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Timestamp:
02/16/09 10:02:08 (16 years ago)
Author:
smidl
Message:

Changes in the very root classes!
* rv and rvc are no longer compulsory,
* samplecond does not return ll
* BM has drv

Files:
1 modified

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  • doc/html/classbdm_1_1multiBM.html

    r269 r270  
    2929</div> 
    3030<div class="contents"> 
    31 <h1>bdm::multiBM Class Reference</h1><!-- doxytag: class="bdm::multiBM" --><!-- doxytag: inherits="bdm::BMEF" -->Estimator for Multinomial density.   
    32 <a href="#_details">More...</a> 
    33 <p> 
    34 <code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code> 
     31<h1>bdm::multiBM Class Reference</h1><!-- doxytag: class="bdm::multiBM" --><!-- doxytag: inherits="bdm::BMEF" --><code>#include &lt;<a class="el" href="libEF_8h-source.html">libEF.h</a>&gt;</code> 
    3532<p> 
    3633<div class="dynheader"> 
     
    4138<area shape="rect" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family." alt="" coords="15,161,108,188"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="23,84,100,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"></map> 
    4239<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    43 <div class="dynheader"> 
    44 Collaboration diagram for bdm::multiBM:</div> 
    45 <div class="dynsection"> 
    46 <p><center><img src="classbdm_1_1multiBM__coll__graph.png" border="0" usemap="#bdm_1_1multiBM__coll__map" alt="Collaboration graph"></center> 
    47 <map name="bdm_1_1multiBM__coll__map"> 
    48 <area shape="rect" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family." alt="" coords="8,332,101,359"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,199,83,225"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="55,7,167,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="73,87,148,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="107,199,192,225"><area shape="rect" href="classbdm_1_1eDirich.html" title="Dirichlet posterior density." alt="" coords="92,385,193,412"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="104,279,184,305"></map> 
    49 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    50  
    51 <p> 
    52 <a href="classbdm_1_1multiBM-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
     40 
     41<p> 
     42<a href="classbdm_1_1multiBM-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
     43Estimator for Multinomial density. <table border="0" cellpadding="0" cellspacing="0"> 
    5344<tr><td></td></tr> 
    5445<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="65dc7567b67ce86a8f339dd496ed8e88"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="65dc7567b67ce86a8f339dd496ed8e88" args="(const RV &amp;rv, const vec beta0)" --> 
    56 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#65dc7567b67ce86a8f339dd496ed8e88">multiBM</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>, const vec beta0)</td></tr> 
     46<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c4dd6d9522a8a605776d21bac9bd9daf"></a><!-- doxytag: member="bdm::multiBM::multiBM" ref="c4dd6d9522a8a605776d21bac9bd9daf" args="()" --> 
     47&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c4dd6d9522a8a605776d21bac9bd9daf">multiBM</a> ()</td></tr> 
    5748 
    5849<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
     
    7566<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior according to the given <a class="el" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family.">BMEF</a> (of the same type!). <br></td></tr> 
    7667<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98c22316ecfef589989baca261713c8d"></a><!-- doxytag: member="bdm::multiBM::_epdf" ref="98c22316ecfef589989baca261713c8d" args="() const " --> 
    77 const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#98c22316ecfef589989baca261713c8d">_epdf</a> () const </td></tr> 
    78  
    79 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a reference to the <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. <br></td></tr> 
     68const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> () const </td></tr> 
     69 
    8070<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c996f6b9ca930182030e1027318f1ca6"></a><!-- doxytag: member="bdm::multiBM::_e" ref="c996f6b9ca930182030e1027318f1ca6" args="() const " --> 
    81 const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1multiBM.html#c996f6b9ca930182030e1027318f1ca6">_e</a> () const </td></tr> 
    82  
    83 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> 
     71const <a class="el" href="classbdm_1_1eDirich.html">eDirich</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
     72 
    8473<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a480eace4446661bacca94c57499f01"></a><!-- doxytag: member="bdm::multiBM::set_parameters" ref="7a480eace4446661bacca94c57499f01" args="(const vec &amp;beta0)" --> 
    8574void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const vec &amp;beta0)</td></tr> 
     
    9786 
    9887<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> 
     88<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
     89<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr> 
     90 
     91<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    9992<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::multiBM::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    10093virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
     
    10598 
    10699<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
    107 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="bdm::multiBM::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &amp;rv) const " --> 
    108 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</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> &amp;<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr> 
    109  
    110 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> 
    111 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="bdm::multiBM::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> 
    112 const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> 
    113  
    114 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::multiBM::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
     101virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
     102 
     103<tr><td class="mdescLeft">&nbsp;</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> 
     104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::multiBM::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
     105virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
     106 
     107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
     108<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    115109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::multiBM::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    116 const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ff2d8755ba0b3def927d31305c03b09c">_drv</a> () const </td></tr> 
    117  
    118 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     110const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
     111 
    119112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::multiBM::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    120 void&nbsp;</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> &amp;<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>)</td></tr> 
    121  
    122 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set drv <br></td></tr> 
     113void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     114 
    123115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::multiBM::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    124 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> 
    125  
    126 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     116double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     117 
    127118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::multiBM::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    128 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> 
    129  
    130 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     119void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     120 
    131121<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    132122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9ecc6878abbd20eb8d8e43b6ab3f941a"></a><!-- doxytag: member="bdm::multiBM::est" ref="9ecc6878abbd20eb8d8e43b6ab3f941a" args="" --> 
     
    146136 
    147137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached value of lognc() in the previous step (used in evaluation of <code>ll</code> ) <br></td></tr> 
    148 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="bdm::multiBM::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" --> 
    149 <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr> 
    150  
    151 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr> 
    152138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::multiBM::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
    153139<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
     
    163149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr> 
    164150</table> 
    165 <hr><a name="_details"></a><h2>Detailed Description</h2> 
    166 Estimator for Multinomial density. <hr><h2>Member Function Documentation</h2> 
     151<hr><h2>Member Function Documentation</h2> 
    167152<a class="anchor" name="1e4bf41b61937fd80f34049742e23f95"></a><!-- doxytag: member="bdm::multiBM::bayes" ref="1e4bf41b61937fd80f34049742e23f95" args="(const vec &amp;dt)" --> 
    168153<div class="memitem"> 
     
    192177<p>Reimplemented from <a class="el" href="classbdm_1_1BMEF.html#c287f4c0c1ea31b91572ec45351838f1">bdm::BMEF</a>.</p> 
    193178 
    194 <p>References <a class="el" href="libEF_8h-source.html#l00264">beta</a>, <a class="el" href="libEF_8h-source.html#l00262">est</a>, <a class="el" href="libBM_8h-source.html#l00510">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, <a class="el" href="libBM_8h-source.html#l00508">bdm::BM::ll</a>, and <a class="el" href="libEF_8h-source.html#l00236">bdm::eDirich::lognc()</a>.</p> 
     179<p>References <a class="el" href="libEF_8h-source.html#l00261">beta</a>, <a class="el" href="libEF_8h-source.html#l00259">est</a>, <a class="el" href="libBM_8h-source.html#l00583">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, <a class="el" href="libBM_8h-source.html#l00581">bdm::BM::ll</a>, and <a class="el" href="libEF_8h-source.html#l00236">bdm::eDirich::lognc()</a>.</p> 
    195180 
    196181</div> 
     
    216201<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    217202 
    218 <p>References <a class="el" href="libEF_8h-source.html#l00246">bdm::eDirich::_beta()</a>, <a class="el" href="libEF_8h-source.html#l00264">beta</a>, <a class="el" href="libEF_8h-source.html#l00262">est</a>, <a class="el" href="libBM_8h-source.html#l00510">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, and <a class="el" href="libEF_8h-source.html#l00236">bdm::eDirich::lognc()</a>.</p> 
     203<p>References <a class="el" href="libEF_8h-source.html#l00246">bdm::eDirich::_beta()</a>, <a class="el" href="libEF_8h-source.html#l00261">beta</a>, <a class="el" href="libEF_8h-source.html#l00259">est</a>, <a class="el" href="libBM_8h-source.html#l00583">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, and <a class="el" href="libEF_8h-source.html#l00236">bdm::eDirich::lognc()</a>.</p> 
     204 
     205</div> 
     206</div><p> 
     207<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::multiBM::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" --> 
     208<div class="memitem"> 
     209<div class="memproto"> 
     210      <table class="memname"> 
     211        <tr> 
     212          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td> 
     213          <td>(</td> 
     214          <td class="paramname">          </td> 
     215          <td>&nbsp;)&nbsp;</td> 
     216          <td><code> [inline, virtual, inherited]</code></td> 
     217        </tr> 
     218      </table> 
     219</div> 
     220<div class="memdoc"> 
     221 
     222<p> 
     223Copy 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>);}  
     224</pre></div>  
     225<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p> 
    219226 
    220227</div> 
     
    223230<li><a class="el" href="libEF_8h-source.html">libEF.h</a></ul> 
    224231</div> 
    225 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:21:06 2009 for mixpp by&nbsp; 
     232<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:06 2009 for mixpp by&nbsp; 
    226233<a href="http://www.doxygen.org/index.html"> 
    227234<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>