Changeset 270 for doc/latex/classbdm_1_1KFcondQR.tex
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- 02/16/09 10:02:08 (16 years ago)
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doc/latex/classbdm_1_1KFcondQR.tex
r269 r270 3 3 \label{classbdm_1_1KFcondQR}\index{bdm::KFcondQR@{bdm::KFcondQR}} 4 4 } 5 \hyperlink{classbdm_1_1Kalman}{Kalman} Filter with conditional diagonal matrices R and Q.6 7 8 5 {\tt \#include $<$libKF.h$>$} 9 6 … … 15 12 \end{center} 16 13 \end{figure} 17 Collaboration diagram for bdm::KFcondQR:\nopagebreak 18 \begin{figure}[H] 19 \begin{center} 20 \leavevmode 21 \includegraphics[width=400pt]{classbdm_1_1KFcondQR__coll__graph} 22 \end{center} 23 \end{figure} 24 \subsection*{Public Member Functions} 25 \begin{CompactItemize} 26 \item 27 \hypertarget{classbdm_1_1KFcondQR_50e138b0be3b5c443ed02fb74c6c4fe8}{ 28 \hyperlink{classbdm_1_1KFcondQR_50e138b0be3b5c443ed02fb74c6c4fe8}{KFcondQR} (\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}, \hyperlink{classbdm_1_1RV}{RV} rvRQ)} 29 \label{classbdm_1_1KFcondQR_50e138b0be3b5c443ed02fb74c6c4fe8} 14 15 16 \subsection{Detailed Description} 17 \hyperlink{classbdm_1_1Kalman}{Kalman} Filter with conditional diagonal matrices R and Q. \subsection*{Public Member Functions} 18 \begin{CompactItemize} 19 \item 20 \hypertarget{classbdm_1_1KFcondQR_b586ac962751a6af76b2e0fd7e066194}{ 21 \hyperlink{classbdm_1_1KFcondQR_b586ac962751a6af76b2e0fd7e066194}{KFcondQR} ()} 22 \label{classbdm_1_1KFcondQR_b586ac962751a6af76b2e0fd7e066194} 30 23 31 24 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item … … 56 49 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 57 50 \hypertarget{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}{ 58 const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classldmat}{ldmat} $>$ $\ast$ \ hyperlink{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}{\_\-e} () const }51 const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classldmat}{ldmat} $>$ $\ast$ \textbf{\_\-e} () const } 59 52 \label{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77} 60 53 61 \ begin{CompactList}\small\item\em Returns a pointer to the epdf representing posterior density on parameters. Use with care! \item\end{CompactList}\item54 \item 62 55 \hypertarget{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}{ 63 56 mat \& \hyperlink{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}{\_\-\_\-K} ()} … … 70 63 71 64 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 65 \hypertarget{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{ 66 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{\_\-rvc} () const } 67 \label{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc} 68 69 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 70 \begin{Indent}{\bf Constructors}\par 71 \begin{CompactItemize} 72 \item 73 virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} () 74 \end{CompactItemize} 75 \end{Indent} 76 \begin{Indent}{\bf Mathematical operations}\par 77 \begin{CompactItemize} 78 \item 72 79 \hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ 73 80 virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} … … 82 89 83 90 \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 91 \hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{ 92 virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const } 93 \label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba} 94 95 \begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item 96 \hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{ 97 virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const } 98 \label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912} 99 100 \begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize} 101 \end{Indent} 102 \begin{Indent}{\bf Access to attributes}\par 103 \begin{CompactItemize} 104 \item 94 105 \hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 95 const \hyperlink{classbdm_1_1RV}{RV} \& \ hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const }106 const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const } 96 107 \label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 97 108 98 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item109 \item 99 110 \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})}111 void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 101 112 \label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 102 113 103 \ begin{CompactList}\small\item\em set drv \item\end{CompactList}\item114 \item 104 115 \hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 105 double \ hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }116 double \textbf{\_\-ll} () const } 106 117 \label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 107 118 108 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item119 \item 109 120 \hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 110 void \ hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}121 void \textbf{set\_\-evalll} (bool evl0)} 111 122 \label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 112 123 113 \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) 115 \item 116 \hypertarget{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{ 117 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{\_\-rvc} () const } 118 \label{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc} 119 120 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 124 \end{CompactItemize} 125 \end{Indent} 121 126 \subsection*{Protected Attributes} 122 127 \begin{CompactItemize} … … 212 217 213 218 \begin{CompactList}\small\item\em cache of est.R \item\end{CompactList}\item 214 \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{215 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}216 \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}217 218 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item219 219 \hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 220 220 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} … … 239 239 240 240 241 \subsection{Detailed Description}242 \hyperlink{classbdm_1_1Kalman}{Kalman} Filter with conditional diagonal matrices R and Q.243 244 241 \subsection{Member Function Documentation} 245 \hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 242 \hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{ 243 \index{bdm::KFcondQR@{bdm::KFcondQR}!\_\-copy\_\-@{\_\-copy\_\-}} 244 \index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::KFcondQR@{bdm::KFcondQR}} 245 \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} 246 \label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff} 247 248 249 Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: 250 251 \begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);} 252 \end{verbatim} 253 \end{Code} 254 255 256 257 Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 246 258 \index{bdm::KFcondQR@{bdm::KFcondQR}!logpred@{logpred}} 247 259 \index{logpred@{logpred}!bdm::KFcondQR@{bdm::KFcondQR}} … … 254 266 Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}. 255 267 256 Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{ 257 \index{bdm::KFcondQR@{bdm::KFcondQR}!\_\-copy\_\-@{\_\-copy\_\-}} 258 \index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::KFcondQR@{bdm::KFcondQR}} 259 \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{]}}}} 260 \label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e} 261 262 263 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; \} 264 265 Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}. 268 Referenced by bdm::BM::logpred\_\-m(). 266 269 267 270 The documentation for this class was generated from the following files:\begin{CompactItemize}