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    r234 r255  
    2424<a name="l00018"></a>00018 <span class="preprocessor">#include "../stat/libEF.h"</span> 
    2525<a name="l00019"></a>00019  
    26 <a name="l00020"></a>00020 <span class="keyword">using namespace </span>itpp; 
     26<a name="l00020"></a>00020 <span class="keyword">namespace </span>bdm{ 
    2727<a name="l00021"></a>00021  
    28 <a name="l00036"></a><a class="code" href="classARX.html">00036</a> <span class="keyword">class </span><a class="code" href="classARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>: <span class="keyword">public</span> <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a> { 
     28<a name="l00036"></a><a class="code" href="classbdm_1_1ARX.html">00036</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> { 
    2929<a name="l00037"></a>00037 <span class="keyword">protected</span>: 
    30 <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>; 
    31 <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>; 
    32 <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>; 
     30<a name="l00039"></a><a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026">00039</a>         <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> <a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>; 
     31<a name="l00041"></a><a class="code" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd">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="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd" title="cached value of est.V">V</a>; 
     32<a name="l00043"></a><a class="code" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f">00043</a>         <span class="keywordtype">double</span> &amp;<a class="code" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f" title="cached value of est.nu">nu</a>; 
    3333<a name="l00044"></a>00044 <span class="keyword">public</span>: 
    34 <a name="l00046"></a><a class="code" href="classARX.html#545e269bf7852c81484cf361b54d9917">00046</a>         <a class="code" href="classARX.html#545e269bf7852c81484cf361b54d9917" title="Full constructor.">ARX</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>, <span class="keyword">const</span> mat &amp;V0, <span class="keyword">const</span> <span class="keywordtype">double</span> &amp;nu0, <span class="keyword">const</span> <span class="keywordtype">double</span> frg0=1.0 ) : <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a> ( rv,frg0 ),<a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a> ( rv,V0,nu0 ), <a class="code" href="classARX.html#2291297861dd74ca0175a01f910a0ef7" title="cached value of est.V">V</a> ( <a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>._V() ), <a class="code" href="classARX.html#a4182c281098b2d86b62518a7493d9be" title="cached value of est.nu">nu</a> ( <a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>._nu() ) 
    35 <a name="l00047"></a>00047         {<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>();}; 
     34<a name="l00046"></a><a class="code" href="classbdm_1_1ARX.html#44914d0b259204b3446db82b989bd626">00046</a>         <a class="code" href="classbdm_1_1ARX.html#44914d0b259204b3446db82b989bd626" title="Full constructor.">ARX</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;<a class="code" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca" title="Random variable of the posterior.">rv</a>, <span class="keyword">const</span> mat &amp;V0, <span class="keyword">const</span> <span class="keywordtype">double</span> &amp;nu0, <span class="keyword">const</span> <span class="keywordtype">double</span> frg0=1.0 ) : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( rv,frg0 ),<a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a> ( rv,V0,nu0 ), <a class="code" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd" title="cached value of est.V">V</a> ( <a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>._V() ), <a class="code" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f" title="cached value of est.nu">nu</a> ( <a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>._nu() ) 
     35<a name="l00047"></a>00047         {<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>=<a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classbdm_1_1egiw.html#41d72ba7b2abc8a9a4209ffa98ed5633" title="logarithm of the normalizing constant, ">lognc</a>();}; 
    3636<a name="l00048"></a>00048  
    37 <a name="l00050"></a><a class="code" href="classARX.html#a5358883a49b52f50755ad8770c2bbdb">00050</a>         <a class="code" href="classARX.html#545e269bf7852c81484cf361b54d9917" title="Full constructor.">ARX</a> ( <span class="keyword">const</span> <a class="code" href="classARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> &amp;A0 ) : <a class="code" href="classBMEF.html" title="Estimator for Exponential family.">BMEF</a> ( A0),<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="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>,A0.<a class="code" href="classARX.html#2291297861dd74ca0175a01f910a0ef7" title="cached value of est.V">V</a>,A0.<a class="code" href="classARX.html#a4182c281098b2d86b62518a7493d9be" title="cached value of est.nu">nu</a> ), <a class="code" href="classARX.html#2291297861dd74ca0175a01f910a0ef7" title="cached value of est.V">V</a> ( <a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>._V() ), <a class="code" href="classARX.html#a4182c281098b2d86b62518a7493d9be" title="cached value of est.nu">nu</a> ( <a class="code" href="classARX.html#691d023662beffa1dda611b416c0e27e" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>._nu() ) {}; 
     37<a name="l00050"></a><a class="code" href="classbdm_1_1ARX.html#73a55a3d66bfbeeee4df6c2ae40920ed">00050</a>         <a class="code" href="classbdm_1_1ARX.html#44914d0b259204b3446db82b989bd626" title="Full constructor.">ARX</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> &amp;A0 ) : <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> ( A0),<a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a> ( <a class="code" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca" title="Random variable of the posterior.">rv</a>,A0.<a class="code" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd" title="cached value of est.V">V</a>,A0.<a class="code" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f" title="cached value of est.nu">nu</a> ), <a class="code" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd" title="cached value of est.V">V</a> ( <a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>._V() ), <a class="code" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f" title="cached value of est.nu">nu</a> ( <a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>._nu() ) {}; 
    3838<a name="l00051"></a>00051  
    39 <a name="l00053"></a>00053         <a class="code" href="classARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>* <a class="code" href="classARX.html#5de61fbd4f97fa3216760b1f733f5af0" title="Auxiliary function.">_copy_</a>(<span class="keywordtype">bool</span> changerv=<span class="keyword">false</span>); 
     39<a name="l00053"></a>00053         <a class="code" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>* <a class="code" href="classbdm_1_1ARX.html#20ff2de8d862f28de7da83444d65bcdb" title="Auxiliary function.">_copy_</a>(<span class="keywordtype">bool</span> changerv=<span class="keyword">false</span>); 
    4040<a name="l00054"></a>00054          
    4141<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> 
    4242<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> 
    43 <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 ) 
    44 <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>();} 
    45 <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 ); 
    46 <a name="l00062"></a><a class="code" href="classARX.html#29f55b43b8b6f5c4a55f6176aa85c494">00062</a>         <span class="keywordtype">void</span> <a class="code" href="classARX.html#29f55b43b8b6f5c4a55f6176aa85c494" title="Returns sufficient statistics.">get_parameters</a> ( mat &amp;V0, <span class="keywordtype">double</span> &amp;nu0 ) {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#533e792e1175bfa06d5d595dc5d080d5" title="returns a pointer to the internal statistics. Use with Care!">_V</a>().<a class="code" href="classldmat.html#2c1ebc071de4bafbba55b80afd8a7e8e" title="Conversion to full matrix.">to_mat</a>(); nu0=<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>();} 
    47 <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 ); 
    48 <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 );}; 
    49 <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>;} 
    50 <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>; 
    51 <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 ) { 
    52 <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); 
     43<a name="l00058"></a><a class="code" href="classbdm_1_1ARX.html#cab0a1de5355b1027d24fd3d4862c9b0">00058</a> <span class="comment"></span>        <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARX.html#cab0a1de5355b1027d24fd3d4862c9b0" 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 ) 
     44<a name="l00059"></a>00059         {<a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classbdm_1_1egiw.html#15792f3112e5cf67d572f491b09324c8" title="returns a pointer to the internal statistics. Use with Care!">_V</a>() =V0;<a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classbdm_1_1egiw.html#a025ee710274ca142dd0ae978735ad4a" title="returns a pointer to the internal statistics. Use with Care!">_nu</a>() =nu0;<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>=<a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classbdm_1_1egiw.html#41d72ba7b2abc8a9a4209ffa98ed5633" title="logarithm of the normalizing constant, ">lognc</a>();} 
     45<a name="l00060"></a>00060         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARX.html#539f9d0127423c94b912708d390e67b8" title="get statistics from another model">set_statistics</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* BM0 ); 
     46<a name="l00062"></a><a class="code" href="classbdm_1_1ARX.html#1974409e022ea1efb3404b5c2fde66ad">00062</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARX.html#1974409e022ea1efb3404b5c2fde66ad" title="Returns sufficient statistics.">get_parameters</a> ( mat &amp;V0, <span class="keywordtype">double</span> &amp;nu0 ) {V0=<a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classbdm_1_1egiw.html#15792f3112e5cf67d572f491b09324c8" title="returns a pointer to the internal statistics. Use with Care!">_V</a>().<a class="code" href="classldmat.html#2c1ebc071de4bafbba55b80afd8a7e8e" title="Conversion to full matrix.">to_mat</a>(); nu0=<a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classbdm_1_1egiw.html#a025ee710274ca142dd0ae978735ad4a" title="returns a pointer to the internal statistics. Use with Care!">_nu</a>();} 
     47<a name="l00064"></a>00064         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169" title="Here .">bayes</a> ( <span class="keyword">const</span> vec &amp;dt, <span class="keyword">const</span> <span class="keywordtype">double</span> w ); 
     48<a name="l00065"></a><a class="code" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">00065</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169" title="Here .">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) {<a class="code" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169" title="Here .">bayes</a> ( dt,1.0 );}; 
     49<a name="l00066"></a><a class="code" href="classbdm_1_1ARX.html#16797df43f85f1ddbe9d64fd6d82c25d">00066</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classbdm_1_1ARX.html#16797df43f85f1ddbe9d64fd6d82c25d" 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="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>;} 
     50<a name="l00067"></a>00067         <span class="keywordtype">double</span> <a class="code" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">logpred</a> ( <span class="keyword">const</span> vec &amp;dt ) <span class="keyword">const</span>; 
     51<a name="l00068"></a><a class="code" href="classbdm_1_1ARX.html#e86ab499b116b837d3163ec852961eca">00068</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ARX.html#e86ab499b116b837d3163ec852961eca" title="Flatten the posterior according to the given BMEF (of the same type!).">flatten</a> (<span class="keyword">const</span> <a class="code" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a>* B ) { 
     52<a name="l00069"></a>00069                 <span class="keyword">const</span> <a class="code" href="classbdm_1_1ARX.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="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a>*<span class="keyword">&gt;</span>(B); 
    5353<a name="l00070"></a>00070                 <span class="comment">// nu should be equal to B.nu</span> 
    54 <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>); 
    55 <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>();} 
     54<a name="l00071"></a>00071                 <a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classbdm_1_1egiw.html#8e610e95401a11baf34f65e16ecd87be" title="Power of the density, used e.g. to flatten the density.">pow</a> ( A-&gt;<a class="code" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f" title="cached value of est.nu">nu</a>/<a class="code" href="classbdm_1_1ARX.html#740b0582f180ba13cae91d66e9bdb67f" title="cached value of est.nu">nu</a>); 
     55<a name="l00072"></a>00072                 <span class="keywordflow">if</span>(<a class="code" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>){<a class="code" href="classbdm_1_1BMEF.html#06e7b3ac03e10017d4288c76888e2865" title="cached value of lognc() in the previous step (used in evaluation of ll )">last_lognc</a>=<a class="code" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a>.<a class="code" href="classbdm_1_1egiw.html#41d72ba7b2abc8a9a4209ffa98ed5633" title="logarithm of the normalizing constant, ">lognc</a>();} 
    5656<a name="l00073"></a>00073         } 
    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#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>;  
    58 <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="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163" 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));} 
    59 <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>; 
    60 <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>; 
    61 <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 ); 
    62 <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> ;}; 
     57<a name="l00075"></a>00075         <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;ldmat&gt;</a>* <a class="code" href="classbdm_1_1ARX.html#7c8d1fe774fe1da50293d50ad8aef43d" title="Conditional version of the predictor.">predictor</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.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>;  
     58<a name="l00076"></a><a class="code" href="classbdm_1_1ARX.html#5b73b70457f49ce4ad8660d729172dfd">00076</a>         <a class="code" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm&lt;ldmat&gt;</a>* <a class="code" href="classbdm_1_1ARX.html#7c8d1fe774fe1da50293d50ad8aef43d" title="Conditional version of the predictor.">predictor</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.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="classbdm_1_1RV.html#2174751a00ce19f941edd2c1a861be67" title="Return number of scalars in the RV.">count</a>()==<a class="code" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd" title="cached value of est.V">V</a>.<a class="code" href="group__math.html#g96dfb21865db4f5bd36fa70f9b0b1163" title="access function">rows</a>()-1,<span class="stringliteral">"Regressor is not only 1"</span>);<span class="keywordflow">return</span> <a class="code" href="classbdm_1_1ARX.html#7c8d1fe774fe1da50293d50ad8aef43d" title="Conditional version of the predictor.">predictor</a>(rv0,vec_1(1.0));} 
     59<a name="l00077"></a>00077         <a class="code" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm&lt;ldmat&gt;</a>* <a class="code" href="classbdm_1_1ARX.html#7c8d1fe774fe1da50293d50ad8aef43d" title="Conditional version of the predictor.">predictor</a>(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0) <span class="keyword">const</span>; 
     60<a name="l00078"></a>00078         <a class="code" href="classbdm_1_1mlstudent.html">mlstudent</a>* predictor_student(<span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0) <span class="keyword">const</span>; 
     61<a name="l00080"></a>00080         ivec <a class="code" href="classbdm_1_1ARX.html#16b02ae03316751664c22d59d90c1e34" title="Brute force structure estimation.">structure_est</a> ( <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a> Eg0 ); 
     62<a name="l00081"></a><a class="code" href="classbdm_1_1ARX.html#ab2c55205a324e9d698fbd8ac229ad4f">00081</a>         <span class="keyword">const</span> <a class="code" href="classbdm_1_1egiw.html" title="Gauss-inverse-Wishart density stored in LD form.">egiw</a>* <a class="code" href="classbdm_1_1ARX.html#ab2c55205a324e9d698fbd8ac229ad4f" 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="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026" title="Posterior estimate of  in the form of Normal-inverse Wishart density.">est</a> ;}; 
    6363<a name="l00082"></a>00082 }; 
    6464<a name="l00083"></a>00083  
    65 <a name="l00084"></a>00084  
    66 <a name="l00085"></a>00085 <span class="preprocessor">#endif // AR_H</span> 
    67 <a name="l00086"></a>00086 <span class="preprocessor"></span> 
    68 <a name="l00087"></a>00087  
     65<a name="l00084"></a>00084 } 
     66<a name="l00085"></a>00085  
     67<a name="l00086"></a>00086 <span class="preprocessor">#endif // AR_H</span> 
     68<a name="l00087"></a>00087 <span class="preprocessor"></span> 
     69<a name="l00088"></a>00088  
    6970</pre></div></div> 
    70 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Jan 15 10:50:25 2009 for mixpp by&nbsp; 
     71<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:29:52 2009 for mixpp by&nbsp; 
    7172<a href="http://www.doxygen.org/index.html"> 
    7273<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>