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    r180 r181  
    2828<a name="l00037"></a>00037 <span class="keyword">protected</span>: 
    2929<a name="l00039"></a><a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e">00039</a>         <a class="code" href="classegiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> <a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>; 
    30 <a name="l00041"></a><a class="code" href="classARX.html#2291297861dd74ca0175a01f910a0ef7">00041</a>         <a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> &amp;<a class="code" href="classARX.html#2291297861dd74ca0175a01f910a0ef7" title="cached value of est.V">V</a>; 
     30<a name="l00041"></a><a class="code" href="classARX.html#2291297861dd74ca0175a01f910a0ef7">00041</a>         <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;<a class="code" href="classARX.html#2291297861dd74ca0175a01f910a0ef7" title="cached value of est.V">V</a>; 
    3131<a name="l00043"></a><a class="code" href="classARX.html#a4182c281098b2d86b62518a7493d9be">00043</a>         <span class="keywordtype">double</span> &amp;<a class="code" href="classARX.html#a4182c281098b2d86b62518a7493d9be" title="cached value of est.nu">nu</a>; 
    3232<a name="l00044"></a>00044 <span class="keyword">public</span>: 
    … …  
    4040<a name="l00055"></a>00055 <span class="comment">//      //! Set parameters given by moments, \c mu (mean of theta), \c R (mean of R) and \c C (variance of theta)</span> 
    4141<a name="l00056"></a>00056 <span class="comment">//      void set_parameters ( const vec &amp;mu, const mat &amp;R, const mat &amp;C, double dfm){};</span> 
    42 <a name="l00058"></a><a class="code" href="classARX.html#bc8c36399e82b2fc504baed845ed2007">00058</a> <span class="comment"></span>        <span class="keywordtype">void</span> <a class="code" href="classARX.html#bc8c36399e82b2fc504baed845ed2007" title="Set sufficient statistics.">set_parameters</a> ( <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD).">ldmat</a> &amp;V0, <span class="keyword">const</span> <span class="keywordtype">double</span> &amp;nu0 ) 
     42<a name="l00058"></a><a class="code" href="classARX.html#bc8c36399e82b2fc504baed845ed2007">00058</a> <span class="comment"></span>        <span class="keywordtype">void</span> <a class="code" href="classARX.html#bc8c36399e82b2fc504baed845ed2007" title="Set sufficient statistics.">set_parameters</a> ( <span class="keyword">const</span> <a class="code" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD).">ldmat</a> &amp;V0, <span class="keyword">const</span> <span class="keywordtype">double</span> &amp;nu0 ) 
    4343<a name="l00059"></a>00059         {<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#533e792e1175bfa06d5d595dc5d080d5" title="returns a pointer to the internal statistics. Use with Care!">_V</a>() =V0;<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#08029c481ff95d24f093df0573879afe" title="returns a pointer to the internal statistics. Use with Care!">_nu</a>() =nu0;<a class="code" href="classBMEF.html#308cf5d4133cd471fdf1ecd5dfa09d02" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>=<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#70eb1a0b88459b227f919b425b0d3359" title="logarithm of the normalizing constant, ">lognc</a>();} 
    4444<a name="l00060"></a>00060         <span class="keywordtype">void</span> <a class="code" href="classARX.html#26925d66dfc366815c497d67b62ee49c" title="get statistics from another model">set_statistics</a> ( <span class="keyword">const</span> <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a>* BM0 ); 
    … …  
    4848<a name="l00066"></a><a class="code" href="classARX.html#c13df43e0af87697fda6b457d56a6d45">00066</a>         <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classARX.html#c13df43e0af87697fda6b457d56a6d45" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>;} 
    4949<a name="l00067"></a>00067         <span class="keywordtype">double</span> <a class="code" href="classARX.html#e7f9e7823aec9bf7ddc3b42d9b3304c4">logpred</a> ( <span class="keyword">const</span> vec &amp;dt ) <span class="keyword">const</span>; 
    50 <a name="l00068"></a><a class="code" href="classARX.html#365092d4fd1ab769fcf62bf28f364fab">00068</a>         <span class="keywordtype">void</span> <a class="code" href="classARX.html#365092d4fd1ab769fcf62bf28f364fab" title="Flatten the posterior.">flatten</a> (<a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a>* B ) { 
    51 <a name="l00069"></a>00069                 <a class="code" href="classARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>* A=<span class="keyword">dynamic_cast&lt;</span><a class="code" href="classARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>*<span class="keyword">&gt;</span>(B); 
     50<a name="l00068"></a><a class="code" href="classARX.html#d75fadb7f828bf134df30919b8baf6b2">00068</a>         <span class="keywordtype">void</span> <a class="code" href="classARX.html#d75fadb7f828bf134df30919b8baf6b2" title="Flatten the posterior according to the given BMEF (of the same type!).">flatten</a> (<span class="keyword">const</span> <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a>* B ) { 
     51<a name="l00069"></a>00069                 <span class="keyword">const</span> <a class="code" href="classARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>* A=<span class="keyword">dynamic_cast&lt;</span><span class="keyword">const </span><a class="code" href="classARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>*<span class="keyword">&gt;</span>(B); 
    5252<a name="l00070"></a>00070                 <span class="comment">// nu should be equal to B.nu</span> 
    5353<a name="l00071"></a>00071                 <a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classegiw.html#036306322a90a9977834baac07460816" title="Power of the density, used e.g. to flatten the density.">pow</a> ( A-&gt;<a class="code" href="classARX.html#a4182c281098b2d86b62518a7493d9be" title="cached value of est.nu">nu</a>/<a class="code" href="classARX.html#a4182c281098b2d86b62518a7493d9be" title="cached value of est.nu">nu</a>); 
    … …  
    5555<a name="l00073"></a>00073         } 
    5656<a name="l00074"></a>00074  
    57 <a name="l00076"></a>00076         ivec <a class="code" href="classARX.html#130bb7336aac681ce14b027b8f1409fa" title="Brute force structure estimation.">structure_est</a> ( <a class="code" href="classegiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> Eg0 ); 
    58 <a name="l00077"></a>00077 }; 
    59 <a name="l00078"></a>00078  
     57<a name="l00075"></a>00075         <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;ldmat&gt;</a>* <a class="code" href="classARX.html#377f069934f03e08502199bf6bad5e83" title="Constructs a predictive density (marginal density on data).">predictor</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>);  
     58<a name="l00077"></a>00077         ivec <a class="code" href="classARX.html#130bb7336aac681ce14b027b8f1409fa" title="Brute force structure estimation.">structure_est</a> ( <a class="code" href="classegiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> Eg0 ); 
     59<a name="l00078"></a>00078 }; 
    6060<a name="l00079"></a>00079  
    61 <a name="l00080"></a>00080 <span class="preprocessor">#endif // AR_H</span> 
    62 <a name="l00081"></a>00081 <span class="preprocessor"></span> 
    63 <a name="l00082"></a>00082  
     61<a name="l00080"></a>00080  
     62<a name="l00081"></a>00081 <span class="preprocessor">#endif // AR_H</span> 
     63<a name="l00082"></a>00082 <span class="preprocessor"></span> 
     64<a name="l00083"></a>00083  
    6465</pre></div></div> 
    65 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Oct 9 21:26:31 2008 for mixpp by&nbsp; 
     66<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 15 15:57:08 2008 for mixpp by&nbsp; 
    6667<a href="http://www.doxygen.org/index.html"> 
    6768<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>