Changeset 172 for doc/latex/classARX.tex

Timestamp:

09/24/08 13:31:03 (16 years ago)

Author:

smidl

Message:

Latex doc

Files:

• doc/latex/classARX.tex (modified) (7 diffs)

doc/latex/classARX.tex

@@ +1 @@
+\hypertarget{classARX}{
 \section{ARX Class Reference}
 \label{classARX}\index{ARX@{ARX}}
+}
 Linear Autoregressive model with Gaussian noise.  
 
@@ -10 +12 @@
 \begin{center}
 \leavevmode
-\includegraphics[width=40pt]{classARX__inherit__graph}
+\includegraphics[width=43pt]{classARX__inherit__graph}
 \end{center}
 \end{figure}
@@ -17 +19 @@
 \begin{center}
 \leavevmode
-\includegraphics[width=90pt]{classARX__coll__graph}
+\includegraphics[width=96pt]{classARX__coll__graph}
 \end{center}
 \end{figure}
@@ -23 +25 @@
 \begin{CompactItemize}
 \item 
-{\bf ARX} ({\bf RV} \&{\bf rv}, mat \&V0, double \&nu0, double frg0=1.0)\label{classARX_5fc6c18e73dcc0f1135eef33f42db8be}
+\hypertarget{classARX_545e269bf7852c81484cf361b54d9917}{
+\hyperlink{classARX_545e269bf7852c81484cf361b54d9917}{ARX} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}, const mat \&V0, const double \&nu0, const double frg0=1.0)}
+\label{classARX_545e269bf7852c81484cf361b54d9917}
 
 \begin{CompactList}\small\item\em Full constructor. \item\end{CompactList}\item 
-void {\bf set\_\-parameters} (mat \&V0, double \&nu0)\label{classARX_3ccef8dc9dbed00ec74dddc949845d39}
+\hypertarget{classARX_a5358883a49b52f50755ad8770c2bbdb}{
+\hyperlink{classARX_a5358883a49b52f50755ad8770c2bbdb}{ARX} (const \hyperlink{classARX}{ARX} \&A0)}
+\label{classARX_a5358883a49b52f50755ad8770c2bbdb}
+
+\begin{CompactList}\small\item\em Copy constructor. \item\end{CompactList}\item 
+\hypertarget{classARX_d2751057811c6fb8f4ff86e1648bcddc}{
+\hyperlink{classBM}{BM} $\ast$ \hyperlink{classARX_d2751057811c6fb8f4ff86e1648bcddc}{\_\-copy\_\-} (bool changerv=false)}
+\label{classARX_d2751057811c6fb8f4ff86e1648bcddc}
+
+\begin{CompactList}\small\item\em Auxiliary function. \item\end{CompactList}\item 
+\hypertarget{classARX_bc8c36399e82b2fc504baed845ed2007}{
+void \hyperlink{classARX_bc8c36399e82b2fc504baed845ed2007}{set\_\-parameters} (const \hyperlink{classldmat}{ldmat} \&V0, const double \&nu0)}
+\label{classARX_bc8c36399e82b2fc504baed845ed2007}
 
 \begin{CompactList}\small\item\em Set sufficient statistics. \item\end{CompactList}\item 
-void {\bf get\_\-parameters} (mat \&V0, double \&nu0)\label{classARX_29f55b43b8b6f5c4a55f6176aa85c494}
+\hypertarget{classARX_26925d66dfc366815c497d67b62ee49c}{
+void \hyperlink{classARX_26925d66dfc366815c497d67b62ee49c}{set\_\-statistics} (const \hyperlink{classBMEF}{BMEF} $\ast$BM0)}
+\label{classARX_26925d66dfc366815c497d67b62ee49c}
+
+\begin{CompactList}\small\item\em get statistics from another model \item\end{CompactList}\item 
+\hypertarget{classARX_29f55b43b8b6f5c4a55f6176aa85c494}{
+void \hyperlink{classARX_29f55b43b8b6f5c4a55f6176aa85c494}{get\_\-parameters} (mat \&V0, double \&nu0)}
+\label{classARX_29f55b43b8b6f5c4a55f6176aa85c494}
 
 \begin{CompactList}\small\item\em Returns sufficient statistics. \item\end{CompactList}\item 
-void {\bf bayes} (const vec \&dt)\label{classARX_ba82c956ca893826811aefe1e4af465d}
+\hypertarget{classARX_14d62abfe355275ea3b8d0c5d40f01a0}{
+void \hyperlink{classARX_14d62abfe355275ea3b8d0c5d40f01a0}{bayes} (const vec \&dt, const double w)}
+\label{classARX_14d62abfe355275ea3b8d0c5d40f01a0}
 
 \begin{CompactList}\small\item\em Here $dt = [y_t psi_t] $. \item\end{CompactList}\item 
-{\bf epdf} \& {\bf \_\-epdf} ()\label{classARX_9d8eff7a9df81786191a4c55b27e5b8a}
+void \hyperlink{classARX_ba82c956ca893826811aefe1e4af465d}{bayes} (const vec \&dt)
+\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
+\hypertarget{classARX_c13df43e0af87697fda6b457d56a6d45}{
+const \hyperlink{classepdf}{epdf} \& \hyperlink{classARX_c13df43e0af87697fda6b457d56a6d45}{\_\-epdf} () const }
+\label{classARX_c13df43e0af87697fda6b457d56a6d45}
 
-\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
-ivec {\bf structure\_\-est} ({\bf egiw} Eg0)
+\begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classepdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
+double \hyperlink{classARX_e7f9e7823aec9bf7ddc3b42d9b3304c4}{logpred} (const vec \&dt) const 
+\item 
+\hypertarget{classARX_365092d4fd1ab769fcf62bf28f364fab}{
+void \hyperlink{classARX_365092d4fd1ab769fcf62bf28f364fab}{flatten} (\hyperlink{classBMEF}{BMEF} $\ast$B)}
+\label{classARX_365092d4fd1ab769fcf62bf28f364fab}
+
+\begin{CompactList}\small\item\em Flatten the posterior. \item\end{CompactList}\item 
+ivec \hyperlink{classARX_130bb7336aac681ce14b027b8f1409fa}{structure\_\-est} (\hyperlink{classegiw}{egiw} Eg0)
 \begin{CompactList}\small\item\em Brute force structure estimation. \item\end{CompactList}\item 
-double {\bf \_\-tll} ()\label{classARX_b8827048ceec8999849e2ed15400cae7}
+\hypertarget{classBM_0186270f75189677f390fe088a9947e9}{
+virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)}
+\label{classBM_0186270f75189677f390fe088a9947e9}
+
+\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
+\hypertarget{classBM_126bd2595c48e311fc2a7ab72876092a}{
+const \hyperlink{classRV}{RV} \& \hyperlink{classBM_126bd2595c48e311fc2a7ab72876092a}{\_\-rv} () const }
+\label{classBM_126bd2595c48e311fc2a7ab72876092a}
 
 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
-void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9}
-
-\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
-const {\bf RV} \& {\bf \_\-rv} () const \label{classBM_126bd2595c48e311fc2a7ab72876092a}
+\hypertarget{classBM_87f4a547d2c29180be88175e5eab9c88}{
+double \hyperlink{classBM_87f4a547d2c29180be88175e5eab9c88}{\_\-ll} () const }
+\label{classBM_87f4a547d2c29180be88175e5eab9c88}
 
 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
-double {\bf \_\-ll} () const \label{classBM_87f4a547d2c29180be88175e5eab9c88}
+\hypertarget{classBM_1ffa9f23669aabecc3760c06c6987522}{
+void \hyperlink{classBM_1ffa9f23669aabecc3760c06c6987522}{set\_\-evalll} (bool evl0)}
+\label{classBM_1ffa9f23669aabecc3760c06c6987522}
 
 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
@@ -55 +99 @@
 \begin{CompactItemize}
 \item 
-{\bf egiw} {\bf est}\label{classARX_691d023662beffa1dda611b416c0e27e}
+\hypertarget{classARX_691d023662beffa1dda611b416c0e27e}{
+\hyperlink{classegiw}{egiw} \hyperlink{classARX_691d023662beffa1dda611b416c0e27e}{est}}
+\label{classARX_691d023662beffa1dda611b416c0e27e}
 
 \begin{CompactList}\small\item\em Posterior estimate of $\theta,r$ in the form of Normal-inverse Wishart density. \item\end{CompactList}\item 
-{\bf ldmat} \& {\bf V}\label{classARX_2291297861dd74ca0175a01f910a0ef7}
+\hypertarget{classARX_2291297861dd74ca0175a01f910a0ef7}{
+\hyperlink{classldmat}{ldmat} \& \hyperlink{classARX_2291297861dd74ca0175a01f910a0ef7}{V}}
+\label{classARX_2291297861dd74ca0175a01f910a0ef7}
 
 \begin{CompactList}\small\item\em cached value of est.V \item\end{CompactList}\item 
-double \& {\bf nu}\label{classARX_a4182c281098b2d86b62518a7493d9be}
+\hypertarget{classARX_a4182c281098b2d86b62518a7493d9be}{
+double \& \hyperlink{classARX_a4182c281098b2d86b62518a7493d9be}{nu}}
+\label{classARX_a4182c281098b2d86b62518a7493d9be}
 
 \begin{CompactList}\small\item\em cached value of est.nu \item\end{CompactList}\item 
-double {\bf frg}\label{classARX_e467144efb0a5acbc10dba4eff8638fe}
+\hypertarget{classBMEF_538d632e59f9afa8daa1de74da12ce71}{
+double \hyperlink{classBMEF_538d632e59f9afa8daa1de74da12ce71}{frg}}
+\label{classBMEF_538d632e59f9afa8daa1de74da12ce71}
 
 \begin{CompactList}\small\item\em forgetting factor \item\end{CompactList}\item 
-double {\bf last\_\-lognc}\label{classARX_6d0cd0f0734aa77cdc5e48f1cf6737ec}
+\hypertarget{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{
+double \hyperlink{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}{last\_\-lognc}}
+\label{classBMEF_308cf5d4133cd471fdf1ecd5dfa09d02}
 
 \begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item 
-double {\bf tll}\label{classARX_64ea7c8ff48bf2548bac3e985e24da19}
-
-\begin{CompactList}\small\item\em total likelihood \item\end{CompactList}\item 
-{\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88}
+\hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{
+\hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}}
+\label{classBM_af00f0612fabe66241dd507188cdbf88}
 
 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
-double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
+\hypertarget{classBM_5623fef6572a08c2b53b8c87b82dc979}{
+double \hyperlink{classBM_5623fef6572a08c2b53b8c87b82dc979}{ll}}
+\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
 
 \begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
-bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
+\hypertarget{classBM_bf6fb59b30141074f8ee1e2f43d03129}{
+bool \hyperlink{classBM_bf6fb59b30141074f8ee1e2f43d03129}{evalll}}
+\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
 
-\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\end{CompactItemize}
+\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save computational time. \item\end{CompactList}\end{CompactItemize}
 
 
@@ -92 +149 @@
 
 \subsection{Member Function Documentation}
+\hypertarget{classARX_ba82c956ca893826811aefe1e4af465d}{
+\index{ARX@{ARX}!bayes@{bayes}}
+\index{bayes@{bayes}!ARX@{ARX}}
+\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void ARX::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual\mbox{]}}}}
+\label{classARX_ba82c956ca893826811aefe1e4af465d}
+
+
+Incremental Bayes rule. 
+
+\begin{Desc}
+\item[Parameters:]
+\begin{description}
+\item[{\em dt}]vector of input data \end{description}
+\end{Desc}
+
+
+Reimplemented from \hyperlink{classBMEF_52b7719312d545215cca1ff87722a35a}{BMEF}.
+
+References bayes().\hypertarget{classARX_e7f9e7823aec9bf7ddc3b42d9b3304c4}{
+\index{ARX@{ARX}!logpred@{logpred}}
+\index{logpred@{logpred}!ARX@{ARX}}
+\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}double ARX::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}}
+\label{classARX_e7f9e7823aec9bf7ddc3b42d9b3304c4}
+
+
+Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. 
+
+Reimplemented from \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{BM}.
+
+References egiw::\_\-nu(), egiw::\_\-V(), est, BM::evalll, BMEF::frg, BMEF::last\_\-lognc, egiw::lognc(), nu, ldmat::opupdt(), egiw::pow(), and V.\hypertarget{classARX_130bb7336aac681ce14b027b8f1409fa}{
 \index{ARX@{ARX}!structure\_\-est@{structure\_\-est}}
 \index{structure\_\-est@{structure\_\-est}!ARX@{ARX}}
-\subsubsection[structure\_\-est]{\setlength{\rightskip}{0pt plus 5cm}ivec ARX::structure\_\-est ({\bf egiw} {\em Eg0})}\label{classARX_130bb7336aac681ce14b027b8f1409fa}
+\subsubsection[structure\_\-est]{\setlength{\rightskip}{0pt plus 5cm}ivec ARX::structure\_\-est ({\bf egiw} {\em Eg0})}}
+\label{classARX_130bb7336aac681ce14b027b8f1409fa}
 
 
@@ -107 +195 @@
 The documentation for this class was generated from the following files:\begin{CompactItemize}
 \item 
-work/git/mixpp/bdm/estim/{\bf arx.h}\item 
+work/git/mixpp/bdm/estim/\hyperlink{arx_8h}{arx.h}\item 
 work/git/mixpp/bdm/estim/arx.cpp\end{CompactItemize}