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  • doc/html/classbdm_1_1ARX.html

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    849<div class="navigation" id="top"> 
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    1051    <ul> 
    11       <li><a href="index.html"><span>Main&nbsp;Page</span></a></li> 
     52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li> 
    1253      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    1354      <li><a href="modules.html"><span>Modules</span></a></li> 
    14       <li><a href="namespaces.html"><span>Namespaces</span></a></li> 
    1555      <li class="current"><a href="classes.html"><span>Classes</span></a></li> 
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    … …  
    2565    </ul> 
    2666  </div> 
    27   <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1ARX.html">ARX</a> 
     67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1ARX.html">ARX</a> 
    2868  </div> 
    2969</div> 
    … …  
    3474Inheritance diagram for bdm::ARX:</div> 
    3575<div class="dynsection"> 
    36 <p><center><img src="classbdm_1_1ARX__inherit__graph.png" border="0" usemap="#bdm_1_1ARX__inherit__map" alt="Inheritance graph"></center> 
    37 <map name="bdm_1_1ARX__inherit__map"> 
    38 <area shape="rect" href="classbdm_1_1BMEF.html" title="Estimator for Exponential family." alt="" coords="15,161,108,188"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="23,84,100,111"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="5,7,117,33"></map> 
    39 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
     76 
     77<p><center><img src="classbdm_1_1ARX.png" usemap="#bdm::ARX_map" border="0" alt=""></center> 
     78<map name="bdm::ARX_map"> 
     79<area href="classbdm_1_1BMEF.html" alt="bdm::BMEF" shape="rect" coords="0,112,86,136"> 
     80<area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="0,56,86,80"> 
     81<area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,86,24"> 
     82</map> 
     83</div> 
    4084 
    4185<p> 
    … …  
    5094<p> 
    5195<p> 
    52 Extension for time-variant parameters <img class="formulaInl" alt="$\theta_t,r_t$" src="form_55.png"> may be achived using exponential forgetting (Kulhavy and Zarrop, 1993). In such a case, the forgetting factor <code>frg</code> <img class="formulaInl" alt="$\in <0,1>$" src="form_56.png"> should be given in the constructor. Time-invariant parameters are estimated for <code>frg</code> = 1. <table border="0" cellpadding="0" cellspacing="0"> 
     96See <a class="el" href="tut_arx.html">Theory of ARX model estimation</a> for mathematical treatment.<p> 
     97The easiest way how to use the class is: <div class="fragment"><pre class="fragment"><span class="preprocessor">#include &lt;<a class="code" href="arx_8h.html" title="Bayesian Filtering for generalized autoregressive (ARX) model.">estim/arx.h</a>&gt;</span> 
     98<span class="keyword">using namespace </span>bdm; 
     99         
     100<span class="comment">// estimation of AR(0) model</span> 
     101<span class="keywordtype">int</span> main() { 
     102        <span class="comment">//prior </span> 
     103        mat V0 = 0.00001*eye(2); V0(0,0)= 0.1; <span class="comment">//</span> 
     104        ARX Ar;  
     105        Ar.set_statistics(1, V0); <span class="comment">//nu is default (set to have finite moments)</span> 
     106                                                          <span class="comment">// forgetting is default: 1.0</span> 
     107        mat Data = concat_vertical( randn(1,100), ones(1,100) ); 
     108        Ar.bayesB( Data);  
     109                         
     110        cout &lt;&lt; <span class="stringliteral">"Expected value of Theta is: "</span> &lt;&lt; Ar.posterior().mean() &lt;&lt;endl; 
     111} 
     112</pre></div> <table border="0" cellpadding="0" cellspacing="0"> 
    53113<tr><td></td></tr> 
    54114<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    55 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="43ed6114f04a3a8756fe2b42eaa35f98"></a><!-- doxytag: member="bdm::ARX::ARX" ref="43ed6114f04a3a8756fe2b42eaa35f98" args="(const double frg0=1.0)" --> 
    56 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#43ed6114f04a3a8756fe2b42eaa35f98">ARX</a> (const double frg0=1.0)</td></tr> 
    57  
    58 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr> 
    59 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73a55a3d66bfbeeee4df6c2ae40920ed"></a><!-- doxytag: member="bdm::ARX::ARX" ref="73a55a3d66bfbeeee4df6c2ae40920ed" args="(const ARX &amp;A0)" --> 
    60 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#73a55a3d66bfbeeee4df6c2ae40920ed">ARX</a> (const <a class="el" href="classbdm_1_1ARX.html">ARX</a> &amp;A0)</td></tr> 
    61  
    62 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr> 
    63 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="60c40b5c6abc4c7e464b4ccae64a5a61"></a><!-- doxytag: member="bdm::ARX::_copy_" ref="60c40b5c6abc4c7e464b4ccae64a5a61" args="()" --> 
    64 <a class="el" href="classbdm_1_1ARX.html">ARX</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">_copy_</a> ()</td></tr> 
    65  
    66 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auxiliary function. <br></td></tr> 
    67 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cab0a1de5355b1027d24fd3d4862c9b0"></a><!-- doxytag: member="bdm::ARX::set_parameters" ref="cab0a1de5355b1027d24fd3d4862c9b0" args="(const ldmat &amp;V0, const double &amp;nu0)" --> 
    68 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#cab0a1de5355b1027d24fd3d4862c9b0">set_parameters</a> (const <a class="el" href="classldmat.html">ldmat</a> &amp;V0, const double &amp;nu0)</td></tr> 
    69  
    70 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br></td></tr> 
    71115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="539f9d0127423c94b912708d390e67b8"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="539f9d0127423c94b912708d390e67b8" args="(const BMEF *BM0)" --> 
    72116void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#539f9d0127423c94b912708d390e67b8">set_statistics</a> (const <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *BM0)</td></tr> 
    73117 
    74 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">get statistics from another model <br></td></tr> 
    75 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1974409e022ea1efb3404b5c2fde66ad"></a><!-- doxytag: member="bdm::ARX::get_parameters" ref="1974409e022ea1efb3404b5c2fde66ad" args="(mat &amp;V0, double &amp;nu0)" --> 
    76 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#1974409e022ea1efb3404b5c2fde66ad">get_parameters</a> (mat &amp;V0, double &amp;nu0)</td></tr> 
    77  
    78 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns sufficient statistics. <br></td></tr> 
     118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set sufficient statistics. <br></td></tr> 
     119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5912dbcf28ae711e30b08c2fa766a3e6"></a><!-- doxytag: member="bdm::ARX::_copy_" ref="5912dbcf28ae711e30b08c2fa766a3e6" args="(bool changerv=false)" --> 
     120<a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">_copy_</a> (bool changerv=false)</td></tr> 
     121 
     122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> 
     123<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
     124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="43ed6114f04a3a8756fe2b42eaa35f98"></a><!-- doxytag: member="bdm::ARX::ARX" ref="43ed6114f04a3a8756fe2b42eaa35f98" args="(const double frg0=1.0)" --> 
     125&nbsp;</td><td class="memItemRight" valign="bottom"><b>ARX</b> (const double frg0=1.0)</td></tr> 
     126 
     127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73a55a3d66bfbeeee4df6c2ae40920ed"></a><!-- doxytag: member="bdm::ARX::ARX" ref="73a55a3d66bfbeeee4df6c2ae40920ed" args="(const ARX &amp;A0)" --> 
     128&nbsp;</td><td class="memItemRight" valign="bottom"><b>ARX</b> (const <a class="el" href="classbdm_1_1ARX.html">ARX</a> &amp;A0)</td></tr> 
     129 
     130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1ARX.html">ARX</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">_copy_</a> ()</td></tr> 
     131 
     132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7aef6fe827f15427d534e6fb2c220e04"></a><!-- doxytag: member="bdm::ARX::set_parameters" ref="7aef6fe827f15427d534e6fb2c220e04" args="(double frg0)" --> 
     133void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (double frg0)</td></tr> 
     134 
     135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f859f53eab269845a9064bbd92f841af"></a><!-- doxytag: member="bdm::ARX::set_statistics" ref="f859f53eab269845a9064bbd92f841af" args="(int dimx0, const ldmat V0, double nu0=-1.0)" --> 
     136void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (int dimx0, const <a class="el" href="classldmat.html">ldmat</a> V0, double nu0=-1.0)</td></tr> 
     137 
     138<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    79139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17e7fe14654ab3c449846c3f43e66169"></a><!-- doxytag: member="bdm::ARX::bayes" ref="17e7fe14654ab3c449846c3f43e66169" args="(const vec &amp;dt, const double w)" --> 
    80140void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &amp;dt, const double w)</td></tr> 
    81141 
    82 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here <img class="formulaInl" alt="$dt = [y_t psi_t] $" src="form_58.png">. <br></td></tr> 
     142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_119.png">. <br></td></tr> 
    83143<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &amp;dt)</td></tr> 
    84144 
    85145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#8bdf2974052e8ce74eb0d4f3791c58a3"></a><br></td></tr> 
    86 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="16797df43f85f1ddbe9d64fd6d82c25d"></a><!-- doxytag: member="bdm::ARX::_epdf" ref="16797df43f85f1ddbe9d64fd6d82c25d" args="() const " --> 
    87 const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_epdf</b> () const </td></tr> 
    88  
    89146<tr><td class="memItemLeft" nowrap align="right" valign="top">double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">logpred</a> (const vec &amp;dt) const </td></tr> 
    90147 
    … …  
    100157<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#4cdf5e2a7d3480ec31f6247ed4289b15">epredictor</a> () const </td></tr> 
    101158 
    102 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_112.png">. <br></td></tr> 
     159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Predictor for empty regressor. <br></td></tr> 
    103160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; <a class="el" href="classldmat.html">ldmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#74fe8ae2d88bee8639510fd0eaf73513">predictor</a> () const </td></tr> 
    104161 
    … …  
    110167 
    111168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Brute force structure estimation.  <a href="#16b02ae03316751664c22d59d90c1e34"></a><br></td></tr> 
     169<tr><td colspan="2"><div class="groupHeader">Access attributes</div></td></tr> 
    112170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab2c55205a324e9d698fbd8ac229ad4f"></a><!-- doxytag: member="bdm::ARX::_e" ref="ab2c55205a324e9d698fbd8ac229ad4f" args="() const " --> 
    113171const <a class="el" href="classbdm_1_1egiw.html">egiw</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
    114172 
    115 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5912dbcf28ae711e30b08c2fa766a3e6"></a><!-- doxytag: member="bdm::ARX::_copy_" ref="5912dbcf28ae711e30b08c2fa766a3e6" args="(bool changerv=false)" --> 
    116 <a class="el" href="classbdm_1_1BMEF.html">BMEF</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">_copy_</a> (bool changerv=false)</td></tr> 
    117  
    118 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flatten the posterior as if to keep nu0 data. <br></td></tr> 
     173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a96a50d212648f049122a31d9553618"></a><!-- doxytag: member="bdm::ARX::posterior" ref="5a96a50d212648f049122a31d9553618" args="() const " --> 
     174const <a class="el" href="classbdm_1_1egiw.html">egiw</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>posterior</b> () const </td></tr> 
     175 
     176<tr><td colspan="2"><div class="groupHeader">Connection</div></td></tr> 
     177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df3dc1b90efc0cc54a3a6e5e858542d1"></a><!-- doxytag: member="bdm::ARX::set_drv" ref="df3dc1b90efc0cc54a3a6e5e858542d1" args="(const RV &amp;drv0)" --> 
     178void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;drv0)</td></tr> 
     179 
     180<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b96872783ab72e135b7b9ee26ef0577"></a><!-- doxytag: member="bdm::ARX::get_yrv" ref="7b96872783ab72e135b7b9ee26ef0577" args="()" --> 
     181<a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>get_yrv</b> ()</td></tr> 
     182 
    119183<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    120184<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::ARX::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    … …  
    130194const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
    131195 
    132 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::ARX::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    133 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::ARX::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     197void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    134198 
    135199<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::ARX::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    … …  
    140204 
    141205<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     206<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e68db2a218d54b09304cad6c0a897d9"></a><!-- doxytag: member="bdm::ARX::dimx" ref="8e68db2a218d54b09304cad6c0a897d9" args="" --> 
     207int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8e68db2a218d54b09304cad6c0a897d9">dimx</a></td></tr> 
     208 
     209<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">size of output variable (needed in regressors) <br></td></tr> 
     210<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#363aaa55b2ab3eec602510cdf53e84ef">_yrv</a></td></tr> 
     211 
    142212<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11474a627367f81b76830cb8477cf026"></a><!-- doxytag: member="bdm::ARX::est" ref="11474a627367f81b76830cb8477cf026" args="" --> 
    143213<a class="el" href="classbdm_1_1egiw.html">egiw</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026">est</a></td></tr> 
    … …  
    174244</table> 
    175245<hr><h2>Member Function Documentation</h2> 
     246<a class="anchor" name="60c40b5c6abc4c7e464b4ccae64a5a61"></a><!-- doxytag: member="bdm::ARX::_copy_" ref="60c40b5c6abc4c7e464b4ccae64a5a61" args="()" --> 
     247<div class="memitem"> 
     248<div class="memproto"> 
     249      <table class="memname"> 
     250        <tr> 
     251          <td class="memname"><a class="el" href="classbdm_1_1ARX.html">ARX</a> * bdm::ARX::_copy_           </td> 
     252          <td>(</td> 
     253          <td class="paramname">          </td> 
     254          <td>&nbsp;)&nbsp;</td> 
     255          <td><code> [virtual]</code></td> 
     256        </tr> 
     257      </table> 
     258</div> 
     259<div class="memdoc"> 
     260 
     261<p> 
     262Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">_copy_</a>(){<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
     263</pre></div>  
     264<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">bdm::BM</a>.</p> 
     265 
     266</div> 
     267</div><p> 
    176268<a class="anchor" name="8bdf2974052e8ce74eb0d4f3791c58a3"></a><!-- doxytag: member="bdm::ARX::bayes" ref="8bdf2974052e8ce74eb0d4f3791c58a3" args="(const vec &amp;dt)" --> 
    177269<div class="memitem"> 
    … …  
    225317<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">bdm::BM</a>.</p> 
    226318 
    227 <p>References <a class="el" href="libEF_8h-source.html#l00204">bdm::egiw::_nu()</a>, <a class="el" href="libEF_8h-source.html#l00202">bdm::egiw::_V()</a>, <a class="el" href="arx_8h-source.html#l00038">est</a>, <a class="el" href="libBM_8h-source.html#l00583">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, <a class="el" href="libEF_8cpp-source.html#l00044">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h-source.html#l00042">nu</a>, <a class="el" href="libDC_8cpp-source.html#l00058">ldmat::opupdt()</a>, <a class="el" href="libEF_8h-source.html#l00197">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h-source.html#l00040">V</a>.</p> 
     319<p>References <a class="el" href="libEF_8h-source.html#l00204">bdm::egiw::_nu()</a>, <a class="el" href="libEF_8h-source.html#l00202">bdm::egiw::_V()</a>, <a class="el" href="arx_8h-source.html#l00047">est</a>, <a class="el" href="libBM_8h-source.html#l00603">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00077">bdm::BMEF::frg</a>, <a class="el" href="libEF_8h-source.html#l00079">bdm::BMEF::last_lognc</a>, <a class="el" href="libEF_8cpp-source.html#l00044">bdm::egiw::lognc()</a>, <a class="el" href="arx_8h-source.html#l00051">nu</a>, <a class="el" href="libDC_8cpp-source.html#l00058">ldmat::opupdt()</a>, <a class="el" href="libEF_8h-source.html#l00197">bdm::egiw::pow()</a>, and <a class="el" href="arx_8h-source.html#l00049">V</a>.</p> 
    228320 
    229321</div> 
    … …  
    252344<p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">bdm::BM</a>.</p> 
    253345 
    254 <p>References <a class="el" href="libBM_8h-source.html#l00272">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00038">est</a>, <a class="el" href="libEF_8cpp-source.html#l00107">bdm::egiw::mean_mat()</a>, <a class="el" href="libDC_8h-source.html#l00289">ldmat::rows()</a>, <a class="el" href="libEF_8h-source.html#l00762">bdm::mlnorm&lt; sq_T &gt;::set_parameters()</a>, and <a class="el" href="arx_8h-source.html#l00040">V</a>.</p> 
     346<p>References <a class="el" href="libBM_8h-source.html#l00281">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00047">est</a>, <a class="el" href="libEF_8cpp-source.html#l00107">bdm::egiw::mean_mat()</a>, <a class="el" href="libDC_8h-source.html#l00289">ldmat::rows()</a>, <a class="el" href="libEF_8h-source.html#l00776">bdm::mlnorm&lt; sq_T &gt;::set_parameters()</a>, and <a class="el" href="arx_8h-source.html#l00049">V</a>.</p> 
    255347 
    256348</div> 
    … …  
    277369<dl class="return" compact><dt><b>Returns:</b></dt><dd>indeces of accepted regressors. </dd></dl> 
    278370 
    279 <p>References <a class="el" href="libBM_8h-source.html#l00272">bdm::epdf::dimension()</a>, <a class="el" href="bdm_2estim_2arx_8cpp-source.html#l00132">bdm::egiw_bestbelow()</a>, <a class="el" href="arx_8h-source.html#l00038">est</a>, and <a class="el" href="libEF_8cpp-source.html#l00044">bdm::egiw::lognc()</a>.</p> 
    280  
     371<p>References <a class="el" href="libBM_8h-source.html#l00281">bdm::epdf::dimension()</a>, <a class="el" href="arx_8h-source.html#l00047">est</a>, and <a class="el" href="libEF_8cpp-source.html#l00044">bdm::egiw::lognc()</a>.</p> 
     372 
     373</div> 
     374</div><p> 
     375<hr><h2>Member Data Documentation</h2> 
     376<a class="anchor" name="363aaa55b2ab3eec602510cdf53e84ef"></a><!-- doxytag: member="bdm::ARX::_yrv" ref="363aaa55b2ab3eec602510cdf53e84ef" args="" --> 
     377<div class="memitem"> 
     378<div class="memproto"> 
     379      <table class="memname"> 
     380        <tr> 
     381          <td class="memname"><a class="el" href="classbdm_1_1RV.html">RV</a> <a class="el" href="classbdm_1_1ARX.html#363aaa55b2ab3eec602510cdf53e84ef">bdm::ARX::_yrv</a><code> [protected]</code>          </td> 
     382        </tr> 
     383      </table> 
     384</div> 
     385<div class="memdoc"> 
     386 
     387<p> 
     388description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_118.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>.  
    281389</div> 
    282390</div><p> 
    … …  
    284392<li><a class="el" href="arx_8h-source.html">arx.h</a><li>bdm/estim/arx.cpp</ul> 
    285393</div> 
    286 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:01 2009 for mixpp by&nbsp; 
     394<hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:33 2009 for mixpp by&nbsp; 
    287395<a href="http://www.doxygen.org/index.html"> 
    288396<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>