Changeset 171 for doc/html/classEKFful__unQR.html
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doc/html/classEKFful__unQR.html
r162 r171 64 64 65 65 <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 66 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="EKFful_unQR::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->67 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>68 69 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>70 66 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7bb76ea74c144ea0b36db99f94750b7b"></a><!-- doxytag: member="EKFful_unQR::set_est" ref="7bb76ea74c144ea0b36db99f94750b7b" args="(vec mu0, mat P0)" --> 71 67 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#7bb76ea74c144ea0b36db99f94750b7b">set_est</a> (vec mu0, mat P0)</td></tr> 72 68 73 69 <tr><td class="mdescLeft"> </td><td class="mdescRight">set estimates <br></td></tr> 74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 4080d68f79dade36ccf547d57e64bdc2"></a><!-- doxytag: member="EKFful_unQR::_epdf" ref="4080d68f79dade36ccf547d57e64bdc2" args="()" -->75 <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#4080d68f79dade36ccf547d57e64bdc2">_epdf</a> ()</td></tr>70 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="170a748ad944bdebb0b3073463876abe"></a><!-- doxytag: member="EKFful_unQR::_epdf" ref="170a748ad944bdebb0b3073463876abe" args="() const " --> 71 const <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#170a748ad944bdebb0b3073463876abe">_epdf</a> () const </td></tr> 76 72 77 73 <tr><td class="mdescLeft"> </td><td class="mdescRight">dummy! <br></td></tr> 74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="EKFful_unQR::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &Dt)" --> 75 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &Dt)</td></tr> 76 77 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 78 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a> (const vec &dt) const </td></tr> 79 78 80 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKFful_unQR::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> 79 81 const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr> … … 84 86 85 87 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 88 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="EKFful_unQR::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" --> 89 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr> 90 91 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 92 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classBM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_</a> (bool changerv=false)</td></tr> 93 86 94 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fa60348b2da6b4208bb95b8d146900a"></a><!-- doxytag: member="EKFful_unQR::_rvc" ref="3fa60348b2da6b4208bb95b8d146900a" args="() const " --> 87 95 const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">_rvc</a> () const </td></tr> … … 146 154 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 147 155 148 <tr><td class="mdescLeft"> </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>156 <tr><td class="mdescLeft"> </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> 149 157 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKFful_unQR::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 150 158 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> … … 166 174 </table> 167 175 <hr><a name="_details"></a><h2>Detailed Description</h2> 168 Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <hr>The documentation for this class was generated from the following file:<ul> 176 Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <hr><h2>Member Function Documentation</h2> 177 <a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="EKFful_unQR::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &dt) const " --> 178 <div class="memitem"> 179 <div class="memproto"> 180 <table class="memname"> 181 <tr> 182 <td class="memname">virtual double BM::logpred </td> 183 <td>(</td> 184 <td class="paramtype">const vec & </td> 185 <td class="paramname"> <em>dt</em> </td> 186 <td> ) </td> 187 <td> const<code> [inline, virtual, inherited]</code></td> 188 </tr> 189 </table> 190 </div> 191 <div class="memdoc"> 192 193 <p> 194 Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. 195 <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> 196 197 </div> 198 </div><p> 199 <a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="EKFful_unQR::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" --> 200 <div class="memitem"> 201 <div class="memproto"> 202 <table class="memname"> 203 <tr> 204 <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_ </td> 205 <td>(</td> 206 <td class="paramtype">bool </td> 207 <td class="paramname"> <em>changerv</em> = <code>false</code> </td> 208 <td> ) </td> 209 <td><code> [inline, virtual, inherited]</code></td> 210 </tr> 211 </table> 212 </div> 213 <div class="memdoc"> 214 215 <p> 216 Copy 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; } 217 <p>Reimplemented in <a class="el" href="classARX.html#d2751057811c6fb8f4ff86e1648bcddc">ARX</a>.</p> 218 219 <p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00007">MixEF::MixEF()</a>.</p> 220 221 </div> 222 </div><p> 223 <hr>The documentation for this class was generated from the following file:<ul> 169 224 <li>work/git/mixpp/bdm/estim/<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul> 170 225 </div> 171 <hr size="1"><address style="text-align: right;"><small>Generated on T hu Sep 4 19:28:092008 for mixpp by 226 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:51 2008 for mixpp by 172 227 <a href="http://www.doxygen.org/index.html"> 173 228 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>