Changeset 270 for doc/latex/classbdm_1_1multiBM.tex
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- 02/16/09 10:02:08 (16 years ago)
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doc/latex/classbdm_1_1multiBM.tex
r269 r270 3 3 \label{classbdm_1_1multiBM}\index{bdm::multiBM@{bdm::multiBM}} 4 4 } 5 Estimator for Multinomial density.6 7 8 5 {\tt \#include $<$libEF.h$>$} 9 6 … … 15 12 \end{center} 16 13 \end{figure} 17 Collaboration diagram for bdm::multiBM:\nopagebreak 18 \begin{figure}[H] 19 \begin{center} 20 \leavevmode 21 \includegraphics[height=400pt]{classbdm_1_1multiBM__coll__graph} 22 \end{center} 23 \end{figure} 24 \subsection*{Public Member Functions} 25 \begin{CompactItemize} 26 \item 27 \hypertarget{classbdm_1_1multiBM_65dc7567b67ce86a8f339dd496ed8e88}{ 28 \hyperlink{classbdm_1_1multiBM_65dc7567b67ce86a8f339dd496ed8e88}{multiBM} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}, const vec beta0)} 29 \label{classbdm_1_1multiBM_65dc7567b67ce86a8f339dd496ed8e88} 14 15 16 \subsection{Detailed Description} 17 Estimator for Multinomial density. \subsection*{Public Member Functions} 18 \begin{CompactItemize} 19 \item 20 \hypertarget{classbdm_1_1multiBM_c4dd6d9522a8a605776d21bac9bd9daf}{ 21 \hyperlink{classbdm_1_1multiBM_c4dd6d9522a8a605776d21bac9bd9daf}{multiBM} ()} 22 \label{classbdm_1_1multiBM_c4dd6d9522a8a605776d21bac9bd9daf} 30 23 31 24 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item … … 50 43 \begin{CompactList}\small\item\em Flatten the posterior according to the given \hyperlink{classbdm_1_1BMEF}{BMEF} (of the same type!). \item\end{CompactList}\item 51 44 \hypertarget{classbdm_1_1multiBM_98c22316ecfef589989baca261713c8d}{ 52 const \hyperlink{classbdm_1_1epdf}{epdf} \& \ hyperlink{classbdm_1_1multiBM_98c22316ecfef589989baca261713c8d}{\_\-epdf} () const }45 const \hyperlink{classbdm_1_1epdf}{epdf} \& \textbf{\_\-epdf} () const } 53 46 \label{classbdm_1_1multiBM_98c22316ecfef589989baca261713c8d} 54 47 55 \ begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item48 \item 56 49 \hypertarget{classbdm_1_1multiBM_c996f6b9ca930182030e1027318f1ca6}{ 57 const \hyperlink{classbdm_1_1eDirich}{eDirich} $\ast$ \ hyperlink{classbdm_1_1multiBM_c996f6b9ca930182030e1027318f1ca6}{\_\-e} () const }50 const \hyperlink{classbdm_1_1eDirich}{eDirich} $\ast$ \textbf{\_\-e} () const } 58 51 \label{classbdm_1_1multiBM_c996f6b9ca930182030e1027318f1ca6} 59 52 60 \ 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}\item53 \item 61 54 \hypertarget{classbdm_1_1multiBM_7a480eace4446661bacca94c57499f01}{ 62 55 void \textbf{set\_\-parameters} (const vec \&beta0)} … … 78 71 \label{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6} 79 72 80 \begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\item 73 \begin{CompactList}\small\item\em Flatten the posterior as if to keep nu0 data. \item\end{CompactList}\end{CompactItemize} 74 \begin{Indent}{\bf Constructors}\par 75 \begin{CompactItemize} 76 \item 77 virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} () 78 \end{CompactItemize} 79 \end{Indent} 80 \begin{Indent}{\bf Mathematical operations}\par 81 \begin{CompactItemize} 82 \item 81 83 \hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ 82 84 virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} … … 89 91 90 92 \begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 91 \hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{ 92 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 } 93 \label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c} 94 95 \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 96 \hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{ 97 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const } 98 \label{classbdm_1_1BM_40a3c891996391e3135518053a917793} 99 100 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 93 \hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{ 94 virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const } 95 \label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba} 96 97 \begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item 98 \hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{ 99 virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const } 100 \label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912} 101 102 \begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize} 103 \end{Indent} 104 \begin{Indent}{\bf Access to attributes}\par 105 \begin{CompactItemize} 106 \item 101 107 \hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 102 const \hyperlink{classbdm_1_1RV}{RV} \& \ hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const }108 const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const } 103 109 \label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 104 110 105 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item111 \item 106 112 \hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{ 107 void \ hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})}113 void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 108 114 \label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 109 115 110 \ begin{CompactList}\small\item\em set drv \item\end{CompactList}\item116 \item 111 117 \hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 112 double \ hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }118 double \textbf{\_\-ll} () const } 113 119 \label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 114 120 115 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item121 \item 116 122 \hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 117 void \ hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}123 void \textbf{set\_\-evalll} (bool evl0)} 118 124 \label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 119 125 120 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 126 \end{CompactItemize} 127 \end{Indent} 121 128 \subsection*{Protected Attributes} 122 129 \begin{CompactItemize} … … 142 149 143 150 \begin{CompactList}\small\item\em cached value of lognc() in the previous step (used in evaluation of {\tt ll} ) \item\end{CompactList}\item 144 \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{145 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}146 \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}147 148 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item149 151 \hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 150 152 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} … … 163 165 \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} 164 166 165 166 \subsection{Detailed Description}167 Estimator for Multinomial density.168 167 169 168 \subsection{Member Function Documentation} … … 197 196 Reimplemented from \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{bdm::BM}. 198 197 199 References bdm::eDirich::\_\-beta(), beta, est, bdm::BM::evalll, bdm::BMEF::frg, bdm::BMEF::last\_\-lognc, and bdm::eDirich::lognc(). 198 References bdm::eDirich::\_\-beta(), beta, est, bdm::BM::evalll, bdm::BMEF::frg, bdm::BMEF::last\_\-lognc, and bdm::eDirich::lognc().\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{ 199 \index{bdm::multiBM@{bdm::multiBM}!\_\-copy\_\-@{\_\-copy\_\-}} 200 \index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::multiBM@{bdm::multiBM}} 201 \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} 202 \label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff} 203 204 205 Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: 206 207 \begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);} 208 \end{verbatim} 209 \end{Code} 210 211 212 213 Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}. 200 214 201 215 The documentation for this class was generated from the following file:\begin{CompactItemize}