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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_1EKFCh.tex

    r269 r270  
    33\label{classbdm_1_1EKFCh}\index{bdm::EKFCh@{bdm::EKFCh}} 
    44} 
    5 Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in Square root.   
    6  
    7  
    85{\tt \#include $<$libKF.h$>$} 
    96 
    … …  
    1512\end{center} 
    1613\end{figure} 
    17 Collaboration diagram for bdm::EKFCh:\nopagebreak 
    18 \begin{figure}[H] 
    19 \begin{center} 
    20 \leavevmode 
    21 \includegraphics[width=400pt]{classbdm_1_1EKFCh__coll__graph} 
    22 \end{center} 
    23 \end{figure} 
    24 \subsection*{Public Member Functions} 
    25 \begin{CompactItemize} 
    26 \item  
    27 \hypertarget{classbdm_1_1EKFCh_7be4021e63a87dc52f7651e52ba05565}{ 
    28 \hyperlink{classbdm_1_1EKFCh_7be4021e63a87dc52f7651e52ba05565}{EKFCh} (\hyperlink{classbdm_1_1RV}{RV} rvx, \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1Kalman_3fe475a1e920b20b63bb342c0e1571f7}{rvy}, \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1Kalman_149e27424fd1a7cc1c998ea088618a94}{rvu})} 
    29 \label{classbdm_1_1EKFCh_7be4021e63a87dc52f7651e52ba05565} 
     14 
     15 
     16\subsection{Detailed Description} 
     17Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in Square root.  
     18 
     19An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. \subsection*{Public Member Functions} 
     20\begin{CompactItemize} 
     21\item  
     22\hypertarget{classbdm_1_1EKFCh_8b3228a594532b6a0db0fdc065bc5b9f}{ 
     23\hyperlink{classbdm_1_1EKFCh_8b3228a594532b6a0db0fdc065bc5b9f}{EKFCh} ()} 
     24\label{classbdm_1_1EKFCh_8b3228a594532b6a0db0fdc065bc5b9f} 
    3025 
    3126\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    … …  
    5651\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    5752\hypertarget{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}{ 
    58 const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ $\ast$ \hyperlink{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}{\_\-e} () const } 
     53const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ $\ast$ \textbf{\_\-e} () const } 
    5954\label{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77} 
    6055 
    61 \begin{CompactList}\small\item\em Returns a pointer to the epdf representing posterior density on parameters. Use with care! \item\end{CompactList}\item  
     56\item  
    6257\hypertarget{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}{ 
    6358mat \& \hyperlink{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}{\_\-\_\-K} ()} 
    … …  
    6964\label{classbdm_1_1Kalman_a250d1dbe7bba861dba2a324520cfa48} 
    7065 
    71 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     66\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
     67\begin{Indent}{\bf Constructors}\par 
     68\begin{CompactItemize} 
     69\item  
     70virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} () 
     71\end{CompactItemize} 
     72\end{Indent} 
     73\begin{Indent}{\bf Mathematical operations}\par 
     74\begin{CompactItemize} 
     75\item  
    7276\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ 
    7377virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} 
    … …  
    8286 
    8387\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item  
    84 \hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{ 
    85 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 } 
    86 \label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c} 
    87  
    88 \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item  
    89 \hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{ 
    90 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const } 
    91 \label{classbdm_1_1BM_40a3c891996391e3135518053a917793} 
    92  
    93 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     88\hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{ 
     89virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const } 
     90\label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba} 
     91 
     92\begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item  
     93\hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{ 
     94virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const } 
     95\label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912} 
     96 
     97\begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize} 
     98\end{Indent} 
     99\begin{Indent}{\bf Access to attributes}\par 
     100\begin{CompactItemize} 
     101\item  
    94102\hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 
    95 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const } 
     103const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const } 
    96104\label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 
    97105 
    98 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     106\item  
    99107\hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{ 
    100 void \hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})} 
     108void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 
    101109\label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 
    102110 
    103 \begin{CompactList}\small\item\em set drv \item\end{CompactList}\item  
     111\item  
    104112\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 
    105 double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const } 
     113double \textbf{\_\-ll} () const } 
    106114\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 
    107115 
    108 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     116\item  
    109117\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 
    110 void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)} 
     118void \textbf{set\_\-evalll} (bool evl0)} 
    111119\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 
    112120 
    113 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    114 virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false) 
    115121\end{CompactItemize} 
     122\end{Indent} 
    116123\subsection*{Protected Attributes} 
    117124\begin{CompactItemize} 
    … …  
    227234 
    228235\begin{CompactList}\small\item\em cache of est.R \item\end{CompactList}\item  
    229 \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{ 
    230 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}} 
    231 \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca} 
    232  
    233 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item  
    234236\hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 
    235237\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} 
    … …  
    249251 
    250252 
    251 \subsection{Detailed Description} 
    252 Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in Square root.  
    253  
    254 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.  
    255  
    256253\subsection{Member Function Documentation} 
    257 \hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
     254\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{ 
     255\index{bdm::EKFCh@{bdm::EKFCh}!\_\-copy\_\-@{\_\-copy\_\-}} 
     256\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::EKFCh@{bdm::EKFCh}} 
     257\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
     258\label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff} 
     259 
     260 
     261Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype:  
     262 
     263\begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);}  
     264\end{verbatim} 
     265\end{Code} 
     266 
     267  
     268 
     269Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
    258270\index{bdm::EKFCh@{bdm::EKFCh}!logpred@{logpred}} 
    259271\index{logpred@{logpred}!bdm::EKFCh@{bdm::EKFCh}} 
    … …  
    266278Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}. 
    267279 
    268 Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{ 
    269 \index{bdm::EKFCh@{bdm::EKFCh}!\_\-copy\_\-@{\_\-copy\_\-}} 
    270 \index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::EKFCh@{bdm::EKFCh}} 
    271 \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
    272 \label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e} 
    273  
    274  
    275 Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-()}\{\hyperlink{classbdm_1_1BM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \}  
    276  
    277 Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}. 
     280Referenced by bdm::BM::logpred\_\-m(). 
    278281 
    279282The documentation for this class was generated from the following files:\begin{CompactItemize}