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  <compounddef id="classARX" kind="class" prot="public">
    <compoundname>ARX</compoundname>
    <basecompoundref refid="classBM" prot="public" virt="non-virtual">BM</basecompoundref>
    <includes refid="arx_8h" local="no">arx.h</includes>
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        <type><ref refid="classegiw" kindref="compound">egiw</ref></type>
        <definition>egiw ARX::est</definition>
        <argsstring></argsstring>
        <name>est</name>
        <briefdescription>
<para>Posterior estimate of <formula id="57">$\theta,r$</formula> in the form of Normal-inverse Wishart density. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="39" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="39" bodyend="-1"/>
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      </memberdef>
      <memberdef kind="variable" id="classARX_12291297861dd74ca0175a01f910a0ef7" prot="protected" static="no" mutable="no">
        <type><ref refid="classldmat" kindref="compound">ldmat</ref> &amp;</type>
        <definition>ldmat&amp; ARX::V</definition>
        <argsstring></argsstring>
        <name>V</name>
        <briefdescription>
<para>cached value of est.V </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      </memberdef>
      <memberdef kind="variable" id="classARX_1a4182c281098b2d86b62518a7493d9be" prot="protected" static="no" mutable="no">
        <type>double &amp;</type>
        <definition>double&amp; ARX::nu</definition>
        <argsstring></argsstring>
        <name>nu</name>
        <briefdescription>
<para>cached value of est.nu </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      <memberdef kind="variable" id="classARX_1e467144efb0a5acbc10dba4eff8638fe" prot="protected" static="no" mutable="no">
        <type>double</type>
        <definition>double ARX::frg</definition>
        <argsstring></argsstring>
        <name>frg</name>
        <briefdescription>
<para>forgetting factor </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="45" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="45" bodyend="-1"/>
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      <memberdef kind="variable" id="classARX_16d0cd0f0734aa77cdc5e48f1cf6737ec" prot="protected" static="no" mutable="no">
        <type>double</type>
        <definition>double ARX::last_lognc</definition>
        <argsstring></argsstring>
        <name>last_lognc</name>
        <briefdescription>
<para>cached value of lognc() in the previous step (used in evaluation of <computeroutput>ll</computeroutput> ) </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="47" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="47" bodyend="-1"/>
        <referencedby refid="classARX_15fc6c18e73dcc0f1135eef33f42db8be" compoundref="arx_8h" startline="52" endline="52">ARX</referencedby>
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      <memberdef kind="variable" id="classARX_164ea7c8ff48bf2548bac3e985e24da19" prot="protected" static="no" mutable="no">
        <type>double</type>
        <definition>double ARX::tll</definition>
        <argsstring></argsstring>
        <name>tll</name>
        <briefdescription>
<para>total likelihood </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="49" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="49" bodyend="-1"/>
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      </memberdef>
      <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no">
        <type><ref refid="classRV" kindref="compound">RV</ref></type>
        <definition>RV BM::rv</definition>
        <argsstring></argsstring>
        <name>rv</name>
        <briefdescription>
<para>Random variable of the posterior. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="264" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="264" bodyend="-1"/>
        <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby>
        <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF&lt; BM_T &gt;::MPF</referencedby>
        <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby>
        <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">structure_est</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no">
        <type>double</type>
        <definition>double BM::ll</definition>
        <argsstring></argsstring>
        <name>ll</name>
        <briefdescription>
<para>Logarithm of marginalized data likelihood. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="266" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="266" bodyend="-1"/>
        <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby>
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        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
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      <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no">
        <type>bool</type>
        <definition>bool BM::evalll</definition>
        <argsstring></argsstring>
        <name>evalll</name>
        <briefdescription>
<para>If true, the filter will compute likelihood of the data record and store it in <computeroutput>ll</computeroutput> . Set to false if you want to save time. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="268" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="268" bodyend="-1"/>
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        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
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        <type></type>
        <definition>ARX::ARX</definition>
        <argsstring>(RV &amp;rv, mat &amp;V0, double &amp;nu0, double frg0=1.0)</argsstring>
        <name>ARX</name>
        <param>
          <type><ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
          <declname>rv</declname>
        </param>
        <param>
          <type>mat &amp;</type>
          <declname>V0</declname>
        </param>
        <param>
          <type>double &amp;</type>
          <declname>nu0</declname>
        </param>
        <param>
          <type>double</type>
          <declname>frg0</declname>
          <defval>1.0</defval>
        </param>
        <briefdescription>
<para>Full constructor. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
        <references refid="classARX_16d0cd0f0734aa77cdc5e48f1cf6737ec" compoundref="arx_8h" startline="47">last_lognc</references>
        <references refid="classegiw_170eb1a0b88459b227f919b425b0d3359" compoundref="libEF_8cpp" startline="31" endline="38">egiw::lognc</references>
        <references refid="classARX_164ea7c8ff48bf2548bac3e985e24da19" compoundref="arx_8h" startline="49">tll</references>
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        <type>void</type>
        <definition>void ARX::set_parameters</definition>
        <argsstring>(mat &amp;V0, double &amp;nu0)</argsstring>
        <name>set_parameters</name>
        <param>
          <type>mat &amp;</type>
          <declname>V0</declname>
        </param>
        <param>
          <type>double &amp;</type>
          <declname>nu0</declname>
        </param>
        <briefdescription>
<para>Set sufficient statistics. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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        <references refid="classegiw_1533e792e1175bfa06d5d595dc5d080d5" compoundref="libEF_8h" startline="136" endline="136">egiw::_V</references>
        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
        <references refid="classARX_16d0cd0f0734aa77cdc5e48f1cf6737ec" compoundref="arx_8h" startline="47">last_lognc</references>
        <references refid="classegiw_170eb1a0b88459b227f919b425b0d3359" compoundref="libEF_8cpp" startline="31" endline="38">egiw::lognc</references>
        <references refid="classARX_164ea7c8ff48bf2548bac3e985e24da19" compoundref="arx_8h" startline="49">tll</references>
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        <type>void</type>
        <definition>void ARX::get_parameters</definition>
        <argsstring>(mat &amp;V0, double &amp;nu0)</argsstring>
        <name>get_parameters</name>
        <param>
          <type>mat &amp;</type>
          <declname>V0</declname>
        </param>
        <param>
          <type>double &amp;</type>
          <declname>nu0</declname>
        </param>
        <briefdescription>
<para>Returns sufficient statistics. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="56" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="56" bodyend="56"/>
        <references refid="classegiw_108029c481ff95d24f093df0573879afe" compoundref="libEF_8h" startline="138" endline="138">egiw::_nu</references>
        <references refid="classegiw_1533e792e1175bfa06d5d595dc5d080d5" compoundref="libEF_8h" startline="136" endline="136">egiw::_V</references>
        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
        <references refid="classldmat_15b0515da8dc2293d9e4360b74cc26c9e" compoundref="libDC_8cpp" startline="80" endline="101">ldmat::to_mat</references>
      </memberdef>
      <memberdef kind="function" id="classARX_1ba82c956ca893826811aefe1e4af465d" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual">
        <type>void</type>
        <definition>void ARX::bayes</definition>
        <argsstring>(const vec &amp;dt)</argsstring>
        <name>bayes</name>
        <reimplements refid="classBM_1a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</reimplements>
        <param>
          <type>const vec &amp;</type>
          <declname>dt</declname>
        </param>
        <briefdescription>
<para>Here <formula id="58">$dt = [y_t psi_t] $</formula>. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="58" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.cpp" bodystart="5" bodyend="24"/>
        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
        <references refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" compoundref="libBM_8h" startline="268">BM::evalll</references>
        <references refid="classARX_1e467144efb0a5acbc10dba4eff8638fe" compoundref="arx_8h" startline="45">frg</references>
        <references refid="classARX_16d0cd0f0734aa77cdc5e48f1cf6737ec" compoundref="arx_8h" startline="47">last_lognc</references>
        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
        <references refid="classegiw_170eb1a0b88459b227f919b425b0d3359" compoundref="libEF_8cpp" startline="31" endline="38">egiw::lognc</references>
        <references refid="classARX_1a4182c281098b2d86b62518a7493d9be" compoundref="arx_8h" startline="43">nu</references>
        <references refid="classldmat_10f0f6e083e6d947cf58097ffce3ccd1a" compoundref="libDC_8cpp" startline="58" endline="72">ldmat::opupdt</references>
        <references refid="classARX_164ea7c8ff48bf2548bac3e985e24da19" compoundref="arx_8h" startline="49">tll</references>
        <references refid="classARX_12291297861dd74ca0175a01f910a0ef7" compoundref="arx_8h" startline="41">V</references>
      </memberdef>
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        <type><ref refid="classepdf" kindref="compound">epdf</ref> &amp;</type>
        <definition>epdf&amp; ARX::_epdf</definition>
        <argsstring>()</argsstring>
        <name>_epdf</name>
        <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements>
        <briefdescription>
<para>Returns a pointer to the <ref refid="classepdf" kindref="compound">epdf</ref> representing posterior density on parameters. Use with care! </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/arx.h" line="59" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/arx.h" bodystart="59" bodyend="59"/>
        <references refid="classARX_1691d023662beffa1dda611b416c0e27e" compoundref="arx_8h" startline="39">est</references>
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      <memberdef kind="function" id="classARX_1130bb7336aac681ce14b027b8f1409fa" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>ivec</type>
        <definition>ivec ARX::structure_est</definition>
        <argsstring>(egiw Eg0)</argsstring>
        <name>structure_est</name>
        <param>
          <type><ref refid="classegiw" kindref="compound">egiw</ref></type>
          <declname>Eg0</declname>
        </param>
        <briefdescription>
<para>Brute force structure estimation. </para>        </briefdescription>
        <detaileddescription>
<para><simplesect kind="return"><para>indeces of accepted regressors. </para></simplesect>
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<para>access function </para>        </briefdescription>
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<para>Batch Bayes rule (columns of Dt are observations). </para>        </briefdescription>
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<para>Linear Autoregressive model with Gaussian noise. </para>    </briefdescription>
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<para>Regression of the following kind: <formula id="61">\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]</formula> where unknown parameters <computeroutput>rv</computeroutput> are <formula id="51">$[\theta r]$</formula>, regression vector <formula id="52">$\psi=\psi(y_{1:t},u_{1:t})$</formula> is a known function of past outputs and exogeneous variables <formula id="53">$u_t$</formula>. Distrubances <formula id="54">$e_t$</formula> are supposed to be normally distributed: <formula id="62">\[ e_t \sim \mathcal{N}(0,1). \]</formula></para><para>Extension for time-variant parameters <formula id="55">$\theta_t,r_t$</formula> may be achived using exponential forgetting (Kulhavy and Zarrop, 1993). In such a case, the forgetting factor <computeroutput>frg</computeroutput> <formula id="56">$\in &lt;0,1&gt;$</formula> should be given in the constructor. Time-invariant parameters are estimated for <computeroutput>frg</computeroutput> = 1. </para>    </detaileddescription>
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