Changeset 270 for doc/html/classbdm_1_1KFcondQR.html
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doc/html/classbdm_1_1KFcondQR.html
r269 r270 29 29 </div> 30 30 <div class="contents"> 31 <h1>bdm::KFcondQR Class Reference</h1><!-- doxytag: class="bdm::KFcondQR" --><!-- doxytag: inherits="Kalman< ldmat >,bdm::BMcond" --><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q. 32 <a href="#_details">More...</a> 33 <p> 34 <code>#include <<a class="el" href="libKF_8h-source.html">libKF.h</a>></code> 31 <h1>bdm::KFcondQR Class Reference</h1><!-- doxytag: class="bdm::KFcondQR" --><!-- doxytag: inherits="Kalman< ldmat >,bdm::BMcond" --><code>#include <<a class="el" href="libKF_8h-source.html">libKF.h</a>></code> 35 32 <p> 36 33 <div class="dynheader"> … … 41 38 <area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\< ldmat \>" alt="" coords="9,289,183,316"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="61,87,139,113"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="17,193,183,220"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="100,7,212,33"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="153,140,263,167"></map> 42 39 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 43 <div class="dynheader"> 44 Collaboration diagram for bdm::KFcondQR:</div> 45 <div class="dynsection"> 46 <p><center><img src="classbdm_1_1KFcondQR__coll__graph.png" border="0" usemap="#bdm_1_1KFcondQR__coll__map" alt="Collaboration graph"></center> 47 <map name="bdm_1_1KFcondQR__coll__map"> 48 <area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\< ldmat \>" alt="" coords="292,711,465,737"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="421,201,499,228"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="353,351,519,377"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="417,7,529,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="361,87,436,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="119,201,204,228"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="523,201,632,228"><area shape="rect" href="classldmat.html" title="Matrix stored in LD form, (commonly known as UD)." alt="" coords="7,463,65,489"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\< ldmat \>" alt="" coords="107,579,275,605"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="5,351,67,377"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="103,351,183,377"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="143,463,303,489"></map> 49 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 50 51 <p> 52 <a href="classbdm_1_1KFcondQR-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 40 41 <p> 42 <a href="classbdm_1_1KFcondQR-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 43 <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q. <table border="0" cellpadding="0" cellspacing="0"> 53 44 <tr><td></td></tr> 54 45 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 55 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 50e138b0be3b5c443ed02fb74c6c4fe8"></a><!-- doxytag: member="bdm::KFcondQR::KFcondQR" ref="50e138b0be3b5c443ed02fb74c6c4fe8" args="(RV rvx, RV rvy, RV rvu, RV rvRQ)" -->56 </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondQR.html# 50e138b0be3b5c443ed02fb74c6c4fe8">KFcondQR</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> rvx, <a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1Kalman.html#3fe475a1e920b20b63bb342c0e1571f7">rvy</a>, <a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1Kalman.html#149e27424fd1a7cc1c998ea088618a94">rvu</a>, <a class="el" href="classbdm_1_1RV.html">RV</a> rvRQ)</td></tr>46 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b586ac962751a6af76b2e0fd7e066194"></a><!-- doxytag: member="bdm::KFcondQR::KFcondQR" ref="b586ac962751a6af76b2e0fd7e066194" args="()" --> 47 </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondQR.html#b586ac962751a6af76b2e0fd7e066194">KFcondQR</a> ()</td></tr> 57 48 58 49 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> … … 78 69 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 79 70 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c34989b1e53c7d4ecdaea63a95ddbd77"></a><!-- doxytag: member="bdm::KFcondQR::_e" ref="c34989b1e53c7d4ecdaea63a95ddbd77" args="() const " --> 80 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classldmat.html">ldmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c34989b1e53c7d4ecdaea63a95ddbd77">_e</a> () const </td></tr> 81 82 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the epdf representing posterior density on parameters. Use with care! <br></td></tr> 71 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classldmat.html">ldmat</a> > * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 72 83 73 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c788ec6e6c6f5f5861ae8a56d8ede277"></a><!-- doxytag: member="bdm::KFcondQR::__K" ref="c788ec6e6c6f5f5861ae8a56d8ede277" args="()" --> 84 74 mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c788ec6e6c6f5f5861ae8a56d8ede277">__K</a> ()</td></tr> … … 89 79 90 80 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 81 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="bdm::KFcondQR::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> 82 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> 83 84 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 85 <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 86 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr> 87 88 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 91 89 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::KFcondQR::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> 92 90 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> … … 99 97 100 98 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 101 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="bdm::KFcondQR::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &rv) const " --> 102 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr> 103 104 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> 105 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="bdm::KFcondQR::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> 106 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> 107 108 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 99 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::KFcondQR::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 100 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 101 102 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_112.png">. <br></td></tr> 103 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::KFcondQR::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 104 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 105 106 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 107 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 109 108 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::KFcondQR::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 110 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ff2d8755ba0b3def927d31305c03b09c">_drv</a> () const </td></tr> 111 112 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 109 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 110 113 111 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::KFcondQR::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> 114 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#f135ae6dce7e9f30c9f88229c7930b96">set_drv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>)</td></tr> 115 116 <tr><td class="mdescLeft"> </td><td class="mdescRight">set drv <br></td></tr> 112 void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> 113 117 114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::KFcondQR::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 118 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> 119 120 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 115 double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 116 121 117 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::KFcondQR::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 122 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> 123 124 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 125 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_</a> (bool changerv=false)</td></tr> 126 127 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="bdm::KFcondQR::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> 128 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> 129 130 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 118 void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 119 131 120 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 132 121 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fe475a1e920b20b63bb342c0e1571f7"></a><!-- doxytag: member="bdm::KFcondQR::rvy" ref="3fe475a1e920b20b63bb342c0e1571f7" args="" --> … … 202 191 203 192 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.R <br></td></tr> 204 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="bdm::KFcondQR::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" -->205 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr>206 207 <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr>208 193 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::KFcondQR::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 209 194 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> … … 223 208 <tr><td class="mdescLeft"> </td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr> 224 209 </table> 225 <hr><a name="_details"></a><h2>Detailed Description</h2> 226 <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q. <hr><h2>Member Function Documentation</h2> 210 <hr><h2>Member Function Documentation</h2> 211 <a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::KFcondQR::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" --> 212 <div class="memitem"> 213 <div class="memproto"> 214 <table class="memname"> 215 <tr> 216 <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td> 217 <td>(</td> 218 <td class="paramname"> </td> 219 <td> ) </td> 220 <td><code> [inline, virtual, inherited]</code></td> 221 </tr> 222 </table> 223 </div> 224 <div class="memdoc"> 225 226 <p> 227 Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a>(){<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);} 228 </pre></div> 229 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p> 230 231 </div> 232 </div><p> 227 233 <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::KFcondQR::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> 228 234 <div class="memitem"> … … 245 251 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> 246 252 247 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00535">bdm::BM::logpred_m()</a>.</p> 248 249 </div> 250 </div><p> 251 <a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="bdm::KFcondQR::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" --> 252 <div class="memitem"> 253 <div class="memproto"> 254 <table class="memname"> 255 <tr> 256 <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td> 257 <td>(</td> 258 <td class="paramtype">bool </td> 259 <td class="paramname"> <em>changerv</em> = <code>false</code> </td> 260 <td> ) </td> 261 <td><code> [inline, virtual, inherited]</code></td> 262 </tr> 263 </table> 264 </div> 265 <div class="memdoc"> 266 267 <p> 268 Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: BM* <a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_()</a>{<a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; } 269 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#20ff2de8d862f28de7da83444d65bcdb">bdm::ARX</a>, and <a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">bdm::BMEF</a>.</p> 253 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00608">bdm::BM::logpred_m()</a>.</p> 270 254 271 255 </div> … … 274 258 <li><a class="el" href="libKF_8h-source.html">libKF.h</a><li>libKF.cpp</ul> 275 259 </div> 276 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:20:432009 for mixpp by 260 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:02 2009 for mixpp by 277 261 <a href="http://www.doxygen.org/index.html"> 278 262 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>