters(mat &amp;V0, <span class="keywordtype">double</span> &amp;nu0){<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#533e792e1175bfa06d5d595dc5d080d5" title="returns a pointer to the internal statistics. Use with Care!">_V</a>()=V0;<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#08029c481ff95d24f093df0573879afe" title="returns a pointer to the internal statistics. Use with Care!">_nu</a>()=nu0;<a class="code" href="classARX.html#6d0cd0f0734aa77cdc5e48f1cf6737ec" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>=<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#70eb1a0b88459b227f919b425b0d3359" title="logarithm of the normalizing constant, ">lognc</a>();<a class="code" href="classARX.html#64ea7c8ff48bf2548bac3e985e24da19" title="total likelihood">tll</a>=<a class="code" href="classARX.html#6d0cd0f0734aa77cdc5e48f1cf6737ec" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;} 
    38 <a name="l00054"></a>00054         <span class="keywordtype">void</span> get_parameters(mat &amp;V0, <span class="keywordtype">double</span> &amp;nu0){V0=<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#533e792e1175bfa06d5d595dc5d080d5" title="returns a pointer to the internal statistics. Use with Care!">_V</a>().<a class="code" href="classldmat.html#5b0515da8dc2293d9e4360b74cc26c9e" title="Conversion to full matrix.">to_mat</a>(); nu0=<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#08029c481ff95d24f093df0573879afe" title="returns a pointer to the internal statistics. Use with Care!">_nu</a>();} 
    39 <a name="l00056"></a>00056         <span class="keywordtype">void</span> <a class="code" href="classARX.html#ba82c956ca893826811aefe1e4af465d" title="Here .">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ); 
    40 <a name="l00057"></a><a class="code" href="classARX.html#9d8eff7a9df81786191a4c55b27e5b8a">00057</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classARX.html#9d8eff7a9df81786191a4c55b27e5b8a" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>() {<span class="keywordflow">return</span> <a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>;} 
    41 <a name="l00059"></a>00059         ivec <a class="code" href="classARX.html#130bb7336aac681ce14b027b8f1409fa" title="Brute force structure estimation.">structure_est</a>(<a class="code" href="classegiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> Eg0); 
    42 <a name="l00061"></a><a class="code" href="classARX.html#b8827048ceec8999849e2ed15400cae7">00061</a>         <span class="keywordtype">double</span> <a class="code" href="classARX.html#b8827048ceec8999849e2ed15400cae7" title="access function">_tll</a>(){<span class="keywordflow">return</span> <a class="code" href="classARX.html#64ea7c8ff48bf2548bac3e985e24da19" title="total likelihood">tll</a>;} 
    43 <a name="l00062"></a>00062 }; 
    44 <a name="l00063"></a>00063  
    45 <a name="l00064"></a>00064  
    46 <a name="l00065"></a>00065 <span class="preprocessor">#endif // AR_H</span> 
    47 <a name="l00066"></a>00066 <span class="preprocessor"></span> 
    48 <a name="l00067"></a>00067  
     37<a name="l00054"></a><a class="code" href="classARX.html#3ccef8dc9dbed00ec74dddc949845d39">00054</a>         <span class="keywordtype">void</span> <a class="code" href="classARX.html#3ccef8dc9dbed00ec74dddc949845d39" title="Set sufficient statistics.">set_parameters</a>(mat &amp;V0, <span class="keywordtype">double</span> &amp;nu0){<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#533e792e1175bfa06d5d595dc5d080d5" title="returns a pointer to the internal statistics. Use with Care!">_V</a>()=V0;<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#08029c481ff95d24f093df0573879afe" title="returns a pointer to the internal statistics. Use with Care!">_nu</a>()=nu0;<a class="code" href="classARX.html#6d0cd0f0734aa77cdc5e48f1cf6737ec" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>=<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#70eb1a0b88459b227f919b425b0d3359" title="logarithm of the normalizing constant, ">lognc</a>();<a class="code" href="classARX.html#64ea7c8ff48bf2548bac3e985e24da19" title="total likelihood">tll</a>=<a class="code" href="classARX.html#6d0cd0f0734aa77cdc5e48f1cf6737ec" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>;} 
     38<a name="l00056"></a><a class="code" href="classARX.html#29f55b43b8b6f5c4a55f6176aa85c494">00056</a>         <span class="keywordtype">void</span> <a class="code" href="classARX.html#29f55b43b8b6f5c4a55f6176aa85c494" title="Returns sufficient statistics.">get_parameters</a>(mat &amp;V0, <span class="keywordtype">double</span> &amp;nu0){V0=<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#533e792e1175bfa06d5d595dc5d080d5" title="returns a pointer to the internal statistics. Use with Care!">_V</a>().<a class="code" href="classldmat.html#5b0515da8dc2293d9e4360b74cc26c9e" title="Conversion to full matrix.">to_mat</a>(); nu0=<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#08029c481ff95d24f093df0573879afe" title="returns a pointer to the internal statistics. Use with Care!">_nu</a>();} 
     39<a name="l00058"></a>00058         <span class="keywordtype">void</span> <a class="code" href="classARX.html#ba82c956ca893826811aefe1e4af465d" title="Here .">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ); 
     40<a name="l00059"></a><a class="code" href="classARX.html#9d8eff7a9df81786191a4c55b27e5b8a">00059</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classARX.html#9d8eff7a9df81786191a4c55b27e5b8a" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>() {<span class="keywordflow">return</span> <a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>;} 
     41<a name="l00061"></a>00061         ivec <a class="code" href="classARX.html#130bb7336aac681ce14b027b8f1409fa" title="Brute force structure estimation.">structure_est</a>(<a class="code" href="classegiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> Eg0); 
     42<a name="l00063"></a><a class="code" href="classARX.html#b8827048ceec8999849e2ed15400cae7">00063</a>         <span class="keywordtype">double</span> <a class="code" href="classARX.html#b8827048ceec8999849e2ed15400cae7" title="access function">_tll</a>(){<span class="keywordflow">return</span> <a class="code" href="classARX.html#64ea7c8ff48bf2548bac3e985e24da19" title="total likelihood">tll</a>;} 
     43<a name="l00064"></a>00064 }; 
     44<a name="l00065"></a>00065  
     45<a name="l00066"></a>00066  
     46<a name="l00067"></a>00067 <span class="preprocessor">#endif // AR_H</span> 
     47<a name="l00068"></a>00068 <span class="preprocessor"></span> 
     48<a name="l00069"></a>00069  
    4949</pre></div></div> 
    50 <hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 16 11:58:41 2008 for mixpp by&nbsp; 
     50<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 16 17:22:02 2008 for mixpp by&nbsp; 
    5151<a href="http://www.doxygen.org/index.html"> 
    5252<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>