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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_1EKFfull.tex

    r269 r270  
    33\label{classbdm_1_1EKFfull}\index{bdm::EKFfull@{bdm::EKFfull}} 
    44} 
    5 Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in full matrices.   
    6  
    7  
    85{\tt \#include $<$libKF.h$>$} 
    96 
     
    1512\end{center} 
    1613\end{figure} 
    17 Collaboration diagram for bdm::EKFfull:\nopagebreak 
    18 \begin{figure}[H] 
    19 \begin{center} 
    20 \leavevmode 
    21 \includegraphics[width=400pt]{classbdm_1_1EKFfull__coll__graph} 
    22 \end{center} 
    23 \end{figure} 
    24 \subsection*{Public Member Functions} 
    25 \begin{CompactItemize} 
    26 \item  
    27 \hypertarget{classbdm_1_1EKFfull_38c0465c9edac6cedfe611373b0cce01}{ 
    28 \hyperlink{classbdm_1_1EKFfull_38c0465c9edac6cedfe611373b0cce01}{EKFfull} (\hyperlink{classbdm_1_1RV}{RV} rvx, \hyperlink{classbdm_1_1RV}{RV} rvy, \hyperlink{classbdm_1_1RV}{RV} rvu)} 
    29 \label{classbdm_1_1EKFfull_38c0465c9edac6cedfe611373b0cce01} 
     14 
     15 
     16\subsection{Detailed Description} 
     17Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in full matrices.  
     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_1EKFfull_6939c345389abb8b2481457b4cfe1165}{ 
     23\hyperlink{classbdm_1_1EKFfull_6939c345389abb8b2481457b4cfe1165}{EKFfull} ()} 
     24\label{classbdm_1_1EKFfull_6939c345389abb8b2481457b4cfe1165} 
    3025 
    3126\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
     
    5146\begin{CompactList}\small\item\em dummy! \item\end{CompactList}\item  
    5247\hypertarget{classbdm_1_1EKFfull_3d0e427d4d2fb7ac20358ce629f5d510}{ 
    53 const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classfsqmat}{fsqmat} $>$ $\ast$ \hyperlink{classbdm_1_1EKFfull_3d0e427d4d2fb7ac20358ce629f5d510}{\_\-e} () const } 
     48const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classfsqmat}{fsqmat} $>$ $\ast$ \textbf{\_\-e} () const } 
    5449\label{classbdm_1_1EKFfull_3d0e427d4d2fb7ac20358ce629f5d510} 
    5550 
    56 \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  
     51\item  
    5752\hypertarget{classbdm_1_1EKFfull_d4f57cb8af64b06c530f528c32596d4d}{ 
    5853const mat \textbf{\_\-R} ()} 
    5954\label{classbdm_1_1EKFfull_d4f57cb8af64b06c530f528c32596d4d} 
    6055 
     56\end{CompactItemize} 
     57\begin{Indent}{\bf Constructors}\par 
     58\begin{CompactItemize} 
     59\item  
     60virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} () 
     61\end{CompactItemize} 
     62\end{Indent} 
     63\begin{Indent}{\bf Mathematical operations}\par 
     64\begin{CompactItemize} 
    6165\item  
    6266\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ 
     
    7276 
    7377\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item  
    74 \hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{ 
    75 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 } 
    76 \label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c} 
    77  
    78 \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item  
    79 \hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{ 
    80 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const } 
    81 \label{classbdm_1_1BM_40a3c891996391e3135518053a917793} 
    82  
    83 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     78\hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{ 
     79virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const } 
     80\label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba} 
     81 
     82\begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item  
     83\hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{ 
     84virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const } 
     85\label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912} 
     86 
     87\begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize} 
     88\end{Indent} 
     89\begin{Indent}{\bf Access to attributes}\par 
     90\begin{CompactItemize} 
     91\item  
    8492\hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 
    85 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const } 
     93const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const } 
    8694\label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 
    8795 
    88 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     96\item  
    8997\hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{ 
    90 void \hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})} 
     98void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 
    9199\label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 
    92100 
    93 \begin{CompactList}\small\item\em set drv \item\end{CompactList}\item  
     101\item  
    94102\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 
    95 double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const } 
     103double \textbf{\_\-ll} () const } 
    96104\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 
    97105 
    98 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     106\item  
    99107\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 
    100 void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)} 
     108void \textbf{set\_\-evalll} (bool evl0)} 
    101109\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 
    102110 
    103 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    104 virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false) 
    105 \end{CompactItemize} 
     111\end{CompactItemize} 
     112\end{Indent} 
    106113\subsection*{Public Attributes} 
    107114\begin{CompactItemize} 
     
    195202 
    196203\item  
    197 \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{ 
    198 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}} 
    199 \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca} 
    200  
    201 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item  
    202204\hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 
    203205\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} 
     
    225227 
    226228 
    227 \subsection{Detailed Description} 
    228 Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in full matrices.  
    229  
    230 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.  
    231  
    232229\subsection{Member Function Documentation} 
    233 \hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
     230\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{ 
     231\index{bdm::EKFfull@{bdm::EKFfull}!\_\-copy\_\-@{\_\-copy\_\-}} 
     232\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::EKFfull@{bdm::EKFfull}} 
     233\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
     234\label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff} 
     235 
     236 
     237Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype:  
     238 
     239\begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);}  
     240\end{verbatim} 
     241\end{Code} 
     242 
     243  
     244 
     245Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
    234246\index{bdm::EKFfull@{bdm::EKFfull}!logpred@{logpred}} 
    235247\index{logpred@{logpred}!bdm::EKFfull@{bdm::EKFfull}} 
     
    242254Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}. 
    243255 
    244 Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{ 
    245 \index{bdm::EKFfull@{bdm::EKFfull}!\_\-copy\_\-@{\_\-copy\_\-}} 
    246 \index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::EKFfull@{bdm::EKFfull}} 
    247 \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{]}}}} 
    248 \label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e} 
    249  
    250  
    251 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; \}  
    252  
    253 Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}. 
     256Referenced by bdm::BM::logpred\_\-m(). 
    254257 
    255258The documentation for this class was generated from the following files:\begin{CompactItemize}