Changeset 275 for doc/html/classbdm_1_1ARX.html
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- 02/17/09 11:15:56 (16 years ago)
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doc/html/classbdm_1_1ARX.html
r271 r275 88 88 <p> 89 89 Regression of the following kind: <p class="formulaDsp"> 90 <img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_ 61.png">91 <p> 92 where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_ 51.png">, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_52.png"> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_53.png">. Distrubances <img class="formulaInl" alt="$e_t$" src="form_54.png"> are supposed to be normally distributed: <p class="formulaDsp">93 <img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_ 62.png">90 <img class="formulaDsp" alt="\[ y_t = \theta_1 \psi_1 + \theta_2 + \psi_2 +\ldots + \theta_n \psi_n + r e_t \]" src="form_0.png"> 91 <p> 92 where unknown parameters <code>rv</code> are <img class="formulaInl" alt="$[\theta r]$" src="form_1.png">, regression vector <img class="formulaInl" alt="$\psi=\psi(y_{1:t},u_{1:t})$" src="form_2.png"> is a known function of past outputs and exogeneous variables <img class="formulaInl" alt="$u_t$" src="form_3.png">. Distrubances <img class="formulaInl" alt="$e_t$" src="form_4.png"> are supposed to be normally distributed: <p class="formulaDsp"> 93 <img class="formulaDsp" alt="\[ e_t \sim \mathcal{N}(0,1). \]" src="form_5.png"> 94 94 <p> 95 95 <p> … … 140 140 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#17e7fe14654ab3c449846c3f43e66169">bayes</a> (const vec &dt, const double w)</td></tr> 141 141 142 <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_ 119.png">. <br></td></tr>142 <tr><td class="mdescLeft"> </td><td class="mdescRight">Weighted Bayes <img class="formulaInl" alt="$ dt = [y_t psi_t] $" src="form_8.png">. <br></td></tr> 143 143 <tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#8bdf2974052e8ce74eb0d4f3791c58a3">bayes</a> (const vec &dt)</td></tr> 144 144 … … 213 213 <a class="el" href="classbdm_1_1egiw.html">egiw</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#11474a627367f81b76830cb8477cf026">est</a></td></tr> 214 214 215 <tr><td class="mdescLeft"> </td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_ 57.png"> in the form of Normal-inverse Wishart density. <br></td></tr>215 <tr><td class="mdescLeft"> </td><td class="mdescRight">Posterior estimate of <img class="formulaInl" alt="$\theta,r$" src="form_7.png"> in the form of Normal-inverse Wishart density. <br></td></tr> 216 216 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de5b7d83ff5d3f5af2f80068db0abdfd"></a><!-- doxytag: member="bdm::ARX::V" ref="de5b7d83ff5d3f5af2f80068db0abdfd" args="" --> 217 217 <a class="el" href="classldmat.html">ldmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1ARX.html#de5b7d83ff5d3f5af2f80068db0abdfd">V</a></td></tr> … … 386 386 387 387 <p> 388 description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_ 118.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>.388 description of modelled data <img class="formulaInl" alt="$ y_t $" src="form_6.png"> in the likelihood function Do NOT access directly, only via <code>get_yrv()</code>. 389 389 </div> 390 390 </div><p> … … 392 392 <li><a class="el" href="arx_8h-source.html">arx.h</a><li>bdm/estim/arx.cpp</ul> 393 393 </div> 394 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:332009 for mixpp by 394 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 16 10:06:31 2009 for mixpp by 395 395 <a href="http://www.doxygen.org/index.html"> 396 396 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>