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

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  • doc/html/classKalmanCh.html

    r162 r171  
    6363 
    6464<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions.  <a href="#cca758192846940409822b9bd778d4e1"></a><br></td></tr> 
    65 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="KalmanCh::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
    66 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
    67  
    68 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    69 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a213c57aef55b2645e550bed81cfc0d4"></a><!-- doxytag: member="KalmanCh::_epdf" ref="a213c57aef55b2645e550bed81cfc0d4" args="()" --> 
    70 <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> 
     65<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67cccaf1c4dcdcd1df110e15ef326bfe"></a><!-- doxytag: member="KalmanCh::_epdf" ref="67cccaf1c4dcdcd1df110e15ef326bfe" args="() const " --> 
     66const <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> 
    7167 
    7268<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    … …  
    7975 
    8076<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="KalmanCh::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" --> 
     78virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr> 
     79 
     80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     81<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> 
     82 
    8183<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="KalmanCh::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> 
    8284const <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> 
    … …  
    8789 
    8890<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="KalmanCh::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" --> 
     92void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr> 
     93 
     94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     95<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> 
     96 
    8997<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    9098<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="94ee9da75b0e0f632e4a354988ca3798"></a><!-- doxytag: member="KalmanCh::preA" ref="94ee9da75b0e0f632e4a354988ca3798" args="" --> 
    … …  
    179187bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
    180188 
    181 <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> 
     189<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> 
    182190</table> 
    183191<hr><a name="_details"></a><h2>Detailed Description</h2> 
    … …  
    211219<p>Reimplemented in <a class="el" href="classEKFCh.html#96f6edda324a0b7ef8b4e86cc7af60c1">EKFCh</a>.</p> 
    212220 
    213 <p>References <a class="el" href="chmat_8h-source.html#l00066">chmat::_Ch()</a>, <a class="el" href="libKF_8h-source.html#l00095">Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="libKF_8h-source.html#l00101">Kalman&lt; chmat &gt;::_mu</a>, <a class="el" href="libKF_8h-source.html#l00103">Kalman&lt; chmat &gt;::_P</a>, <a class="el" href="libKF_8h-source.html#l00099">Kalman&lt; chmat &gt;::_Ry</a>, <a class="el" href="libKF_8h-source.html#l00097">Kalman&lt; chmat &gt;::_yp</a>, <a class="el" href="libKF_8h-source.html#l00077">Kalman&lt; chmat &gt;::A</a>, <a class="el" href="libKF_8h-source.html#l00079">Kalman&lt; chmat &gt;::B</a>, <a class="el" href="libKF_8h-source.html#l00081">Kalman&lt; chmat &gt;::C</a>, <a class="el" href="libKF_8h-source.html#l00083">Kalman&lt; chmat &gt;::D</a>, <a class="el" href="libKF_8h-source.html#l00075">Kalman&lt; chmat &gt;::dimu</a>, <a class="el" href="libKF_8h-source.html#l00071">Kalman&lt; chmat &gt;::dimx</a>, <a class="el" href="libKF_8h-source.html#l00073">Kalman&lt; chmat &gt;::dimy</a>, <a class="el" href="libBM_8h-source.html#l00268">BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00400">enorm&lt; sq_T &gt;::evalpdflog()</a>, <a class="el" href="libKF_8h-source.html#l00092">Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="libBM_8h-source.html#l00266">BM::ll</a>, <a class="el" href="libKF_8h-source.html#l00137">postA</a>, <a class="el" href="libKF_8h-source.html#l00135">preA</a>, and <a class="el" href="chmat_8cpp-source.html#l00019">chmat::to_mat()</a>.</p> 
     221<p>References <a class="el" href="chmat_8h-source.html#l00066">chmat::_Ch()</a>, <a class="el" href="libKF_8h-source.html#l00095">Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="libKF_8h-source.html#l00101">Kalman&lt; chmat &gt;::_mu</a>, <a class="el" href="libKF_8h-source.html#l00103">Kalman&lt; chmat &gt;::_P</a>, <a class="el" href="libKF_8h-source.html#l00099">Kalman&lt; chmat &gt;::_Ry</a>, <a class="el" href="libKF_8h-source.html#l00097">Kalman&lt; chmat &gt;::_yp</a>, <a class="el" href="libKF_8h-source.html#l00077">Kalman&lt; chmat &gt;::A</a>, <a class="el" href="libKF_8h-source.html#l00079">Kalman&lt; chmat &gt;::B</a>, <a class="el" href="libKF_8h-source.html#l00081">Kalman&lt; chmat &gt;::C</a>, <a class="el" href="libKF_8h-source.html#l00083">Kalman&lt; chmat &gt;::D</a>, <a class="el" href="libKF_8h-source.html#l00075">Kalman&lt; chmat &gt;::dimu</a>, <a class="el" href="libKF_8h-source.html#l00071">Kalman&lt; chmat &gt;::dimx</a>, <a class="el" href="libKF_8h-source.html#l00073">Kalman&lt; chmat &gt;::dimy</a>, <a class="el" href="libBM_8h-source.html#l00280">BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00521">enorm&lt; sq_T &gt;::evalpdflog()</a>, <a class="el" href="libKF_8h-source.html#l00092">Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="libBM_8h-source.html#l00278">BM::ll</a>, <a class="el" href="libKF_8h-source.html#l00137">postA</a>, <a class="el" href="libKF_8h-source.html#l00135">preA</a>, and <a class="el" href="chmat_8cpp-source.html#l00019">chmat::to_mat()</a>.</p> 
     222 
     223</div> 
     224</div><p> 
     225<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="KalmanCh::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " --> 
     226<div class="memitem"> 
     227<div class="memproto"> 
     228      <table class="memname"> 
     229        <tr> 
     230          <td class="memname">virtual double BM::logpred           </td> 
     231          <td>(</td> 
     232          <td class="paramtype">const vec &amp;&nbsp;</td> 
     233          <td class="paramname"> <em>dt</em>          </td> 
     234          <td>&nbsp;)&nbsp;</td> 
     235          <td> const<code> [inline, virtual, inherited]</code></td> 
     236        </tr> 
     237      </table> 
     238</div> 
     239<div class="memdoc"> 
     240 
     241<p> 
     242Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     243<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> 
     244 
     245</div> 
     246</div><p> 
     247<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="KalmanCh::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" --> 
     248<div class="memitem"> 
     249<div class="memproto"> 
     250      <table class="memname"> 
     251        <tr> 
     252          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td> 
     253          <td>(</td> 
     254          <td class="paramtype">bool&nbsp;</td> 
     255          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td> 
     256          <td>&nbsp;)&nbsp;</td> 
     257          <td><code> [inline, virtual, inherited]</code></td> 
     258        </tr> 
     259      </table> 
     260</div> 
     261<div class="memdoc"> 
     262 
     263<p> 
     264Copy 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; }  
     265<p>Reimplemented in <a class="el" href="classARX.html#d2751057811c6fb8f4ff86e1648bcddc">ARX</a>.</p> 
     266 
     267<p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00007">MixEF::MixEF()</a>.</p> 
    214268 
    215269</div> 
    … …  
    218272<li>work/git/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/git/mixpp/bdm/estim/libKF.cpp</ul> 
    219273</div> 
    220 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Sep 4 19:28:10 2008 for mixpp by&nbsp; 
     274<hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:52 2008 for mixpp by&nbsp; 
    221275<a href="http://www.doxygen.org/index.html"> 
    222276<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>