- Timestamp:
- 02/09/09 23:10:36 (15 years ago)
- Location:
- bdm
- Files:
-
- 19 modified
Legend:
- Unmodified
- Added
- Removed
-
bdm/estim/arx.h
r254 r262 14 14 #define AR_H 15 15 16 #include <itpp/itbase.h>17 16 #include "../stat/libFN.h" 18 17 #include "../stat/libEF.h" … … 72 71 if(evalll){last_lognc=est.lognc();} 73 72 } 74 //! Condition alversion of the predictor73 //! Conditioned version of the predictor 75 74 enorm<ldmat>* predictor(const RV &rv0, const vec &rgr) const; 76 75 enorm<ldmat>* predictor(const RV &rv0) const {it_assert_debug(rv0.count()==V.rows()-1,"Regressor is not only 1");return predictor(rv0,vec_1(1.0));} 76 //! conditional version of the predictor 77 77 mlnorm<ldmat>* predictor(const RV &rv0, const RV &rvc0) const; 78 78 mlstudent* predictor_student(const RV &rv0, const RV &rvc0) const; -
bdm/estim/libKF.cpp
r254 r262 1 #include <itpp/itbase.h> 1 2 2 #include "libKF.h" 3 3 -
bdm/estim/libKF.h
r254 r262 14 14 #define KF_H 15 15 16 #include <itpp/itbase.h> 16 17 17 #include "../stat/libFN.h" 18 18 #include "../stat/libEF.h" -
bdm/estim/libPF.h
r254 r262 14 14 #define PF_H 15 15 16 #include <itpp/itbase.h> 16 17 17 #include "../stat/libEF.h" 18 #include "../math/libDC.h"19 18 20 19 namespace bdm{ -
bdm/estim/merger.cpp
r254 r262 1 #include <itpp/itbase.h> 1 2 2 #include "merger.h" 3 3 #include "arx.h" -
bdm/estim/merger.h
r254 r262 14 14 #define MER_H 15 15 16 #include <itpp/itbase.h> 16 17 17 #include "mixef.h" 18 18 -
bdm/estim/mixef.h
r254 r262 14 14 #define MEF_H 15 15 16 #include <itpp/itbase.h> 16 17 17 #include "../stat/libFN.h" 18 18 #include "../stat/libEF.h" -
bdm/math/chmat.cpp
r254 r262 1 #include <itpp/itbase.h> 1 2 2 #include "chmat.h" 3 3 -
bdm/math/chmat.h
r254 r262 14 14 #define CHMAT_H 15 15 16 #include <itpp/itbase.h> 16 17 17 #include "libDC.h" 18 #include "../itpp_ext.h"19 18 20 19 /*! \brief Symmetric matrix stored in square root decomposition using upper cholesky -
bdm/math/libDC.cpp
r170 r262 1 #include <itpp/itbase.h> 1 2 2 #include "libDC.h" 3 3 -
bdm/math/libDC.h
r219 r262 14 14 #define DC_H 15 15 16 #include <itpp/itbase.h> 16 17 17 #include "../itpp_ext.h" 18 18 -
bdm/osutils.h
r93 r262 11 11 // 12 12 13 #include <itpp/itbase.h> 13 #include "itpp_ext.h" 14 14 15 using namespace std; 15 16 -
bdm/stat/libBM.cpp
r254 r262 1 #include <itpp/itbase.h> 1 2 2 #include "libBM.h" 3 3 #include "../itpp_ext.h" 4 4 5 //! Space of basic BDM structures 5 6 namespace bdm { 6 7 -
bdm/stat/libEF.cpp
r254 r262 1 #include <itpp/itbase.h> 1 2 2 #include <itpp/base/bessel.h> 3 3 #include "libEF.h" … … 87 87 88 88 } 89 90 vec egiw::variance() const { 91 92 if ( xdim==1 ) { 93 int l=V.rows(); 94 const ldmat tmp(V,linspace(1,l-1)); 95 ldmat itmp(l); 96 tmp.inv(itmp); 97 double cove = V._D() ( 0 ) / ( nu -nPsi -2*xdim -2 ); 98 99 vec var(l); 100 var.set_subvector(0,diag(itmp.to_mat())*cove); 101 var(l-1)=cove*cove/( nu -nPsi -2*xdim -2 ); 102 return var; 103 } 104 else {it_error("not implemneted"); return vec(0);} 105 } 106 89 107 void egiw::mean_mat ( mat &M, mat&R ) const { 90 108 const mat &L= V._L(); -
bdm/stat/libEF.h
r256 r262 14 14 #define EF_H 15 15 16 #include <itpp/itbase.h> 17 #include "../math/libDC.h" 16 18 17 #include "libBM.h" 19 #include "../ itpp_ext.h"18 #include "../math/chmat.h" 20 19 //#include <std> 21 20 … … 193 192 vec sample() const; 194 193 vec mean() const; 195 vec variance() const {it_error("Not implemented"); return vec(0);};194 vec variance() const; 196 195 void mean_mat ( mat &M, mat&R ) const; 197 196 //! In this instance, val= [theta, r]. For multivariate instances, it is stored columnwise val = [theta_1 theta_2 ... r_1 r_2 ] … … 466 465 467 466 /*! (Approximate) Student t density with linear function of mean value 467 468 The internal epdf of this class is of the type of a Gaussian (enorm). 469 However, each conditioning is trying to assure the best possible approximation by taking into account the zeta function. See [] for reference. 470 471 Perhaps a moment-matching technique? 468 472 */ 469 473 class mlstudent : public mlnorm<ldmat> { -
bdm/stat/libFN.cpp
r254 r262 1 #include <itpp/itbase.h> 1 2 2 #include "libFN.h" 3 3 -
bdm/stat/libFN.h
r254 r262 13 13 #define FN_H 14 14 15 #include <itpp/itbase.h>16 15 #include "libBM.h" 17 16 -
bdm/stat/loggers.cpp
r254 r262 1 #include <itpp/itbase.h> 1 2 2 #include "loggers.h" 3 3 #include "../osutils.h" -
bdm/uibuilder.cpp
r260 r262 3 3 namespace bdm{ 4 4 5 //! global map of UIbulder names to instances of UIbuilders. Created by UIREGISTER macro 5 6 UImap __uimap__; 6 7