#include <libEF.h>


Public Member Functions | |
| multiBM (const RV &rv, const vec beta0) | |
| Default constructor. | |
| multiBM (const multiBM &B) | |
| Copy constructor. | |
| void | set_statistics (const BM *mB0) |
| void | bayes (const vec &dt) |
| Incremental Bayes rule. | |
| double | logpred (const vec &dt) const |
| void | flatten (BMEF *B) |
| Flatten the posterior. | |
| const epdf & | _epdf () const |
| Returns a pointer to the epdf representing posterior density on parameters. Use with care! | |
| virtual void | set_statistics (const BMEF *BM0) |
| get statistics from another model | |
| virtual void | bayes (const vec &data, const double w) |
| Weighted update of sufficient statistics (Bayes rule). | |
| virtual void | bayesB (const mat &Dt) |
| Batch Bayes rule (columns of Dt are observations). | |
| const RV & | _rv () const |
| access function | |
| double | _ll () const |
| access function | |
| void | set_evalll (bool evl0) |
| access function | |
| virtual BM * | _copy_ (bool changerv=false) |
Protected Attributes | |
| eDirich | est |
| Conjugate prior and posterior. | |
| vec & | beta |
| double | frg |
| forgetting factor | |
| double | last_lognc |
cached value of lognc() in the previous step (used in evaluation of ll ) | |
| RV | rv |
| Random variable of the posterior. | |
| double | ll |
| Logarithm of marginalized data likelihood. | |
| bool | evalll |
If true, the filter will compute likelihood of the data record and store it in ll . Set to false if you want to save computational time. | |
| void multiBM::bayes | ( | const vec & | dt | ) | [inline, virtual] |
Incremental Bayes rule.
| dt | vector of input data |
Reimplemented from BMEF.
References est, BM::evalll, BMEF::frg, BMEF::last_lognc, BM::ll, and eDirich::lognc().
Referenced by MixEF::bayes().
| double multiBM::logpred | ( | const vec & | dt | ) | const [inline, virtual] |
Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
Reimplemented from BM.
References eDirich::_beta(), est, BM::evalll, BMEF::frg, BMEF::last_lognc, and eDirich::lognc().
Referenced by MixEF::bayes().
| virtual BM* BM::_copy_ | ( | bool | changerv = false |
) | [inline, virtual, inherited] |
Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually! Prototype: BM* _copy_(){BM Tmp*=new Tmp(this*); return Tmp; }
Reimplemented in ARX.
Referenced by MixEF::MixEF().
1.5.6