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dokumentace

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    r181 r210  
    4646<a name="l00064"></a>00064         <span class="keywordtype">void</span> <a class="code" href="classARX.html#14d62abfe355275ea3b8d0c5d40f01a0" title="Here .">bayes</a> ( <span class="keyword">const</span> vec &amp;dt, <span class="keyword">const</span> <span class="keywordtype">double</span> w ); 
    4747<a name="l00065"></a><a class="code" href="classARX.html#ba82c956ca893826811aefe1e4af465d">00065</a>         <span class="keywordtype">void</span> <a class="code" href="classARX.html#14d62abfe355275ea3b8d0c5d40f01a0" title="Here .">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) {<a class="code" href="classARX.html#14d62abfe355275ea3b8d0c5d40f01a0" title="Here .">bayes</a> ( dt,1.0 );}; 
    48 <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>;} 
     48<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 reference to the epdf representing posterior density on parameters.">_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>; 
    5050<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 ) { 
    … …  
    5454<a name="l00072"></a>00072                 <span class="keywordflow">if</span>(<a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>){<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>();} 
    5555<a name="l00073"></a>00073         } 
    56 <a name="l00074"></a>00074  
    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 }; 
    60 <a name="l00079"></a>00079  
    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> 
     56<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#f91dfaec69c6e10c57d86f0859f34ba5" title="Conditional version of the predictor.">predictor</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keyword">const</span> vec &amp;rgr) <span class="keyword">const</span>;  
     57<a name="l00076"></a><a class="code" href="classARX.html#4594754b45de9bde272f62b5a5194c2d">00076</a>         <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#f91dfaec69c6e10c57d86f0859f34ba5" title="Conditional version of the predictor.">predictor</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0)<span class="keyword"> const </span>{it_assert_debug(rv0.<a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return number of scalars in the RV.">count</a>()==<a class="code" href="classARX.html#2291297861dd74ca0175a01f910a0ef7" title="cached value of est.V">V</a>.<a class="code" href="classldmat.html#96dfb21865db4f5bd36fa70f9b0b1163" title="access function">rows</a>()-1,<span class="stringliteral">"Regressor is not only 1"</span>);<span class="keywordflow">return</span> <a class="code" href="classARX.html#f91dfaec69c6e10c57d86f0859f34ba5" title="Conditional version of the predictor.">predictor</a>(rv0,vec_1(1.0));} 
     58<a name="l00077"></a>00077         <a class="code" href="classmlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;ldmat&gt;</a>* <a class="code" href="classARX.html#f91dfaec69c6e10c57d86f0859f34ba5" title="Conditional version of the predictor.">predictor</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0) <span class="keyword">const</span>; 
     59<a name="l00078"></a>00078         <a class="code" href="classmlstudent.html">mlstudent</a>* predictor_student(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0) <span class="keyword">const</span>; 
     60<a name="l00080"></a>00080         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 ); 
     61<a name="l00081"></a><a class="code" href="classARX.html#17fa4c274741425cc385748fb97c4735">00081</a>         <span class="keyword">const</span> <a class="code" href="classegiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classARX.html#17fa4c274741425cc385748fb97c4735" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_e</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> &amp;<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a> ;}; 
     62<a name="l00082"></a>00082 }; 
    6463<a name="l00083"></a>00083  
     64<a name="l00084"></a>00084  
     65<a name="l00085"></a>00085 <span class="preprocessor">#endif // AR_H</span> 
     66<a name="l00086"></a>00086 <span class="preprocessor"></span> 
     67<a name="l00087"></a>00087  
    6568</pre></div></div> 
    66 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 15 15:57:08 2008 for mixpp by&nbsp; 
     69<hr size="1"><address style="text-align: right;"><small>Generated on Wed Nov 12 20:46:05 2008 for mixpp by&nbsp; 
    6770<a href="http://www.doxygen.org/index.html"> 
    6871<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>