Changeset 171 for doc/html/classBM.html

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09/24/08 13:08:07 (16 years ago)
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New documentation

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    r162 r171  
    3434<p><center><img src="classBM__inherit__graph.png" border="0" usemap="#BM__inherit__map" alt="Inheritance graph"></center> 
    3535<map name="BM__inherit__map"> 
    36 <area shape="rect" href="classARX.html" title="Linear Autoregressive model with Gaussian noise." alt="" coords="5,87,51,113"><area shape="rect" href="classEKFfixed.html" title="Extended Kalman Filter with full matrices in fixed point arithmetic." alt="" coords="75,87,149,113"><area shape="rect" href="classEKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="173,87,235,113"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="329,87,457,113"><area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" alt="" coords="248,183,384,209"><area shape="rect" href="classKalman.html" title="Kalman\&lt; chmat \&gt;" alt="" coords="408,183,547,209"><area shape="rect" href="classKalman.html" title="Kalman\&lt; fsqmat \&gt;" alt="" coords="571,183,715,209"><area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="751,87,788,113"><area shape="rect" href="classEKFful__unQR.html" title="Extended Kalman filter with unknown Q and R." alt="" coords="11,183,109,209"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="199,263,284,289"><area shape="rect" href="classKFcondR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="308,263,383,289"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="435,263,520,289"><area shape="rect" href="classEKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="447,343,508,369"><area shape="rect" href="classEKF__unQ.html" title="Extended Kalman filter with unknown Q." alt="" coords="439,423,516,449"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="591,263,695,289"><area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="739,183,851,209"></map> 
     36<area shape="rect" href="classBMEF.html" title="Estimator for Exponential family." alt="" coords="135,48,191,75"><area shape="rect" href="classEKFfixed.html" title="Extended Kalman Filter with full matrices in fixed point arithmetic." alt="" coords="125,99,200,125"><area shape="rect" href="classEKFfull.html" title="Extended Kalman Filter in full matrices." alt="" coords="132,149,193,176"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="99,309,227,336"><area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" alt="" coords="353,308,489,335"><area shape="rect" href="classKalman.html" title="Kalman\&lt; chmat \&gt;" alt="" coords="352,237,491,264"><area shape="rect" href="classKalman.html" title="Kalman\&lt; fsqmat \&gt;" alt="" coords="349,405,493,432"><area shape="rect" href="classMixEF.html" title="Mixture of Exponential Family Densities." alt="" coords="135,461,191,488"><area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="144,512,181,539"><area shape="rect" href="classARX.html" title="Linear Autoregressive model with Gaussian noise." alt="" coords="399,56,444,83"><area shape="rect" href="classmultiBM.html" title="Estimator for Multinomial density." alt="" coords="385,5,457,32"><area shape="rect" href="classEKFful__unQR.html" title="Extended Kalman filter with unknown Q and R." alt="" coords="372,115,471,141"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="553,344,639,371"><area shape="rect" href="classKFcondR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="559,293,633,320"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="553,237,639,264"><area shape="rect" href="classEKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="699,237,760,264"><area shape="rect" href="classEKF__unQ.html" title="Extended Kalman filter with unknown Q." alt="" coords="811,237,888,264"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="544,405,648,432"><area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="365,512,477,539"></map> 
    3737<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    3838<div class="dynheader"> 
     
    4848<tr><td></td></tr> 
    4949<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    50 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="605d28b426adb677c86a57ddb525132a"></a><!-- doxytag: member="BM::BM" ref="605d28b426adb677c86a57ddb525132a" args="(const RV &amp;rv0)" --> 
    51 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0)</td></tr> 
     50<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="43d2ad6a6c9f1bcd22fe8906c477e50e"></a><!-- doxytag: member="BM::BM" ref="43d2ad6a6c9f1bcd22fe8906c477e50e" args="(const RV &amp;rv0, double ll0=0, bool evalll0=true)" --> 
     51&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#43d2ad6a6c9f1bcd22fe8906c477e50e">BM</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0, double ll0=0, bool evalll0=true)</td></tr> 
    5252 
    5353<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
     54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e8fc5fae042f2b46d4d3827f9587d47d"></a><!-- doxytag: member="BM::BM" ref="e8fc5fae042f2b46d4d3827f9587d47d" args="(const BM &amp;B)" --> 
     55&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#e8fc5fae042f2b46d4d3827f9587d47d">BM</a> (const <a class="el" href="classBM.html">BM</a> &amp;B)</td></tr> 
     56 
     57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr> 
    5458<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr> 
    5559 
    5660<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 
    57 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="BM::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
    58 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
     61<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="BM::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" --> 
     62virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr> 
    5963 
    6064<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    61 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3dc45554556926bde996a267636abe55"></a><!-- doxytag: member="BM::_epdf" ref="3dc45554556926bde996a267636abe55" args="()=0" --> 
    62 virtual <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">_epdf</a> ()=0</td></tr> 
     65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8554809fec160bee279bcd5fa14ead5c"></a><!-- doxytag: member="BM::_epdf" ref="8554809fec160bee279bcd5fa14ead5c" args="() const =0" --> 
     66virtual const <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#8554809fec160bee279bcd5fa14ead5c">_epdf</a> () const =0</td></tr> 
    6367 
    6468<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 
     69<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a> (const vec &amp;dt) const </td></tr> 
     70 
    6571<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0f02b3b4144e0895cc14f7e0374bdd"></a><!-- doxytag: member="BM::~BM" ref="ca0f02b3b4144e0895cc14f7e0374bdd" args="()" --> 
    6672virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a> ()</td></tr> 
     
    7581 
    7682<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="BM::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" --> 
     84void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr> 
     85 
     86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     87<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classBM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_</a> (bool changerv=false)</td></tr> 
     88 
    7789<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    7890<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="BM::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" --> 
     
    8799bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
    88100 
    89 <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 time. <br></td></tr> 
     101<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> 
    90102</table> 
    91103<hr><a name="_details"></a><h2>Detailed Description</h2> 
     
    118130</dl> 
    119131 
    120 <p>Implemented in <a class="el" href="classARX.html#ba82c956ca893826811aefe1e4af465d">ARX</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; sq_T &gt;</a>, <a class="el" href="classKalmanCh.html#cca758192846940409822b9bd778d4e1">KalmanCh</a>, <a class="el" href="classEKFfull.html#8ca46f177e395fa714bbd8bd29ea43e0">EKFfull</a>, <a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">EKF&lt; sq_T &gt;</a>, <a class="el" href="classEKFCh.html#96f6edda324a0b7ef8b4e86cc7af60c1">EKFCh</a>, <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>, <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF&lt; BM_T &gt;</a>, <a class="el" href="classEKFfixed.html#ddf5334bc1207658fd53698fffbac028">EKFfixed</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; ldmat &gt;</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; chmat &gt;</a>, and <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; fsqmat &gt;</a>.</p> 
     132<p>Implemented in <a class="el" href="classARX.html#ba82c956ca893826811aefe1e4af465d">ARX</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; sq_T &gt;</a>, <a class="el" href="classKalmanCh.html#cca758192846940409822b9bd778d4e1">KalmanCh</a>, <a class="el" href="classEKFfull.html#8ca46f177e395fa714bbd8bd29ea43e0">EKFfull</a>, <a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">EKF&lt; sq_T &gt;</a>, <a class="el" href="classEKFCh.html#96f6edda324a0b7ef8b4e86cc7af60c1">EKFCh</a>, <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>, <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF&lt; BM_T &gt;</a>, <a class="el" href="classMixEF.html#d520fb534aa43f3084ff1568ffe7573d">MixEF</a>, <a class="el" href="classBMEF.html#52b7719312d545215cca1ff87722a35a">BMEF</a>, <a class="el" href="classmultiBM.html#11eeba7e97954e316e959116f90d80e2">multiBM</a>, <a class="el" href="classEKFfixed.html#ddf5334bc1207658fd53698fffbac028">EKFfixed</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; ldmat &gt;</a>, <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; chmat &gt;</a>, and <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; fsqmat &gt;</a>.</p> 
     133 
     134<p>Referenced by <a class="el" href="libBM_8cpp-source.html#l00185">bayesB()</a>.</p> 
    121135 
    122136</div> 
    123137</div><p> 
    124 <hr>The documentation for this class was generated from the following file:<ul> 
    125 <li>work/git/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul> 
     138<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="BM::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " --> 
     139<div class="memitem"> 
     140<div class="memproto"> 
     141      <table class="memname"> 
     142        <tr> 
     143          <td class="memname">virtual double BM::logpred           </td> 
     144          <td>(</td> 
     145          <td class="paramtype">const vec &amp;&nbsp;</td> 
     146          <td class="paramname"> <em>dt</em>          </td> 
     147          <td>&nbsp;)&nbsp;</td> 
     148          <td> const<code> [inline, virtual]</code></td> 
     149        </tr> 
     150      </table> 
    126151</div> 
    127 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Sep 4 19:28:06 2008 for mixpp by&nbsp; 
     152<div class="memdoc"> 
     153 
     154<p> 
     155Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     156<p>Reimplemented in <a class="el" href="classARX.html#e7f9e7823aec9bf7ddc3b42d9b3304c4">ARX</a>, <a class="el" href="classMixEF.html#424ca64f36d4e41de7a7e7ae921d35ea">MixEF</a>, and <a class="el" href="classmultiBM.html#13e26a61757278981fd8cac9a7ef91eb">multiBM</a>.</p> 
     157 
     158</div> 
     159</div><p> 
     160<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="BM::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" --> 
     161<div class="memitem"> 
     162<div class="memproto"> 
     163      <table class="memname"> 
     164        <tr> 
     165          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td> 
     166          <td>(</td> 
     167          <td class="paramtype">bool&nbsp;</td> 
     168          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td> 
     169          <td>&nbsp;)&nbsp;</td> 
     170          <td><code> [inline, virtual]</code></td> 
     171        </tr> 
     172      </table> 
     173</div> 
     174<div class="memdoc"> 
     175 
     176<p> 
     177Copy function required in vectors, Arrays of <a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: BM* <a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_()</a>{<a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; }  
     178<p>Reimplemented in <a class="el" href="classARX.html#d2751057811c6fb8f4ff86e1648bcddc">ARX</a>.</p> 
     179 
     180<p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00007">MixEF::MixEF()</a>.</p> 
     181 
     182</div> 
     183</div><p> 
     184<hr>The documentation for this class was generated from the following files:<ul> 
     185<li>work/git/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a><li>work/git/mixpp/bdm/stat/libBM.cpp</ul> 
     186</div> 
     187<hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:49 2008 for mixpp by&nbsp; 
    128188<a href="http://www.doxygen.org/index.html"> 
    129189<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>