Changeset 270 for doc/latex/classbdm_1_1KalmanCh.tex

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

Files:

• doc/latex/classbdm_1_1KalmanCh.tex (modified) (9 diffs)

doc/latex/classbdm_1_1KalmanCh.tex

@@ -3 +3 @@
 \label{classbdm_1_1KalmanCh}\index{bdm::KalmanCh@{bdm::KalmanCh}}
 }
-\hyperlink{classbdm_1_1Kalman}{Kalman} filter in square root form.  
-
-
 {\tt \#include $<$libKF.h$>$}
 
@@ -15 +12 @@
 \end{center}
 \end{figure}
-Collaboration diagram for bdm::KalmanCh:\nopagebreak
-\begin{figure}[H]
-\begin{center}
-\leavevmode
-\includegraphics[width=400pt]{classbdm_1_1KalmanCh__coll__graph}
-\end{center}
-\end{figure}
-\subsection*{Public Member Functions}
-\begin{CompactItemize}
-\item 
-\hypertarget{classbdm_1_1KalmanCh_5c50fb48d2c7fb6d31e2061f32ecc230}{
-\hyperlink{classbdm_1_1KalmanCh_5c50fb48d2c7fb6d31e2061f32ecc230}{KalmanCh} (\hyperlink{classbdm_1_1RV}{RV} rvx0, \hyperlink{classbdm_1_1RV}{RV} rvy0, \hyperlink{classbdm_1_1RV}{RV} rvu0)}
-\label{classbdm_1_1KalmanCh_5c50fb48d2c7fb6d31e2061f32ecc230}
+
+
+\subsection{Detailed Description}
+\hyperlink{classbdm_1_1Kalman}{Kalman} filter in square root form. \subsection*{Public Member Functions}
+\begin{CompactItemize}
+\item 
+\hypertarget{classbdm_1_1KalmanCh_830486554e1a2c7652541dbc9dcd3fb3}{
+\hyperlink{classbdm_1_1KalmanCh_830486554e1a2c7652541dbc9dcd3fb3}{KalmanCh} ()}
+\label{classbdm_1_1KalmanCh_830486554e1a2c7652541dbc9dcd3fb3}
 
 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
@@ -48 +41 @@
 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
 \hypertarget{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}{
-const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ $\ast$ \hyperlink{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}{\_\-e} () const }
+const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ $\ast$ \textbf{\_\-e} () const }
 \label{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}
 
-\begin{CompactList}\small\item\em Returns a pointer to the epdf representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
+\item 
 \hypertarget{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}{
 mat \& \hyperlink{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}{\_\-\_\-K} ()}
@@ -61 +54 @@
 \label{classbdm_1_1Kalman_a250d1dbe7bba861dba2a324520cfa48}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
+\begin{Indent}{\bf Constructors}\par
+\begin{CompactItemize}
+\item 
+virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} ()
+\end{CompactItemize}
+\end{Indent}
+\begin{Indent}{\bf Mathematical operations}\par
+\begin{CompactItemize}
+\item 
 \hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{
 virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)}
@@ -74 +76 @@
 
 \begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
-\hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{
-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 }
-\label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}
-
-\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
-\hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{
-const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const }
-\label{classbdm_1_1BM_40a3c891996391e3135518053a917793}
-
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+\hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{
+virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const }
+\label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}
+
+\begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item 
+\hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{
+virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const }
+\label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}
+
+\begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize}
+\end{Indent}
+\begin{Indent}{\bf Access to attributes}\par
+\begin{CompactItemize}
+\item 
 \hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{
-const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const }
+const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const }
 \label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+\item 
 \hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{
-void \hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})}
+void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)}
 \label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}
 
-\begin{CompactList}\small\item\em set drv \item\end{CompactList}\item 
+\item 
 \hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{
-double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }
+double \textbf{\_\-ll} () const }
 \label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+\item 
 \hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{
-void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}
+void \textbf{set\_\-evalll} (bool evl0)}
 \label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}
 
-\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
-virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false)
 \end{CompactItemize}
+\end{Indent}
 \subsection*{Protected Attributes}
 \begin{CompactItemize}
@@ -209 +214 @@
 
 \begin{CompactList}\small\item\em cache of est.R \item\end{CompactList}\item 
-\hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{
-\hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}
-\label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}
-
-\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
 \hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{
 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}}
@@ -230 +230 @@
 \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}
 
-
-\subsection{Detailed Description}
-\hyperlink{classbdm_1_1Kalman}{Kalman} filter in square root form. 
 
 \subsection{Member Function Documentation}
@@ -252 +249 @@
 Reimplemented in \hyperlink{classbdm_1_1EKFCh_4c8609c37290b158f88a31dae4047225}{bdm::EKFCh}.
 
-References chmat::\_\-Ch(), bdm::Kalman$<$ chmat $>$::\_\-K, bdm::Kalman$<$ chmat $>$::\_\-mu, bdm::Kalman$<$ chmat $>$::\_\-P, bdm::Kalman$<$ chmat $>$::\_\-Ry, bdm::Kalman$<$ chmat $>$::\_\-yp, bdm::Kalman$<$ chmat $>$::A, bdm::Kalman$<$ chmat $>$::B, bdm::Kalman$<$ chmat $>$::C, bdm::Kalman$<$ chmat $>$::D, bdm::Kalman$<$ chmat $>$::dimu, bdm::Kalman$<$ chmat $>$::dimx, bdm::Kalman$<$ chmat $>$::dimy, bdm::BM::evalll, bdm::eEF::evallog(), bdm::Kalman$<$ chmat $>$::fy, bdm::BM::ll, postA, and preA.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{
+References chmat::\_\-Ch(), bdm::Kalman$<$ chmat $>$::\_\-K, bdm::Kalman$<$ chmat $>$::\_\-mu, bdm::Kalman$<$ chmat $>$::\_\-P, bdm::Kalman$<$ chmat $>$::\_\-Ry, bdm::Kalman$<$ chmat $>$::\_\-yp, bdm::Kalman$<$ chmat $>$::A, bdm::Kalman$<$ chmat $>$::B, bdm::Kalman$<$ chmat $>$::C, bdm::Kalman$<$ chmat $>$::D, bdm::Kalman$<$ chmat $>$::dimu, bdm::Kalman$<$ chmat $>$::dimx, bdm::Kalman$<$ chmat $>$::dimy, bdm::BM::evalll, bdm::eEF::evallog(), bdm::Kalman$<$ chmat $>$::fy, bdm::BM::ll, postA, and preA.\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{
+\index{bdm::KalmanCh@{bdm::KalmanCh}!\_\-copy\_\-@{\_\-copy\_\-}}
+\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::KalmanCh@{bdm::KalmanCh}}
+\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
+\label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}
+
+
+Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: 
+
+\begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);} 
+\end{verbatim}
+\end{Code}
+
+ 
+
+Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{
 \index{bdm::KalmanCh@{bdm::KalmanCh}!logpred@{logpred}}
 \index{logpred@{logpred}!bdm::KalmanCh@{bdm::KalmanCh}}
@@ -263 +275 @@
 Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}.
 
-Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{
-\index{bdm::KalmanCh@{bdm::KalmanCh}!\_\-copy\_\-@{\_\-copy\_\-}}
-\index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::KalmanCh@{bdm::KalmanCh}}
-\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{]}}}}
-\label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}
-
-
-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; \} 
-
-Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}.
+Referenced by bdm::BM::logpred\_\-m().
 
 The documentation for this class was generated from the following files:\begin{CompactItemize}