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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

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1 modified

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  • doc/latex/classbdm_1_1BMEF.tex

    r269 r270  
    33\label{classbdm_1_1BMEF}\index{bdm::BMEF@{bdm::BMEF}} 
    44} 
    5 Estimator for Exponential family.   
    6  
    7  
    85{\tt \#include $<$libEF.h$>$} 
    96 
     
    1512\end{center} 
    1613\end{figure} 
    17 Collaboration diagram for bdm::BMEF:\nopagebreak 
    18 \begin{figure}[H] 
    19 \begin{center} 
    20 \leavevmode 
    21 \includegraphics[width=75pt]{classbdm_1_1BMEF__coll__graph} 
    22 \end{center} 
    23 \end{figure} 
    24 \subsection*{Public Member Functions} 
    25 \begin{CompactItemize} 
    26 \item  
    27 \hypertarget{classbdm_1_1BMEF_73bccd1d8142d4d330e35637ca30decc}{ 
    28 \hyperlink{classbdm_1_1BMEF_73bccd1d8142d4d330e35637ca30decc}{BMEF} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}, double frg0=1.0)} 
    29 \label{classbdm_1_1BMEF_73bccd1d8142d4d330e35637ca30decc} 
    30  
    31 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
     14 
     15 
     16\subsection{Detailed Description} 
     17Estimator for Exponential family. \subsection*{Public Member Functions} 
     18\begin{CompactItemize} 
     19\item  
     20\hypertarget{classbdm_1_1BMEF_2def512872ed8a4fc3b702371ec0be55}{ 
     21\hyperlink{classbdm_1_1BMEF_2def512872ed8a4fc3b702371ec0be55}{BMEF} (double frg0=1.0)} 
     22\label{classbdm_1_1BMEF_2def512872ed8a4fc3b702371ec0be55} 
     23 
     24\begin{CompactList}\small\item\em Default constructor (=empty constructor). \item\end{CompactList}\item  
    3225\hypertarget{classbdm_1_1BMEF_9662379513101405e159e76717104e62}{ 
    3326\hyperlink{classbdm_1_1BMEF_9662379513101405e159e76717104e62}{BMEF} (const \hyperlink{classbdm_1_1BMEF}{BMEF} \&B)} 
     
    5649\label{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6} 
    5750 
    58 \begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\item  
     51\begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\end{CompactItemize} 
     52\begin{Indent}{\bf Constructors}\par 
     53\begin{CompactItemize} 
     54\item  
     55virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} () 
     56\end{CompactItemize} 
     57\end{Indent} 
     58\begin{Indent}{\bf Mathematical operations}\par 
     59\begin{CompactItemize} 
     60\item  
    5961\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ 
    6062virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} 
     
    6264 
    6365\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
    64 \hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{ 
    65 virtual const \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{\_\-epdf} () const =0} 
    66 \label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef} 
    67  
    68 \begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item  
    69 \hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{ 
    70 virtual const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{\_\-e} () const =0} 
    71 \label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6} 
    72  
    73 \begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item  
    7466virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const  
    7567\item  
     
    7971 
    8072\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item  
    81 \hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{ 
    82 virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{predictor} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}) const } 
    83 \label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c} 
    84  
    85 \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item  
    86 \hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{ 
    87 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const } 
    88 \label{classbdm_1_1BM_40a3c891996391e3135518053a917793} 
    89  
    90 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     73\hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{ 
     74virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const } 
     75\label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba} 
     76 
     77\begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item  
     78\hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{ 
     79virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const } 
     80\label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912} 
     81 
     82\begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize} 
     83\end{Indent} 
     84\begin{Indent}{\bf Access to attributes}\par 
     85\begin{CompactItemize} 
     86\item  
    9187\hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 
    92 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const } 
     88const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const } 
    9389\label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 
    9490 
    95 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     91\item  
    9692\hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{ 
    97 void \hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})} 
     93void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 
    9894\label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 
    9995 
    100 \begin{CompactList}\small\item\em set drv \item\end{CompactList}\item  
     96\item  
    10197\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 
    102 double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const } 
     98double \textbf{\_\-ll} () const } 
    10399\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 
    104100 
    105 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     101\item  
    106102\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 
    107 void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)} 
     103void \textbf{set\_\-evalll} (bool evl0)} 
    108104\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 
    109105 
    110 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
     106\item  
     107\hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{ 
     108virtual const \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} () const =0} 
     109\label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef} 
     110 
     111\item  
     112\hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{ 
     113virtual const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} () const =0} 
     114\label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6} 
     115 
     116\end{CompactItemize} 
     117\end{Indent} 
    111118\subsection*{Protected Attributes} 
    112119\begin{CompactItemize} 
     
    122129 
    123130\begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item  
    124 \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{ 
    125 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}} 
    126 \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca} 
    127  
    128 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item  
    129131\hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 
    130132\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} 
     
    143145\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save computational time. \item\end{CompactList}\end{CompactItemize} 
    144146 
    145  
    146 \subsection{Detailed Description} 
    147 Estimator for Exponential family.  
    148147 
    149148\subsection{Member Function Documentation} 
     
    168167Reimplemented in \hyperlink{classbdm_1_1ARX_8bdf2974052e8ce74eb0d4f3791c58a3}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_5bd7da667da183eed1577f11dff0c1f1}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_1e4bf41b61937fd80f34049742e23f95}{bdm::multiBM}. 
    169168 
    170 References bayes().\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
     169References bayes().\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{ 
     170\index{bdm::BMEF@{bdm::BMEF}!\_\-copy\_\-@{\_\-copy\_\-}} 
     171\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::BMEF@{bdm::BMEF}} 
     172\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
     173\label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff} 
     174 
     175 
     176Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype:  
     177 
     178\begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);}  
     179\end{verbatim} 
     180\end{Code} 
     181 
     182  
     183 
     184Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
    171185\index{bdm::BMEF@{bdm::BMEF}!logpred@{logpred}} 
    172186\index{logpred@{logpred}!bdm::BMEF@{bdm::BMEF}}