Changeset 270 for doc/latex/classbdm_1_1BMEF.tex
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- 02/16/09 10:02:08 (16 years ago)
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doc/latex/classbdm_1_1BMEF.tex
r269 r270 3 3 \label{classbdm_1_1BMEF}\index{bdm::BMEF@{bdm::BMEF}} 4 4 } 5 Estimator for Exponential family.6 7 8 5 {\tt \#include $<$libEF.h$>$} 9 6 … … 15 12 \end{center} 16 13 \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} 17 Estimator 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 32 25 \hypertarget{classbdm_1_1BMEF_9662379513101405e159e76717104e62}{ 33 26 \hyperlink{classbdm_1_1BMEF_9662379513101405e159e76717104e62}{BMEF} (const \hyperlink{classbdm_1_1BMEF}{BMEF} \&B)} … … 56 49 \label{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6} 57 50 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 55 virtual \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 59 61 \hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ 60 62 virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} … … 62 64 63 65 \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}\item69 \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}\item74 66 virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const 75 67 \item … … 79 71 80 72 \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}{ 74 virtual \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}{ 79 virtual \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 91 87 \hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 92 const \hyperlink{classbdm_1_1RV}{RV} \& \ hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const }88 const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const } 93 89 \label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 94 90 95 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item91 \item 96 92 \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})}93 void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 98 94 \label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 99 95 100 \ begin{CompactList}\small\item\em set drv \item\end{CompactList}\item96 \item 101 97 \hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 102 double \ hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }98 double \textbf{\_\-ll} () const } 103 99 \label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 104 100 105 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item101 \item 106 102 \hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 107 void \ hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}103 void \textbf{set\_\-evalll} (bool evl0)} 108 104 \label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 109 105 110 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 106 \item 107 \hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{ 108 virtual 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}{ 113 virtual const \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \textbf{\_\-e} () const =0} 114 \label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6} 115 116 \end{CompactItemize} 117 \end{Indent} 111 118 \subsection*{Protected Attributes} 112 119 \begin{CompactItemize} … … 122 129 123 130 \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}\item129 131 \hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 130 132 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} … … 143 145 \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} 144 146 145 146 \subsection{Detailed Description}147 Estimator for Exponential family.148 147 149 148 \subsection{Member Function Documentation} … … 168 167 Reimplemented in \hyperlink{classbdm_1_1ARX_8bdf2974052e8ce74eb0d4f3791c58a3}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_5bd7da667da183eed1577f11dff0c1f1}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_1e4bf41b61937fd80f34049742e23f95}{bdm::multiBM}. 169 168 170 References bayes().\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 169 References 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} 174 175 176 Copy 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} 181 182 183 184 Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 171 185 \index{bdm::BMEF@{bdm::BMEF}!logpred@{logpred}} 172 186 \index{logpred@{logpred}!bdm::BMEF@{bdm::BMEF}}