Changeset 171 for doc/html/classKalman.html

Timestamp:

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

Author:

smidl

Message:

New documentation

Files:

• doc/html/classKalman.html (modified) (5 diffs)

doc/html/classKalman.html

@@ -68 +68 @@
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a213c57aef55b2645e550bed81cfc0d4"></a><!-- doxytag: member="Kalman::_epdf" ref="a213c57aef55b2645e550bed81cfc0d4" args="()" -->
-<a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a> ()</td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67cccaf1c4dcdcd1df110e15ef326bfe"></a><!-- doxytag: member="Kalman::_epdf" ref="67cccaf1c4dcdcd1df110e15ef326bfe" args="() const " -->
+const <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#67cccaf1c4dcdcd1df110e15ef326bfe">_epdf</a> () const </td></tr>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
@@ -80 +80 @@
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="Kalman::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
-void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="Kalman::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" -->
+virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
+<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>
+
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="Kalman::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
 const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr>
@@ -92 +94 @@
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="Kalman::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" -->
+void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
+<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>
+
 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7501230c2fafa3655887d2da23b3184c"></a><!-- doxytag: member="Kalman::rvy" ref="7501230c2fafa3655887d2da23b3184c" args="" -->
@@ -176 +184 @@
 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
 
-<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>
+<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>
 </table>
 <hr><a name="_details"></a><h2>Detailed Description</h2>
@@ -190 +198 @@
 <img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_7.png">
 <p>
- Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. <hr>The documentation for this class was generated from the following file:<ul>
+ Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. <hr><h2>Member Function Documentation</h2>
+<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="Kalman::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " -->
+<div class="memitem">
+<div class="memproto">
+      <table class="memname">
+        <tr>
+          <td class="memname">virtual double BM::logpred           </td>
+          <td>(</td>
+          <td class="paramtype">const vec &amp;&nbsp;</td>
+          <td class="paramname"> <em>dt</em>          </td>
+          <td>&nbsp;)&nbsp;</td>
+          <td> const<code> [inline, virtual, inherited]</code></td>
+        </tr>
+      </table>
+</div>
+<div class="memdoc">
+
+<p>
+Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. 
+<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>
+
+</div>
+</div><p>
+<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="Kalman::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" -->
+<div class="memitem">
+<div class="memproto">
+      <table class="memname">
+        <tr>
+          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td>
+          <td>(</td>
+          <td class="paramtype">bool&nbsp;</td>
+          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td>
+          <td>&nbsp;)&nbsp;</td>
+          <td><code> [inline, virtual, inherited]</code></td>
+        </tr>
+      </table>
+</div>
+<div class="memdoc">
+
+<p>
+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; } 
+<p>Reimplemented in <a class="el" href="classARX.html#d2751057811c6fb8f4ff86e1648bcddc">ARX</a>.</p>
+
+<p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00007">MixEF::MixEF()</a>.</p>
+
+</div>
+</div><p>
+<hr>The documentation for this class was generated from the following file:<ul>
 <li>work/git/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul>
 </div>
-<hr size="1"><address style="text-align: right;"><small>Generated on Thu Sep 4 19:28:10 2008 for mixpp by&nbsp;
+<hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:52 2008 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>